Econometric testing of the real option hypothesis: evidence from investment in oil tankers
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 42 (2012)
Issue (Month): 1 (February)
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Find related papers by JEL classification:
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- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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Cambridge University Press, number 9780521608275, October.
- Alberto Moel, 2002. "When Are Real Options Exercised? An Empirical Study of Mine Closings," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 35-64, March.
- Jose A. F. Machado & J. M. C. Santos Silva, 2002.
"Quantiles for counts,"
CeMMAP working papers
CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September.
- Leahy, John V, 1993. "Investment in Competitive Equilibrium: The Optimality of Myopic Behavior," The Quarterly Journal of Economics, MIT Press, vol. 108(4), pages 1105-33, November.
- Odening, Martin & Mu[ss]hoff, Oliver & Hirschauer, Norbert & Balmann, Alfons, 2007. "Investment under uncertainty--Does competition matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 994-1014, March.
- Sakellaris, Plutarchos, 1994. "A Note on Competitive Investment under Uncertainty: Comment," American Economic Review, American Economic Association, vol. 84(4), pages 1107-12, September.
- KaSaundra M. Tomlin, 2000. "The Effects of Model Specification on Foreign Direct Investment Models: An Application of Count Data Models," Southern Economic Journal, Southern Economic Association, vol. 67(2), pages 460-468, July.
- Carlo Altomonte & Enrico Pennings, 2004.
"The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model,"
259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Enrico Pennings & Carlo Altomonte, 2006. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real-option Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 569-593, October.
- J. A. Hausman, 1976.
"Specification Tests in Econometrics,"
185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Randy Becker & Vernon Henderson, 2000. "Effects of Air Quality Regulations on Polluting Industries," Journal of Political Economy, University of Chicago Press, vol. 108(2), pages 379-421, April.
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