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Inference in regression models with many regressors
Anatolyev, Stanislav - In: Journal of econometrics 170 (2012) 2, pp. 368-383
Persistent link: https://www.econbiz.de/10010013520
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Kernel estimation under linear-exponential loss
Anatolyev, Stanislav - In: Economics letters 91 (2006) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10007260377
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AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
Anatolyev, Stanislav; Kosenok, Grigory - In: Econometric theory 21 (2005) 2, pp. 471-476
Persistent link: https://www.econbiz.de/10006960157
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THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
Anatolyev, Stanislav - In: Econometric theory 19 (2003) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10006968110
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Conditional and Unconditional Correlatedness and Heteroskedasticity
Anatolyev, Stanislav - In: Econometric theory 18 (2002) 3, pp. 820
Persistent link: https://www.econbiz.de/10006973959
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PROBLEMS AND SOLUTIONS - PROBLEMS - Conditional and Unconditional Correlatedness and Heteroskedasticity
Anatolyev, Stanislav - In: Econometric theory 17 (2001) 3, pp. 669
Persistent link: https://www.econbiz.de/10006978673
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Method-of-moments estimation and choice of instruments: Numerical computations
Anatolyev, Stanislav - In: Economics letters 100 (2008) 2, pp. 217-220
Persistent link: https://www.econbiz.de/10008071344
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ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST
Anatolyev, Stanislav; Kosenok, Grigory - In: Econometric theory 28 (2011) 1, pp. 239-247
Persistent link: https://www.econbiz.de/10009832947
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Dynamic modeling under linear-exponential loss
Anatolyev, Stanislav - In: Economic modelling 26 (2009) 1, pp. 82-90
Persistent link: https://www.econbiz.de/10008879207
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
Anatolyev, Stanislav; Gospodinov, Nikolay - In: Econometric theory 27 (2010) 2, pp. 427-442
Persistent link: https://www.econbiz.de/10008881749