Access Statistics for Stanislav Anatolyev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Ten-year retrospection of the behavior of Russian stock returns 0 0 3 152 1 2 16 378
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 1 9 139 1 2 19 440
Dynamic modeling under linear-exponential loss 0 0 0 102 0 2 9 527
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 1 2 6 188
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 48 0 2 6 354
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 8 21 108 154 18 66 295 337
Inference about predictive ability when there are many predictors 0 0 1 61 0 1 2 194
Inference in Regression Models with Many Regressors 0 0 1 105 0 1 8 380
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 0 2 4 179
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 45 0 3 7 236
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 1 130 0 0 6 380
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 1 38 0 2 5 320
Modeling Financial Return Dynamics by Decomposition 1 2 6 186 2 5 15 626
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 3 67 1 1 13 112
Multivariate return decomposition: theory and implications 0 0 8 37 1 2 24 90
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 5 100 2 2 16 319
Optimal Instruments in Time Series: A Survey 1 1 4 202 1 4 21 581
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 2 50 1 1 4 160
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 31 1 1 3 115
Sequential Testing with Uniformly Distributed Size 0 0 3 239 0 1 16 1,011
Specification Testing in Models with Many Instruments 0 0 4 80 0 2 12 276
Tests in contingency tables as regression tests 0 0 0 108 0 2 9 653
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 1 187 0 0 7 704
Total Working Papers 10 25 163 2,306 30 106 523 8,560


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
02.5.2. Durbin Watson Statistic and Random Individual Effects 0 0 5 53 0 0 19 304
02.6.2. Autoregression and Redundant InstrumentsSolution 0 0 4 16 0 0 7 71
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 2 9 0 0 2 44
A 10-year retrospective on the determinants of Russian stock returns 0 0 2 38 1 2 9 138
A Trading Approach to Testing for Predictability 1 7 24 177 4 10 36 398
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 0 1 2 84
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 14 0 1 11 91
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 1 3 6 6 1 3 9 9
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 2 40
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 0 2 77
Asymptotics of near unit roots (in Russian) 0 0 2 16 0 0 4 37
Dynamic modeling under linear-exponential loss 0 0 3 27 0 1 10 144
Electoral behavior of US counties: a panel data approach 0 0 1 6 0 1 3 24
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 2 2 1 2 9 9
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 2 4 231 1 7 16 900
Inference in regression models with many regressors 0 0 0 11 1 4 13 89
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 1 1 7 117
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 0 1 3 220
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 3 52
Kernel estimation under linear-exponential loss 0 0 1 16 0 0 2 106
Making econometric reports (in Russian) 0 0 0 30 0 1 2 103
Markov chain approximation in bootstrapping autoregressions 0 0 1 6 0 0 4 35
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 1 14 0 1 4 98
Missing mean does no harm to volatility! 0 0 3 13 0 0 11 56
Modeling Financial Return Dynamics via Decomposition 0 0 1 90 0 0 5 233
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 1 1 2 64 1 2 9 184
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 0 42 1 1 3 150
Nonparametric estimation of nonlinear rational expectation models 0 0 2 31 0 1 6 121
Nonparametric regression (in Russian) 0 0 1 15 0 0 1 55
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 3 79 0 1 10 247
Objects of nonstructural time series modeling (in Russian) 0 0 1 6 0 1 6 33
Optimal instruments (in Russian) 0 0 0 11 0 0 4 133
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 0 0 1 97
Review of English textbooks in econometrics (in Russian) 0 0 0 29 0 0 3 220
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 1 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 1 6 20 0 2 15 50
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 1 5 33 0 2 10 118
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 7 0 0 4 78
Testing for predictability (in Russian) 0 0 0 12 0 0 2 74
Tests in contingency tables as regression tests 0 0 1 22 0 0 8 106
The basics of bootstrapping (in Russian) 1 1 2 19 1 1 3 95
The term structure of Russian interest rates 0 0 4 93 0 0 6 829
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 6 347
Uncovering the Skewness News Impact Curve 0 1 5 5 0 1 19 19
Using All Observations when Forecasting under Structural Breaks 0 0 1 24 0 2 6 122
Where to find data on the Web? (in Russian) 0 0 0 23 0 0 5 88
Total Journal Articles 4 17 95 1,529 13 50 323 6,837


Statistics updated 2017-11-04