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CCE estimation of factor‐augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean‐Pierre; Westerlund, Joakim - In: Journal of Applied Econometrics 34 (2018) 2, pp. 268-284
Persistent link: https://www.econbiz.de/10012082809
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Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
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On the estimation and testing of predictive panel regressions
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of international financial markets, … 45 (2016), pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande; Reese, Simon; Westerlund, Joakim - In: Journal of econometrics 197 (2017) 1, pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
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CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean-Pierre; Westerlund, Joakim - 2014
Persistent link: https://www.econbiz.de/10010386009
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Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande; Westerlund, Joakim - In: The econometrics journal 24 (2021) 2, pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
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On the robustness of the pooled CCE estimator
Juodis, Artūras; Karabiyik, Hande; Westerlund, Joakim - In: Journal of econometrics 220 (2021) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
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Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of financial econometrics 20 (2022) 5, pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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Panel data measures of price discovery
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10013364880