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Hande Karabiyik

Research Fellow

Vrije Universiteit Amsterdam
Research field
Econometric Methodology, Econometric Theory, Econometrics, Panel Data


Hande Karabiyik is an associate professor at the Econometrics and Data Science Department of Vrije Universiteit Amsterdam. She received a PhD in Econometrics from Maastricht University, in 2015. Her main research interests include developing methods for estimation and inference of panel data models. Currently, she is working on projects that involve applications of panel data econometrics to estimate relations between climate and economic variables. She has published in academic journals, such as Journal of Econometrics and Journal of Applied Econometrics.

List of publications

Karabiyik, H., Westerlund, J. and Narayan, P. (2022). Panel data measures of price discovery Econometric Reviews, 41(3):269--290.

Westerlund, J., Karabiyik, H., Narayan, P.K. and Narayan, S. (2022). Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* Journal of Financial Econometrics, 20(5):942–960.

Karabiyik, H. and Westerlund, J. (2021). Forecasting using cross-section average-Augmented time series regressions Econometrics Journal, 24(2):315--333.

Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.

Karabiyik, H., Palm, FranzC. and Urbain, J.P. (2019). Econometric Analysis of Panel Data Models with Multifactor Error Structures Annual Review of Economics, 11:495--522.

Karabiyik, H., Urbain, J.P. and Westerlund, J. (2019). CCE estimation of factor-augmented regression models with more factors than observables Journal of Applied Econometrics, 34(2):268--284.

Westerlund, J., Karabiyik, H. and Narayan, P. (2017). Testing for predictability in panels with general predictors Journal of Applied Econometrics, 32(3):554--574.

Karabiyik, H., Reese, S. and Westerlund, J. (2017). On the role of the rank condition in CCE estimation of factor-augmented panel regressions Journal of Econometrics, 197(1):60--64.