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Instrumental variables estimation and inference in the presence of many exogenous regressors
Anatolyev, Stanislav - 2011
Persistent link: https://www.econbiz.de/10009158139
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Inference in regression models with many regressors
Anatolyev, Stanislav (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796113
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Directional prediction of returns under asymmetric loss : direct and indirect approaches
Anatolyev, Stanislav; Kryzhanovskaya, Natalia - 2009
Persistent link: https://www.econbiz.de/10003937999
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Reconstructing high dimensional dynamic distributions from ditributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - 2012
Persistent link: https://www.econbiz.de/10009509704
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Modeling forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav; Kobotaev, Nikita - 2015
Persistent link: https://www.econbiz.de/10010515358
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Sequential testing with uniformly distributed size
Anatolyev, Stanislav (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796108
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Specification testing in models with many instruments
Anatolyev, Stanislav (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003796112