Panel Data Analysis

DOI10.1007/978-3-030-54108-8_16MaRDI QIDQ5049447zbMATH OpenOpenAlexFDO

Authors Hasan Huseyin Yıldırım

Publication date 11 November 2022

Published in Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-54108-8_16

zbMATH Keywords

financial sectorapplied econometricspanel data analysisBorsa Istanbul

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• A residual-based test of the null of cointegration in panel data
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Likelihood-based cointegration tests in heterogeneous panels
• Nonstationary panels, panel cointegration, and dynamic panels
• Specification Tests in Econometrics
• Spurious regression and residual-based tests for cointegration in panel data
• Statistical analysis of cointegration vectors
• Testing for stationarity in heterogeneous panel data

Cited in

(6)

• scientific article; zbMATH DE number 5323624 (Why is no real title available?)
• Structure identification in panel data analysis
• Panel Data Analysis via Mechanistic Models
• Panel data segmentation under finite time horizon
• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• Econometric analysis of panel data

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