IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Year of publication: |
2023
|
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Authors: | Cui, Guowei ; Sarafidis, Vasilis ; Yamagata, Takashi |
Subject: | Bank risk behaviour | capital regulation | common factors | instrumental variables | large N and T asymptotics | panel data | social interactions | state dependence | Panel | Panel study | Bankrisiko | Bank risk | Theorie | Theory | Schätzung | Estimation | IV-Schätzung | Instrumental variables | Risikopräferenz | Risk attitude | Räumliche Interaktion | Spatial interaction | Risiko | Risk |
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