González, Andrés (contributor); … - 2005
indicator function I[qit > c1], defined as I[A] = 1
when the event A occurs and 0 otherwise. In that case the PSTR model in (1 … reason for reporting results for the F-version
of the LM test only is that according to previous studies it has better size … studies examine the effects of capital market im-
perfections on investment, see Fazzari, Hubbard, and Petersen (1988), Whited …