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In Search for a Robust Method for Estimating Dynamic Panel Data Models of Capital Structure
1 of 58 checkable references need attention · checked 2026-08-03
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References needing attention
does not resolve to a known work10.2307/2329322
The 57 checked references that resolve
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Stochastic frontier models with multiple time-varying individual effects
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The Determinants of Debt Maturity Structure: Evidence from France, Germany and the UK
resolves10.1017/s0022109000002751
The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions
resolves10.2307/2297968
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
resolves10.1016/0304-4076(94)01642-d
Another look at the instrumental variable estimation of error-components models
resolves10.1016/s0304-4076(98)00009-8
Initial conditions and moment restrictions in dynamic panel data models
resolves10.1016/s0165-1765(02)00130-1
On testing overidentifying restrictions in dynamic panel data models
resolves10.1016/j.econlet.2005.01.005
Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
resolves10.1016/s0165-1765(02)00299-9
On the diminishing returns of higher-order terms in asymptotic expansions of bias
resolves10.1111/j.1540-6261.2008.01421.x
How and When Do Firms Adjust Their Capital Structures toward Targets?
resolves10.1111/j.1540-6261.2009.01479.x
Target Behavior and Financing: How Conclusive Is the Evidence?
resolves10.1016/j.jempfin.2012.04.004
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
resolves10.1016/s0929-1199(00)00020-1
Determinants of capital structure: new evidence from Spanish panel data
resolves10.1016/0304-405x(84)90023-0
Corporate financing and investment decisions when firms have information that investors do not have
resolves10.1111/1468-5957.00370
Determinants of Capital Structure and Adjustment to Long Run Target: Evidence From UK Company Panel Data
resolves10.1016/j.jbankfin.2003.08.003
Corporate cash holdings: An empirical investigation of UK companies
resolves10.1016/j.jfineco.2011.08.014
Institutional determinants of capital structure adjustment speeds
resolves10.1016/j.jeconom.2008.05.009
Panel data methods for fractional response variables with an application to test pass rates
resolves10.1111/j.1468-0262.2006.00692.x
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
resolves10.1016/0304-4076(94)01644-f
Estimating long-run relationships from dynamic heterogeneous panels
resolves10.1177/1536867x0900900106
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
resolves10.1016/j.jfineco.2007.05.003
The evolving relation between earnings, dividends, and stock repurchases
resolves10.1002/jae.3950080506
Estimating nonlinear time-series models using simulated vector autoregressions
resolves10.1111/j.1468-2443.2010.01125.x
Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes
resolves10.1162/0034653053970320
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
resolves10.1016/j.jfineco.2012.05.015
Profitability and capital structure: Evidence from import penetration
resolves10.1016/j.jcorpfin.2014.01.009
Bias correction in the estimation of dynamic panel models in corporate finance
resolves10.1016/j.jeconom.2003.10.030
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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