Estimating the speed of adjustment of leverage in the presence of interactive effects
Year of publication: |
2022
|
---|---|
Authors: | Westerlund, Joakim ; Karabiyik, Hande ; Narayan, Paresh Kumar ; Narayan, Seema |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 20.2022, 5, p. 942-960
|
Subject: | bias | capital structure | cross-section correlation | dynamic panel data | interactive effects | leverage | Kapitalstruktur | Capital structure | Panel | Panel study | Schätzung | Estimation | Korrelation | Correlation | Schätztheorie | Estimation theory | Systematischer Fehler | Bias |
-
In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh, (2015)
-
Bias-corrected common correlated effects pooled estimation in dynamic panels
Vos, Ignace de, (2021)
-
Estimating dynamic panel models : backing out the Nickell bias
Hausman, Jerry A., (2017)
- More ...
-
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar, (2015)
-
The sustainability of Fiji's budget deficit : an econometric analysis
Narayan, Paresh Kumar, (2003)
-
The J-curve : evidence from Fiji
Narayan, Paresh Kumar, (2003)
- More ...