EconBase
← All authors

Antonia Arsova

TU Dortmund University (from arXiv:2208.14311, 2022) · ORCID · OpenAlex

6 papers in scope · 6 published · 1 on the econ.EM arXiv · 88 citations · h-index 5 (over the papers listed here)

Papers

(1 of 6)

published2022 · Finance research letters · 28 citations
A panel cointegrating rank test with structural breaks and cross-sectional dependence
published2020 · Econometrics and Statistics · 10 citations · first circulated 2016
with Deniz Dilan Karaman Örsal, Deniz Karaman Örsal
Exchange rate pass-through to import prices in Europe: a panel cointegration approach
published2020 · Empirical Economics · 11 citations · first circulated 2019
Intersection tests for the cointegrating rank in dependent panel data
published2019 · Communications in Statistics - Simulation and Computation · 3 citations · first circulated 2016
with Deniz Dilan Karaman Örsal
Meta-analytic cointegrating rank tests for dependent panels
published2016 · Econometrics and Statistics · 7 citations · first circulated 2015
with Deniz Dilan Karaman Örsal
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
published2016 · Econometric Reviews · 29 citations · first circulated 2013
with Deniz Dilan Karaman Örsal, Deniz Dilan Karaman Oersal

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.