Palgrave Handbook of Econometrics: Applied Econometrics

1192 The Econometrics of Finance and Growth these two extremes of cross-country and time series approaches, as it imposes the sa ...

Thorsten Beck 1193 squared errormse. Formally: mse[y(t+s)/y(t),y(t− 1 ),...]>mse[y(t+s)/y(t),y(t− 1 ),...,f(t),f(t− 1 ),...], ...

1194 The Econometrics of Finance and Growth on Johansen’s (1991) full information maximum likelihood approach. Johansen (1988) a ...

Thorsten Beck 1195 long-run Granger causality from finance to GDP per capita for a sample of ten developing countries for the pe ...

1196 The Econometrics of Finance and Growth to higher growth.^24 They also find evidence for a large economic effect of branch d ...

Thorsten Beck 1197 following specification:^30 g(i,k)=α(i)+λ(k)+β(External(k)∗f(i))+γShare(i,k) +(Industry(k)∗Country(i))δ+ε(i,k ...

1198 The Econometrics of Finance and Growth address the different biases resulting from the standard OLS cross-country growth re ...

Thorsten Beck 1199 An alternative approach to assess the impact of access to finance on firm growth is the use of firm-level sur ...

1200 The Econometrics of Finance and Growth and sales-to-capital ratios, and theirefers to countries. The existence of credit co ...

Thorsten Beck 1201 betweenμandηand betweenεandνcan result in a biased OLS estimate ofβ in (25.28). These correlations can arise ...

1202 The Econometrics of Finance and Growth While controlled experiments can assess the effect of access to credit (or other fin ...

Thorsten Beck 1203 for spillover effects, are often very costly exercises, and do not lend themselves easily to compute the aggr ...

1204 The Econometrics of Finance and Growth The presence of heteroskedasticty can be examined with a test proposed by Pagan and ...

Thorsten Beck 1205 before and after the treatment for each state. The estimate of the treatment can then be obtained from a regr ...

1206 The Econometrics of Finance and Growth Beck, T., A. Demirgüç-Kunt, L. Laeven and R. Levine (2008) Finance, firm size, and g ...

Thorsten Beck 1207 Demirgüç-Kunt, A. and E. Detragiache (1999) Financial liberalization and financial fragility. In B. Pleskovic ...

1208 The Econometrics of Finance and Growth Johansen, S. and K. Juselius (1990) Maximum likelihood estimation and inference on c ...

Thorsten Beck 1209 Pesaran, H., R. Smith and K. Im (1995) Dynamic linear models for heterogeneous panels. In L. Matyas and P. Se ...

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Part IX Spatial Econometrics ...