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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

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Research Output 2016 2018

  • 5 Article
  • 1 PhD Thesis - Research VU, graduation VU

CCE Estimation of Factor‐Augmented Regression Models with more Factors than Observables

Karabiyik, H., Urbain, J. R. Y. J. & Westerlund, J., 30 Sep 2018, (Accepted/In press) In : Journal of Applied Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-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 ThesisPhD Thesis - Research VU, graduation VUAcademic

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, (Accepted/In press) In : Pacific-Basin Finance Journal.

Research output: Contribution to JournalArticleAcademicpeer-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. 60-64

Research output: Contribution to JournalArticleAcademicpeer-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. 554-574

Research output: Contribution to JournalArticleAcademicpeer-review

test construction
scenario
regression
Testing
Predictors