This project models the determinants of bank/organization performance using panel data. We use the generalised method of moments (GMM) (Arellano and Bond, 1991) to estimate our dynamic panel data models. The GMM technique controls for unobservable heterogeneity. Our profitability determinants include organization-specific, industry-specific and macroeconomic factors
Arellano, M. and Bond, S. (1991). Some tests of specification of panel data: Monte Carlo evidence and an application to employment equations. Review of Economics Studies, 58, 277-297.
Roodman, D. (2009). How to do xtabond2: An introduction to "Difference" and "System" GMM in Stata. The Stata Journal, 9(1), 86-136
An applicant for admission to read for a PhD should normally hold a first or upper second class honours degree of a UK university or an equivalent qualification, or a lower second class honours degree with a Master's degree at Merit level of a UK university or an equivalent qualification.
International students will also need to meet the English language requirements - IELTS 6.5 (with minimum sub-scores of 6.0). Applicants who have taken a higher degree at a UK university are normally exempt from the English language requirements. A research proposal (between 1,000 and a maximum of 2,000 words) must be submitted as part of the application.
For more information please visit the NTU Doctoral School – Research Degrees webpages.
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