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 2 149 0 2 17 364
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 2 7 134 1 7 19 430
Dynamic modeling under linear-exponential loss 0 0 0 102 2 3 9 521
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 5 184
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 47 1 2 6 350
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 3 15 51 1 8 34 56
Inference about predictive ability when there are many predictors 0 0 1 60 0 0 5 192
Inference in Regression Models with Many Regressors 0 0 1 104 4 4 9 377
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 1 1 4 176
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 44 2 3 12 232
Instrumental variables estimation and inference in the presence of many exogenous regressors 1 1 1 130 4 4 9 378
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 37 1 1 6 316
Modeling Financial Return Dynamics by Decomposition 0 1 2 182 2 3 9 615
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 1 2 65 2 8 27 108
Multivariate return decomposition: theory and implications 1 3 14 34 4 10 47 78
Nonparametric retrospection and monitoring of predictability of financial returns 0 2 3 98 3 6 13 311
Optimal Instruments in Time Series: A Survey 1 1 4 199 3 3 14 564
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 30 1 1 6 113
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 49 1 1 14 158
Sequential Testing with Uniformly Distributed Size 0 1 9 238 2 7 34 1,007
Specification Testing in Models with Many Instruments 0 0 1 76 3 3 10 268
Tests in contingency tables as regression tests 0 0 0 108 1 3 6 647
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 2 186 1 3 19 700
Total Working Papers 3 15 67 2,168 40 84 334 8,145


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
02.5.2. DurbinWatson Statistic and Random Individual Effects 1 1 4 49 1 8 21 296
02.6.2. Autoregression and Redundant InstrumentsSolution 0 1 1 13 1 2 8 66
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 1 2 3 38 1 2 17 132
A Trading Approach to Testing for Predictability 0 2 6 155 1 5 18 367
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 0 0 3 82
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 1 14 1 1 10 83
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 1 1 9 40
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 0 5 75
Asymptotics of near unit roots (in Russian) 0 1 2 15 0 1 9 36
Dynamic modeling under linear-exponential loss 0 0 2 25 1 1 17 138
Electoral behavior of US counties: a panel data approach 0 0 2 5 0 0 6 22
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 0 3 227 1 4 34 889
Inference in regression models with many regressors 0 0 1 11 3 4 15 80
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 0 2 7 113
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 32 0 1 10 218
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 2 3 14 52
Kernel estimation under linear-exponential loss 0 0 1 15 1 1 7 105
Making econometric reports (in Russian) 0 0 0 30 1 1 6 102
Markov chain approximation in bootstrapping autoregressions 0 0 1 5 1 1 7 33
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 13 1 1 5 95
Missing mean does no harm to volatility! 1 1 9 11 2 2 27 50
Modeling Financial Return Dynamics via Decomposition 0 0 2 89 1 2 15 230
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 2 62 0 1 10 176
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 2 42 2 2 16 149
Nonparametric estimation of nonlinear rational expectation models 0 0 1 29 1 2 8 117
Nonparametric regression (in Russian) 0 0 0 14 0 0 4 54
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 2 76 2 2 16 240
Objects of nonstructural time series modeling (in Russian) 0 0 1 5 1 1 7 28
Optimal instruments (in Russian) 0 0 0 11 1 2 7 132
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 1 10 1 1 8 97
Review of English textbooks in econometrics (in Russian) 0 0 1 29 1 1 9 219
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 1 1 5 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 1 12 15 1 5 26 40
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 2 2 30 2 4 10 112
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 7 1 2 5 76
Testing for predictability (in Russian) 0 0 0 12 1 1 6 73
Tests in contingency tables as regression tests 0 0 0 21 1 2 13 101
The basics of bootstrapping (in Russian) 0 0 1 18 1 1 6 94
The term structure of Russian interest rates 0 1 3 92 1 2 11 827
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 3 5 13 346
Using All Observations when Forecasting under Structural Breaks 0 0 1 23 0 0 6 116
Where to find data on the Web? (in Russian) 0 0 2 23 1 1 7 84
Total Journal Articles 3 12 71 1,450 42 79 466 6,619


Statistics updated 2017-03-07