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Timing of banks’ loan loss provisioning during the crisis
16 references·1 citing·28 second hop
Timing of banks’ loan loss provisioning during the crisis (2017)Timing of banks’ loan loss provisioning d…Accounting discretion, loan loss provisioning, and discipline of Banks’ risk-taking (2012)Accounting discretion, loan l…Error-Correction–Based Cointegration Tests for Panel Data (2008)Error-Correction–Based Cointe…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Loan loss provisioning and economic slowdowns: too much, too late? (2003)Loan loss provisioning and ec…Unit root tests for panel data (2001)Unit root tests for panel dataPurchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects (1999)Bank loan loss provisions: a …Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Expected Losses, Unexpected Costs? Evidence from SME Credit Access under IFRS 9 (2025)Expected Losses, Unexpected C…Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Introductory Econometrics for Finance (2008)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Specification Tests in Econometrics (1978)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)Macroeconomic Forecasting Using Diffusion Indexes (2002)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2007Testing for Error Correction in Panel Data*6,105 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 2001Unit root tests for panel data4,109 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1999Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects914 cited
  • 2003Loan loss provisioning and economic slowdowns: too much, too late?817 cited
  • 2012

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Accounting discretion, loan loss provisioning, and discipline of Banks’ risk-taking
791 cited
  • 2008Error-Correction–Based Cointegration Tests for Panel Data768 cited
  • Cited by

    • 2025Expected Losses, Unexpected Costs? Evidence from SME Credit Access under IFRS 922 cited