I find Dr. Toni Whited has built a very elegant dynamic model and structural estimation in Corporate Finance: http://toni.marginalq.com/
I was wondering if there are any corporate finance scholars that use Econometrics in such a stylish manner. It would better if they also provide codes online.
Dear Yifan Liu, thank you very much for this interesting information. It is somehow surprising that only a few researcher make use of such promising methods. Perhaps our last research paper using a structural equation model with regard to innovation management and success is of interest to you: Faix, A./Büchler, J.-P.: Analysen zum Einfluss des Innovationsmanagements auf Innovations- und Unternehmenserfolge – Ergebnisse der IHK-InnoMonitor-Erhebungen 2015 und 2016, Forschungsberichte zum Innovationsmanagement, Forschungsgruppe “Innovationsexzellenz”, Dortmund 2017.
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