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.
CITATION STYLE
Hsiao, C. (2015). Challenges for panel financial analysis. Studies in Computational Intelligence, 583, 3–15. https://doi.org/10.1007/978-3-319-13449-9_1
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