Search Results - subject:"endogeneity issues"

Is illiquidity priced in an international factor pricing model? : a dynamic panel data application with robust IV

Racicot, François-Éric; Rentz, William F.; Théoret, … - In: International journal of finance & economics : IJFE 30 (2025) 1, pp. 282-314

Persistent link: https://www.econbiz.de/10015337872

Structural panel Bayesian VAR with multivariate time-varying volatility to jointly deal with structural changes, policy regime shifts, and endogeneity issues

Pacifico, Antonio - In: Econometrics : open access journal 9 (2021) 2, pp. 1-35

This paper improves a standard Structural Panel Bayesian Vector Autoregression model in order to jointly deal with issues of endogeneity, because of omitted factors and unobserved heterogeneity, and volatility, because of policy regime shifts and structural changes. Bayesian methods are used to...

Persistent link: https://www.econbiz.de/10012547425

Corporate governance and working capital management : inclusive approach for measuring the firm performance

Kayani, Umar Nawaz; De Silva, Tracy-Anne; Gan, Christopher - In: Review of Pacific Basin financial markets and policies 24 (2021) 2, pp. 2150015-1-2150015-25