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Specification testing in models with many instruments
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric theory 27 (2011) 2, pp. 427-441
Persistent link: https://www.econbiz.de/10009310705
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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
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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/10001777186
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Redundancy of lagged regressors revisited
Anatolyev, Stanislav - In: Econometric theory 23 (2007) 2, pp. 364-368
Persistent link: https://www.econbiz.de/10003429747
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PROBLEMS AND SOLUTIONS - SOLUTIONS - An Empirical Likelihood Ratio Test for a Unit Root
Gospodinov, Nikolay; Zinde-Walsh, Victoria - In: Econometric theory 16 (2000) 1, pp. 143-145
Persistent link: https://www.econbiz.de/10006984534
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An alternative to maximum likelihood based on spacings
Anatolyev, Stanislav; Kosenok, Grigory - In: Econometric theory 21 (2005) 2, pp. 472-476
Persistent link: https://www.econbiz.de/10002740792
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REDUNDANCY OF LAGGED REGRESSORS REVISITED
Anatolyev, Stanislav - In: Econometric theory 23 (2007) 2, pp. 364-368
Persistent link: https://www.econbiz.de/10007614041
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Another numerical method of finding critical values for the Andrews stability test
Anatolyev, Stanislav; Kosenok, Grigory - In: Econometric theory 28 (2012) 1, pp. 239-246
Persistent link: https://www.econbiz.de/10009520953
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Asymptotics of diagonal elements of projection matrices under many instruments/regressors
Anatolyev, Stanislav; Yaskov, Pavel - In: Econometric theory 33 (2017) 3, pp. 717-738
Persistent link: https://www.econbiz.de/10011810190
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Limit theorems for factor models
Anatolyev, Stanislav; Mikusheva, Anna - In: Econometric theory 37 (2021) 5, pp. 1034-1074
Persistent link: https://www.econbiz.de/10012656394