Fitting vast dimensional time-varying covariance models C Pakel, N Shephard, K Sheppard, RF Engle Journal of Business & Economic Statistics 39 (3), 652-668, 2021 | 139 | 2021 |
Nuisance parameters, composite likelihoods and a panel of GARCH models C Pakel, N Shephard, K Sheppard Statistica Sinica, 307-329, 2011 | 56 | 2011 |
Bounds on average effects in discrete choice panel data models C Pakel, M Weidner arXiv preprint arXiv:2309.09299, 2023 | 9 | 2023 |
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence C Pakel Journal of econometrics 213 (2), 459-492, 2019 | 6 | 2019 |
Daily volatility analysis of BIST 100 constituents between 2018-2020 C Pakel, K Özen Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 42 (2), 340-360, 2020 | 3 | 2020 |
Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence, with a GARCH Panel Application C Pakel | | 2012 |
Essays in panel data and financial econometrics C Pakel Oxford University, UK, 2012 | | 2012 |
Bias Reduction in GARCH Panels, with an Application to Hedge Fund Volatility C Pakel | | 2011 |
Economometrics of GARCH Panels C Pakel University of Oxford, 2009 | | 2009 |