1. //
  2. Start
  3. //
  4. Researchers
  5. //
  6. Antonia Arsova
  7. //
  8. Publications
  9. //

Antonia Arsova

Contact

Antonia Arsova

Advanced search options
Advanced search options

Reset

    to
    1 - 8 out of 8Page size: 10
    1. 2021
    2. Published

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

      Arsova, A. & Karaman Örsal, D. D., 01.01.2021, In: Econometrics and Statistics. 17, p. 107-129 23 p.

      Research output: Journal contributions › Journal articles › Research › peer-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 contributions › Journal articles › Research › peer-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 contributions › Journal articles › Research › peer-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 contributions › Journal articles › Research › peer-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. ZBW - Leibniz Informationszentrum Wirtschaft, 27 p.

      Research output: Contributions to collected editions/works › Article in conference proceedings › Research

    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 paper › Working 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 paper › Working 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 paper › Working papers