A Panel Analysis of Liquidity Constraints and Firm Investment

DOI10.2307/2965693MaRDI QIDQ4366223zbMATH OpenOpenAlexFDO

Authors Cheng Hsiao, A. Kamil Tahmiscioglu

Publication date 18 November 1997

Full work available at URL https://doi.org/10.2307/2965693

zbMATH Keywords

Bayesian estimatorinvestment behaviorpooled data analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• Dynamic Investment Models and the Firm's Financial Policy
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
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• Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
• scientific article; zbMATH DE number 5703859 (Why is no real title available?)
• Family firms, bank relationships, and financial constraints: a comprehensive score card
• Estimation and identification of latent group structures in panel data
• On the interaction of financial frictions and fixed capital adjustment costs: evidence from a panel of German firms
• Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models
• Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
• Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model
• Investment decisions with financial constraints. Evidence from Spanish firms
• Identification and estimation in panel models with overspecified number of groups
• Validating approximate slope homogeneity in large panels
• Quantile regression for dynamic panel data with fixed effects
• Forecasting with spatial panel data
• Financing constraints and firm inventory investment: a reexamination
• Quantile-regression-based clustering for panel data
• The determinants of firms' performance: can finance constraints improve technical efficiency?
• Identifying latent group structures in nonlinear panels

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