Andreï Victorovitch Kostyrka

Andreï Victorovitch Kostyrka

Université du Luxembourg - Esch-sur-Alzette / Luxembourg
Economics & Econometrics / Economics
AD Scientific Index ID: 5186896
University of Luxembourg Universität Luxemburg
person_outline Andreï Victorovitch Kostyrka's MOST POPULAR ARTICLES
1-) Inference in conditional moment restriction models when there is selection due to stratificationA Cosma, AV Kostyrka, G TripathiThe Econometrics of Complex Survey Data: Theory and Applications, 137-171, 201912019
2-) Missing Endogenous Variables in Conditional Moment Restriction ModelsA Cosma, AV KOSTYRKA, G TripathiDEM Discussion Paper Series, 20242024
3-) Efficient Estimation with Non-Standard Sampling or Missing Endogenous Variables, and Conditional Density Modelling with Unobserved Copula-Connected ShocksA KostyrkaUniversity of Luxembourg,​​ Luxembourg, 20212021
4-) A byl li sdvig: empiricheskij analiz testov na strukturnye sdvigi v volatil’nosti dohodnostejA Kostyrka, D MalakhovApplied Econometrics 61, 110-139, 20212021
5-) Was there ever a shift: Empirical analysis of structural-shift tests for return volatilityA Kostyrka, D MalakhovApplied Econometrics 61, 110-139, 20212021