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Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav; Pyrlik, Vladimir - 2021
Persistent link: https://www.econbiz.de/10012618269
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Copula shrinkage and portfolio allocation in ultra-high dimensions
Anatolyev, Stanislav; Pyrlik, Vladimir - In: Journal of economic dynamics & control 143 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013539522
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Nonparametric estimation of nonlinear rational expectation models
Anatolyev, Stanislav - In: Economics letters 62 (1999) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001256040
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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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Electoral behavior of US countries : a panel data approach
Anatolyev, Stanislav (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740821
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Inference when a nuisance parameter is weakly identified under the null hypothesis
Anatolyev, Stanislav - In: Economics letters 84 (2004) 2, pp. 245-254
Persistent link: https://www.econbiz.de/10002116681
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Three essays on econometrics of moment conditions in time series
Anatolyev, Stanislav (contributor) - 2004
Persistent link: https://www.econbiz.de/10002545185
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A ten-year retrospection of the behaviour of Russian stock returns
Anatolyev, Stanislav (contributor) - 2005
Persistent link: https://www.econbiz.de/10003101652
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A ten year retrospection of the behaviour of Russian stock returns
Anatolyev, Stanislav - 2005
Persistent link: https://www.econbiz.de/10003012745
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Instrumental variables estimation and inference in the presence of many exogenous regressors
Anatolyev, Stanislav - In: The econometrics journal 16 (2013) 1, pp. 27-72
Persistent link: https://www.econbiz.de/10009722515