The following pages link to Nikolay Gospodinov (Q295709):
Displaying 14 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Methods for Estimation and Inference in Modern Econometrics (Q3002176) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (Q3160928) (← links)
- Modeling Financial Return Dynamics via Decomposition (Q3160944) (← links)
- SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
- Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725) (← links)
