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Cavit Pakel

University of Oxford (from arXiv:2605.05037, 2026) · ORCID · OpenAlex

6 papers in scope · 3 published · 3 on the econ.EM arXiv · 169 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Jesús M. Carro
  2. Víctor Aguirregabiria
  3. Kevin Dano
  4. Chris Muris
  5. Geert Dhaene
  6. Irene Botosaru
  7. Kyoo il Kim
  8. Christopher Dobronyi
  9. Martin Weidner
  10. Jinyong Hahn
  11. Krishna Pendakur
  12. D. W. Hughes
  13. Stéphane Bonhomme
  14. Jiaying Gu
  15. Asbjørn Kaufmann
  16. Isaac Loh
  17. Iván Fernández-Val
  18. Bo E. Honoré
  19. Whitney K. Newey
  20. Victor Chernozhukov

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 6)

working paper2026 · arXiv
working paper2025 · arXiv
working paper2023 · arXiv · 4 citations
DAILY VOLATILITY ANALYSIS OF BIST 100 CONSTITUENTS BETWEEN 2018-2020
published2020 · Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi · 1 citations
with Kadir Özen
Fitting Vast Dimensional Time-Varying Covariance Models
published2020 · Journal of Business and Economic Statistics · 155 citations · first circulated 2007
with Neil Shephard, Kevin Sheppard, Robert Engle, Robert F. Engle
Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
published2019 · Journal of Econometrics · 9 citations · first circulated 2012

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.