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Modelling the sensitivity of Zimbabwean commercial banks' non-performing loans to shocks in macro-economic variables and micro-economic variables : (2009-2014)

Muvingi, Jacob; Sauka, Kudzai; Chisunga, David; … - In: International journal of economic behavior and … 5 (2017) 4, pp. 92-99

Persistent link: https://www.econbiz.de/10011784326

The efficiency of banks’ credit portfolio allocation : an application of kernel density estimation on a panel of Albanian banking system data

Tanku, Altin; Dushku, Elona; Ceca, Kliti - In: Crisis, credit and resource misallocation : evidence …, (pp. 171-203). 2017

Persistent link: https://www.econbiz.de/10011643699

Monetary transmission mechanism in Uganda, evidence from banks’ sectoral lending data

Sande, Deo - 2020

Persistent link: https://www.econbiz.de/10012253797

The conundrum of bank capital structure : empirical evidence from Pakistan

Sarwar, Bilal; Noor, Muhammad; Uz Zaman, Nadeem; Ur … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of … the State Bank of Pakistan and the annual reports of banks from 2006-2017. The data is analyzed by applying the pooled OLS …, fixed effect, and the GMM estimator. The determinants are grouped in (i) bank financial performance (ii) bank risk-based and …

Persistent link: https://www.econbiz.de/10013179668

Technical efficiency determinants of the Tunisian manufacturing industry : stochastic production frontiers estimates on panel data

Helali, Kamel; Kalai, Maha - In: Journal of economic development 40 (2015) 2, pp. 105-130

Persistent link: https://www.econbiz.de/10011294184

Ownership structure and cost of equity capital : Tunisian evidence

Dakhlaoui, Mejda; Rabah Gana, Marjene - In: International journal of business governance and ethics … 14 (2020) 1, pp. 96-121

Persistent link: https://www.econbiz.de/10012172462

Dynamically assigned treatments : duration models, binary treatment models, and panel data models

Abbring, Jaap H.; Berg, Gerard J. van den - 2002

Often, the moment of a treatment and the moment at which the outcome of interest occurs are realizations of stochastic processes with dependent unobserved determinants. Notably, both treatment and outcome are characterized by the moment they occur. We compare different methods of inference of...

Persistent link: https://www.econbiz.de/10011574791

Quantile Regression Estimation of Panel Duration Models with Censored Data

Harding, Matthew; Lamarche, Carlos - In: Essays in honor of Jerry Hausman, (pp. 237-267). 2012

This paper studies the estimation of quantile regression panel duration models. We allow for the possibility of … approach for panel duration models under conditionally independent censoring. The procedure involves minimizing ℓ1 convex … insurance on unemployment duration illustrates the approach. …

Persistent link: https://www.econbiz.de/10015378523

The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

The difference, system and "Double-D" GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - In: Bangladesh journal of political economy 31 (2015) 1, pp. 269-292

Persistent link: https://www.econbiz.de/10011846189