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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Main Author: Cheng Hsiao
Format: Book Series
Published: 2018
Subjects:
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http://cmuir.cmu.ac.th/jspui/handle/6653943832/44832
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-448322018-04-25T07:55:31Z Challenges for panel financial analysis Cheng Hsiao Agricultural and Biological Sciences © 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; (v) modeling cross-sectional dependence; and (vi) multiple-dimensional statistics. 2018-01-24T04:48:43Z 2018-01-24T04:48:43Z 2015-01-01 Book Series 1860949X 2-s2.0-84919341238 10.1007/978-3-319-13449-9_1 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919341238&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44832
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Agricultural and Biological Sciences
spellingShingle Agricultural and Biological Sciences
Cheng Hsiao
Challenges for panel financial analysis
description © 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; (v) modeling cross-sectional dependence; and (vi) multiple-dimensional statistics.
format Book Series
author Cheng Hsiao
author_facet Cheng Hsiao
author_sort Cheng Hsiao
title Challenges for panel financial analysis
title_short Challenges for panel financial analysis
title_full Challenges for panel financial analysis
title_fullStr Challenges for panel financial analysis
title_full_unstemmed Challenges for panel financial analysis
title_sort challenges for panel financial analysis
publishDate 2018
url 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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