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
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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
Econometric Analysis of Panel Data Models with Multifactor Error Structures
Karabiyik, H., Palm, F. C. & Urbain, J. P., 2 Aug 2019, In : Annual Review of Economics. 11, p. 495-522 28 p.Research output: Contribution to Journal › Review article › Academic › peer-review
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
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
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