Roman Timofeev

Personal Details

First Name:	Roman
Middle Name:
Last Name:	Timofeev
Suffix:
RePEc Short-ID:	pti49
	[This author has chosen not to make the email address public]
Terminal Degree:	2010 Institut für Statistik und Ökonometrie (ISÖ); Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

(in no particular order)

Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin (Humboldt University Berlin)

Berlin, Germany
http://www.case.hu-berlin.de/
RePEc:edi:cahubde (more details at EDIRC)

Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk)
Wirtschaftswissenschaftliche Fakultät (Faculty of Economics)
Humboldt-Universität Berlin (Humboldt University Berlin)

Berlin, Germany
http://sfb649.wiwi.hu-berlin.de/
RePEc:edi:sohubde (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Golubev, Yuri & Härdle, Wolfgang Karl & Timofeev, Roman, 2008. "Testing monotonicity of pricing Kernels," SFB 649 Discussion Papers 2008-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013. "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers 2013-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Brendan K. Beare & Lawrence D. W. Schmidt, 2016. "An Empirical Test of Pricing Kernel Monotonicity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 338-356, March.
      • Beare, Brendan K. & Schmidt, Lawrence, 2011. "An Empirical Test of Pricing Kernel Monotonicity," University of California at San Diego, Economics Working Paper Series qt5572n8pc, Department of Economics, UC San Diego.
   3. Härdle, Wolfgang Karl & Krätschmer, Volker & Moro, Rouslan A., 2009. "A microeconomic explanation of the EPK paradox," SFB 649 Discussion Papers 2009-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   4. Beare, Brendan K., 2011. "Measure preserving derivatives and the pricing kernel puzzle," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 689-697.
   5. Audrino, Francesco & Meier, Pirmin, 2012. "Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines," Economics Working Paper Series 1210, University of St. Gallen, School of Economics and Political Science.

2. Andriyashin, Anton & Benko, Michal & Härdle, Wolfgang Karl & Timofeev, Roman & Ziegenhagen, Uwe, 2006. "Color harmonization in car manufacturing process," SFB 649 Discussion Papers 2006-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Wang, Weining & Bobojonov, Ihtiyor & Härdle, Wolfgang Karl & Odening, Martin, 2011. "Increasing weather risk: Fact of fiction?," SFB 649 Discussion Papers 2011-077, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Shen, Zhiwei, 2016. "Adaptive local parametric estimation of crop yields: implication for crop insurance ratemaking," 156th Seminar, October 4, 2016, Wageningen, The Netherlands 249984, European Association of Agricultural Economists.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (1) 2006-10-21

Corrections

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