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Challenges for Panel Financial Analysis

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Book cover Econometrics of Risk

Part of the book series: Studies in Computational Intelligence ((SCI,volume 583))

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Abstract

We consider panel financial analysis from a statistical perspective. We discuss some main findings and challenges in the area of (i) estimating standard errors; (ii) joint dependence; (iii) to pool or not to pool; (iv) aggregation and predictions; (v) modeling cross-sectional dependence; and (vi) multiple-dimensional statistics.

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Acknowledgments

This work is supported in part by the China National Science Foundation grant #71131008. I would like to thank a referee for helpful comments.

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Authors and Affiliations

  1. Department of Economics, University of Southern California, Los Angeles, USA

    Cheng Hsiao

  2. WISE, Xiamen University, Xiamen, China

    Cheng Hsiao

  3. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Cheng Hsiao

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  1. Cheng Hsiao
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Correspondence to Cheng Hsiao .

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Editors and Affiliations

  1. Japan Advanced Institute of Science and Technology, Nomi, Japan

    Van-Nam Huynh

  2. Department of Computer Science, University of Texas at El Paso, El Paso, Texas, USA

    Vladik Kreinovich

  3. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Songsak Sriboonchitta

  4. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Komsan Suriya

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Hsiao, C. (2015). Challenges for Panel Financial Analysis. In: Huynh, VN., Kreinovich, V., Sriboonchitta, S., Suriya, K. (eds) Econometrics of Risk. Studies in Computational Intelligence, vol 583. Springer, Cham. https://doi.org/10.1007/978-3-319-13449-9_1

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  • DOI: https://doi.org/10.1007/978-3-319-13449-9_1

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  • Publisher Name: Springer, Cham

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  • Online ISBN: 978-3-319-13449-9

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