Follow
Antonia Arsova
Antonia Arsova
Verified email at statistik.tu-dortmund.de - Homepage
Title
Cited by
Cited by
Year
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
172018
Meta-analytic cointegrating rank tests for dependent panels
DDK Örsal, A Arsova
Econometrics and Statistics 2, 61-72, 2017
142017
Exchange rate pass-through to import prices in Europe: A panel cointegration approach
A Arsova
Empirical Economics, 2020
92020
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
9*2020
Modeling volatility and dependence of European carbon and energy prices
J Berrisch, S Pappert, F Ziel, A Arsova
Finance Research Letters 52, 103503, 2023
82023
Comparison of regression models for LGD estimation
A Arsova, M Haralampieva, T Tsvetanova
Edinburgh: Credit Scoring and Credit Control XII. Получено 19, 2019
72019
A panel cointegrating rank test with structural breaks and cross-sectional dependence
A Arsova, DDK Örsal
Econometrics and Statistics, 2020
62020
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
42013
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
12022
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
The system can't perform the operation now. Try again later.
Articles 1–13