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Record W1543387646

Financial Market Imperfections: Does it Matter for Firm Size Dynamics?

2006· preprint· en· W1543387646 on OpenAlexaboutno aff
Kim P. Huynh, Robert J. Petrunia

Bibliographic record

VenueRePEc: Research Papers in Economics · 2006
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFirm Innovation and Growth
Canadian institutionsnot available
Fundersnot available
KeywordsEndogeneityBalance sheetEconomicsAsset (computer security)DebtPanel dataDebt ratioControl (management)Dynamics (music)FinanceMonetary economicsFinancial economicsEconometrics
DOInot available

Abstract

fetched live from OpenAlex

Recent theoretical work by Cooley and Quadrini (2001) highlight the role of financial frictions in models of firm dynamics. This paper investigates empirically the implications of the Cooley and Quadrini (2001) model for the determinants of firm size dynamics with special emphasis on financial frictions. Previous studies examine firm size dynamics conditional on a firm's age. This paper augments the firm size dynamics by considering the additional role of financial frictions, via a firm's debt-to-asset ratio. This paper utilizes data from the T2-LEAP, an administrative tax longitudinal database, which contains balance sheet and employment information on the universe of all incorporated manufacturing firms in Canada for the period 1985-1997. This paper examines the firm size dynamic relationship using dynamic panel data methodology discussed in Arellano (2002). Care is taken to control for the firm unobservables to get consistent estimates of the model. Another issue is the possibility of endogeneity between firm size and the debt-to-asset ratio. Findings show that accounting for firm unobservables is important and financial friction do matter to some firm size dynamics relationships

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.013
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.014
Threshold uncertainty score0.044

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.013
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0030.003
Open science0.0010.001
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0130.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.276
Teacher spread0.255 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2006
Admission routes1
Has abstractyes

Explore more

Same venueRePEc: Research Papers in EconomicsSame topicFirm Innovation and GrowthFrench-language works237,207