Denis Kojevnikov
Assistant Professor
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
D.Kojevnikov@tilburguniversity.edu
Room
K 536
Courses
- Empirical Research in Business (CentER)
- Econometrics 1 (CentER)
- (Semi)parametric Econometrics (CentER)
- Econometrics
- Time Series and their Applications
Recent publications
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Econometric inference on a large bayesian game with heterogeneous bel…
Kojevnikov, D., & Song, K. (2023). Econometric inference on a large bayesian game with heterogeneous beliefs. Journal of Econometrics, 237(1), Article 105502. -
Some impossibility results for inference with cluster dependence with…
Kojevnikov, D., & Song, K. (2023). Some impossibility results for inference with cluster dependence with large clusters. Journal of Econometrics, 237(2), Article 105524. -
A Berry–Esseen bound for vector-valued martingales
Kojevnikov, D., & Song, K. (2022). A Berry–Esseen bound for vector-valued martingales. Statistics & Probability Letters, 186, Article 109448. -
Limit theorems for network dependent random variables
Kojevnikov, D., Marmer, V., & Song, K. (2021). Limit theorems for network dependent random variables. Journal of Econometrics, 222(2), 882-908.