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
Mathematics
Moment Matrix
Mathematics
test construction
Social Sciences
Testing
Business & Economics
Panel regression
Business & Economics
Strictly
Mathematics
Estimator
Mathematics
Predictability
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2016 2018
- 4 Article
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 journal › Article
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
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. 554-574Research output: Contribution to journal › Article
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. 115-125Research output: Contribution to journal › Article
Testing
Estimator
Panel regression
Small sample
Inference