Essays about: "hausman test sample"

Found 3 essays containing the words hausman test sample.

1. 1. Management and CEO Stock Ownership and its Effect on Company Performance

   University essay from KTH/Matematisk statistik

   Author : Daniel Kamangar; Richard Sundin; [2018]
   Keywords : Management ownership; CEO ownership; stock ownership; company performance; OMX Stockholm; mid cap; regression analysis; panel data; fixed effects model; random effects Model; Ledningens ägarskap; verkställande direktörens ägarskap; aktieinnehav; företagsutveckling; OMX Stockholm; mid cap; paneldata; regressionsanalys; fixed effects-modellen; random effects-modellen;

   Abstract : This is a study on the effect of management and CEO stock ownership on company performance. A regression analysis is performed on panel data consisting of a sample of 30 companies listed on OMX Stockholm Mid Cap. A total of 210 and 2520 observations is considered on a yearly and monthly basis, respectively, for seven years (2010-2016). READ MORE

3. 2. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

   University essay from Umeå universitet/Företagsekonomi

   Author : Hanna Larsson; Daniel Gustafsson; [2017]
   Keywords : pension; fee; size; performance; active management;

   Abstract : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. READ MORE

4. 3. Small sample performances of two tests for overidentifying restrictions

   University essay from Nationalekonomiska institutionen

   Author : Can Tongur; [2006]
   Keywords : specification tests; weak instruments; size; power.;

   Abstract : Two new specification tests for overidentifying restrictions proposed by Hahn and Hausman (2002:b) are here tested and compared to the classical Sargan test. Power properties are found to be very similar in overall performance, while Sargan generally has better size than the new tests. READ MORE