Items where Author is "Gospodinov, Nikolay"
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Gospodinov, Nikolay and Otsu, Taisuke (2012) Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics . ISSN 03044076
Gospodinov, Nikolay and Hirukawa, Masayuki (2012) Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels. Journal of Empirical Finance, 19 (4). pp. 595-609. ISSN 09275398
Gospodinov, Nikolay and Maynard, Alex and Pesavento, Elena (2011) Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks. Journal of Business and Economic Statistics, 29 (4). pp. 455-467. ISSN 0735-0015
Anatolyev, Stanislav and Gospodinov, Nikolay (2011) Specification testing in models with many instruments. Econometric Theory, 27 (02). pp. 427-441. ISSN 0266-4666