The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642): Difference between revisions

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scientific article; zbMATH DE number 6252525

Language	Label	Description	Also known as
English	The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure	scientific article; zbMATH DE number 6252525

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instance of

scholarly article

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title

The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (English)

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30 January 2014

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zbMATH Keywords

corporate finance

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heterogeneity of agents

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time series analysis

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describes a project that uses

xtabond2

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Stata

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/14697688.2011.572903

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cites work

Formulation and estimation of dynamic models using panel data

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Another look at the instrumental variable estimation of error-components models

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Determining the Number of Factors in Approximate Factor Models

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Q5475042

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Initial conditions and moment restrictions in dynamic panel data models

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Testing for unit roots with stationary covariates

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Efficient Tests for an Autoregressive Unit Root

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Testing for stationarity in heterogeneous panel data

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Long difference instrumental variables estimation for dynamic panel models with fixed effects

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Large Sample Properties of Generalized Method of Moments Estimators

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Generalizations of the KPSS‐test for stationarity

0 references

Testing for unit roots in heterogeneous panels.

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On the power and interpretation of panel unit root tests

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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Unit root tests in panel data: asymptotic and finite-sample properties

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Automatic Lag Selection in Covariance Matrix Estimation

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LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

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PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

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Estimating long-run relationships from dynamic heterogeneous panels

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Forecasting Using Principal Components From a Large Number of Predictors

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Identifiers

zbMATH Open document ID

1279.91176

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DOI

10.1080/14697688.2011.572903

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5745642

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+W1964468144
@@ Property / OpenAlex ID: W1964468144 / rank @@
+Normal rank
@@ Property / cites work @@
+Formulation and estimation of dynamic models using panel data
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
+Normal rank
@@ Property / cites work @@
+Another look at the instrumental variable estimation of error-components models
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Initial conditions and moment restrictions in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Testing for unit roots with stationary covariates
@@ Property / cites work: Testing for unit roots with stationary covariates / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for stationarity in heterogeneous panel data
+Normal rank
@@ Property / cites work @@
+Long difference instrumental variables estimation for dynamic panel models with fixed effects
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Generalizations of the KPSS‐test for stationarity
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
+Normal rank
@@ Property / cites work @@
+On the power and interpretation of panel unit root tests
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
+Normal rank
@@ Property / cites work @@
+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
+Normal rank
@@ Property / cites work @@
+Estimating long-run relationships from dynamic heterogeneous panels
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5745642