Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence A Arsova, DDK Örsal Econometric Reviews 37 (10), 1033-1050, 2018 | 18 | 2018 |
Modeling volatility and dependence of European carbon and energy prices J Berrisch, S Pappert, F Ziel, A Arsova Finance Research Letters 52, 103503, 2023 | 17 | 2023 |
Meta-analytic cointegrating rank tests for dependent panels DDK Örsal, A Arsova Econometrics and Statistics 2, 61-72, 2017 | 14 | 2017 |
Exchange rate pass-through to import prices in Europe: A panel cointegration approach A Arsova Empirical Economics, 2020 | 11 | 2020 |
Intersection tests for the cointegrating rank in dependent panel data A Arsova, DDK Örsal Communications in Statistics-Simulation and Computation 49 (4), 918-941, 2020 | 10* | 2020 |
A panel cointegrating rank test with structural breaks and cross-sectional dependence A Arsova, DDK Örsal Econometrics and Statistics, 2020 | 9 | 2020 |
Comparison of regression models for LGD estimation A Arsova, M Haralampieva, T Tsvetanova Edinburgh: Credit Scoring and Credit Control XII. Получено 19, 2019 | 7 | 2019 |
Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence A Arsova, DD Karaman Örsal Working Paper Series in Economics, 2013 | 4 | 2013 |
Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models S Pappert, A Arsova International Conference on Time Series and Forecasting, 221-236, 2022 | 2 | 2022 |
On cointegration for modeling and forecasting wind power production F Ziel, A Arsova arXiv preprint arXiv:2010.07857, 2020 | | 2020 |
Exchange rate pass-through to import prices in Europe A Arsova | | 2020 |
Testing for Cointegration in Panel Data with Cross-Sectional Dependence A Arsova Leuphana University Lüneburg, 2019 | | 2019 |
Appendix to “Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence” A Arsova, DDK Orsal | | |