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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices

Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019

This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …

Persistent link: https://www.econbiz.de/10011983664

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10003824296

How do rating agencies score in predicting firm performance

Löffler, Gunter (contributor); Posch, Peter N. (contributor) - 2007

We use dynamic panel analysis to examine whether credit rating agencies achieve what they claim to achieve, namely … ; Predictive ability ; Dynamic Panel Model …

Persistent link: https://www.econbiz.de/10003634013

The demand for directors' and officers' liability insurance by US public companies

Kaltchev, George D. - 2004

risk as well as provides real-services efficiencies, among others. Applying dynamic panel data models, these theories are … decision-making on corporate insurance and the significance of risk management using US panel data for the first time. …

Persistent link: https://www.econbiz.de/10011568692

Financing constraints and R&D investments of large corporations in Europe and the USA

Cincera, Michele; Ravet, Julien - 2010

This paper explores the existence and importance of financing constraints for R&D investments in large EU and US manufacturing companies over the 2000-2007 period. The main results obtained by estimating error-correction equations suggest that the sensitivity of R&D investments to cash flow...