Results 71 to 80 of about 29,799 (296)
Misspecification and Weak Identification in Asset Pricing
, 2022 The widespread co-existence of misspecification and weak identification in asset pricing has led to an overstated performance of risk factors. Because the conventional Fama and MacBeth (1973) methodology is jeopardized by misspecification and weak ...
Zhan, Zhaoguo, Kleibergen, Frank
core
Business Strategy and the Environment, EarlyView.ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma +3 more
wiley +1 more source
An Alternative Sensitivity Approach for Longitudinal Analysis with Dropout
Journal of Probability and Statistics, 2019 In any longitudinal study, a dropout before the final timepoint can rarely be avoided. The chosen dropout model is commonly one of these types: Missing Completely at Random (MCAR), Missing at Random (MAR), Missing Not at Random (MNAR), and Shared ...
Amal Almohisen +2 more
doaj +1 more source
Can quartet analyses combining maximum likelihood estimation and Hennigian logic overcome long branch attraction in phylogenomic sequence data? [PDF]
PLoS ONE, 2017 Systematic biases such as long branch attraction can mislead commonly relied upon model-based (i.e. maximum likelihood and Bayesian) phylogenetic methods when, as is usually the case with empirical data, there is model misspecification.
Patrick Kück +4 more
doaj +1 more source
Effects of variance-function misspecification in analysis of longitudinal data
, 2005 The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations.
Lin, X. +4 more
core +1 more source
Experiment 2: Misspecification and censoring.
, 2023 Relative bias of the MHRATT estimation methods for varying censoring rates and different DGPs. Sample size is n = 1500, true MHRATT = 0.8 and good overlap (k = 1). In Scenario (A) there is no model misspecification. (TIF)
Guilherme W. F. Barros (17598966) +2 more
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the relationship between financial constraints and a firm's sustainability performance. Our empirical analysis utilises a panel of 40,445 observations from 9466 listed non‐financial firms across 44 countries, spanning the period from 2002 to 2019.
Boying Xu +2 more
wiley +1 more source
Target Firm's ESG Engagement and Post–M&A Performance: The Mediating Role of Acquirer's CSR Strategy
Business Strategy and the Environment, EarlyView.ABSTRACT The paper examines whether the environmental, social and governance (ESG) performance of target firms influences both accounting‐based and market‐based corporate financial performance (CFP) within the merger and acquisition (M&A) context and whether this relationship is mediated by the acquirer's corporate social responsibility (CSR) strategy.
Francesco Gangi +4 more
wiley +1 more source
Inflation persistence, structural breaks and omitted variables: a critical view [PDF]
Recent empirical contributions assess time changes in inflation persistence by means of simple autoregressive models. Their reliability is discussed in the light of the econometric literature on model misspecification and it is showed that their results ...
Andrea Vaona
core
Strategic Shift: The Power of Green Strategy on Sustainability Performance
Business Strategy and the Environment, EarlyView.ABSTRACT Employing FTSE Russell's unique Green Revenues data on S&P 1500 firms from 2016 to 2024, this study examines the long‐term effects of a corporate strategic shift toward green strategy, proxied by green revenue reporting, on corporate sustainability performance.
Post Raj Pokharel
wiley +1 more source