Research

Home -> Research -> Publications -> Content

Research

Challenges for Panel Financial Analysis

Id：2281 Date：20160221 Status： ClickTimes：
作者Cheng Hsiao
正文We consider panel financial analysis from a statistical perspective. We discuss some main findings and challenges in the area of (i) estimating standard errors; (ii) joint dependence; (iii) to pool or not to pool; (iv) aggregation and predictions; (v) modeling cross-sectional dependence; and (vi) multiple-dimensional statistics.
JEL-Codes：
关键词：
TOP