Panel Data Analysis

DOI10.1007/978-3-030-54108-8_16OpenAlexW3131247225MaRDI QIDQ5049447

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

• Unnamed Item
• Statistical analysis of cointegration vectors
• Spurious regression and residual-based tests for cointegration in panel data
• Testing for stationarity in heterogeneous panel data
• Likelihood‐based cointegration tests in heterogeneous panels
• Specification Tests in Econometrics
• 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

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