IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Guowei Cui, Vasilis Sarafidis and Takashi Yamagata
| Year of publication: |
2023
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|---|---|
| Authors: | Cui, Guowei ; Sarafidis, Vasilis ; Yamagata, Takashi |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 26.2023, 2, p. 124-146
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utac026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014319278