3
H index
2
i10 index
204
Citations
Oxford University | 3 H index 2 i10 index 204 Citations RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cavit Pakel. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Year | Title of citing document |
|---|---|
| 2024 | An Adversarial Approach to Identification. (2024). Muris, Chris ; Botosaru, Irene ; Loh, Isaac. In: Papers. RePEc:arx:papers:2411.04239. Full description at Econpapers || Download paper |
| 2025 | Binary 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 |
| 2026 | Statistical Inference in Large Multi-way Networks. (2026). Wilner, Lionel ; Chon, Philippe ; Resende, Lucas ; Lecu, Guillaume. In: Papers. RePEc:arx:papers:2512.02203. Full description at Econpapers || Download paper |
| 2025 | (Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678. Full description at Econpapers || Download paper |
| 2025 | Estimation 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 |
| 2025 | Estimation 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 |
| 2025 | Large 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. Full description at Econpapers || Download paper |
| 2025 | Hedging sanctions risk: Cryptocurrency in central bank reserves. (2025). Ferranti, Matthew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001688. Full description at Econpapers || Download paper |
| 2025 | The 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 |
| 2025 | Marginal models with individual-specific effects for the analysis of longitudinal bipartite networks. (2025). Bartolucci, Francesco ; Peluso, Stefano ; Mira, Antonietta. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:4:d:10.1007_s11634-024-00604-7. Full description at Econpapers || Download paper |
| 2025 | Model-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. Full description at Econpapers || Download paper |
| 2025 | Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data. (2025). Aielli, Gian Piero ; Pirino, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00521-0. Full description at Econpapers || Download paper |
| 2025 | An Impartial Look at Asset Correlation Stability and Market Structure. (2025). Lucas, Andre ; Wijler, Etienne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250051. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2026 | Bounds on Average Effects in Discrete Choice Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2025 | Dyadic data with ordered outcome variables In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Triadic Network Formation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2009 | Nuisance parameters, composite likelihoods and a panel of GARCH models In: Economics Papers. [Full Text][Citation analysis] | paper | 16 |
| 2009 | Nuisance 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 | |
| 2021 | Fitting Vast Dimensional Time-Varying Covariance Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 182 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team