你看看这篇文章，应该有相应的 Stata 命令：

Dynamic capital structure adjustment and the impact of fractional dependent variables
R Elsas, D Florysiak - Available at SSRN 1632362, 2011 - papers.ssrn.com
Abstract: How fast do fi rms adjust their leverage? The literature uses a number of different
estimators and comes up with widely varying estimates of the adjustment speeds. In this
paper, we show that commonly used estimators for adjustment speeds (such as OLS, fi ...
被引用次数：22 相关文章 所有 7 个版本 引用

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632362