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Capturing the impact of latent industry-wide shocks with dynamic panel model

KiHoon Jimmy Hong, Bin Peng and Xiaohui Zhang
Year of publication:
2014
Authors: Hong, KiHoon Jimmy ; Peng, Bin ; Zhang, Xiaohui
Publisher: Sydney : Quantitative Finance Research Centre, Univ. of Techn.
Subject: Panel | Panel study | Schock | Shock | Schätzung | Estimation
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