Challenges for panel financial analysis

© Springer International Publishing Switzerland 2015. We consider panel financial analysis from a statistical perspective. We discuss some main findings and challenges in the area of (i) estimating standard errors; (ii) joint dependence; (iii) to pool or not to pool; (iv) aggregation and predictions...

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Bibliographic Details
Main Author: Cheng Hsiao
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919341238&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/44832
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Institution: Chiang Mai University