CORDIS Project
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This project investigates the modeling of short panels in economic datasets, focusing on complex dependencies across time and cross-sections. It aims to develop methods to correct biases in popular statistical models and enhance understanding of financial data volatility.
In recent years, there has been an increased availability of economic datasets that are characterised by a non-negligible amount of time-series information, as well as a large cross-section dimension.
Unfortunately, in many cases, although the time-series dimension is not small anymore, it is not large enough for accurate estimation either.
Examples of such datasets can be found in a variety of literatures: growth data, firm data (e.g. studies of insider trading activity), earnings studies (the…
BILKENT UNIVERSITESI VAKIF
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