Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY. Journal of Economic Surveys, 21 (1): 143--173 (32 02 2007)doi: 10.1111/j.1467-6419.2007.00501.x.Inference when a nuisance parameter is weakly identified under the null hypothesis. Economics Letters, 84 (2): 245--254 (August 2004)Kernel estimation under linear-exponential loss. Economics Letters, 91 (1): 39--43 (April 2006)A 10-year retrospective on the determinants of Russian stock returns. Research in International Business and Finance, 22 (1): 56--67 (January 2008)GMM, GEL, Serial Correlation, and Asymptotic Bias. Econometrica, 73 (3): 983-1002 (2005)available at http://ideas.repec.org/a/ecm/emetrp/v73y2005i3p983-1002.html.Nonparametric estimation of nonlinear rational expectation models. Economics Letters, 62 (1): 1--6 (Jan 1, 1999)