Dang, V. A., M. Kim, Y. Shin, 2010, In search for a robust method for estimating dynamic panel data models of capital structure, SSRN working paper, http://ssrn.com/paper=1652824, pp.

Kim, M., Y. Shin, V. A. Dang, 2012, Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models, Journal of Empirical Finance, 19 (4), pp. 465-482.

Chang, X., S. Dasgupta, 2011, Monte carlo simulations and capital structure research, International Review of Finance, 11 (1), pp. 19-55.

Chang, X., S. Dasgupta, 2009, Target behavior and financing: How conclusive is the evidence?, Journal of Finance, 64 (4), pp. 1767-1796.