Panel regression model

The official study sample includes 89 industrial group of companies listed on HOSE with a sample size of 267 observations between 2018 and 2020. The panel data regression methods POOL, FEM, REM, and FGLS are used to validate the research model. The study result provides further empirical evidence on the quality of financial reports of industrial group of companies that are negatively influenced by the age of the CEOs. The result also recommends that industrial group of companies should not recruit or appoint CEOs who are too old to increase the quality of financial reports.

11p leminhvu111 07-06-2024 3 0   Download

This study aimed to examine the impact of financial decisions on default risk of Vietnam listed construction enterprises, including three decisions: financing, investing and distribution. The research analyzed a sample of 16 construction companies listed in the Hochiminh Stock Exchange of Vietnam, from 2012 to 2021 by using panel data regression models such as Pooled OLS, FEM, REM.

9p leminhvu111 07-06-2024 1 0   Download

The research examines the effect of corporate governance composite factors on financial disclosure transparency in Vietnamese listed firms based on three components that are Earnings Aggressiveness – EA, Earnings Smoothing – ES, and Loss Avoidance - LA. Based on 353 listed firms in HOSE and HNX during 2013-2021, this study conducts panel regression analyst to examine and evaluate this evidence.

13p leminhvu111 07-06-2024 0 0   Download

The paper investigated the effect of reinsurance on the profitability of non-life insurance firms operating in Vietnam by using a balanced panel data during 7-year period from 2016 to 2022. The authors adopt 2SLS regression model together with using firms’ characteristic factors and macro-economic factors as control variables to explore reinsurance-financial performance relation.

15p longtimenosee09 08-04-2024 4 2   Download

The core idea behind this research is to examine the significance of financial ratios taken from the financial reports or statements to forecast trend in stock price. For this purpose financial ratios have been taken to forecast stock returns from 2008 to 2018. Thus to predict the future price of stock four financial ratios have been taken, “price to book ratio (P/B), price to earnings ratio (P/E), dividend per share (DPS) and firm sizes”.

8p longtimenosee09 08-04-2024 4 1   Download

Green logistic considers those actions which can minimize the ecological impact of logistics activities. The purpose of this paper is to examine the impact of green logistics activities on the circular economy indicators of ASEAN. This study has considered four ASEAN members including Malaysia, Indonesia, Thailand, and Singapore, from 2000 to 2015 with yearly observations. For analyzing the relationship between selected factors of green logistics activities and circular economy, three panel models under the title of ordinary least square OLS, fixed effect and random effect was applied.

7p longtimenosee04 06-03-2024 7 1   Download

This paper aims to quantify the impact of entrepreneurship on economic growth using balanced panel data from 8 provinces in the Mekong Delta region over 20 years. Two indicators of entrepreneurship (Private Employment Rate, Self-Employment Rate) are identified and incorporated into the traditional growth regression model demonstrated using the Feasible Generalized Least Square (FGLS) method.

12p vifriedrich 06-09-2023 7 3   Download

Ebook Econometric analysis (Fifth edition): Part 1 includes contents: Chapter 1 introduction, chapter 2 the classical multiple linear regression model, chapter 3 least squares, chapter 4 finite-sample properties of the least squares estimator, chapter 5 large-sample properties of the least squares and instrumental variables estimators, chapter 6 inference and prediction, chapter 7 functional form and structural change, chapter 8 specification analysis and model selection, chapter 9 nonlinear regression models, chapter 10 nonspherical disturbances - the generalized regression model, chapter ...

402p haojiubujain03 24-07-2023 10 4   Download

his paper investigates the effect of family ownership on capital structure to see the differences in financing behaviours between family and non-family firms. Panel regression models have been applied on a dataset of Vietnamese non-financial listed firms in the period of 2007 to 2017. The study reveals that family firms tend to have higher debt ratios than its counterpart and they present different effects of determinant factors on corporate leverage ratios.

12p nhanchienthien 25-07-2023 6 4   Download

The results of the study show that the bed occupancy, the number of visits, the number of doctors, the number of nurses, and the per capita income were 85.1% the fluctuations in the total revenue of public healthcare entities in Bac Giang province. The process of model estimation and testing is also summarized for best effect in using the model. The implementation process will be a useful guide in the data processing and planning of financial resources mobilization to meet the financial autonomy requirements of public healthcare units in Bac Giang province.

8p nhanchienthien 25-07-2023 7 4   Download

This study examines how Vietnam’s rice productivity responses to climate change, and estimates the extent to which climate change is influencing Vietnam’s rice productivity by incorporating climatic variables such as temperature, precipitation, storm into regression equations by using panel data from 2006 to 2018 in 19 provinces of Vietnam.

12p visherylsandberg 18-05-2022 11 1   Download

This paper examines the Mexican manufacturing industry’s profitability-growth relationship at the sectoral level, considering three theories: business growth causes profitability (classical), profitability explains business growth (evolutionary), or negative link as a rule (the managerialism view). Using a vector error correction model alongside quadratic and piecewise regression equations produced results estimating bidirectional causality

12p lazzaro 30-12-2021 8 1   Download

The study adopts the threshold approach, namely the panel smooth transition regression (PSTR) model, for the annual data collection of 18 emerging and developing Asian countries in 22 years. The authors analyze the alternative PSTR models on different proxies of financial development (FD).

19p inception36 30-11-2021 15 1   Download

In this article, first, the authorsgive an analysis on FDI inflows into Vietnam during 1995-2015. Then, the author employsa multiple regression model with a panel dataset to identify deterministic factors of FDI inflows into the country recently.

17p viuchinaga2711 21-10-2021 14 2   Download

The purpose of this paper is to investigate whether there are any factors influencing the capital structure of a company. In order to do that, the authors employed a fixed effect panel regression estimation developed in 2004 by Shah and Hijazi that will indicate whether there are positive and negative impacts of such factors on firm’s capital structure.

16p viuchinaga2711 21-10-2021 9 2   Download

The research was conducted to prove empirically the impact of oil prices, interest rates, profitability, company size, and liquidity on leverage in mining sector companies in Indonesia. The study population was 47 companies in the mining sector, using the purposive sampling method, the research sample was selected as many as 32 companies in a period of 5 years from 2014 to 2018 so that 160 observations were obtained. The data analysis method used a random-effects model selected from panel data regression.

7p mynguyenha 21-07-2021 22 3   Download

The study is an attempt to examine empirically the effects of oil price shock on current account imbalances. The analysis is carried out on the crosscountry panel of 160 countries that are divided into three different groups base on their level of oil imports. The relationship between the oil price shock and current account imbalances is rigorously assessed using two different approaches. Firstly, the seemingly unrelated regression models are used to estimate the effects of oil price shock on current account imbalances with transmission channels namely trade, valuation, and wealth.

12p caygaocaolon11 18-04-2021 16 1   Download

This paper investigates several key challenges faced by oil-rich countries regarding their economic growth and development. First, it discusses how to determine currency overvaluation for these countries (if any). To determine the overvaluation, the real exchange rate (RER) is calculated and the Balassa–Samuelson effect is estimated via a regression model. Next, the study presents an empirical model for assessing the impact of oil rent on economic growth in the context of currency overvaluation and the institutional quality in every country.

11p caygaocaolon11 18-04-2021 24 2   Download

This survey addresses the issue of assessing and identifying the role of digital transformation in electrical energy consumption. It is shown that spatial effects in the level of electricity consumption among Russian regions are significant. The work is based on regional data for 2010-2018. Research methods: construction of the Moran and Geary indices, estimation of spatial regression panel models with fixed effects. The Implementation of digital technologies in Russia is at the initial stage, so their impact on energy consumption is ambiguous.

7p caygaocaolon11 18-04-2021 19 1   Download

This study is applied in the region of Malaysia with a prime objective to investigate whether environmental performance indicators are impacting on banking sector performance during the period 2014-2018. For this purpose, this study has considered a sample of 6 Malaysian banking firms working under the regulator of Bank Nagara Malaysia. considering the both dimension of time series and cross section, three panel models known as simple regression, fixed and random effect are statistically applied.

6p nguaconbaynhay10 22-02-2021 18 2   Download