{"id":2291,"date":"2024-02-06T01:46:17","date_gmt":"2024-02-05T22:46:17","guid":{"rendered":"http:\/\/www.gokberkcan.com\/?p=2291"},"modified":"2024-02-06T02:02:03","modified_gmt":"2024-02-05T23:02:03","slug":"panel-veri-meselelerine-cozumler","status":"publish","type":"post","link":"https:\/\/www.gokberkcan.com\/?p=2291","title":{"rendered":"Panel veri meselelerine \u00e7\u00f6z\u00fcmler"},"content":{"rendered":"<p>Diyelim ki bir grup finansal (yat\u0131r\u0131mlar, temett\u00fc \u00f6demesi, varl\u0131k b\u00fcy\u00fckl\u00fc\u011f\u00fc, vb.) ve y\u00f6netimsel (sahiplik yap\u0131s\u0131, y\u00f6netim kurulu b\u00fcy\u00fckl\u00fc\u011f\u00fc, y\u00f6netim kurulu faaliyetleri, vb.) de\u011fi\u015fkenin \u015firketin nakit tutma davran\u0131\u015f\u0131na etkisini analiz edeceksiniz. Nakit varl\u0131klar\u0131n bu y\u0131lki bakiyesi bir \u00f6nceki y\u0131l\u0131n sonu ve y\u0131l i\u00e7indeki nakit ak\u0131\u015flar\u0131na ba\u011fl\u0131.<\/p>\n<p>Baz\u0131 finansal de\u011fi\u015fkenleriniz aras\u0131nda da e\u015fzamanl\u0131l\u0131k mevcut. Temett\u00fc \u00f6demesi, finansal kald\u0131ra\u00e7, yat\u0131r\u0131mlar ve nakit tutma aras\u0131nda o y\u0131l ger\u00e7ekle\u015fen bir ili\u015fki var. Ayn\u0131 ili\u015fki ge\u00e7en sene ve ondan \u00f6nceki senelerde de vard\u0131. \u015eirketin b\u00fcy\u00fckl\u00fc\u011f\u00fcn\u00fc has\u0131lat ile \u00f6l\u00e7ersiniz ba\u015fka bir de\u011fi\u015fken daha e\u015fzamanl\u0131l\u0131k sorunu yaratacak. Panel veri analizinizi a\u015fa\u011f\u0131daki gibi kurmak fikri \u00e7ok mant\u0131kl\u0131 geliyor olabilir.<\/p>\n<pre><code class=\"language-katex\">NakitVar_{it} = \\beta_{1}NakitVar_{it-1}+\\beta_{2}FinansDeg_{it}+\\beta_{3}YonetimDeg_{it}+Etkiler_{it}+\\epsilon_{it}<\/code><\/pre>\n<table>\n<thead>\n<tr>\n<th>De\u011fi\u015fken<\/th>\n<th>Tan\u0131m\u0131<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>NakitVar<\/td>\n<td><em>i<\/em> \u015firketinin <em>t<\/em> ve <em>t-1<\/em> y\u0131ldaki Nakit Varl\u0131klar\u0131n\u0131n Toplam Varl\u0131klar\u0131na b\u00f6l\u00fcnmesi<\/td>\n<\/tr>\n<tr>\n<td>FinansDeg<\/td>\n<td><em>i<\/em> \u015firketinin <em>t<\/em> y\u0131l\u0131ndaki Finansal Kalemlerin Toplam Varl\u0131klar\u0131na b\u00f6l\u00fcnmesi<\/td>\n<\/tr>\n<tr>\n<td>YonetimDeg<\/td>\n<td><em>i<\/em> \u015firketinin <em>t<\/em> y\u0131l\u0131ndaki y\u00f6netim kurulu yap\u0131s\u0131 de\u011fi\u015fkenleri<\/td>\n<\/tr>\n<tr>\n<td>Etkiler<\/td>\n<td>G\u00f6zlemlenmemi\u015f Y\u0131l ve \u015eirket etkileri<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>Bu modeli panel testlerine g\u00f6re sabit etkilerle bile analiz etseniz \u00e7ok b\u00fcy\u00fck bir sorununuz var: sonu\u00e7lar\u0131n tarafl\u0131l\u0131\u011f\u0131. <em>t-1<\/em> y\u0131l\u0131 &quot;NakitVar&quot; otomatik olarak <em>t<\/em> y\u0131l\u0131 &quot;NakitVar&quot;\u0131n katsay\u0131s\u0131n\u0131 ve istatiski anlaml\u0131\u011f\u0131n\u0131 etkileyecek. Elde etti\u011finiz sonu\u00e7lar ve ortaya koydu\u011funuz anlamlar bilimsel olarak ge\u00e7erli olmayacak. Ne yapabilirsiniz? Dinamik panel veri analizi y\u00f6ntemlerini kullanmak en do\u011fru se\u00e7enek bunun i\u00e7in a\u015fa\u011f\u0131daki makaleyi okuman\u0131z\u0131 tavsiye ederim.<\/p>\n<p><a href=\"https:\/\/www.sciencedirect.com\/science\/article\/abs\/pii\/S092911991200096X\">Flannery, M. J., &amp; Hankins, K. W. (2013). Estimating dynamic panel models in corporate finance. Journal of Corporate Finance, 19, 1-19<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Diyelim ki bir grup finansal (yat\u0131r\u0131mlar, temett\u00fc \u00f6demesi, varl\u0131k b\u00fcy\u00fckl\u00fc\u011f\u00fc, vb.) ve y\u00f6netimsel (sahiplik yap\u0131s\u0131, y\u00f6netim kurulu b\u00fcy\u00fckl\u00fc\u011f\u00fc, y\u00f6netim kurulu faaliyetleri, vb.) de\u011fi\u015fkenin \u015firketin nakit tutma davran\u0131\u015f\u0131na etkisini analiz edeceksiniz. Nakit varl\u0131klar\u0131n bu y\u0131lki bakiyesi bir \u00f6nceki y\u0131l\u0131n sonu ve y\u0131l i\u00e7indeki nakit ak\u0131\u015flar\u0131na ba\u011fl\u0131. Baz\u0131 finansal de\u011fi\u015fkenleriniz aras\u0131nda da e\u015fzamanl\u0131l\u0131k mevcut. Temett\u00fc \u00f6demesi, finansal [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2,43],"tags":[],"class_list":["post-2291","post","type-post","status-publish","format-standard","hentry","category-akademik","category-istatistik"],"_links":{"self":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts\/2291","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2291"}],"version-history":[{"count":6,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts\/2291\/revisions"}],"predecessor-version":[{"id":2305,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=\/wp\/v2\/posts\/2291\/revisions\/2305"}],"wp:attachment":[{"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2291"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2291"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.gokberkcan.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2291"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}