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Panel-Data Estimation in Finance: Testable Assumptions and Parameter (In)Consistency
16 references·2 citing·29 second hop
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1985The Structure of Corporate Ownership: Causes and Consequences6,243 cited
  • 2012Endogeneity and the dynamics of internal corporate governance3,018 cited
  • 1995Endogenously Chosen Boards of Directors and Their Monitoring of the CEO1,719 cited
  • 1989Dynamic Capital Structure Choice: Theory and Tests1,572 cited
  • 2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
  • 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
  • 2012Common Errors: How to (and Not to) Control for Unobserved Heterogeneity1,156 cited
  • 2012Estimating dynamic panel models in corporate finance841 cited
  • 2005

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Debt Dynamics
774 cited
  • 2010Capital Structure as a Strategic Variable: Evidence from Collective Bargaining608 cited
  • Cited by

    • 2016The Effect of Corporate Governance on Firm Market Value and Profitability: Time-Series Evidence from Turkey15 cited
    • 2020Influence of independent directors on the market risks of Indian banks14 cited