invest: Data set used in Seo and Shin (2016)

Description Usage Format Source References Examples

Description

A balanced panel of 565 US firms over the period 1973-1987, which is extracted from an original data set constructed by Hall and Hall (1993) and used in Seo & Shin (2016).

Usage

1
data("invest")

Format

A data frame with 0 observations on the following 2 variables.

n

firm index

t

time index

y

investment/assets

c

cash-flow/assets

Tq

Tobin's Q

d

debt/assets

Source

https://drive.google.com/open?id=0B8V9YA1XnGExdGFjay1uQlgyUHM

References

Seo, Myung & Shin, Yongcheol. (2016). Dynamic panels with threshold effect and endogeneity. Journal of Econometrics. 195.

Examples

1
2
data(invest)
## maybe str(invest) ; plot(invest) ...

fuchoa/dptee documentation built on May 28, 2019, 1:20 p.m.