Matches in SemOpenAlex for { <https://semopenalex.org/work/W2890840508> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2890840508 abstract "We examine the strict exogeneity assumption, a necessary and often overlooked condition for consistency of many panel data estimators that are used in financial research. We test this assumption in several common settings and find that these tests very frequently reject. We offer guidance on detecting violations of the strict exogeneity assumption and provide evidence on the possible magnitude of the resulting estimation errors. Alternative estimation approaches when strict exogeneity is violated are discussed. We investigate the testable assumptions underlying these alternative approaches and characterize current practices. Implications of our findings for empirical financial research strategies are discussed." @default.
- W2890840508 created "2018-09-27" @default.
- W2890840508 creator A5026498439 @default.
- W2890840508 creator A5079502293 @default.
- W2890840508 date "2018-01-01" @default.
- W2890840508 modified "2023-10-03" @default.
- W2890840508 title "Panel Data Estimation in Finance: Testable Assumptions and Parameter (In)Consistency" @default.
- W2890840508 cites W1579912656 @default.
- W2890840508 cites W1984524168 @default.
- W2890840508 cites W1997722309 @default.
- W2890840508 cites W2096167588 @default.
- W2890840508 cites W2124364976 @default.
- W2890840508 cites W2124959216 @default.
- W2890840508 cites W2127837986 @default.
- W2890840508 cites W2135762223 @default.
- W2890840508 cites W2139849150 @default.
- W2890840508 cites W2146299832 @default.
- W2890840508 cites W2148169228 @default.
- W2890840508 cites W2151747420 @default.
- W2890840508 cites W2156511944 @default.
- W2890840508 cites W2162900739 @default.
- W2890840508 cites W3125396275 @default.
- W2890840508 doi "https://doi.org/10.2139/ssrn.2759386" @default.
- W2890840508 hasPublicationYear "2018" @default.
- W2890840508 type Work @default.
- W2890840508 sameAs 2890840508 @default.
- W2890840508 citedByCount "1" @default.
- W2890840508 crossrefType "journal-article" @default.
- W2890840508 hasAuthorship W2890840508A5026498439 @default.
- W2890840508 hasAuthorship W2890840508A5079502293 @default.
- W2890840508 hasConcept C10138342 @default.
- W2890840508 hasConcept C105795698 @default.
- W2890840508 hasConcept C149782125 @default.
- W2890840508 hasConcept C154945302 @default.
- W2890840508 hasConcept C162324750 @default.
- W2890840508 hasConcept C185429906 @default.
- W2890840508 hasConcept C187736073 @default.
- W2890840508 hasConcept C2776436953 @default.
- W2890840508 hasConcept C33923547 @default.
- W2890840508 hasConcept C41008148 @default.
- W2890840508 hasConcept C610760 @default.
- W2890840508 hasConcept C6422946 @default.
- W2890840508 hasConcept C96250715 @default.
- W2890840508 hasConceptScore W2890840508C10138342 @default.
- W2890840508 hasConceptScore W2890840508C105795698 @default.
- W2890840508 hasConceptScore W2890840508C149782125 @default.
- W2890840508 hasConceptScore W2890840508C154945302 @default.
- W2890840508 hasConceptScore W2890840508C162324750 @default.
- W2890840508 hasConceptScore W2890840508C185429906 @default.
- W2890840508 hasConceptScore W2890840508C187736073 @default.
- W2890840508 hasConceptScore W2890840508C2776436953 @default.
- W2890840508 hasConceptScore W2890840508C33923547 @default.
- W2890840508 hasConceptScore W2890840508C41008148 @default.
- W2890840508 hasConceptScore W2890840508C610760 @default.
- W2890840508 hasConceptScore W2890840508C6422946 @default.
- W2890840508 hasConceptScore W2890840508C96250715 @default.
- W2890840508 hasLocation W28908405081 @default.
- W2890840508 hasOpenAccess W2890840508 @default.
- W2890840508 hasPrimaryLocation W28908405081 @default.
- W2890840508 hasRelatedWork W1003865786 @default.
- W2890840508 hasRelatedWork W122753105 @default.
- W2890840508 hasRelatedWork W1582979339 @default.
- W2890840508 hasRelatedWork W1607086061 @default.
- W2890840508 hasRelatedWork W1930804875 @default.
- W2890840508 hasRelatedWork W1966653595 @default.
- W2890840508 hasRelatedWork W1998981857 @default.
- W2890840508 hasRelatedWork W2110784642 @default.
- W2890840508 hasRelatedWork W232372500 @default.
- W2890840508 hasRelatedWork W2495786680 @default.
- W2890840508 hasRelatedWork W3046701802 @default.
- W2890840508 hasRelatedWork W3084808757 @default.
- W2890840508 hasRelatedWork W3122453620 @default.
- W2890840508 hasRelatedWork W3122819599 @default.
- W2890840508 hasRelatedWork W3123292968 @default.
- W2890840508 hasRelatedWork W3142955798 @default.
- W2890840508 hasRelatedWork W3173197162 @default.
- W2890840508 hasRelatedWork W824017259 @default.
- W2890840508 hasRelatedWork W2318005606 @default.
- W2890840508 hasRelatedWork W2427355051 @default.
- W2890840508 isParatext "false" @default.
- W2890840508 isRetracted "false" @default.
- W2890840508 magId "2890840508" @default.
- W2890840508 workType "article" @default.