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Hande Karabiyik
Hande Karabiyik
Associate Professor, Vrije Universiteit Amsterdam
Verified email at vu.nl - Homepage
Title
Cited by
Cited by
Year
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
542017
Testing for predictability in panels with general predictors
J Westerlund, H Karabiyik, P Narayan
Journal of Applied Econometrics 32 (3), 554-574, 2017
452017
On the robustness of the pooled CCE estimator
A Juodis, H Karabiyik, J Westerlund
Journal of Econometrics 220 (2), 325-348, 2021
422021
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
31*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
242018
Econometric analysis of panel data models with multifactor error structures
H Karabiyik, FC Palm, JP Urbain
Annual Review of Economics 11, 495-522, 2019
172019
Panel Data Measures of Price Discovery
H Karabiyik, J Westerlund, P Narayan
12*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
62022
Forecasting using cross-section average–augmented time series regressions
H Karabiyik, J Westerlund
The Econometrics Journal 24 (2), 315-333, 2021
62021
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
62016
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Unpublished Manuscript, 2014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
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