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 1 149 0 2 13 366
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 1 2 7 136 2 5 20 434
Dynamic modeling under linear-exponential loss 0 0 0 102 0 4 11 523
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 1 1 5 185
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 47 0 2 7 351
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 34 39 51 90 84 96 126 151
Inference about predictive ability when there are many predictors 0 0 1 60 0 0 3 192
Inference in Regression Models with Many Regressors 0 0 1 104 1 5 9 378
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 44 0 2 10 232
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 0 1 4 176
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 1 1 130 1 5 7 379
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 37 0 2 5 317
Modeling Financial Return Dynamics by Decomposition 0 0 2 182 0 4 11 617
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 2 65 1 3 22 109
Multivariate return decomposition: theory and implications 2 3 14 36 6 10 45 84
Nonparametric retrospection and monitoring of predictability of financial returns 0 1 4 99 2 6 16 314
Optimal Instruments in Time Series: A Survey 0 1 3 199 2 6 14 567
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 30 0 1 6 113
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 49 0 1 13 158
Sequential Testing with Uniformly Distributed Size 0 0 6 238 0 2 27 1,007
Specification Testing in Models with Many Instruments 0 0 1 76 1 5 9 270
Tests in contingency tables as regression tests 0 0 0 108 2 3 8 649
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 2 186 0 1 17 700
Total Working Papers 37 47 99 2,212 103 167 408 8,272


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 1 3 6 51 2 4 23 299
02.6.2. Autoregression and Redundant InstrumentsSolution 0 0 1 13 1 2 7 67
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 1 7 0 0 3 42
A 10-year retrospective on the determinants of Russian stock returns 0 1 3 38 0 1 14 132
A Trading Approach to Testing for Predictability 3 6 10 161 3 10 23 376
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 0 0 2 82
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 1 14 4 6 14 88
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 1 8 40
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 2 6 77
Asymptotics of near unit roots (in Russian) 0 0 1 15 0 0 6 36
Dynamic modeling under linear-exponential loss 1 1 3 26 1 4 20 141
Electoral behavior of US counties: a panel data approach 0 0 2 5 0 0 5 22
GMM, GEL, Serial Correlation, and Asymptotic Bias 1 1 2 228 1 3 21 891
Inference in regression models with many regressors 0 0 0 11 1 4 11 81
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 2 2 7 115
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 32 0 0 10 218
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 2 14 52
Kernel estimation under linear-exponential loss 0 0 1 15 0 1 6 105
Making econometric reports (in Russian) 0 0 0 30 0 1 5 102
Markov chain approximation in bootstrapping autoregressions 0 0 1 5 0 2 6 34
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 13 0 2 6 96
Missing mean does no harm to volatility! 0 2 7 12 2 6 25 54
Modeling Financial Return Dynamics via Decomposition 0 1 3 90 0 3 15 232
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 1 1 2 63 3 3 11 179
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 2 42 0 2 15 149
Nonparametric estimation of nonlinear rational expectation models 1 1 2 30 2 3 8 119
Nonparametric regression (in Russian) 1 1 1 15 1 1 4 55
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 1 76 0 2 14 240
Objects of nonstructural time series modeling (in Russian) 1 1 2 6 1 2 6 29
Optimal instruments (in Russian) 0 0 0 11 0 1 6 132
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 0 1 4 97
Review of English textbooks in econometrics (in Russian) 0 0 1 29 0 2 10 220
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 1 4 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 1 1 6 16 2 4 22 43
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 0 2 30 0 3 9 113
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 7 0 1 4 76
Testing for predictability (in Russian) 0 0 0 12 1 2 7 74
Tests in contingency tables as regression tests 0 1 1 22 1 3 14 103
The basics of bootstrapping (in Russian) 0 0 1 18 0 1 6 94
The term structure of Russian interest rates 0 1 4 93 0 2 11 828
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 4 13 347
Uncovering the Skewness News Impact Curve 0 2 3 3 2 6 9 9
Using All Observations when Forecasting under Structural Breaks 1 1 2 24 3 4 8 120
Where to find data on the Web? (in Russian) 0 0 1 23 0 4 7 87
Total Journal Articles 12 25 74 1,473 33 108 449 6,688


Statistics updated 2017-05-02