Antonia Arsova

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Antonia Arsova

  1. 2021
  2. Published

    A panel cointegrating rank test with structural breaks and cross-sectional dependence

    Arsova, A. & Karaman Örsal, D. D., 01.2021, In : Econometrics and Statistics. 17, p. 107-129 23 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  3. 2020
  4. Published

    Intersection tests for the cointegrating rank in dependent panel data

    Arsova, A. & Karaman Örsal, D. D., 02.04.2020, In : Communications in Statistics - Simulation and Computation. 49, 4, p. 918-941 24 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  5. 2018
  6. Published

    Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

    Arsova, A. & Karaman Örsal, D. D., 26.11.2018, In : Econometric Reviews. 37, 10, p. 1033-1050 18 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  7. 2017
  8. Published

    Meta-analytic cointegrating rank tests for dependent panels

    Karaman Örsal, D. D. & Arsova, A., 01.04.2017, In : Econometrics and Statistics. 2, p. 61-72 12 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  9. 2016
  10. Published

    A panel cointegration rank test with structural breaks and cross-sectional dependence

    Arsova, A. & Karaman Örsal, D. D., 08.2016, Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel : Session: Time Series Econometrics, No. D01-V3. Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW), 27 p.

    Research output: Contributions to collected editions/worksArticle in conference proceedingsResearch

  11. Published

    An intersection test for the cointegrating rank in dependent panel data

    Arsova, A. & Karaman Örsal, D. D., 03.2016, Lüneburg: Institut für Volkswirtschaftslehre der Universität Lüneburg, 18 p. (Working Paper Series in Economics ; no. 357).

    Research output: Working paperWorking papers

  12. 2015
  13. Published

    Meta-analytic cointegrating rank tests for dependent panels

    Karaman Örsal, D. D. & Arsova, A., 11.2015, Lüneburg: Institut für Volkswirtschaftslehre der Universität Lüneburg, 16 p. (University of Lüneburg Working Paper Series in Economics ; no. 349).

    Research output: Working paperWorking papers

  14. 2013
  15. Published

    Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

    Arsova, A. & Karaman Örsal, D., 08.2013, Lüneburg: Institut für Volkswirtschaftslehre der Universität Lüneburg, 39 p. (Working Paper Series; no. 280).

    Research output: Working paperWorking papers