Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model

DOI10.1080/02664763.2016.1252729OpenAlexW2557032796MaRDI QIDQ5138673

Ying-Hsiu Chen, Polin Lai

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1252729

zbMATH Keywords

heterogeneitydynamic effectsdiversificationPMG

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Estimating long-run relationships from dynamic heterogeneous panels
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

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