Nikolay Gospodinov

发表

Continuously-Updated GMM Estimation of the Beta-Pricing Model

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2016 .

Generalized aggregation of misspecified models: With an application to asset pricing

Nikolay Gospodinov, Esfandiar Maasoumi, E. Maasoumi, 2020 .

Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Nikolay Gospodinov, Elena Pesavento, Alex Maynard, 2011 .

General Aggregation of Misspecified Asset Pricing Models

Nikolay Gospodinov, Esfandiar Maasoumi, E. Maasoumi, 2017 .

Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models

Nikolay Gospodinov, Raymond Kan, Cesare Robotti, 2012 .

Simulated minimum distance estimation of dynamic models with errors-in-variables

Nikolay Gospodinov, Serena Ng, Ivana Komunjer, 2017 .

Bootstrap Unit Root Tests in Models with

Nikolay Gospodinov, 2009 .

Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes

Nikolay Gospodinov, Nikolay Gospodinov, 2001 .