Application of regression function model based on panel data in bank resource allocation financial risk management
Publié en ligne: 22 nov. 2021
Pages: 181 - 192
Reçu: 17 juin 2021
Accepté: 24 sept. 2021
© 2021 Tonghui Ji et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Fig. 1
Overview of the theoretical model principle.Fig. 2
Time series of banks’ average default distance.The impact of bank resource allocation on FEt
Dependent variable gi, t-1 |
Generalised moment estimate 1 |
Generalised moment estimation 2 |
Fixed coefficient model |
Substitution variable |
|
yi,t−2 |
−0.047 |
−0.049 |
−0.432 |
−0.3369 |
FDi,t−1 |
0.071 |
0.213 |
0.193 |
0.1921 |
Hi,t |
−0.114 |
0.2794 |
0.563 |
0.495 |
Hi,tFDi,t−1 |
|
−0.7829 |
−1.152 |
−1.0136 |