Endogeneity in panel data regressions: methodological guidance for corporate finance researchers

Originality/value--The paper discusses and illustrates a greater number of endogeneity problems, showing how they are addressed by different estimators for panel data, using less technical and more accessible language for researchers not yet initiated in the intricacies of estimating dynamic models...

Full description

Saved in:
Bibliographic Details
Published inRevista brasileira de gestão de negócios Vol. 22; no. SI; pp. 437 - 461
Main Authors Barros, Lucas A.B.C, Bergmann, Daniel Reed, Castro, F. Henrique, da Silveira, Alexandre Di Miceli
Format Journal Article
LanguageEnglish
Portuguese
Published São Paulo Fundacao Escola de Comercio Alvares Penteado (FECAP) 01.01.2020
Centro Universitário FECAP, mantido pela Fundação Escola de Comericio Álvares Penteado (FECAP)
Fundação Escola de Comércio Álvares Penteado
Subjects
Bias
Corporate finance
Dependent variables
econometrics
Generalized method of moments
gmm
Independent variables
Longitudinal studies
MANAGEMENT
Measurement
Monte Carlo methods
Monte Carlo simulation
panel data
Regression analysis
Simulation
Variables
Panel Data
Corporate Finance
GMM
econometria
Finanças corporativas
dados em painel
Econometrics
Online AccessGet full text

Cover

More Information
Summary:Originality/value--The paper discusses and illustrates a greater number of endogeneity problems, showing how they are addressed by different estimators for panel data, using less technical and more accessible language for researchers not yet initiated in the intricacies of estimating dynamic models for panel data.
ISSN:1806-4892
1983-0807
1983-0807
DOI:10.7819/rbgn.v22i0.4059