Research Output per year
Personal profile
Personal information
Hande Karabiyik is assistant professor at the department of Econometrics/OR since September 2016. Before she was a postdoctoral researcher at the department of Economics of Lund University, Sweden. She obtained her PhD at the Maastricht University in January 2015.
Research
Econometric theory, panel data econometrics, estimation and inference in cross-sectionally dependent panel data models, price discovery analysis, predictability analysis.
Teaching
Current Teaching at the Vrije Universiteit:
- Introduction to Data Science
- Dynamic Econometrics
- Econometrics I
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Education/Academic qualification
Econometrics, PhD, Universiteit Maastricht
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
regression
Social Sciences
test construction
Social Sciences
Estimator
Business & Economics
Testing
Business & Economics
Panel regression
Business & Economics
Factors
Business & Economics
Predictability
Business & Economics
Price discovery
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2016 2019
CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, H., Urbain, J. P. & Westerlund, J., Mar 2019, In : Journal of Applied Econometrics. 34, 2, p. 268-284 17 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
regression
Estimator
Regression model
Factors
Common factors
Essays on time series models with unobserved components and their applications
Li, M., 2018, 182 p.Research output: PhD Thesis › PhD Thesis - Research VU, graduation VU › Academic
Open Access
File
Islamic spot and index futures markets: Where is the price discovery?
Karabiyik, H., Narayan, P., Phan, D. H. B. & Westerlund, J., 2018, In : Pacific-Basin Finance Journal. 52, December, p. 123-133Research output: Contribution to Journal › Article › Academic › peer-review
Price discovery
Futures markets
Profit
Investors
Vector error correction model
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, H., Reese, S. & Westerlund, J., 2017, In : Journal of Econometrics. 197, 1, p. 60-64Research output: Contribution to Journal › Article › Academic › peer-review
Panel regression
Factors
Estimator
Testing for predictability in panels with general predictors
Westerlund, J., Karabiyik, H. & Narayan, P., 2017, In : Journal of Applied Econometrics. 32, 3, p. 554-574Research output: Contribution to Journal › Article › Academic › peer-review
test construction
scenario
regression
Testing
Predictors