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 […]

Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
31 July 2015 | Journal Article

Previous version

Inference on sets in finance
Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
27 December 2012 | CWP46/12
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 […]

Jerry Hausman, Randall Lewis, Konrad Menzel, Whitney K. Newey
3 November 2011 | Journal Article