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Estimation of Fractional Dependent Variables in Dynamic Panel Data Models With an Application to Firm Dividend Policy

Citations

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Cited by:

  1. Xiaoming Li, 2011. "Fixed Effects Estimation in Panel Nonlinear Fractional Response Models," Working papers 2011-11, University of Connecticut, Department of Economics.
  2. Wiji Arulampalam & Mark B. Stewart, 2009. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
  3. Richard Bluhm & Denis de Crombrugghe & Adam Szirmai, 2016. "Poverty Accounting. A fractional response approach to poverty decomposition," Working Papers 413, ECINEQ, Society for the Study of Economic Inequality.
  4. Morais, Flávio & Serrasqueiro, Zélia & Ramalho, Joaquim J.S., 2022. "Capital structure speed of adjustment heterogeneity across zero leverage and leveraged European firms," Research in International Business and Finance, Elsevier, vol. 62(C).
  5. Surenderrao Komera & P. J. Jijo Lukose, 2016. "Heterogeneity and Asymmetry in Speed of Leverage Adjustment: The Indian Experience," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-26, September.
  6. Christian Bellak & Markus Leibrecht, 2010. "Does Lowering Dividend Tax Rates IncreaseDividends Repatriated? Evidence of Intrafirm Cross-Border Dividend Repatriation Policiesby German Multinational Enterprises," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 66(4), pages 350-383, December.
  7. Mario Bossler & Alexander Mosthaf & Thorsten Schank, 2016. "More Female Manager Hires through More Female Managers? Evidence from Germany," Working Papers 1618, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
  8. Wolfgang Drobetz & Dirk C. Schilling & Henning Schröder, 2015. "Heterogeneity in the Speed of Capital Structure Adjustment across Countries and over the Business Cycle," European Financial Management, European Financial Management Association, vol. 21(5), pages 936-973, November.
  9. Kale, Jayant R. & Reis, Ebru & Venkateswaran, Anand, 2014. "Pay inequalities and managerial turnover," Journal of Empirical Finance, Elsevier, vol. 27(C), pages 21-39.
  10. Huaccha, Gissell, 2023. "Regional persistence of the energy efficiency gap: Evidence from England and Wales," Energy Economics, Elsevier, vol. 127(PA).
  11. Fernando Arbués & María A. García-Valiñas & Inmaculada Villanúa, 2020. "Making decisions on industrial water sources: the case of Zaragoza, Spain," Post-Print hal-03191503, HAL.
  12. Giorgio Canarella & Stephen M. Miller, 2019. "Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector," Working papers 2019-06, University of Connecticut, Department of Economics.
  13. Do, Trung K. & Lai, Tuan N. & Tran, Thuy T.C., 2020. "Foreign ownership and capital structure dynamics," Finance Research Letters, Elsevier, vol. 36(C).
  14. Canarella, Giorgio & Miller, Stephen M., 2022. "Firm size, corporate debt, R&D activity, and agency costs: Exploring dynamic and non-linear effects," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  15. Flannery, Mark J. & Hankins, Kristine Watson, 2013. "Estimating dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 1-19.
  16. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
  17. Bluhm R & Crombrugghe D.P.I. de & Szirmai A., 2013. "The pace of poverty reduction - A fractional response approach," MERIT Working Papers 2013-051, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  18. Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019. "News media coverage and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, vol. 109(C).
  19. Montoya-Blandón, Santiago & Jacho-Chávez, David T., 2020. "Semiparametric quasi maximum likelihood estimation of the fractional response model," Economics Letters, Elsevier, vol. 186(C).
  20. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2015. "In search of robust methods for dynamic panel data models in empirical corporate finance," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 84-98.
  21. Sagnik Bagchi & Surajit Bhattacharyya, 2021. "Industry-level determinants of India’s vertical and horizontal IIT," Indian Economic Review, Springer, vol. 56(1), pages 113-145, June.
  22. Miranda, Javier & Börner, Jan, 2023. "Agricultural commodity prices, governance, and land supply in the Tropics," Discussion Papers 334202, University of Bonn, Center for Development Research (ZEF).
  23. Tennyson, Sharon & Yang, Hae Kyung, 2014. "The role of life experience in long-term care insurance decisions," Journal of Economic Psychology, Elsevier, vol. 42(C), pages 175-188.
  24. Tong Li & Xiaoyong Zheng, 2008. "Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 699-728.
  25. Ramalho Esmeralda A. & Ramalho Joaquim J.S. & Coelho Luís M.S., 2018. "Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-18, January.
  26. Trung K. Do & Henry Hongren Huang & Te-Chien Lo, 2023. "Does corporate social responsibility affect leverage adjustments?," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1569-1604, May.
  27. Papke, Leslie E. & Wooldridge, Jeffrey M., 2008. "Panel data methods for fractional response variables with an application to test pass rates," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 121-133, July.
  28. Drobetz, Wolfgang & Gounopoulos, Dimitrios & Merikas, Andreas & Schröder, Henning, 2013. "Capital structure decisions of globally-listed shipping companies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 49-76.
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