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KOSTYRKA Andreï

ORCID
0009-0001-8524-1182
Main Referenced Co-authors
COSMA, Antonio  (3)
TRIPATHI, Gautam  (3)
Malakhov, Dmitry (2)
Main Referenced Keywords
bad volatility (2); empirical likelihood (2); error analysis (2); finite differences (2); floating-point arithmetic (2);
Main Referenced Disciplines
Quantitative methods in economics & management (9)
Mathematics (1)

Publications (total 10)

The most downloaded
224 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. (in press). Missing endogenous variables in conditional moment restriction models. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/60100.

KOSTYRKA, A. (2025). Extrapolated empirical likelihood as a solution to the convex-hull-violation problem. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/66943.

KOSTYRKA, A. (2025). smoothemplik: Smoothed Empirical Likelihood. doi:10.32614/cran.package.smoothemplik

KOSTYRKA, A. (2025). Step size selection in numerical differences using a regression kink. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/64958.

KOSTYRKA, A. (2025). pnd: Parallel Numerical Derivatives, Gradients, Jacobians, and Hessians of Arbitrary Accuracy Order. doi:10.32614/cran.package.pnd

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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