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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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2
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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3
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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4
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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5
Dynamic modeling under linear-exponential loss
Anatolyev, Stanislav
- In:
Economic modelling
26
(
2009
)
1
,
pp. 82-89
Persistent link: https://www.econbiz.de/10003816693
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6
Inference in regression models with many regressors
Anatolyev, Stanislav
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003796113
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7
Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
1998
Persistent link: https://www.econbiz.de/10001407344
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8
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.
(
contributor
);
Wong, Ka-fu
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001605407
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9
Markov chain approximation in bootstrapping autoregressions
Anatolyev, Stanislav
(
contributor
); …
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740178
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10
Dynamics and predictability in Russian financial markets
Anatolyev, Stanislav
;
Gerko, Alexander A.
;
Šakin, Dmitry A.
-
2004
Persistent link: https://www.econbiz.de/10002545187
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