Andreï Victorovitch Kostyrka : Citation Profile

Université du Luxembourg

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Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 0
   Journals where Andreï Victorovitch Kostyrka has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko1052
   Updated: 2026-01-03    RAS profile: 2025-06-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreï Victorovitch Kostyrka.

Is cited by:

Cites to:

Hafner, Christian (5)

Bollerslev, Tim (4)

Perron, Pierre (3)

Jagannathan, Ravi (2)

Yamamoto, Yohei (2)

Xiao, Zhijie (1)

Hillebrand, Eric (1)

West, Kenneth (1)

Starica, Catalin (1)

Bai, Jushan (1)

Skrobotov, Anton (1)

Main data

Where Andreï Victorovitch Kostyrka has published?

Working Papers Series with more than one paper published# docs
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg4

Recent works citing Andreï Victorovitch Kostyrka (2025 and 2024)

YearTitle of citing document

Works by Andreï Victorovitch Kostyrka:

YearTitleTypeCited
2019Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification In: Advances in Econometrics.
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2017Inference in Conditional Moment Restriction Models when there is Selection due to Stratification.(2017) In: DEM Discussion Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2021The good, the bad, and the asymmetric: Evidence from a new conditional density model In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2024Missing Endogenous Variables in Conditional Moment Restriction Models In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2025Step size selection in numerical differences using a regression kink In: DEM Discussion Paper Series.
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2021Was there ever a shift: Empirical analysis of structural-shift tests for return volatility In: Applied Econometrics.
[Full Text][Citation analysis]		article0

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