Академический Документы
Профессиональный Документы
Культура Документы
PROGRAMA DA DISCIPLINA
Bibliografia básica
Wooldridge, Jeffrey M. Introductory econometrics: a modern approach. 5th Edition. Mason : South-
Western Cengage Learning, 2012.
Gurarati, Damodar N. Basic econometrics. 4th Edition. Boston : McGraw Hill, 2003.
Bibliografia complementar
Anderson, T. W., & Hsiao, C. (1981). Estimation of dynamic models with error components. Journal of
the American Statistical Association, 76(375), 598-606.
Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an
application to employment equations. The Review of Economic Studies, 58(2), 277-297.
Arellano, M., & Bover, O. (1995). Another look at the instrumental variable estimation of error-
components models. Journal of Econometrics, 68(1), 29–51.
Asteriou e Hall. (2007). Applied Econometrics – A Modern Approach – revised edition, Palgrave.
Baltagi, Badi H. (2008). Econometrics. Springer. 4 ed.
Baltagi, B. H. (2008). Econometric analysis of panel data (4th ed.). Chichester, UK ; Hoboken, NJ: John
Wiley & Sons.
Berk, J. B., & DeMarzo, P. M. (2011). Corporate finance (2nd ed.). Boston, MA: Prentice Hall.
Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models.
Journal of Econometrics, 87(1), 115-143.
Cameron, A. Colin e Trivedi, Pravin K. (2009). Microeconometrics – Methods and Applications. Cambridge
Press.
Cameron, A.C., & Trivedi, P.K. (2010). Microeconometrics using Stata. Revised Edition. Texas: Stata Press.
Programa EAD6009 Econometria de Painel de Dados 3
Prof. Dr. Eduardo Kazuo Kayo
Campbell, J.Y.; Lo, A.W.; Mackinlay, A. (1997). The econometrics of financial markets. Princeton :
Princeton University Press.
Copeland, T. E., Weston, J. F., & Shastri, K. (2005). Financial theory and corporate policy (4th ed.). Boston,
MA: Addison-Wesley.
Gormley, T. A., & Matsa, D. A. (2014). Common errors: How to (and not to) control for unobserved
heterogeneity. Review of Financial Studies, 27(2), 617–661.
Greene, W. H. (2000). Econometric Analysis, 4 ed.
Larcker, D. F., & Rusticus, T. O. (2010). On the use of instrumental variables in accounting research.
Journal of Accounting and Economics, 49(3), 186–205.
Roberts, M. R., & Whited, T. M. (2013). Endogeneity in Empirical Corporate Finance. In Handbook of the
Economics of Finance (Vol. 2).
Verbeek, Marno. (2012). A guide to modern econometrics. 4th Edition. United Kingdom : John Wiley &
Sons.
Artigos para leitura complementar
Acharya, V. V, Almeida, H., & Campello, M. (2007). Is cash negative debt? A hedging perspective on
corporate financial. Journal of Financial Intermediation, 16(4), 515–554.
Aivazian, V. A., Ge, Y., & Qiu, J. (2005). Debt Maturity Structure and Firm Investment. Financial
Management, 34(4), 107–119.
Almeida, H., & Campello, M. (2007). Financial constraints, asset tangibility, and corporate investment.
The Review of Financial Studies, 20(5), 1429–1460.
Banerjee, A. V, & Duflo, E. (2014). Do Firms Want to Borrow More? Testing Credit Constraints Using a
Directed Lending Program. The Review of Economic Studies, 81(2), 572–607.
Bennedsen, M., Nielsen, K. M., Perez-Gonzalez, F., & Wolfenzon, D. (2007). Inside the Family Firm: The
Role of Families in Succession Decisions and Performance. The Quarterly Journal of Economics,
122(2), 647–691.
Dessaint, O., & Matray, A. (2017). Do managers overreact to salient risks? Evidence from hurricane
strikes. Journal of Financial Economics, 126(1), 97–121.
Fama, E. F., & Macbeth, J. D. (1973). Risk, return and equilibrium: Emprirical tests. The Journal of Political
Economy, 81(3), 607.
Flannery, M. J., & Rangan, K. P. (2006). Partial adjustment toward target capital structures. Journal of
Financial Economics, 79(3), 469–506.
Jensen, G. R., Solberg, D. P., & Zorn, T. S. (1992). Simultaneous determination of insider ownership, debt,
and dividend policies. Journal of Financial and Quantitative Analysis, 27(02), 247–263.
Roberts, M. R., & Whited, T. M. (2013). Endogeneity in Empirical Corporate Finance. In Handbook of the
Economics of Finance (Vol. 2).
Schiozer, R. F., Mourad, F. A., & Martins, T. C. (2021). A tutorial on the use of differences-in-differences
in management, finance, and accounting. Revista de Administação Contemporânea2, 25(1), 1–19.