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

by Marno Verbeek

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, including popular techniques such as Fama-MacBeth estimation,...

• Format: Paperback
• Language: English
• ISBN: 311066013X
• ISBN13: 9783110660135
• Release Date: November 2021
• Publisher: de Gruyter
• Length: 296 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.6" x 6.7" x 9.6"