Следене
Cavit Pakel
Cavit Pakel
Assistant Professor of Economics, Bilkent ; Visiting Assistant Professor, University of Oxford
Потвърден имейл адрес: economics.ox.ac.uk - Начална страница
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Позовавания
Позовавания
Година
Fitting vast dimensional time-varying covariance models
C Pakel, N Shephard, K Sheppard, RF Engle
Journal of Business & Economic Statistics 39 (3), 652-668, 2021
1342021
Nuisance parameters, composite likelihoods and a panel of GARCH models
C Pakel, N Shephard, K Sheppard
Statistica Sinica, 307-329, 2011
552011
Bounds on average effects in discrete choice panel data models
C Pakel, M Weidner
arXiv preprint arXiv:2309.09299, 2023
82023
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
C Pakel
Journal of econometrics 213 (2), 459-492, 2019
62019
Daily volatility analysis of BIST 100 constituents between 2018-2020
C PAKEL, Ö Kadir
Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 42 (2), 340-360, 2020
32020
Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence, with a GARCH Panel Application
C Pakel
12012
Essays in panel data and financial econometrics
C Pakel
Oxford University, UK, 2012
2012
Bias Reduction in GARCH Panels, with an Application to Hedge Fund Volatility
C Pakel
2011
Economometrics of GARCH Panels
C Pakel
University of Oxford, 2009
2009
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Статии 1–9