Kairat T. Mynbaev : Citation Profile


Are you Kairat T. Mynbaev?

Satbayev Universty

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 1
   Journals where Kairat T. Mynbaev has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 14 (36.84 %)

EXPERT IN:

   Semiparametric and Nonparametric Methods: General
   Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmy10
   Updated: 2020-08-09    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

Martins-Filho, Carlos (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kairat T. Mynbaev.

Is cited by:

Martins-Filho, Carlos (2)

Parmeter, Christopher (2)

Henderson, Daniel (2)

Yang, Zhenlin (1)

Baltagi, Badi (1)

Pötscher, Benedikt (1)

Cites to:

Lee, Lung-Fei (10)

Prucha, Ingmar (10)

Chen, Song (3)

Martins-Filho, Carlos (3)

Fan, Jianqing (3)

Capozza, Dennis (2)

Martellosio, Federico (2)

Martins-Filho, Carlos (2)

Watson, Mark (2)

Paelinck, Jean (2)

Vogelsang, Timothy (2)

Main data


Where Kairat T. Mynbaev has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis3
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany18

Recent works citing Kairat T. Mynbaev (2018 and 2017)


YearTitle of citing document
2017In search of an optimal kernel for a bias correction method for density estimators. (2017). Sakhanenko, Lyudmila . In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:42-50.

Full description at Econpapers || Download paper

2019Analyzing variance in central limit theorems. (2019). Darkenbayeva, Gulsim ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:101685.

Full description at Econpapers || Download paper

2018Weak convergence of linear and quadratic forms and related statements on Lp-approximability. (2018). Darkenbayeva, Gulsim ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:101686.

Full description at Econpapers || Download paper

2018OLS Asymptotics for Vector Autoregressions with Deterministic Regressors. (2018). Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:101688.

Full description at Econpapers || Download paper

Works by Kairat T. Mynbaev:


YearTitleTypeCited
2009CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION In: Econometric Theory.
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article6
2011Regressions with asymptotically collinear regressors In: Econometrics Journal.
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article1
2009Regressions with Asymptotically Collinear Regressor.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2010Asymptotic distribution of the OLS estimator for a mixed spatial model In: Journal of Multivariate Analysis.
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article0
2015Consistency and asymptotic normality for a nonparametric prediction under measurement errors In: Journal of Multivariate Analysis.
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article0
2014Consistency and asymptotic normality for a nonparametric prediction under measurement errors.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2008Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model In: Journal of Multivariate Analysis.
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article5
2017Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view In: Statistics & Probability Letters.
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article0
2016Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2014Improving bias in kernel density estimation In: Statistics & Probability Letters.
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2014Improving bias in kernel density estimation.(2014) In: MPRA Paper.
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paper
2016A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions In: Advances in Econometrics.
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2014A class of nonparametric density derivative estimators based on global Lipschitz conditions.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2009OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version In: MPRA Paper.
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paper0
2001$L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables In: MPRA Paper.
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paper3
2005Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends In: MPRA Paper.
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paper1
2010Profit Maximization and the Threshold Price In: MPRA Paper.
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paper0
2010Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne In: MPRA Paper.
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paper0
2009Bias reduction in kernel density estimation via Lipschitz condition In: MPRA Paper.
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paper7
2010Bias reduction in kernel density estimation via Lipschitz condition.(2010) In: Journal of Nonparametric Statistics.
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This paper has another version. Agregated cites: 7
article
2006A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model In: MPRA Paper.
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paper0
2011Housing market of Almaty In: MPRA Paper.
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2006Asymptotic Distribution of the OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model In: MPRA Paper.
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paper0
2012Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation In: MPRA Paper.
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paper1
2018Unified estimation of densities on bounded and unbounded domains In: MPRA Paper.
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paper0
2008Comment on Regression with slowly varying regressors and nonlinear trends by P.C.B. Phillips In: MPRA Paper.
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2001The strengths and weaknesses of L2 approximable regressors In: MPRA Paper.
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paper0

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