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Gospodinov, Nikolay


 SSRN Author Rank: 45,726 by Downloads
 

Federal Reserve Bank of Atlanta


 Atlanta, GA 30309
 United States
 email address

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. Gospodinov, Nikolay's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
472
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Modeling Financial Return Dynamics via Decomposition | Show Abstract | Download This Paper |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 35
Anatolyev, Stanislav
New Economic School
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
19 Sep 08
Last Revised:
12 Aug 09
122
(145,782)
3

2.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Robotti, Cesare
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
13 Jan 10
Last Revised:
05 Jul 14
67
(215,469)
4

3.  
Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models | Show Abstract | Download This Paper |
Federal Reserve Bank of Atlanta Working Paper No. 2011-08
Number of Pages in PDF File: 48
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Federal Reserve Bank of Atlanta
Posted:
02 Apr 11
Last Revised:
04 Jul 14
54
(240,460)
1

4.  
Assa, Hirbod
University of Liverpool
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
15 Apr 13
Last Revised:
11 Jun 14
52
(244,712)
 

5.  
Robust Inference in Linear Asset Pricing Models | Show Abstract | Download This Paper |
Rotman School of Management Working Paper No. 2179620
Number of Pages in PDF File: 90
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Federal Reserve Bank of Atlanta
Posted:
23 Nov 12
Last Revised:
04 Jul 14
49
(251,332)
 

6.  
Further Results on the Limiting Distribution of GMM Sample Moment Conditions | Show Abstract | Download This Paper |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 31
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Federal Reserve Bank of Atlanta
Posted:
15 Jul 10
Last Revised:
05 Jul 14
45
(260,516)
2

7.  
Specification Testing in Models with Many Instruments | Show Abstract | Download This Paper |
Econometric Theory, Forthcoming
Number of Pages in PDF File: 16
Anatolyev, Stanislav
New Economic School
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
16 Aug 09
21
(337,244)
3

8.  
A 'Long March' Perspective on Tobacco Use in Canada | Show Abstract | Add to Cart |
Canadian Journal of Economics, Vol. 38, No. 2, pp. 366-393, May 2005
Number of Pages in PDF File: 28
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Irvine, Ian
Concordia University, Quebec - Department of Economics
Posted:
01 Apr 05
20
(341,602)
 

9.  
Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 7, No. 2, pp. 505-527, December 2004
Number of Pages in PDF File: 23
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
28 Dec 04
14
(368,047)
3

10.  
Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors | Show Abstract | Download This Paper |
FRB Atlanta Working Paper No. 2013-9, Rotman School of Management Working Paper No. 2579821
Number of Pages in PDF File: 87
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Mar 15
8
(394,761)
 

11.  
Assa, Hirbod
University of Liverpool
Dabbous, Amal
Concordia University, Quebec - Department of Economics
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
22 Mar 15
6
(403,116)
 

12.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Posted:
22 Mar 15
5
(411,414)
 

13.  
Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity | Show Abstract | Download This Paper |
FRB Atlanta Working Paper No. 2012-18, Rotman School of Management Working Paper No. 2479458
Number of Pages in PDF File: 34
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Federal Reserve Bank of Atlanta
Posted:
22 Mar 15
4
(411,414)
 

14.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Lkhagvasuren, Damba
Concordia University, Quebec
Posted:
22 Mar 15
3
(415,795)
 

15.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Ng, Serena
Columbia University
Posted:
22 Mar 15
2
(422,028)
 

16.  
A New Look at the Forward Premium Puzzle | Show Abstract |
Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 312-338, 2009
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
30 Jun 09
 

17.  
Testing For Threshold Nonlinearity in Short-Term Interest Rates | Show Abstract |
Journal of Financial Econometrics, Vol. 3, No. 3, pp. 344-371, 2005
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
29 Feb 08
 


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