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 2 7 21 88 7 21 58 214
Dynamic modeling under linear-exponential loss 1 4 19 64 4 17 78 252
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 10 146
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 33 1 1 13 282
Inference about predictive ability when there are many predictors 1 2 7 34 1 9 34 95
Inference in Regression Models with Many Regressors 1 3 23 23 10 22 36 36
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 8 32 1 2 18 69
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 1 7 19 0 6 37 85
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 1 2 33 1 3 17 253
Modeling Financial Return Dynamics by Decomposition 0 4 20 127 4 24 94 367
Nonparametric retrospection and monitoring of predictability of financial returns 3 9 16 57 8 21 63 178
Optimal Instruments in Time Series: A Survey 6 14 30 110 10 37 90 221
Sequential Testing with Uniformly Distributed Size 2 7 102 102 15 48 327 327
Specification Testing in Models with Many Instruments 2 6 22 22 7 17 36 36
Tests in contingency tables as regression tests 3 8 24 59 7 30 106 355
Trade intensity in the Russian stock market:dynamics, distribution and determinants 2 7 21 102 9 25 88 335
Total Working Papers 23 73 323 905 85 284 1,105 3,251


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 6 7 7 4 24 32 32
02.6.2. Autoregression and Redundant Instruments Solution 0 0 0 0 1 2 3 3
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 0 0 2 3 3 3
A 10-year retrospective on the determinants of Russian stock returns 1 1 5 6 1 2 14 20
A Trading Approach to Testing for Predictability 3 4 13 38 3 6 40 104
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 3 8 0 2 12 23
Dynamic modeling under linear-exponential loss 0 1 6 6 4 10 18 18
Electoral behavior of US counties: a panel data approach 1 1 7 55 4 9 45 320
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 2 23 108 4 14 77 393
Inference when a nuisance parameter is weakly identified under the null hypothesis 1 1 3 12 1 2 7 63
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 2 5 6 6 3 8 11 11
Kernel estimation under linear-exponential loss 0 0 3 9 1 2 13 59
Making econometric reports (in Russian) 1 2 12 15 1 13 31 44
Markov chain approximation in bootstrapping autoregressions 1 5 9 90 3 11 31 306
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 2 2 2 6 25 25
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 6 6 6 0 16 17 17
Nonparametric estimation of nonlinear rational expectation models 0 0 1 15 0 1 5 61
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 2 5 17 32 2 10 43 92
Optimal instruments (in Russian) 0 2 4 8 2 7 29 58
REDUNDANCY OF LAGGED REGRESSORS REVISITED 1 1 1 1 2 4 8 8
Review of English textbooks in econometrics (in Russian) 1 6 14 19 4 15 72 109
Review of English textbooks in time series analysis (in Russian) 2 4 19 19 6 19 72 72
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 2 2 1 6 9 9
Testing for predictability (in Russian) 0 0 0 2 0 1 6 36
The basics of bootstrapping (in Russian) 0 1 7 8 0 2 21 36
The term structure of Russian interest rates 0 1 11 60 2 19 153 658
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 2 42 3 6 33 187
Using All Observations when Forecasting under Structural Breaks 2 2 9 10 6 8 33 54
Where to find data on the Web? (in Russian) 1 4 4 4 2 14 14 14
Total Journal Articles 20 60 196 590 64 242 877 2,835


Statistics updated 2009-07-03