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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 Mathematics
Moment Matrix Mathematics
test construction Social Sciences
Testing Business & Economics
Panel regression Business & Economics
Strictly Mathematics
Estimator Mathematics
Predictability Business & Economics

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Research Output 2016 2018

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 journalArticle

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 journalArticle

Regression
Moment Matrix
Strictly
Estimator
Panel regression

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 journalArticle

test construction
scenario
regression
Testing
Predictors

On the estimation and testing of predictive panel regressions

Karabiyik, H., Westerlund, J. & Narayan, P. 2016 In : Journal of International Financial Markets, Institutions & Money. 45, p. 115-125

Research output: Contribution to journalArticle

Testing
Estimator
Panel regression
Small sample
Inference