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KOSTYRKA Andreï

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)

Main Referenced Co-authors
COSMA, Antonio  (3)
TRIPATHI, Gautam  (3)
Malakhov, Dmitry (2)
Main Referenced Keywords
bad volatility (2); GARCH (2); conditional density (1); Conditional moment models (1); conditional moment restrictions (1);
Main Referenced Disciplines
Quantitative methods in economics & management (6)

Publications (total 6)

The most downloaded
77 downloads
Kostyrka, A. (2021). Efficient Estimation with Non-Standard Sampling or Missing Endogenous Variables, and Conditional Density Modelling with Unobserved Copula-Connected Shocks [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47806 https://hdl.handle.net/10993/47806

COSMA, A., KOSTYRKA, A., & TRIPATHI, G. (2024). Missing endogenous variables in conditional moment restriction models. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/60100.

Kostyrka, A. (2021). Efficient Estimation with Non-Standard Sampling or Missing Endogenous Variables, and Conditional Density Modelling with Unobserved Copula-Connected Shocks [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47806

Kostyrka, A., & Malakhov, D. (2021). The good, the bad, and the asymmetric: Evidence from a new conditional density model. (DEM DP (2021-09)). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/47435.

Kostyrka, A., & Malakhov, D. (2021). A byl li sdvig: empiricheskij analiz testov na strukturnye sdvigi v volatil’nosti dohodnostej. Applied Econometrics, 61, 110-139. doi:10.22394/1993-7601-2021-61-110-139
Peer reviewed

Cosma, A., Kostyrka, A., & Tripathi, G. (2019). Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification. In K. P. Huynh, D. T. Jacho-Chávez, ... G. Tripathi (Eds.), The Econometrics of Complex Survey Data (pp. 137-171). United Kingdom: Emerald Publishing Limited. doi:10.1108/S0731-905320190000039010
Peer reviewed

Cosma, A., Kostyrka, A., & Tripathi, G. (2017). Inference in conditional moment restriction models when there is selection due to stratification. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/33040.

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