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 1 161 0 0 7 441
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 0 1 1 5 18
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 148 0 1 3 488
Does Index Arbitrage Distort the Market Reaction to Shocks? 0 0 3 37 0 1 11 64
Dynamic modeling under linear-exponential loss 0 0 0 1 0 0 3 17
Dynamic modeling under linear-exponential loss 0 0 0 106 0 0 6 554
Factor models with many assets: strong factors, weak factors, and the two-pass procedure 0 1 2 65 1 3 15 257
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 0 3 207
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 0 52 0 0 3 379
Forecasting dynamic return distributions based on ordered binary choice 2 5 19 268 4 11 60 733
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 0 162 0 0 2 386
Formation of Market Beliefs in the Oil Market 0 0 2 63 0 2 12 160
Inference about predictive ability when there are many predictors 0 0 0 63 0 0 2 216
Inference about predictive ability when there are many predictors 0 0 0 1 0 0 2 15
Inference in Regression Models with Many Regressors 0 0 0 110 0 0 4 421
Inference in Regression Models with Many Regressors 0 0 0 1 0 2 9 24
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 47 0 0 3 199
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 46 0 0 7 265
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 135 0 0 2 404
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 4 0 0 2 26
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 1 39 0 1 7 353
Limit Theorems for Factor Models 0 0 1 56 0 0 4 156
Modeling Financial Return Dynamics by Decomposition 0 0 0 1 1 4 11 37
Modeling Financial Return Dynamics by Decomposition 0 0 0 193 1 3 11 678
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 0 1 0 1 7 32
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 1 2 79 0 1 6 169
Multivariate return decomposition: theory and implications 0 0 0 44 0 0 0 133
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 0 0 0 2 24
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 102 0 0 4 344
Optimal Instruments in Time Series: A Survey 0 0 0 209 0 0 7 619
Optimal Instruments in Time Series: A Survey 0 0 0 1 0 0 2 21
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 0 1 4 136
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 1 1 52 0 1 4 187
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 0 0 2 13
Sequential Testing with Uniformly Distributed Size 0 0 0 2 0 0 1 22
Sequential Testing with Uniformly Distributed Size 1 1 1 248 1 1 3 1,058
Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions 0 4 25 25 3 11 35 35
Specification Testing in Models with Many Instruments 0 0 0 82 0 0 8 308
Specification Testing in Models with Many Instruments 0 0 0 0 0 0 1 19
Testing Many Restrictions Under Heteroskedasticity 0 1 10 38 1 6 40 119
Tests in contingency tables as regression tests 0 0 0 110 0 1 4 675
Tests in contingency tables as regression tests 0 0 0 0 0 0 1 16
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 0 0 0 10 28
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 189 0 0 4 730
Total Working Papers 3 14 69 2,977 13 52 339 11,186


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 2 65 0 1 10 385
02.6.2. Autoregression and Redundant Instruments—Solution 0 0 0 16 0 0 3 85
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 1 10 0 0 4 60
A 10-year retrospective on the determinants of Russian stock returns 0 0 1 48 0 1 8 181
A Trading Approach to Testing for Predictability 1 2 5 227 3 4 15 507
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 1 1 24 0 1 2 101
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 17 0 0 3 108
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 0 2 3 13 0 2 5 41
Almost unbiased variance estimation in linear regressions with many covariates 0 0 1 5 0 0 3 30
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 1 55
Asymptotic variance under many instruments: Numerical computations 0 0 2 21 0 1 5 97
Asymptotics of near unit roots (in Russian) 0 0 0 19 0 0 1 54
Basics of quasi- and pseudo-likelihood theories (in Russian) 0 0 0 5 0 0 3 27
Directional news impact curve 0 0 1 2 0 1 8 18
Do spatial structures yield better volatility forecasts? (in Russian) 0 0 1 5 0 1 7 33
Dynamic modeling under linear-exponential loss 0 0 0 28 0 2 6 171
Electoral behavior of US counties: a panel data approach 0 0 0 8 0 0 2 37
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure 0 0 0 0 2 4 5 5
Forecasting dynamic return distributions based on ordered binary choice 0 0 0 15 0 0 2 57
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 1 20 1 1 7 121
GMM, GEL, Serial Correlation, and Asymptotic Bias 1 1 2 245 2 2 12 957
How does the financial market update beliefs about the real economy? Evidence from the oil market 0 1 2 2 0 1 9 9
Inference in regression models with many regressors 0 0 2 18 0 0 5 118
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 2 27 0 0 7 131
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 1 4 37 0 1 7 259
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 0 0 2 78
Kernel estimation under linear-exponential loss 0 0 0 17 0 0 5 124
LIMIT THEOREMS FOR FACTOR MODELS 0 0 3 3 0 0 8 8
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE 0 0 1 16 0 0 4 54
Making econometric reports (in Russian) 0 0 0 30 0 0 3 116
Mallows criterion for heteroskedastic linear regressions with many regressors 0 0 2 3 0 1 7 10
Many instruments: Implementation in Stata 0 0 6 50 1 5 26 136
Markov chain approximation in bootstrapping autoregressions 0 1 2 12 0 2 4 61
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 14 0 0 3 104
Missing mean does no harm to volatility! 1 1 2 24 2 2 10 93
Modeling Financial Return Dynamics via Decomposition 0 0 1 94 0 1 4 268
Modeling and forecasting realized covariance matrices with accounting for leverage 0 0 3 11 0 0 13 57
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 0 66 1 1 9 216
Multivariate Return Decomposition: Theory and Implications 0 0 0 1 0 0 3 23
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 0 44 0 0 6 179
Nonparametric estimation of nonlinear rational expectation models 0 0 3 38 0 0 5 139
Nonparametric regression (in Russian) 0 1 1 18 0 1 3 71
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 2 84 0 0 6 266
Objects of nonstructural time series modeling (in Russian) 0 0 0 9 0 0 1 60
Optimal instruments (in Russian) 0 0 0 12 0 0 1 148
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 11 0 0 5 115
Review of English textbooks in econometrics (in Russian) 0 0 1 34 0 0 5 266
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 0 1 199
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 0 23 0 0 4 85
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS 0 0 0 39 0 0 6 145
Sequential Testing with Uniformly Distributed Size 1 2 2 3 1 2 3 8
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 9 0 0 2 95
Testing for a Functional Form of Mean Regression in a Fully Parametric Environment 0 0 1 7 0 0 2 31
Testing for predictability (in Russian) 0 0 0 13 0 0 1 92
Tests in contingency tables as regression tests 0 1 1 24 0 1 4 127
The basics of bootstrapping (in Russian) 0 0 1 22 0 0 5 119
The term structure of Russian interest rates 0 0 0 98 0 1 4 859
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 5 363
Uncovering the Skewness News Impact Curve 0 0 1 14 0 0 4 61
Using All Observations when Forecasting under Structural Breaks 0 0 1 29 0 1 5 151
Volatility filtering in estimation of kurtosis (and variance) 0 0 0 12 0 1 4 33
Where to find data on the Web? (in Russian) 0 0 0 26 0 0 1 101
Total Journal Articles 4 14 65 1,903 13 42 324 8,708


Statistics updated 2022-09-05