Common methodologies used in the recent empirical NPL literature
| Common methodologies | Studies | |
|---|---|---|
| 1 | Panel least squares regression | Serrano (2021), Ciukaj and Kil (2020), El-Chaarani et al. (2023a, b) |
| 2 | Quantile regression | Serrano (2021), Saliba et al. (2023) |
| 3 | Time series linear multiple regression | Žunić et al. (2021) |
| 4 | Panel OLS regression with fixed and random effects | Tölö and Virén (2021), Khan et al. (2020), Karadima and Louri (2021), Phung et al. (2022), Anita et al. (2022), Ozili and Adamu (2021), Hernawati et al. (2021) |
| 5 | System and dynamic GMM regression method | Ahmed et al. (2021), Hakimi et al. (2024), Nor et al. (2021), Adesina and Mwamba (2021), Olarewaju (2020) |
| 6 | Autoregressive distributed lag (ARDL) cointegration model | Foglia (2022), Kalu et al. (2021) |
| 7 | Dynamic panel regression | Wang et al. (2023), Vithessonthi (2023) |
| 8 | panel Bayesian VAR model | Huljak et al. (2022) |
| 9 | Structural equation modeling based on partial least squares | Kartika et al. (2022) |
| 10 | Pearson correlation | Ozili (2024) |
| 11 | Qualitative methods | Trung (2024) |
| 12 | Seemingly unrelated regressions estimator | Ali et al. (2023) |
| 13 | Two-stage least squares regression | Adu (2022) |
| Common methodologies | Studies | |
|---|---|---|
| 1 | Panel least squares regression | |
| 2 | Quantile regression | |
| 3 | Time series linear multiple regression | |
| 4 | Panel OLS regression with fixed and random effects | |
| 5 | System and dynamic GMM regression method | |
| 6 | Autoregressive distributed lag (ARDL) cointegration model | |
| 7 | Dynamic panel regression | |
| 8 | panel Bayesian VAR model | |
| 9 | Structural equation modeling based on partial least squares | |
| 10 | Pearson correlation | |
| 11 | Qualitative methods | |
| 12 | Seemingly unrelated regressions estimator | |
| 13 | Two-stage least squares regression |
Source(s): Google Scholar (2020-mid-2024)
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