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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - In: Econometric reviews 28 (2009) 5, pp. 441-467
Persistent link: https://www.econbiz.de/10003873072
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Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav; Kobotaev, Nikita - In: Econometric reviews 37 (2018) 1/5, pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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Multivariate return decomposition : theory and implications
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Cover Image
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
West, Kenneth; Wong, Ka-fu; Anatolyev, Stanislav - In: Econometric reviews 28 (2009) 5, pp. 441-467
Persistent link: https://www.econbiz.de/10008212742