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 0 164 2 2 11 473
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 1 0 1 9 28
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 153 1 3 25 526
Does Index Arbitrage Distort the Market Reaction to Shocks? 0 1 2 44 3 9 25 109
Dynamic modeling under linear-exponential loss 0 0 0 1 3 5 16 35
Dynamic modeling under linear-exponential loss 0 0 0 106 4 5 9 566
Factor models with many assets: strong factors, weak factors, and the two-pass procedure 1 1 1 68 3 9 28 304
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 2 4 8 219
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 54 0 1 7 390
Forecasting dynamic return distributions based on ordered binary choice 0 0 4 296 2 7 24 830
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 1 3 9 396
Formation of Market Beliefs in the Oil Market 0 1 3 72 2 10 23 203
Inference about predictive ability when there are many predictors 0 0 0 63 1 2 13 231
Inference about predictive ability when there are many predictors 0 0 0 1 1 1 7 25
Inference in Regression Models with Many Regressors 0 0 0 1 4 4 12 40
Inference in Regression Models with Many Regressors 0 0 0 111 2 8 18 442
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 2 3 7 208
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 1 1 17 287
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 4 3 6 13 44
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 136 2 8 20 429
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 1 6 16 373
Limit Theorems for Factor Models 0 0 0 57 4 4 11 173
Modeling Financial Return Dynamics by Decomposition 0 0 1 195 5 6 18 724
Modeling Financial Return Dynamics by Decomposition 1 1 3 6 2 4 11 72
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 0 83 0 0 8 191
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 0 8 1 1 9 63
Multivariate return decomposition: theory and implications 0 0 0 44 3 3 12 150
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 102 2 4 12 360
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 1 2 2 11 39
Optimal Instruments in Time Series: A Survey 1 1 1 210 4 4 16 639
Optimal Instruments in Time Series: A Survey 0 0 0 3 3 3 12 37
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 1 3 12 154
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 2 5 22 42
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 1 5 14 204
Sequential Testing with Uniformly Distributed Size 0 0 0 250 1 2 13 1,076
Sequential Testing with Uniformly Distributed Size 0 0 0 2 2 6 12 36
Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions 0 0 1 35 5 8 25 102
Specification Testing in Models with Many Instruments 0 0 2 2 2 7 26 47
Specification Testing in Models with Many Instruments 0 0 0 82 3 28 66 376
Testing Many Restrictions Under Heteroskedasticity 0 1 1 60 2 4 16 189
Tests in contingency tables as regression tests 0 0 0 2 1 3 16 37
Tests in contingency tables as regression tests 0 0 0 111 5 7 12 692
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 1 2 4 4 12 49
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 190 9 10 20 759
Total Working Papers 3 6 20 3,102 104 221 703 12,369
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 0 70 2 3 7 421
02.6.2. Autoregression and Redundant Instruments—Solution 0 0 0 16 3 3 9 97
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 0 10 3 4 8 68
A 10-year retrospective on the determinants of Russian stock returns 0 0 0 51 1 1 9 198
A Trading Approach to Testing for Predictability 1 1 58 344 8 15 142 753
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 1 1 1 27 2 3 8 115
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 17 3 3 7 117
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 0 0 0 21 0 2 11 62
Almost unbiased variance estimation in linear regressions with many covariates 0 0 0 5 7 8 14 44
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 3 3 17 77
Asymptotic variance under many instruments: Numerical computations 0 0 1 28 3 3 12 123
Asymptotics of near unit roots (in Russian) 0 0 1 21 2 7 20 77
Basics of quasi- and pseudo-likelihood theories (in Russian) 0 0 0 8 2 4 10 49
Copula shrinkage and portfolio allocation in ultra-high dimensions 0 1 2 7 3 8 13 26
Directional news impact curve 0 0 1 7 4 4 17 47
Do spatial structures yield better volatility forecasts? (in Russian) 0 0 1 8 1 2 11 48
Dynamic modeling under linear-exponential loss 0 0 0 29 5 7 11 190
Electoral behavior of US counties: a panel data approach 0 0 0 8 3 5 7 46
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure 0 0 1 13 3 9 19 74
Forecasting dynamic return distributions based on ordered binary choice 0 0 1 18 1 4 17 83
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 0 24 2 9 13 155
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 0 1 248 2 5 16 982
How does the financial market update beliefs about the real economy? Evidence from the oil market 0 0 0 6 1 4 9 34
Inference in regression models with many regressors 0 0 0 21 0 1 11 136
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 27 4 4 12 150
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 39 2 5 15 280
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 2 2 9 92
Kernel estimation under linear-exponential loss 0 0 0 17 3 3 5 130
LIMIT THEOREMS FOR FACTOR MODELS 0 0 0 5 0 4 18 30
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE 0 0 0 19 1 1 6 70
Making econometric reports (in Russian) 0 0 0 30 2 3 8 125
Mallows criterion for heteroskedastic linear regressions with many regressors 0 0 0 4 1 3 10 24
Many covariate and cluster robust estimation and inference 1 1 1 1 1 1 1 1
Many instruments: Implementation in Stata 0 1 1 61 1 3 8 174
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 5 9 25 96
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 15 3 3 8 116
Missing mean does no harm to volatility! 1 1 2 27 3 3 9 112
Modeling Financial Return Dynamics via Decomposition 1 1 2 102 3 6 20 305
Modeling and forecasting realized covariance matrices with accounting for leverage 0 0 1 17 0 2 14 94
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 1 2 69 2 4 12 252
Multivariate Return Decomposition: Theory and Implications 0 0 0 1 1 2 11 39
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 1 1 46 1 8 21 202
Nonparametric estimation of nonlinear rational expectation models 0 0 1 40 1 2 7 149
Nonparametric regression (in Russian) 0 0 0 19 2 4 8 83
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 1 87 3 5 11 282
Objects of nonstructural time series modeling (in Russian) 0 0 1 10 3 5 10 76
Off-diagonal elements of projection matrices and dimension asymptotics 0 0 1 5 4 4 19 34
Optimal instruments (in Russian) 0 0 0 12 0 0 12 163
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 11 1 2 4 121
Review of English textbooks in econometrics (in Russian) 0 0 0 34 0 2 7 281
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 2 3 7 207
Ridging out many covariates 0 0 1 1 2 4 9 9
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 0 24 1 2 9 101
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 0 2 43 2 17 44 191
Sequential Testing with Uniformly Distributed Size 0 0 0 5 0 0 11 22
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 9 1 1 4 100
Testing for a Functional Form of Mean Regression in a Fully Parametric Environment 0 0 0 7 0 0 4 37
Testing for predictability (in Russian) 0 0 0 13 3 3 10 102
Testing many restrictions under heteroskedasticity 0 1 3 4 5 9 21 24
Tests in contingency tables as regression tests 0 0 0 24 0 0 7 137
The basics of bootstrapping (in Russian) 0 0 1 27 3 6 14 150
The term structure of Russian interest rates 0 0 1 99 0 2 13 874
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 4 6 16 379
Uncovering the Skewness News Impact Curve 0 0 0 19 3 5 9 80
Unrestricted, restricted, and regularized models for forecasting multivariate volatility 0 0 0 2 2 5 7 14
Using All Observations when Forecasting under Structural Breaks 0 0 0 31 3 7 20 175
Volatility filtering in estimation of kurtosis (and variance) 0 0 0 13 4 4 13 58
Where to find data on the Web? (in Russian) 0 0 0 27 0 0 3 106
Total Journal Articles 5 10 90 2,184 148 281 929 10,269

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 0 0 3 25 0 4 14 104
Total Software Items 0 0 3 25 0 4 14 104

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06