Cavit Pakel : Citation Profile

Oxford University

2

H index

2

i10 index

198

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 12
   Journals where Cavit Pakel has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1589
   Updated: 2026-01-10    RAS profile: 2025-10-10    
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Relations with other researchers

Works with:

Muris, Chris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cavit Pakel.

Is cited by:

Caporin, Massimiliano (26)

Barigozzi, Matteo (10)

Hallin, Marc (9)

Santos, Andre (9)

Engle, Robert (9)

Noureldin, Diaa (7)

Matthes, Christian (7)

Canova, Fabio (7)

Shephard, Neil (7)

Raddant, Matthias (7)

Moura, Guilherme (6)

Cites to:

Newey, Whitney (10)

Muris, Chris (9)

Blundell, Richard (6)

Hahn, Jinyong (6)

Arellano, Manuel (5)

Graham, Bryan (5)

Carro, Jesus (4)

Hansen, Christian (4)

Bonhomme, Stéphane (4)

Botosaru, Irene (4)

Engle, Robert (4)

Main data

Where Cavit Pakel has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Cavit Pakel (2025 and 2024)

YearTitle of citing document
2024Cluster GARCH. (2024). Hansen, Peter ; Archakov, Ilya ; Tong, Chen. In: Papers. RePEc:arx:papers:2406.06860.

Full description at Econpapers || Download paper

2024An Adversarial Approach to Identification. (2024). Muris, Chris ; Botosaru, Irene ; Loh, Isaac. In: Papers. RePEc:arx:papers:2411.04239.

Full description at Econpapers || Download paper

2025Binary choice logit models with general fixed effects for panel and network data. (2025). Dano, Kevin ; Weidner, Martin ; Honor, Bo E. In: Papers. RePEc:arx:papers:2508.11556.

Full description at Econpapers || Download paper

2024Decomposing systemic risk measures by bank business model in Luxembourg. (2024). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp182.

Full description at Econpapers || Download paper

2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2536.

Full description at Econpapers || Download paper

2025Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure. (2025). Linton, O B ; Chen, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2514.

Full description at Econpapers || Download paper

2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

Full description at Econpapers || Download paper

2025Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. (2025). Honig, Igor ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001256.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

Full description at Econpapers || Download paper

2025Model-based vs. agnostic methods for the prediction of time-varying covariance matrices. (2025). Xidonas, Panos ; Poignard, Benjamin ; Fermanian, Jean-David. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06238-4.

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Works by Cavit Pakel:

YearTitleTypeCited
2024Bounds on Average Effects in Discrete Choice Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper2
2025Dyadic data with ordered outcome variables In: Papers.
[Full Text][Citation analysis]		paper0
2025Triadic Network Formation In: Papers.
[Full Text][Citation analysis]		paper0
2019Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2009Nuisance parameters, composite likelihoods and a panel of GARCH models In: Economics Papers.
[Full Text][Citation analysis]		paper16
2009Nuisance parameters, composite likelihoods and a panel of GARCH models.(2009) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Fitting Vast Dimensional Time-Varying Covariance Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article178

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team