Challenges for Panel Financial Analysis

DOI10.1007/978-3-319-13449-9_1zbMath1407.62386OpenAlexW9451729MaRDI QIDQ4558820

Cheng Hsiao

Publication date: 30 November 2018

Published in: Econometrics of Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_1

zbMATH Keywords

covariance estimatorpanel datapredictionsdynamic panel modelquasi maximum likelihood estimatoridiosyncratic shock

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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