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Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
Hall, Bronwyn H.; Mairesse, Jacques; Mulkay, Benoit; … - EconWPA - 1999
correction, traditional between- and within-firm estimation versus GMM estimation, the investment behavior of French firms versus …
Persistent link: https://www.econbiz.de/10005408002
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Bias Correction in Panel Data Models with Individual Specific Parameters
Fernandez-Val, Ivan - Department of Economics, Boston University - 2005
In random coefficients linear IV models, fixed effects averages of the random coefficients are biased in short panels due to the finite-sample bias of IV estimators. This paper introduces a new class of bias-corrected fixed effects estimators for panel data models where the response to the...
Persistent link: https://www.econbiz.de/10004972908
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What is the investment loss due to uncertainty?
Panagiotidis, Theodore; Printzis, Panagiotis - 2019
uncertainty. The investment performance of 14 sectors is examined within a dynamic investment model. Robust GMM estimates of the …
Persistent link: https://www.econbiz.de/10012063228
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An exponential class of dynamic binary choice panel data models with fixed effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, Mohammad Hashem - 2012
eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …
Persistent link: https://www.econbiz.de/10010291322
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An exponential class of dynamic binary choice panel data models with fixed effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem - 2012
eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …
Persistent link: https://www.econbiz.de/10010291517
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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem - Institute for the Study of Labor (IZA) - 2012
eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …
Persistent link: https://www.econbiz.de/10010598555
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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Al-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem - CESifo - 2012
eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …
Persistent link: https://www.econbiz.de/10010598909
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Growth and Long-term Debt of Indian Corporate Sector: A Study With Reference to Bombay Stock Exchange 500 Index Companies
Krishnankutty, Raveesh; Chakraborty, Kiran Sankar - In: Economic Research Guardian 4 (2014) 1, pp. 13-24
panel estimation, GMM (1998) is used for examining the relation between growth and long term debt. The study found that …
Persistent link: https://www.econbiz.de/10010778571
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The Determinants of Corporate debt maturity: a study on listed companies of Bombay Stock Exchange 500 index
Krishnankutty, Raveesh; Chakraborty, K.S. - In: Romanian Economic Journal 17 (2014) 51, pp. 67-90
fixed effects. We also used GMM (1991) and GMM (1998) estimates of our analysis. The result of robustness tests confirms …
Persistent link: https://www.econbiz.de/10010791386
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Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study
Biørn, Erik; Han, Xuehui - Økonomisk institutt, Universitetet i Oslo - 2012
memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators …
Persistent link: https://www.econbiz.de/10010819019