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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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919341238&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54407 |
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| Institution: | Chiang Mai University |
| Summary: | © 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. |
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