Panel Methods for Finance: A Guide to Panel Data Econometrics for Financial Applications

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Abstract

Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate attention to these two – or occasionally more than two – dimensions of the data. Panel data techniques are developed to do exactly this. This book provides an overview of commonly applied panel methods for financial applications.
Original languageEnglish
PublisherDe Gruyter
Number of pages280
ISBN (Electronic)978-3-11-066073-9
ISBN (Print)978-3-11-066013-5
Publication statusPublished - 8 Nov 2021

Publication series

SeriesDe Gruyter Studies in the Practice of Econometrics
Volume1
ISSN2570-0928

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