← 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 Show only papers in our arXiv econ.EM corpus (1 of 6)
published 2022 · Finance research letters · 28 citations
A panel cointegrating rank test with structural breaks and cross-sectional dependence
published 2020 · 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
published 2020 · Empirical Economics · 11 citations · first circulated 2019
Intersection tests for the cointegrating rank in dependent panel data
published 2019 · Communications in Statistics - Simulation and Computation · 3 citations · first circulated 2016
with Deniz Dilan Karaman Örsal
Meta-analytic cointegrating rank tests for dependent panels
published 2016 · 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
published 2016 · Econometric Reviews · 29 citations · first circulated 2013
with Deniz Dilan Karaman Örsal, Deniz Dilan Karaman Oersal
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