A Guide to Modern Econometrics

By Marno Verbeek. 2000

3,283 citations recorded by the source corpus.

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Citations in the corpus

Institutional Performance and Social Capital: An Application to the Local Government Level (2005, background): “Specifically, treating endogenous variables as exogenous could lead to biased estimation results and incorrect inferences (Verbeek, 2004).”
The impact of agricultural extension services in the context of a heavily subsidized input system: The case of Malawi (2018, methodology): “This can be tested by estimating the firststage regression of each endogenous variable on the instruments used and performing an F-statistic test (Verbeek 2004, 145).”
What determines the speed of adjustment to the target capital structure? (2006, background): “See Verbeek (2004) for a textbook treatment. estimated by including the second lag of leverage, LVit 2, as an additional explanatory variable.”
Limitations of Contract Farming as a Pro-poor Strategy: The Case of Maize Outgrower Schemes in Upper West Ghana (2018, methodology): “The minimum condition for these instruments to be valid is that they be sufficiently correlated with the endogenous variables (Verbeek 2004, 148).”
Endogeneity and marketing strategy research: an overview (2019, methodology): “Measurement error in either the dependent or the explanatory variables can also give the researcher difficulty in precisely estimating the true relationships between constructs when they are measured imperfectly or inconsistently (Kennedy 2008).”
How has the financial crisis affected earnings management? A European study (2015, methodology): “regard, Verbeek (2004) argues that to obtain some idea about small sample properties, Monte Carlo”
Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy (2010, unknown): “See Verbeek (2004); Baltagi (2005).”
Capital Structure Around the World: The Roles of Firm- and Country-Specific Determinants (2007, unknown): “Few country-specific variables are taken from previous studies including La Porta et al. (1998), Claessens and Klapper (2002) and Berkowitz et al.”
Is Good Governance Rewarded? A Cross-National Analysis of Debt Forgiveness (2002, unknown): “The two techniques provide very similar results in standard situations (Verbeek, 2000).”
Gender Differences in Access to Extension Services and Agricultural Productivity (2013, methodology): “This can be tested by estimating the first stage regression of each endogenous variable on the instruments used and performing an F-statistic test (Verbeek 2004, 145).”
Regressor and random‐effects dependencies in multilevel models (2004, methodology): “The unit-specific intercept ai may be specified to be random (with E(ai) ¼ 0 and varðaiÞ ¼ r2a) or fixed depending on the context of the study and the types of inferences that can be drawn (VERBEEK, 2000; JUDGE et al., 1985; WOOLDRIDGE, 2002; BRYK and RAUDENBUSH, 1992; SNIJDERS and BOSKER, 1999).”