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 10 33 67 8 28 79 156
Dynamic modeling under linear-exponential loss 2 4 17 45 6 22 93 174
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 4 11 136
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 1 2 32 0 7 10 269
Inference about predictive ability when there are many predictors 0 2 8 27 4 12 33 61
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 3 11 24 3 9 44 51
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 1 1 10 12 8 13 41 48
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 1 3 31 2 6 16 236
Modeling Financial Return Dynamics by Decomposition 2 7 42 107 15 46 164 273
Nonparametric retrospection and monitoring of predictability of financial returns 3 6 20 41 8 23 57 115
Optimal Instruments in Time Series: A Survey 3 7 17 80 8 20 48 131
Tests in contingency tables as regression tests 1 5 15 35 12 39 154 249
Trade intensity in the Russian stock market:dynamics, distribution and determinants 3 16 41 81 16 55 141 247
Total Working Papers 16 63 219 582 90 284 891 2,146


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 7 15 3 14 38 78
02.6.2. Autoregression and Redundant Instruments Solution 0 0 0 0 0 3 6 14
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 0 0 1 5 8 18
A 10-year retrospective on the determinants of Russian stock returns 0 0 1 1 1 2 6 6
A Trading Approach to Testing for Predictability 1 7 20 25 4 17 48 64
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 1 6 10 1 6 21 37
Electoral behavior of US counties: a panel data approach 0 0 3 48 0 7 28 275
GMM, GEL, Serial Correlation, and Asymptotic Bias 2 4 22 85 9 26 92 316
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 1 9 0 3 8 56
Kernel estimation under linear-exponential loss 0 0 2 6 1 4 13 46
Making econometric reports (in Russian) 1 3 3 3 4 13 13 13
Markov chain approximation in bootstrapping autoregressions 0 0 5 81 1 6 27 275
Nonparametric estimation of nonlinear rational expectation models 1 1 1 14 1 5 9 56
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 1 2 5 15 4 11 19 49
Optimal instruments (in Russian) 0 0 2 4 4 8 20 29
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 4 4 2 6 23 28
Review of English textbooks in econometrics (in Russian) 1 1 5 5 12 22 37 37
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 3 4 12 17 26
Testing for predictability (in Russian) 0 0 0 2 2 4 8 30
The basics of bootstrapping (in Russian) 0 0 1 1 4 7 15 15
The term structure of Russian interest rates 2 2 20 49 11 49 168 505
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 3 11 40 9 17 66 154
Using All Observations when Forecasting under Structural Breaks 0 0 1 1 5 13 21 21
Total Journal Articles 9 26 120 421 83 260 711 2,148


Statistics updated 2008-07-03