Details about Andreï Victorovitch Kostyrka
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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Journal Articles Chapters
Working Papers
2024
- Missing Endogenous Variables in Conditional Moment Restriction Models
DEM Discussion Paper Series, Department of Economics at the University of Luxembourg
2021
- 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
- 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
- Was there ever a shift: Empirical analysis of structural-shift tests for return volatility
Applied Econometrics, 2021, 61, 110-139
Chapters
2019
- 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)