Panel Data Analysis

DOI10.1007/978-3-030-54108-8_16OpenAlexW3131247225MaRDI QIDQ5049447FDOQ5049447

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

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

Cited In (6)

• Title not available (Why is that?)
• Panel Data Analysis via Mechanistic Models
• Structure identification in panel data analysis
• Panel data segmentation under finite time horizon
• Title not available (Why is that?)
• Econometric analysis of panel data

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