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Details about Andreï Victorovitch Kostyrka

Homepage:https://kostyrka.lu
Workplace:Département d'Économie et de Management (Department Economics and Management), Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)

Access statistics for papers by Andreï Victorovitch Kostyrka.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pko1052


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Working Papers

2024

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

2021

  1. 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 Downloads

2017

  1. 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 Downloads
    See also Chapter Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification, Advances in Econometrics, Emerald Group Publishing Limited (2019) Downloads (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 Downloads

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 Downloads
    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) Downloads (2017)
 
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