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 2 3 152 1 10 19 377
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 1 9 138 0 1 20 438
Dynamic modeling under linear-exponential loss 0 0 0 102 1 3 10 526
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 5 186
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 48 1 1 6 353
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 9 31 98 142 25 96 262 296
Inference about predictive ability when there are many predictors 0 0 1 61 0 0 2 193
Inference in Regression Models with Many Regressors 0 0 1 105 0 0 7 379
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 1 2 3 178
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 2 45 1 1 8 234
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 1 1 5 319
Modeling Financial Return Dynamics by Decomposition 0 1 4 184 0 1 11 621
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 3 67 0 0 16 111
Multivariate return decomposition: theory and implications 0 0 13 37 1 3 36 89
Nonparametric retrospection and monitoring of predictability of financial returns 0 1 5 100 0 3 15 317
Optimal Instruments in Time Series: A Survey 0 1 3 201 0 5 18 577
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 2 50 0 0 5 159
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 31 0 0 4 114
Sequential Testing with Uniformly Distributed Size 0 0 4 239 0 2 20 1,010
Specification Testing in Models with Many Instruments 0 3 4 80 1 4 11 275
Tests in contingency tables as regression tests 0 0 0 108 0 2 8 651
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 2 187 0 3 13 704
Total Working Papers 9 40 158 2,290 33 138 510 8,487


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 2 6 53 0 3 21 304
02.6.2. Autoregression and Redundant InstrumentsSolution 0 2 4 16 0 2 7 71
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 2 2 9 0 2 2 44
A 10-year retrospective on the determinants of Russian stock returns 0 0 2 38 1 3 10 137
A Trading Approach to Testing for Predictability 2 6 20 172 2 6 31 390
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 1 1 2 84
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 14 0 1 13 90
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 1 3 4 4 1 4 7 7
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 3 40
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 0 3 77
Asymptotics of near unit roots (in Russian) 0 1 2 16 0 1 5 37
Dynamic modeling under linear-exponential loss 0 1 4 27 0 1 17 143
Electoral behavior of US counties: a panel data approach 0 1 2 6 0 1 4 23
Foreign exchange predictability and the carry trade: A decomposition approach 0 2 2 2 1 8 8 8
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 1 2 229 3 5 17 896
Inference in regression models with many regressors 0 0 0 11 2 4 12 87
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 0 0 6 116
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 1 1 5 220
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 6 52
Kernel estimation under linear-exponential loss 0 1 1 16 0 1 2 106
Making econometric reports (in Russian) 0 0 0 30 1 1 4 103
Markov chain approximation in bootstrapping autoregressions 0 1 2 6 0 1 5 35
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 1 14 1 1 5 98
Missing mean does no harm to volatility! 0 1 3 13 0 2 15 56
Modeling Financial Return Dynamics via Decomposition 0 0 2 90 0 1 10 233
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 1 63 1 4 10 183
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 0 42 0 0 3 149
Nonparametric estimation of nonlinear rational expectation models 0 1 2 31 0 1 5 120
Nonparametric regression (in Russian) 0 0 1 15 0 0 1 55
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 2 3 79 0 5 11 246
Objects of nonstructural time series modeling (in Russian) 0 0 1 6 0 2 5 32
Optimal instruments (in Russian) 0 0 0 11 0 1 5 133
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 0 0 1 97
Review of English textbooks in econometrics (in Russian) 0 0 1 29 0 0 6 220
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 2 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 1 2 6 20 2 4 18 50
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 1 4 32 0 1 9 116
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 5 74
Tests in contingency tables as regression tests 0 0 1 22 0 3 11 106
The basics of bootstrapping (in Russian) 0 0 1 18 0 0 3 94
The term structure of Russian interest rates 0 0 4 93 0 1 7 829
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 7 347
Uncovering the Skewness News Impact Curve 1 2 5 5 1 5 19 19
Using All Observations when Forecasting under Structural Breaks 0 0 1 24 1 1 5 121
Where to find data on the Web? (in Russian) 0 0 1 23 0 1 6 88
Total Journal Articles 5 32 91 1,517 19 79 363 6,806


Statistics updated 2017-09-03