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 1 2 2 151 5 6 17 372
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 1 3 9 138 1 6 21 438
Dynamic modeling under linear-exponential loss 0 0 0 102 1 1 11 524
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 2 6 186
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 1 2 48 0 1 8 352
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 15 70 83 126 41 174 211 241
Inference about predictive ability when there are many predictors 0 1 2 61 0 1 4 193
Inference in Regression Models with Many Regressors 0 1 1 105 0 2 8 379
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 1 1 4 177
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 1 2 45 0 1 10 233
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 1 130 0 2 8 380
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 1 1 38 0 1 5 318
Modeling Financial Return Dynamics by Decomposition 0 1 3 183 0 3 13 620
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 2 4 67 0 3 22 111
Multivariate return decomposition: theory and implications 0 3 13 37 0 8 41 86
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 4 99 2 4 17 316
Optimal Instruments in Time Series: A Survey 1 2 3 201 2 9 17 574
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 1 1 31 0 1 6 114
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 1 2 50 0 1 10 159
Sequential Testing with Uniformly Distributed Size 0 1 7 239 1 2 28 1,009
Specification Testing in Models with Many Instruments 3 4 5 80 3 5 12 274
Tests in contingency tables as regression tests 0 0 0 108 1 3 9 650
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 1 2 187 1 2 15 702
Total Working Papers 21 96 147 2,271 59 239 503 8,408


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 2 6 52 2 6 24 303
02.6.2. Autoregression and Redundant InstrumentsSolution 1 2 3 15 1 4 8 70
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 1 1 2 8 1 1 3 43
A 10-year retrospective on the determinants of Russian stock returns 0 0 2 38 0 2 10 134
A Trading Approach to Testing for Predictability 1 9 16 167 1 12 30 385
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 0 1 2 83
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 14 0 5 13 89
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 1 2 2 2 1 4 4 4
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 6 40
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 0 4 77
Asymptotics of near unit roots (in Russian) 0 0 1 15 0 0 5 36
Dynamic modeling under linear-exponential loss 0 1 3 26 0 2 20 142
Electoral behavior of US counties: a panel data approach 0 0 1 5 0 0 3 22
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 0 0 0 0 0
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 1 1 228 1 2 15 892
Inference in regression models with many regressors 0 0 0 11 1 4 13 84
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 0 3 7 116
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 0 1 7 219
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 11 52
Kernel estimation under linear-exponential loss 0 0 1 15 0 0 5 105
Making econometric reports (in Russian) 0 0 0 30 0 0 4 102
Markov chain approximation in bootstrapping autoregressions 0 0 1 5 0 0 5 34
Method-of-moments estimation and choice of instruments: Numerical computations 0 1 1 14 0 1 5 97
Missing mean does no harm to volatility! 0 0 5 12 1 3 19 55
Modeling Financial Return Dynamics via Decomposition 0 0 2 90 0 0 12 232
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 1 1 63 1 4 10 180
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 1 42 0 0 10 149
Nonparametric estimation of nonlinear rational expectation models 0 1 1 30 0 2 5 119
Nonparametric regression (in Russian) 0 1 1 15 0 1 2 55
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 1 2 77 1 2 11 242
Objects of nonstructural time series modeling (in Russian) 0 1 1 6 2 4 6 32
Optimal instruments (in Russian) 0 0 0 11 0 0 5 132
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 0 0 3 97
Review of English textbooks in econometrics (in Russian) 0 0 1 29 0 0 9 220
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 3 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 1 4 7 19 1 6 22 47
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 1 2 4 32 1 3 10 116
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 7 0 2 5 78
Testing for predictability (in Russian) 0 0 0 12 0 1 6 74
Tests in contingency tables as regression tests 0 0 1 22 0 1 12 103
The basics of bootstrapping (in Russian) 0 0 1 18 0 0 5 94
The term structure of Russian interest rates 0 0 4 93 1 1 9 829
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 11 347
Uncovering the Skewness News Impact Curve 1 1 4 4 2 9 16 16
Using All Observations when Forecasting under Structural Breaks 0 1 1 24 0 3 6 120
Where to find data on the Web? (in Russian) 0 0 1 23 1 1 7 88
Total Journal Articles 8 32 78 1,493 19 91 408 6,746


Statistics updated 2017-07-04