Cavit Pakel

Bilkent University - Department of Economics

Ankara, 06800

Turkey

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Scholarly Papers (2)

Fitting Vast Dimensional Time-Varying Covariance Models

NYU Working Paper No. FIN-08-009
Number of pages: 35 Posted: 09 Mar 2009 Last Revised: 07 Oct 2019
Bilkent University - Department of Economics, Harvard University, University of Oxford - Department of Economics and New York University - Leonard N. Stern School of Business - Department of Economics
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Citation 4

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Composite likelihood, dynamic conditional correlations, multivariate ARCH models, volatility

2.

Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence

Number of pages: 59 Posted: 12 Dec 2012 Last Revised: 16 May 2019
Cavit Pakel
Bilkent University - Department of Economics
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Citation 1

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Nonlinear and dynamic panels, incidental parameter bias, integrated likelihood method, profile likelihood method, female labour force participation