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Modelling the longitudinal properties of financial ratios
16 references·0 citing·40 second hop
Modelling the longitudinal properties of financial ratios (2009)Modelling the longitudinal properties of …Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (2005)ESTIMATION AND INFERENCE IN S…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…The Time Series Properties of Financial Ratios: Lev Revisited (2003)The Time Series Properties of…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Proportionate Growth and the Theoretical Foundations of Financial Ratios (2002)Proportionate Growth and the …Nonlinear IV unit root tests in panels with cross-sectional dependency (2002)Nonlinear IV unit root tests …Dynamic Econometrics (1995)Dynamic EconometricsAn Induced Theory of Financial Ratios (1990)An Induced Theory of Financia…Industry Effects and the Proportionality Assumption In Ratio Analysis. A Variance Component Analysis (1987)Industry Effects and the Prop…Student's T and the Distribution of Financial Ratios (1986)Student's T and the Distribut…METHODOLOGICAL IMPLICATIONS OF NON‐NORMALLY DISTRIBUTED FINANCIAL RATIOS (1982)METHODOLOGICAL IMPLICATIONS O…SOME BASIC PROPERTIES OF ACCOUNTING RATIOS (1980)SOME BASIC PROPERTIES OF ACCO…Methodological issues in the use of financial ratios (1979)Methodological issues in the …Industry Averages as Targets for Financial Ratios (1969)Industry Averages as Targets …Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Dynamic panel data models: a guide to microdata methods and practice (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Panel data analysis—advantages and challenges (2007)Panel Data and Unobservable Individual Effects (1981)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Modeling Credit Risk for Smes: Evidence from the Us Market (2005)Small Enterprise Default Prediction Modeling through Artificial Neural Networks: An Empirical Analysis of Italian Small Enterprises (2012)A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy (2014)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A PANIC Attack on Unit Roots and Cointegration (2004)The Information Content of Annual Earnings Announcements (1968)On cross-sectional analysis in accounting research (1987)The Accounting Based Valuation of Corporate R&D. (1994)The Ohlson Model: Contribution to Valuation Theory, Limitations, and Empirical Applications (2000)Financial statement analysis (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Determining the Number of Factors in Approximate Factor Models (2002)Testing for Error Correction in Panel Data* (2007)Testing for Granger non-causality in heterogeneous panels (2012)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Strategic groups as reference groups: Theory, modeling and empirical examination of industry and competitive strategy (1995)STRATEGIC REFERENCE POINT THEORY (1996)Forecasting Profitability and Earnings (2000)Testing slope homogeneity in large panels (2007)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2021Econometric Analysis of Panel Data15,652 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 1995Dynamic Econometrics1,199 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 2002Nonlinear IV unit root tests in panels with cross-sectional dependency401 cited
  • 2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION336 cited
  • 1979Methodological issues in the use of financial ratios256 cited
  • 1969Industry Averages as Targets for Financial Ratios252 cited
  • 1982METHODOLOGICAL IMPLICATIONS OF NON‐NORMALLY DISTRIBUTED FINANCIAL RATIOS147 cited
  • 1980SOME BASIC PROPERTIES OF ACCOUNTING RATIOS134 cited
  • 1986Student's T and the Distribution of Financial Ratios63 cited
  • 1990An Induced Theory of Financial Ratios54 cited
  • 1987Industry Effects and the Proportionality Assumption In Ratio Analysis. A Variance Component Analysis43 cited
  • 2003The Time Series Properties of Financial Ratios: Lev Revisited35 cited

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2002
Proportionate Growth and the Theoretical Foundations of Financial Ratios
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