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 1 164 0 0 1 460
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 1 0 0 0 19
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 1 1 152 0 1 1 499
Does Index Arbitrage Distort the Market Reaction to Shocks? 0 1 2 42 1 2 5 83
Dynamic modeling under linear-exponential loss 0 0 0 1 0 0 1 19
Dynamic modeling under linear-exponential loss 0 0 0 106 0 1 3 557
Factor models with many assets: strong factors, weak factors, and the two-pass procedure 0 0 0 67 0 0 2 273
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 1 211
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 1 54 0 0 2 383
Forecasting dynamic return distributions based on ordered binary choice 1 1 5 290 1 2 16 803
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 0 1 387
Formation of Market Beliefs in the Oil Market 0 0 2 69 0 1 7 179
Inference about predictive ability when there are many predictors 0 0 0 63 0 1 2 218
Inference about predictive ability when there are many predictors 0 0 0 1 0 0 1 17
Inference in Regression Models with Many Regressors 0 0 1 111 0 0 2 423
Inference in Regression Models with Many Regressors 0 0 0 1 0 0 0 27
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 0 0 201
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 1 1 3 269
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 136 0 0 1 409
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 4 0 0 3 31
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 0 1 357
Limit Theorems for Factor Models 0 0 0 57 0 0 1 162
Modeling Financial Return Dynamics by Decomposition 0 0 1 3 0 0 1 61
Modeling Financial Return Dynamics by Decomposition 0 0 1 194 0 1 5 704
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 1 1 83 0 1 2 183
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 1 1 4 7 1 1 6 53
Multivariate return decomposition: theory and implications 0 0 0 44 0 2 3 138
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 102 0 0 2 348
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 1 1 0 0 4 28
Optimal Instruments in Time Series: A Survey 0 0 0 209 0 0 1 623
Optimal Instruments in Time Series: A Survey 0 1 1 3 0 1 2 25
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 0 0 3 142
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 0 1 3 190
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 1 2 4 20
Sequential Testing with Uniformly Distributed Size 0 0 0 250 0 0 0 1,063
Sequential Testing with Uniformly Distributed Size 0 0 0 2 0 0 1 24
Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions 0 0 2 33 0 0 7 75
Specification Testing in Models with Many Instruments 0 0 0 0 0 0 0 20
Specification Testing in Models with Many Instruments 0 0 0 82 0 1 1 310
Testing Many Restrictions Under Heteroskedasticity 0 1 3 58 1 2 4 172
Tests in contingency tables as regression tests 0 0 0 111 0 0 3 680
Tests in contingency tables as regression tests 0 0 1 2 0 0 1 20
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 190 0 0 1 738
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 1 0 0 3 37
Total Working Papers 2 7 28 3,076 6 21 111 11,641
1 registered items for which data could not be found


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 0 1 68 0 1 8 406
02.6.2. Autoregression and Redundant Instruments—Solution 0 0 0 16 0 0 0 87
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 0 10 0 0 0 60
A 10-year retrospective on the determinants of Russian stock returns 0 0 2 51 0 1 6 189
A Trading Approach to Testing for Predictability 5 5 16 282 5 5 22 600
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 26 1 1 1 106
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 17 0 0 0 110
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 1 1 2 20 1 1 2 49
Almost unbiased variance estimation in linear regressions with many covariates 0 0 0 5 0 0 0 30
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 1 1 2 60
Asymptotic variance under many instruments: Numerical computations 0 0 3 27 0 0 6 111
Asymptotics of near unit roots (in Russian) 0 0 0 20 0 0 2 57
Basics of quasi- and pseudo-likelihood theories (in Russian) 0 1 1 8 0 1 4 38
Copula shrinkage and portfolio allocation in ultra-high dimensions 0 0 0 5 0 0 1 12
Directional news impact curve 0 0 0 6 1 1 3 29
Do spatial structures yield better volatility forecasts? (in Russian) 0 0 0 7 0 0 1 37
Dynamic modeling under linear-exponential loss 0 0 0 29 0 0 5 179
Electoral behavior of US counties: a panel data approach 0 0 0 8 0 0 1 39
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure 0 1 2 12 0 2 21 53
Forecasting dynamic return distributions based on ordered binary choice 0 0 0 17 0 0 4 65
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 3 24 1 2 11 141
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 0 1 247 0 0 3 965
How does the financial market update beliefs about the real economy? Evidence from the oil market 0 0 1 6 0 1 7 24
Inference in regression models with many regressors 0 2 2 21 1 4 4 125
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 27 0 1 2 138
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 39 0 0 3 264
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 4 83
Kernel estimation under linear-exponential loss 0 0 0 17 0 0 1 125
LIMIT THEOREMS FOR FACTOR MODELS 0 0 1 5 0 0 1 12
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE 0 0 0 18 0 2 4 63
Making econometric reports (in Russian) 0 0 0 30 1 1 1 117
Mallows criterion for heteroskedastic linear regressions with many regressors 0 0 0 4 0 0 2 13
Many instruments: Implementation in Stata 0 0 1 60 0 1 6 164
Markov chain approximation in bootstrapping autoregressions 0 0 2 15 2 4 7 71
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 15 0 0 0 107
Missing mean does no harm to volatility! 0 0 0 25 1 2 4 103
Modeling Financial Return Dynamics via Decomposition 1 2 3 100 3 10 13 285
Modeling and forecasting realized covariance matrices with accounting for leverage 0 0 2 15 1 1 8 78
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 0 67 0 2 6 240
Multivariate Return Decomposition: Theory and Implications 0 0 0 1 0 0 0 27
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 1 45 0 0 2 181
Nonparametric estimation of nonlinear rational expectation models 0 0 0 39 1 1 1 141
Nonparametric regression (in Russian) 0 0 0 18 0 0 2 74
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 1 86 0 0 1 270
Objects of nonstructural time series modeling (in Russian) 0 0 0 9 0 0 2 65
Off-diagonal elements of projection matrices and dimension asymptotics 0 0 4 4 0 0 9 9
Optimal instruments (in Russian) 0 0 0 12 1 1 2 150
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 11 0 0 1 116
Review of English textbooks in econometrics (in Russian) 0 0 0 34 1 1 3 272
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 1 200
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 1 24 0 0 3 91
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 1 1 40 0 1 1 146
Sequential Testing with Uniformly Distributed Size 0 0 1 5 0 0 1 11
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 9 0 0 0 95
Testing for a Functional Form of Mean Regression in a Fully Parametric Environment 0 0 0 7 0 0 0 32
Testing for predictability (in Russian) 0 0 0 13 0 0 0 92
Testing many restrictions under heteroskedasticity 0 0 1 1 0 0 3 3
Tests in contingency tables as regression tests 0 0 0 24 0 0 2 129
The basics of bootstrapping (in Russian) 1 1 2 25 3 5 8 132
The term structure of Russian interest rates 0 0 0 98 0 0 0 860
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 0 363
Uncovering the Skewness News Impact Curve 0 0 0 19 0 1 1 71
Unrestricted, restricted, and regularized models for forecasting multivariate volatility 0 0 2 2 0 1 3 5
Using All Observations when Forecasting under Structural Breaks 0 0 1 31 0 0 1 155
Volatility filtering in estimation of kurtosis (and variance) 1 1 1 13 3 3 5 45
Where to find data on the Web? (in Russian) 0 0 0 27 0 1 1 103
Total Journal Articles 9 15 60 2,082 28 60 229 9,273


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model 2 3 19 19 4 8 79 79
Total Software Items 2 3 19 19 4 8 79 79


Statistics updated 2025-02-05