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Estimating dynamic panel models in corporate finance

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
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
2021Econometric Analysis of Panel Data15,089 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
1997Industry costs of equity5,793 cited
2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt3,396 cited
2012Endogeneity and the dynamics of internal corporate governance3,018 cited
2007Capital Structure Decisions: Which Factors Are Reliably Important?2,853 cited
2002Dynamic panel data models: a guide to micro data methods and practice2,568 cited
1999Estimating dynamic panel data models: a guide for macroeconomists2,126 cited
2005Partial adjustment toward target capital structures2,038 cited
1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

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1,932 cited

2008Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure1,846 cited

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