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Keywords: Panel vector auto-regression model
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Journal Articles
Journal of Asia Business Studies (2021) 15 (1): 198–214.
Published: 10 August 2020
.... Design/methodology/approach The study is using Arellano–Bond dynamic panel regression model to identify the key drivers of ETR, and impulse response functions of panel vector auto-regression model to analyze the response of ETR because of one standard deviation (SD) shock to its key determinants...

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