Konrad Menzel
Selected Publications
Inference on sets in finance
We consider the problem of inference on a class of sets describing a collection of admissible […]
Previous version
Inference on sets in finance
In this paper we consider the problem of inference on a class of sets describing a […]
Latest version
Previous version
Inference on sets in finance
In this paper we introduce various set inference problems as they appear in finance and propose […]
Latest version
Properties of the CUE estimator and a modification with moments
In this paper, we analyze properties of the Continuous Updating Estimator (CUE) proposed by Hansen et […]
A reduced bias GMM-like estimator with reduced estimator dispersion
2SLS is by far the most-used estimator for the simultaneous equation problem. However, it is now […]