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 2 163 2 5 13 459
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 1 1 2 151 1 2 7 498
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 1 0 0 0 19
Does Index Arbitrage Distort the Market Reaction to Shocks? 0 1 3 40 2 5 11 77
Dynamic modeling under linear-exponential loss 0 0 0 106 0 0 0 554
Dynamic modeling under linear-exponential loss 0 0 0 1 1 1 1 18
Factor models with many assets: strong factors, weak factors, and the two-pass procedure 0 0 2 67 1 1 10 270
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 1 2 3 210
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 1 1 53 1 2 2 381
Forecasting dynamic return distributions based on ordered binary choice 1 2 9 284 3 7 37 784
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 0 0 386
Formation of Market Beliefs in the Oil Market 0 1 2 66 0 4 6 170
Inference about predictive ability when there are many predictors 0 0 0 63 0 0 0 216
Inference about predictive ability when there are many predictors 0 0 0 1 0 0 0 15
Inference in Regression Models with Many Regressors 0 0 0 1 0 2 3 27
Inference in Regression Models with Many Regressors 0 0 0 110 0 0 0 421
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 0 0 265
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 47 0 0 1 200
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 4 0 0 0 26
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 136 0 0 0 407
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 39 0 2 3 356
Limit Theorems for Factor Models 0 0 0 57 1 1 3 161
Modeling Financial Return Dynamics by Decomposition 0 0 0 193 0 0 19 698
Modeling Financial Return Dynamics by Decomposition 0 0 1 2 1 1 16 59
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 0 3 0 0 9 47
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 0 81 0 0 6 180
Multivariate return decomposition: theory and implications 0 0 0 44 0 0 2 135
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 0 0 0 0 24
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 102 0 0 1 346
Optimal Instruments in Time Series: A Survey 0 0 0 209 0 0 1 622
Optimal Instruments in Time Series: A Survey 0 1 1 2 0 1 1 23
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 0 0 0 187
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 1 2 2 15
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 1 2 3 139
Sequential Testing with Uniformly Distributed Size 0 0 0 2 0 0 1 23
Sequential Testing with Uniformly Distributed Size 0 0 0 249 0 0 1 1,061
Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions 0 1 5 31 3 9 25 66
Specification Testing in Models with Many Instruments 0 0 0 82 0 0 1 309
Specification Testing in Models with Many Instruments 0 0 0 0 1 1 1 20
Testing Many Restrictions Under Heteroskedasticity 1 2 15 55 2 6 36 168
Tests in contingency tables as regression tests 0 0 0 1 0 0 2 19
Tests in contingency tables as regression tests 0 0 1 111 0 0 2 677
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 1 1 1 2 6 34
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 1 1 190 4 5 6 736
Total Working Papers 3 11 46 3,044 27 63 241 11,508


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 1 1 67 2 2 11 397
02.6.2. Autoregression and Redundant Instruments—Solution 0 0 0 16 0 0 1 86
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 0 48 0 0 0 182
A Trading Approach to Testing for Predictability 0 7 36 265 0 13 64 575
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 2 26 0 0 3 104
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 17 0 0 1 110
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 1 1 5 18 1 1 6 47
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 0 0 3 58
Asymptotic variance under many instruments: Numerical computations 0 1 2 24 0 2 5 105
Asymptotics of near unit roots (in Russian) 0 1 1 20 0 1 1 55
Basics of quasi- and pseudo-likelihood theories (in Russian) 0 0 2 7 0 1 6 34
Copula shrinkage and portfolio allocation in ultra-high dimensions 0 1 5 5 0 1 10 11
Directional news impact curve 0 0 1 4 0 1 5 24
Do spatial structures yield better volatility forecasts? (in Russian) 0 1 2 7 0 1 3 36
Dynamic modeling under linear-exponential loss 0 0 1 29 0 1 2 174
Electoral behavior of US counties: a panel data approach 0 0 0 8 0 0 0 38
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure 0 3 9 10 0 5 21 28
Forecasting dynamic return distributions based on ordered binary choice 0 0 1 17 0 0 2 61
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 1 21 0 2 9 130
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 0 1 246 0 0 3 960
How does the financial market update beliefs about the real economy? Evidence from the oil market 1 1 2 4 1 1 3 16
Inference in regression models with many regressors 0 1 1 19 0 2 2 120
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 27 0 0 4 136
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 38 0 0 1 261
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 0 78
Kernel estimation under linear-exponential loss 0 0 0 17 0 0 0 124
LIMIT THEOREMS FOR FACTOR MODELS 1 1 1 4 1 1 3 11
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE 0 0 2 18 1 1 4 59
Making econometric reports (in Russian) 0 0 0 30 0 0 0 116
Mallows criterion for heteroskedastic linear regressions with many regressors 0 0 1 4 0 0 1 11
Many instruments: Implementation in Stata 1 3 6 59 1 4 13 156
Markov chain approximation in bootstrapping autoregressions 0 1 1 13 0 1 1 63
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 14 1 1 1 105
Missing mean does no harm to volatility! 0 1 1 25 0 1 4 98
Modeling Financial Return Dynamics via Decomposition 0 0 2 97 0 0 2 272
Modeling and forecasting realized covariance matrices with accounting for leverage 0 0 1 12 0 1 5 65
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 0 67 0 1 17 234
Multivariate Return Decomposition: Theory and Implications 0 0 0 1 1 2 4 27
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 0 44 0 0 0 179
Nonparametric estimation of nonlinear rational expectation models 0 0 0 39 0 0 0 140
Nonparametric regression (in Russian) 0 0 0 18 0 0 1 72
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 0 85 0 1 2 269
Objects of nonstructural time series modeling (in Russian) 0 0 0 9 0 2 2 63
Optimal instruments (in Russian) 0 0 0 12 0 0 0 148
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 11 0 0 0 115
Review of English textbooks in econometrics (in Russian) 0 0 0 34 0 0 3 269
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 0 199
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 0 23 0 0 2 87
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 0 0 39 0 0 0 145
Sequential Testing with Uniformly Distributed Size 0 0 1 4 0 0 2 10
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 1 1 32
Testing for predictability (in Russian) 0 0 0 13 0 0 0 92
Testing many restrictions under heteroskedasticity 0 0 0 0 0 0 0 0
Tests in contingency tables as regression tests 0 0 0 24 0 0 0 127
The basics of bootstrapping (in Russian) 0 0 0 23 0 0 3 124
The term structure of Russian interest rates 0 0 0 98 0 0 1 860
Uncovering the Skewness News Impact Curve 0 0 1 18 0 1 4 68
Unrestricted, restricted, and regularized models for forecasting multivariate volatility 0 0 0 0 0 1 1 1
Using All Observations when Forecasting under Structural Breaks 0 0 1 30 0 1 3 154
Volatility filtering in estimation of kurtosis (and variance) 0 0 0 12 1 3 4 39
Where to find data on the Web? (in Russian) 0 1 1 27 0 1 1 102
Total Journal Articles 5 25 92 1,939 10 58 251 8,647
1 registered items for which data could not be found


Statistics updated 2023-12-04