Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions

DOI10.1142/9789811202391_0116zbMATH Open1454.91356OpenAlexW3081218740MaRDI QIDQ5139559

Cheng-Few Lee, Fu-Lai Lin

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0116

zbMATH Keywords

estimationidentification problemerrors-in-variablesdividend policyinvestment decisionsimultaneous equations systemtwo stage least square method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt

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