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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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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
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Inference in regression models with many regressors
Anatolyev, Stanislav - In: Journal of econometrics 170 (2012) 2, pp. 368-382
Persistent link: https://www.econbiz.de/10009686793
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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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Kernel estimation under linear-exponential loss
Anatolyev, Stanislav - In: Economics letters 91 (2006) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10003314950
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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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Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav - In: Economics letters 203 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607362
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Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav - In: Economics letters 169 (2018), pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
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Testing for a functional form of mean regression in a fully parametric environment
Anatolyev, Stanislav - In: Journal of econometric methods 8 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012023003