Panel threshold

The aim of this paper is finding empirical evidences for the existence of factors that influence firm performance of Vietnamese listed real estate companies. A single threshold panel regression analysis is conducted to confirm threshold effect of leverage.

12p vimarillynhewson 02-01-2024 5 2   Download

This paper focuses on examining the nonlinear impact of trade openness on economic growth in ASEAN countries. If the nonlinear impact exists, the author will estimate the threshold value of trade openness when it affects economic growth. Thanks to this, the author expects to discover many interesting and different things compared to previous studies. Regarding the research data, the author collected the data of Asean-5 countries (Indonesia, Malaysia, Thailand, Singapore, and the Philippines) and Vietnam in the period 2004-2019.

7p nhanchienthien 25-07-2023 9 5   Download

This study investigated the threshold or sustainable level of institutional development necessary for financial openness to stimulate TFP growth by employing a Dynamic Panel Threshold Model (DPTM) for the panel of 28 selected African countries from 1996 to 2019.

10p lazzaro 30-12-2021 8 0   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

The study in this paper examines the causality relationship between exporting and firm productivity in an emerging market economy on the path of trade liberalization and market-oriented transition reforms. To achieve this purpose, we focused on testing whether only the most productive firms can overcome a productivity threshold to enter export markets (self-selection) or whether firms that enter export markets observe a subsequent productivity improvement (learning by exporting) using a panel data of firm-level data of manufacturing firms in Vietnam during the period 2007-2013.

11p viwendy2711 05-10-2021 14 4   Download

This study applies panel smooth transition regression approach advanced by Gonz alez et al. (2017). The method allows for both heterogeneity as well as a smooth change of regression coefficients from one regime to another.

21p trinhthamhodang9 10-12-2020 7 0   Download

Facing different technological innovation mode, there is a significant difference in the industrial structure effect of bank credit, this would have important research significance for technological innovation mode selection in Beijing-Tianjin-Hebei Region. Based on the data of 43 cities in the Beijing-Tianjin-Hebei region for the period of 2009-2016, this paper builds a panel threshold model to analysis the industrial structure effect of bank credit.

17p nguyentanloc09 17-10-2020 13 0   Download

With the development of sequencing technologies, there may be some disputes on sequencing analysis. The aim of this study was to investigate different allele frequency thresholds of mutations in targeted genes on prognostic analyses using a panel of cancer associated gene exons (CAGE) in oral squamous cell carcinoma (OSCC).

10p vimanila2711 29-06-2020 5 1   Download

In this study, we apply Panel Threshold Model (Hansen, 1999) to examine whether there is optimal asset scale for interest spread to affect banks' profits. The empirical results demonstrate the existence of three thresholds, which divide banks into four groups into four groups according to asset scale. When asset scales of banks are in the 3rd capital group, banks profit by the widening in loan-deposit interest spread. For the other three groups, however, the relationship between profit and loan-deposit spread is negative.

13p nguyenminhlong19 21-04-2020 11 1   Download

This paper examines the statistical relationship between banks’ return on equity on one hand, and their size (as measured by inflation-adjusted total assets) and capital structure on the other, using uses a set of panel data collected by the first author in 2014. The empirical approach applied allows for heterogeneity across observational units as well as nonlinearity and non-additivity in the conditional mean function, thus facilitating the identification of more complex forms of structural dependence that might remain undetected when using classical linear regression techniques.

14p trinhthamhodang2 21-01-2020 32 1   Download

Hansen’s (1999) panel threshold regression model is applied in this study to investigate the correlation between bank size and bank earnings volatility in 14 Chinese banks. These data were adopted after the Lehman Brothers bankruptcy was announced in 2009Q4. The data used in this study cover the period from 2009Q1 to 2013Q1. The dependent variable is bank earnings volatility, whereas bank size is the independent and threshold variable. Empirical results show the significance of a single threshold on bank size and return on asset (ROA) earnings volatility.

12p trinhthamhodang2 21-01-2020 35 1   Download

This paper empirically examines how the local financial development and institutions influence a country’s capacity to take advantage from remittances over the period 1985-2014. We use a dynamic panel threshold model (see Hansen, 1999 and Caner and Hansen, 2004) to estimate remittances thresholds for long-term economic growth. The evidence strongly suggests that the impact of remittances on economic growth depends on the level of financial development and the institutional environment.

36p chauchaungayxua2 19-01-2020 21 3   Download

This paper constructs a panel data of 36 Chinese life insurance companies from 2010 to 2014. A serial of preliminary tests are taken in order to avoid spurious regression. By dint of the fixed effect model and panel threshold model, the paper analyzes the relation between operation-related factors and the corporate performance of life insurance companies.

13p vimadrid2711 18-12-2019 18 0   Download

In China, the agriculture, forestry, livestock farming, fishery (AFLF) industry is the basis of all industries. However, the overall development and performance level of listed companies in the AFLF industry is lower than the overall market level. According to previous literature, there is generally a positive impact of operational capabilities on the corporate performance of listed companies, but the impact on listed companies in the AFLF industry has not been investigated.

11p viankara2711 04-12-2019 23 1   Download