Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/54407
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dc.contributor.authorCheng Hsiaoen_US
dc.date.accessioned2018-09-04T10:13:02Z-
dc.date.available2018-09-04T10:13:02Z-
dc.date.issued2015-01-01en_US
dc.identifier.issn1860949Xen_US
dc.identifier.other2-s2.0-84919341238en_US
dc.identifier.other10.1007/978-3-319-13449-9_1en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84919341238&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/54407-
dc.description.abstract© Springer International Publishing Switzerland 2015. 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.en_US
dc.subjectComputer Scienceen_US
dc.titleChallenges for panel financial analysisen_US
dc.typeBook Seriesen_US
article.title.sourcetitleStudies in Computational Intelligenceen_US
article.volume583en_US
article.stream.affiliationsUniversity of Southern Californiaen_US
article.stream.affiliationsXiamen Universityen_US
article.stream.affiliationsChiang Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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