Impact of bank capital on non‐performing loans: New evidence of concave capital from dynamic panel‐data and time series analysis in Malaysia

Author(s):  
Yaman Hajja
Econometrica ◽  
2003 ◽  
Vol 71 (4) ◽  
pp. 1121-1159 ◽  
Author(s):  
Javier Alvarez ◽  
Manuel Arellano

Author(s):  
Christopher F. Baum

This paper discusses the use of Stata for the analysis of time series and panel data. The evolution of time-series capabilities in Stata is reviewed. Facilities for data management, graphics, and econometric analysis from both official Stata and the user community are discussed. A new routine to provide moving-window regression estimates—rollreg—is described, and its use illustrated.


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