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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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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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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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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/10006968110
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PROBLEMS AND SOLUTIONS - SOLUTIONS - Conditional and Unconditional Correlatedness and Heteroskedasticity
Anatolyev, Stanislav - In: Econometric theory 18 (2002) 3, pp. 820
Persistent link: https://www.econbiz.de/10006973959
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PROBLEMS AND SOLUTIONS - PROBLEMS - Conditional and Unconditional Correlatedness and Heteroskedasticity
Anatolyev, Stanislav - In: Econometric theory 17 (2001) 3, pp. 669
Persistent link: https://www.econbiz.de/10006978673
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ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST
Anatolyev, Stanislav; Kosenok, Grigory - In: Econometric theory 28 (2011) 1, pp. 239-247
Persistent link: https://www.econbiz.de/10009832947
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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