Details about Ekaterina Kazak

Access statistics for papers by Ekaterina Kazak.

Last updated 2026-05-15. Update your information in the RePEc Author Service.

Short-id: pka1772

Working Papers

2025

1. Conditional Method Confidence Set
   Papers, arXiv.org

2024

2. Nonstandard Errors
   Post-Print, HAL View citations (4)
   Also in Post-Print, HAL (2024) View citations (2)
   Working Papers, Lund University, Department of Economics (2021)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2024) View citations (2)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (4)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (15) (2024)

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (15)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (4) (2024)

2023

2. Bagged Pretested Portfolio Selection
   Journal of Business & Economic Statistics, 2023, 41, (4), 1116-1131 View citations (1)

2021

3. Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
   Journal of Econometrics, 2021, 222, (2), 1083-1108 View citations (14)

2019

4. Testing out-of-sample portfolio performance
   International Journal of Forecasting, 2019, 35, (2), 540-554 View citations (5)

Chapters

2024

1. Can We Give the Maximum Sharpe Ratio Portfolio a Chance?
   Springer