Details about Andreï Victorovitch Kostyrka

Access statistics for papers by Andreï Victorovitch Kostyrka.

Last updated 2025-04-09. Update your information in the RePEc Author Service.

Short-id: pko1052

Working Papers

2024

1. Missing Endogenous Variables in Conditional Moment Restriction Models
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg

2021

2. The good, the bad, and the asymmetric: Evidence from a new conditional density model
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg

2017

3. Inference in Conditional Moment Restriction Models when there is Selection due to Stratification
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg
   See also Chapter Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification, Advances in Econometrics, Emerald Group Publishing Limited (2019) (2019)

Journal Articles

2021

1. Was there ever a shift: Empirical analysis of structural-shift tests for return volatility
   Applied Econometrics, 2021, 61, 110-139

Chapters

2019

1. Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
   A chapter in The Econometrics of Complex Survey Data, 2019, vol. 39, pp 137-171
   See also Working Paper Inference in Conditional Moment Restriction Models when there is Selection due to Stratification, Department of Economics at the University of Luxembourg (2017) (2017)