On the role of the rank condition in CCE estimation of factor-augmented panel regressions H Karabiyik, S Reese, J Westerlund Journal of Econometrics 197 (1), 60-64, 2017 | 55 | 2017 |
Testing for predictability in panels with general predictors J Westerlund, H Karabiyik, P Narayan Journal of Applied Econometrics 32 (3), 554-574, 2017 | 45 | 2017 |
On the robustness of the pooled CCE estimator A Juodis, H Karabiyik, J Westerlund Journal of Econometrics 220 (2), 325-348, 2021 | 44 | 2021 |
CCE estimation of factor‐augmented regression models with more factors than observables H Karabiyik, JP Urbain, J Westerlund Journal of Applied Econometrics 34 (2), 268-284, 2019 | 32* | 2019 |
Islamic spot and index futures markets: Where is the price discovery? H Karabiyik, PK Narayan, DHB Phan, J Westerlund Pacific-Basin Finance Journal 52, 123-133, 2018 | 24 | 2018 |
Econometric analysis of panel data models with multifactor error structures H Karabiyik, FC Palm, JP Urbain Annual Review of Economics 11, 495-522, 2019 | 18 | 2019 |
Panel Data Measures of Price Discovery H Karabiyik, J Westerlund, P Narayan | 13* | 2016 |
Estimating the speed of adjustment of leverage in the presence of interactive effects J Westerlund, H Karabiyik, PK Narayan, S Narayan Journal of Financial Econometrics 20 (5), 942-960, 2022 | 7 | 2022 |
Forecasting using cross-section average–augmented time series regressions H Karabiyik, J Westerlund The Econometrics Journal 24 (2), 315-333, 2021 | 7 | 2021 |
On the estimation and testing of predictive panel regressions H Karabiyik, J Westerlund, P Narayan Journal of International Financial Markets, Institutions and Money 45, 115-125, 2016 | 6 | 2016 |
VU Research Portal S Österlund, K Koning, P Olivier, A Barbalace, H Bos, C Giuffrida | | 2019 |
Estimation and inference in cross-sectionally dependent panel data models H Karabiyik | | 2015 |
A CCE ESTIMATOR FOR DYNAMIC PANEL ECM’S WITH FACTORS H Karabiyik, C Gengenbach, F Palm, JP Urbain Unpublished Manuscript, 2014 | | 2014 |
TESTING WEAK EXOGENEITY IN CROSS-SECTIONALLY DEPENDENT COINTEGRATED PANELS H Karabiyik, C Gengenbach, JP Urbain | | |