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Modelling and Estimation of Credits with Dynamic Space-Time Panel Data Methods on the Basis of the Provinces in Turkish Commercial Banking Sector

dc.contributor.authorTunay, K. Batu
dc.contributor.authorKurt, Serkan
dc.date.accessioned2026-06-27T13:47:36Z
dc.date.issued2015
dc.description.abstractDynamic space-time panel data method has been developed and it is increasingly used in the analysis of geographical firm data. In our study, the loans that opened in the basis of provinces in commercial banks operating in Turkey have been analysed with this method. Bank loans covering the period 1988-2013 and eighty provinces were modelled based on time and space on the basis of neighbourhood relationship. Dynamic analysis which is used two alternative estimators has yielded highly successful results. Findings revealed that a dynamic model based on space-time concept shows much better estimates comparing to an ordinary dynamic model.en
dc.identifier.endpage833
dc.identifier.isbn978-0-9860419-5-2
dc.identifier.startpage818
dc.identifier.urihttps://hdl.handle.net/20.500.14981/54881
dc.identifier.wos000366872700081
dc.language.isoeng
dc.publisherINT BUSINESS INFORMATION MANAGEMENT ASSOC-IBIMA
dc.relation.conference26th International-Business-Information-Management-Association Conference
dc.relation.ispartofINNOVATION MANAGEMENT AND SUSTAINABLE ECONOMIC COMPETITIVE ADVANTAGE: FROM REGIONAL DEVELOPMENT TO GLOBAL GROWTH, VOLS I - VI, 2015
dc.subjectBank credits
dc.subjectspatial dependence
dc.subjectdynamic space-time panel data models
dc.subjectGMM
dc.subjectMLE
dc.subjectUNIT-ROOT TESTS
dc.subjectSPATIAL COMPETITION
dc.subjectSPECIFICATION
dc.subjectPOWER
dc.subjectBusiness & Economics
dc.titleModelling and Estimation of Credits with Dynamic Space-Time Panel Data Methods on the Basis of the Provinces in Turkish Commercial Banking Sector
dc.typeProceedings Paper
dspace.entity.typePublication
local.import.sourceWOS

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