Article "Testing many restrictions under heteroskedasticity" has been published in Journal of Econometrics. Authors: Stanislav Anatolyev, Mikkel Sølvsten
Article "Testing many restrictions under heteroskedasticity" has been published in Journal of Econometrics. Authors: Stanislav Anatolyev, Mikkel Sølvsten
Paper "Do mistakes provoke new mistakes? Evidence from chess" has been accepted for publication in IEEE Transactions on Games. Authors: Stanislav Anatolyev, Akash Adhikari, Dmitry Dagaev
Article "Copula Shrinkage and Portfolio Allocation in Ultra-High Dimensions" has been published in Journal of Economic Dynamics and Control. Authors: Stanislav Anatolyev, Vladimir Pyrlik
Article "Limit Theorems for Factor Models" has been published in Econometric Theory. Authors: Stanislav Anatolyev, Anna Mikusheva
Article "How does the financial market update beliefs about the real economy? Evidence from the oil market" has been published in Journal of Applied Econometrics. Authors: Stanislav Anatolyev, Sergei Seleznev, Veronika Selezneva