The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure
From MaRDI portal
Publication:5745642
DOI10.1080/14697688.2011.572903zbMath1279.91176OpenAlexW1964468144MaRDI QIDQ5745642
Roberto Golinelli, Maria Elena Bontempi
Publication date: 30 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.572903
Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)
Uses Software
Cites Work
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Initial conditions and moment restrictions in dynamic panel data models
- Another look at the instrumental variable estimation of error-components models
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- 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?
- Formulation and estimation of dynamic models using panel data
- Testing for unit roots in heterogeneous panels.
- Testing for unit roots with stationary covariates
- Unit root tests in panel data: asymptotic and finite-sample properties
- Estimating long-run relationships from dynamic heterogeneous panels
- On the power and interpretation of panel unit root tests
- Testing for stationarity in heterogeneous panel data
- Automatic Lag Selection in Covariance Matrix Estimation
- Forecasting Using Principal Components From a Large Number of Predictors
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Generalizations of the KPSS‐test for stationarity
- Efficient Tests for an Autoregressive Unit Root
- Determining the Number of Factors in Approximate Factor Models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
