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Andreï Victorovitch Kostyrka
(Andrei Victorovitch Kostyrka)

Personal Details

First Name:Andrei
Middle Name:Victorovitch
Last Name:Kostyrka
Suffix:
RePEc Short-ID:pko1052
[This author has chosen not to make the email address public]
https://kostyrka.lu

Affiliation

Département d'Économie et de Management
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg
http://wwwfr.uni.lu/research/fdef/dem
RePEc:edi:crcrplu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024. "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series 24-01, Department of Economics at the University of Luxembourg.
  2. Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021. "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series 21-09, Department of Economics at the University of Luxembourg.
  3. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2017. "Inference in Conditional Moment Restriction Models when there is Selection due to Stratification," DEM Discussion Paper Series 17-20, Department of Economics at the University of Luxembourg.

Articles

  1. Kostyrka, Andreï & Malakhov, Dmitry, 2021. "Was there ever a shift: Empirical analysis of structural-shift tests for return volatility," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 110-139.

Chapters

  1. Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi, 2019. "Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 137-171, Emerald Group Publishing Limited.

More information

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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 3 papers 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 (3) 2017-12-18 2021-06-21 2024-02-19. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2024-02-19. Author is listed
  3. NEP-ORE: Operations Research (1) 2021-06-21. Author is listed
  4. NEP-RMG: Risk Management (1) 2021-06-21. Author is listed

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