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Information about:
Nikolay Gospodinov

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Nikolay Gospodinov in registering through RePEc. If you are Nikolay Gospodinov , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Nikolay
Middle Name:
Last Name: Gospodinov
Suffix:

RePEc Short-ID: pgo5

Email:
Homepage: http://alcor.concordia.ca/~gospodin
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Items authored by Boston College Economics alumni

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Nikolay Gospodinov & Ye Tao, 2009. "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers 09001, Concordia University, Department of Economics. [Downloadable!]

  2. Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics. [Downloadable!]

  3. Stanislav Anatolyev & Nikolay Gospodinov, 2008. "Specification Testing in Models with Many Instruments," Working Papers w0124, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  4. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series CIRJE-F-573, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  5. Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers 08011, Concordia University, Department of Economics, revised Dec 2008. [Downloadable!]

  6. Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  7. Nikolay Gospodinov, 2006. "A New Look at the Forward Premium Puzzle," Working Papers 08009, Concordia University, Department of Economics, revised Dec 2008. [Downloadable!]
    Published as:

  8. Nikolay Gospodinov, 2001. "Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity," Computing in Economics and Finance 2001 136, Society for Computational Economics.

  9. Nikolay Gospodinov, 2001. "Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments," Computing in Economics and Finance 2001 150, Society for Computational Economics.

  10. Nikolay Gospodinov, 1999. "Median Unbiased Forecasts for Highly Persistent Autoregressive Processes," Computing in Economics and Finance 1999 533, Society for Computational Economics.
    Published as:

Articles

  1. Gospodinov, Nikolay & Irvine, Ian, 2009. "Tobacco taxes and regressivity," Journal of Health Economics, Elsevier, vol. 28(2), pages 375-384, March. [Downloadable!] (restricted)

  2. Nikolay Gospodinov, 2009. "A New Look at the Forward Premium Puzzle," Journal of Financial Econometrics, Oxford University Press, vol. 7(3), pages 312-338, Summer. [Downloadable!] (restricted)
    Other versions:

  3. Gospodinov, Nikolay, 2008. "Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root," Journal of Econometrics, Elsevier, vol. 146(1), pages 146-161, September. [Downloadable!] (restricted)

  4. Athanasia Gavala & Nikolay Gospodinov & Deming Jiang, 2006. "Forecasting volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 381-400. [Downloadable!]

  5. Nikolay Gospodinov, 2005. "Testing For Threshold Nonlinearity in Short-Term Interest Rates," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 344-371. [Downloadable!] (restricted)

  6. Nikolay Gospodinov & Ian Irvine, 2005. "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 366-393, May. [Downloadable!] (restricted)

  7. Nikolay Gospodinov, 2004. "Asymptotic confidence intervals for impulse responses of near-integrated processes," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 505-527, December. [Downloadable!] (restricted)

  8. Nikolay Gospodinov & Ian J. Irvine, 2004. "Global Health Warnings on Tobacco Packaging: Evidence from the Canadian Experiment," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 0(1). [Downloadable!]

  9. Gospodinov, Nikolay, 2002. "Bootstrap-Based Inference in Models with a Nearly Noninvertible Moving Average Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 254-68, April.

  10. Gospodinov, Nikolay, 2002. "Median unbiased forecasts for highly persistent autoregressive processes," Journal of Econometrics, Elsevier, vol. 111(1), pages 85-101, November. [Downloadable!] (restricted)
    Other versions:

  11. RePEc:bep:eaptop:v:4:y:2004:i:1:p:1304-1304 is not listed on IDEAS

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2007-01-28 2008-07-05 2008-11-18 2009-01-31 2009-01-31 Author is listed
  2. NEP-ETS: Econometric Time Series (4) 1999-07-12 2008-07-05 2009-01-31 2009-01-31 Author is listed
  3. NEP-FMK: Financial Markets (1) 2007-01-28
  4. NEP-FOR: Forecasting (1) 2007-01-28
  5. NEP-ORE: Operations Research (2) 2008-07-05 2009-01-31 Author is listed
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This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.