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 3 152 0 1 15 378
A simple model for forecasting conditional return distributions 10 51 51 51 4 11 11 11
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 6 139 0 2 15 441
Dynamic modeling under linear-exponential loss 0 0 0 102 0 0 8 527
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 1 4 188
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 1 2 49 0 1 6 355
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 9 106 155 2 21 290 340
Inference about predictive ability when there are many predictors 0 0 1 61 0 1 3 195
Inference in Regression Models with Many Regressors 1 1 2 106 1 1 8 381
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 45 0 1 7 237
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 45 0 0 4 179
Instrumental variables estimation and inference in the presence of many exogenous regressors 1 1 2 131 1 2 8 382
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 1 38 0 0 5 320
Modeling Financial Return Dynamics by Decomposition 3 4 7 189 3 5 16 629
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 3 67 0 1 10 112
Multivariate return decomposition: theory and implications 2 2 8 39 2 3 21 92
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 2 100 0 2 12 319
Optimal Instruments in Time Series: A Survey 0 1 4 202 0 3 22 583
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 31 1 2 4 116
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 1 50 0 2 4 161
Sequential Testing with Uniformly Distributed Size 1 1 2 240 2 2 9 1,013
Specification Testing in Models with Many Instruments 0 0 4 80 0 0 11 276
Tests in contingency tables as regression tests 0 0 0 108 0 1 9 654
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 1 187 0 0 6 704
Total Working Papers 18 71 208 2,367 16 63 508 8,593


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 6 54 3 5 16 309
02.6.2. Autoregression and Redundant InstrumentsSolution 0 0 3 16 1 1 7 72
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 2 9 0 0 2 44
A 10-year retrospective on the determinants of Russian stock returns 0 0 2 38 0 1 8 138
A Trading Approach to Testing for Predictability 0 2 25 178 1 7 38 401
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 0 20 1 1 3 85
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 2 2 2 16 3 4 13 95
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 0 1 6 6 2 3 11 11
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 1 2 41
Asymptotic variance under many instruments: Numerical computations 0 0 0 16 0 2 4 79
Asymptotics of near unit roots (in Russian) 0 0 2 16 0 0 2 37
Dynamic modeling under linear-exponential loss 0 0 2 27 0 0 7 144
Electoral behavior of US counties: a panel data approach 0 0 1 6 0 0 2 24
Foreign exchange predictability and the carry trade: A decomposition approach 1 1 3 3 4 7 15 15
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 0 4 231 0 2 15 901
Inference in regression models with many regressors 0 1 1 12 0 3 15 91
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 0 1 4 117
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 4 4 6 224
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 3 52
Kernel estimation under linear-exponential loss 0 0 1 16 0 0 2 106
Making econometric reports (in Russian) 0 0 0 30 0 0 2 103
Markov chain approximation in bootstrapping autoregressions 0 0 1 6 1 1 4 36
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 1 14 0 0 4 98
Missing mean does no harm to volatility! 0 0 3 13 0 0 8 56
Modeling Financial Return Dynamics via Decomposition 1 1 2 91 1 3 8 236
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 1 2 64 0 1 8 184
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 1 1 1 43 1 3 5 152
Nonparametric estimation of nonlinear rational expectation models 0 0 2 31 0 0 6 121
Nonparametric regression (in Russian) 0 0 1 15 0 0 1 55
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 3 79 0 0 9 247
Objects of nonstructural time series modeling (in Russian) 0 0 1 6 0 0 6 33
Optimal instruments (in Russian) 0 0 0 11 0 0 2 133
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 1 1 2 98
Review of English textbooks in econometrics (in Russian) 0 0 0 29 0 1 3 221
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 1 192
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 5 20 0 0 14 50
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 0 4 33 1 2 11 120
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 7 0 0 3 78
Testing for predictability (in Russian) 0 0 0 12 0 0 2 74
Tests in contingency tables as regression tests 0 0 1 22 0 1 7 107
The basics of bootstrapping (in Russian) 0 1 1 19 0 1 2 95
The term structure of Russian interest rates 0 0 2 93 0 0 4 829
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 6 347
Uncovering the Skewness News Impact Curve 0 1 6 6 0 2 19 21
Using All Observations when Forecasting under Structural Breaks 0 0 1 24 0 0 6 122
Where to find data on the Web? (in Russian) 0 0 0 23 0 0 5 88
Total Journal Articles 6 13 97 1,538 24 58 323 6,882


Statistics updated 2018-01-04