The following pages link to Stanislav Anatolyev (Q528053):
Displaying 34 items.
- Inference in regression models with many regressors (Q528054) (← links)
- Missing mean does no harm to volatility! (Q529817) (← links)
- Tests in contingency tables as regression tests (Q1046349) (← links)
- Nonparametric estimation of nonlinear rational expectation models (Q1277701) (← links)
- Sequential testing with uniformly distributed size (Q1669696) (← links)
- Almost unbiased variance estimation in linear regressions with many covariates (Q1787676) (← links)
- Inference when a nuisance parameter is weakly identified under the null hypothesis (Q1927548) (← links)
- Kernel estimation under linear-exponential loss (Q1929074) (← links)
- Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
- Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
- Testing for a functional form of mean regression in a fully parametric environment (Q2312970) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- REDUNDANCY OF LAGGED REGRESSORS REVISITED (Q2886948) (← links)
- Methods for Estimation and Inference in Modern Econometrics (Q3002176) (← links)
- Modeling Financial Return Dynamics via Decomposition (Q3160944) (← links)
- SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
- ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST (Q3224043) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Multi-Market Direction-of-Change Modeling Using Dependence Ratios (Q3574740) (← links)
- Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729) (← links)
- THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) (← links)
- AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS (Q4680634) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- A ridge to homogeneity for linear models (Q5033433) (← links)
- Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242) (← links)
- Instrumental variables estimation and inference in the presence of many exogenous regressors (Q5093200) (← links)
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013) (← links)
- GMM, GEL, Serial Correlation, and Asymptotic Bias (Q5393904) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)
- Off-diagonal elements of projection matrices and dimension asymptotics (Q6594319) (← links)
