Islam Babela

• M.Sc. in Banking and Finance
• Lecturer at University of Zakho

When I standardise my variables and use the standardised values in the gmm(L.y, collapse) iv(x1 x2) part of the command, the results differ from those obtained with non-standardised variables. However, when I use standardised values in "xtabond2 y L.y x1 x2" while keeping non-standardised values in gmm(L.y, collapse) iv(x1 x2), I get results identical to those with non-standardised variables. Why does this happen? Which one is correct?

I would appreciate your time and effort for answering this question.

Regards

Let's say the title is "The Influence of (x) determinants on (y) performance: an empirical study on country (z)".Considering that one of the objectives of the study is " to identify the main determinants of (x) in the country (z). In light of the first component of the title, namely, 'Determinants of (X),' what recommendations can be provided regarding the selection of an appropriate statistical methodology for the identification of the principal factors? This is a crucial step to progress towards the subsequent phase of the analysis, which involves the examination of the effects of the selected determinants (fewer variables) on the performance metric (Y). It is pertinent to note that there are 20 variables designated as determinants or antecedent variables, all of which have been quantified using financial ratios, and I would like to decrease the number of these variables. I would greatly appreciate it if you could kindly spare some of your valuable time to address my inquiry.

Dear Academics;

I would be so grateful if you could answer the above question and provide me with a resource showing the steps of applying the panel ARDL model when having a moderator variable.

Dear colleagues:

I would be so grateful if you could provide me an answer or a solution to my problem.

I am using ARDL model and the all pre and post tests are fine and achieve model's assumption. However, the (Error correction form) is positive and significant and based on the econometrics' theory, it has to be in a negative form and between 0 to -1. So, what are your recommendations?

Thank you in advance

If we look at Altman Z-score, we will find that using this equation has a different ranges and each range indicates to a particular status of the company's financial future. For example: The company is predicted to go bankrupt if the score is below 1.81. A score between 1.81 and 2.99 belongs to a grey area. If the score below 2.675, there are 95% chances that the company will go bankrupt. A score of 3.0 or more indicates a low risk of bankruptcy.

On the other hand, when applying z-score (The z-score is defined as z ≡ (k+µ)/σ, where k is equity capital as percent of assets, µ is return as percent of assets, and σ is standard deviation of return on assets as a proxy for return volatility) to measure banking stability, we can not find any range of the results come out from this formula by almost all the studies (for example 1= is instable, 3= is stable). I went through many researches and studies but I have not found any clear explanation of the z-score's range. That is why I am asking this question, hopefully I will get an answer from you.

Thanks for your reading to my question

Regards

I will be so grateful if I hear answers from you.

I wonder how could these institutions affect bank stability and through What? Where is the link?

I will be grateful for your answers. Or if you have any suggestions in the field of finance, banking.