Anatolyev, Stanislav
- Factor models with many assets: strong factors, weak factors, and the\n two-pass procedure
2018/07/11 by Stanislav Anatolyev, Anatolyev, Stanislav, Anna Mikusheva +1 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic Policies and Impacts #FOS: Economics and business #Monetary Policy and Economic Impact #Politics, Economics, and Education Policy
- Testing Many Restrictions Under Heteroskedasticity
2020/03/16 by Anatolyev, Stanislav, Sølvsten, Mikkel · 1 citation
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)