Mikhail Zhelonkin

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

70

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Outlier Robust Inference in the Instrumental Variable Model With Applications to Causal Effects

Number of pages: 40 Posted: 05 Oct 2021
Jens Klooster and Mikhail Zhelonkin
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 48 (502,273)

Abstract:

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Influence function, Robust inference, Outlier, Robust test, Weak instrument

2.

Robust Estimation of Probit Models with Endogeneity

Tinbergen Institute Discussion Paper 2021-004/III
Number of pages: 29 Posted: 10 Mar 2021
Andrea Naghi, Máté Váradi and Mikhail Zhelonkin
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR)
Downloads 22 (645,655)

Abstract:

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Binary Outcomes, Probit Model, Endogenous Variable, Instrumental Variable, Robust Estimation

3.

A Note on the Statistical Robustness of Risk Measures

Journal of Operational Risk, Forthcoming
Number of pages: 22 Posted: 14 Jun 2017
Mikhail Zhelonkin and Valérie Chavez-Demoulin
Erasmus University Rotterdam (EUR) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 0 (831,860)
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Abstract:

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expected shortfall (ES), influence function, M-estimation, risk measures, robustness, value-at-risk (VaR)