Regression analysis of proportions in finance with self selection

By Douglas O. Cook, R. Kieschnick, Bruce D. McCullough. 2008

236 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1dd84d9b0f8351d4a11ee068d5b815d6caae92cd

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Citations in the corpus

Nudging farmers to enrol land into agri-environmental schemes: the role of a collective bonus (2016, methodology): “To take into account these two separate processes, we use a One Inflated Beta regression (Cook et al., 2008).”
Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models (2012, methodology): “Our approach to estimating target leverage follows the convention in the capital structure literature so it may be subject to potential empirical problems, such as the presence of a mass point at zeroleverage, non-linearity of leverage ratios and survivorship biases in firm-level panel data (e.g., W”
A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms (2009, methodology): “The main difference between our approach and theirs is methodological since we use a different econometric model to analyse the second decision (Cassar (2004) uses a linear model and Cook et al. (2008) uses a model that requires more heavy assumptions than ours; see the next section for details).”
Corporate Governance and the Dynamics of Capital Structure: New Evidence (2014, unknown): “Cook et al. (2008) address the problem of speciﬁcation error that arises when the decision of whether to issue a type of ﬁnanc-ing appears equivalent to the decision about how much ﬁnancing to use.”
On the one parameter unit-Lindley distribution and its associated regression model for proportion data (2018, background): “Very often in real life we encountermeasures like proportion or fraction of a certain characteristic, scores of some ability tests, different indices and rates, which lie in the interval (0, 1) (see, for instance, [3,6,10,11,14,22,24], amongothers studies).”
The impact of venture capital financing method on SME performance and internationalization (2011, background): “A recent study by Cook et al. (2008) argue that “most, if not all studies fail to recognize that firms or individuals might make the choice to do or not”
A Command for Fitting Mixture Regression Models for Bounded Dependent Variables Using the Beta Distribution (2018, methodology): “…et al. 2010), an index measuring Central Bank independence (Berggren et al. 2014), the proportion of a firm’s total capital accounted for by its long-term debt (Cook et al. 2008), Quality Adjusted Life Years (Basu and Manca 2012) and the score of reading accuracy (Smithson and Verkuilen 2006).”
Firm Age, Corporate Governance, and Capital Structure Choices (2018, unknown): “Fourth, we address Cook, Kieschnick, and McCullough (2008) and Ramalho and Vidigal da Silva (2009) critique of empirical capital structure models that ignore the selection issue implied by all equity firms.”