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 5 160 1 2 20 415
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 0 0 0 1 8 8
Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches 0 0 1 145 0 0 21 478
Does Index Arbitrage Distort the Market Reaction to Shocks? 1 6 29 29 3 12 30 30
Dynamic modeling under linear-exponential loss 0 0 0 104 0 2 7 541
Dynamic modeling under linear-exponential loss 0 0 1 1 0 0 10 10
Factor models with many assets: strong factors, weak factors, and the two-pass procedure 3 5 15 41 7 12 58 98
Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances 0 0 0 0 0 3 9 199
Feasible optimal instrumental variables estimation of linear models with moving average disturbances 0 0 2 52 0 0 5 367
Forecasting dynamic return distributions based on ordered binary choice 3 8 58 213 12 29 244 554
Foreign exchange predictability during the financial crisis: implications for carry trade profitability 0 0 2 159 0 0 12 373
Formation of Market Beliefs in the Oil Market 3 5 12 55 3 6 34 122
Inference about predictive ability when there are many predictors 0 0 1 1 1 1 8 8
Inference about predictive ability when there are many predictors 0 0 1 63 0 1 13 210
Inference in Regression Models with Many Regressors 0 0 0 0 0 1 9 9
Inference in Regression Models with Many Regressors 0 0 1 109 0 0 16 407
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 0 0 4 188
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 1 46 1 1 6 249
Instrumental variables estimation and inference in the presence of many exogenous regressors 1 1 1 1 2 2 16 16
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 1 133 2 4 10 396
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments 0 0 0 38 1 3 9 337
Limit Theorems for Factor Models 0 1 9 32 3 7 36 65
Modeling Financial Return Dynamics by Decomposition 0 0 0 0 2 5 11 13
Modeling Financial Return Dynamics by Decomposition 0 0 1 192 1 1 15 650
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 1 1 0 2 8 12
Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage 0 0 1 76 0 3 13 153
Multivariate return decomposition: theory and implications 0 1 3 43 1 3 17 121
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 100 1 1 7 335
Nonparametric retrospection and monitoring of predictability of financial returns 0 0 0 0 0 0 15 15
Optimal Instruments in Time Series: A Survey 0 0 0 0 0 0 5 5
Optimal Instruments in Time Series: A Survey 0 2 2 208 0 4 14 604
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 2 33 0 1 5 127
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 50 0 0 7 172
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 1 2 3 3 1 3 8 8
Sequential Testing with Uniformly Distributed Size 0 1 4 245 0 2 19 1,047
Sequential Testing with Uniformly Distributed Size 0 0 1 1 0 2 15 15
Specification Testing in Models with Many Instruments 0 0 1 81 0 0 10 291
Specification Testing in Models with Many Instruments 0 0 0 0 0 1 12 13
Testing Many Restrictions Under Heteroskedasticity 1 2 15 15 4 11 25 25
Tests in contingency tables as regression tests 0 0 0 0 0 0 8 9
Tests in contingency tables as regression tests 0 0 0 110 1 1 7 669
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 0 0 1 5 5
Trade intensity in the Russian stock market:dynamics, distribution and determinants 0 0 0 188 0 2 7 715
Total Working Papers 13 34 175 2,774 47 130 818 10,084


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 61 2 9 15 357
02.6.2. Autoregression and Redundant Instruments—Solution 0 0 0 16 0 2 3 76
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression 0 0 0 9 1 4 6 51
A 10-year retrospective on the determinants of Russian stock returns 0 0 1 45 1 2 13 165
A Trading Approach to Testing for Predictability 0 2 10 210 0 5 26 470
AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS 0 0 2 23 0 1 5 95
ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST 0 0 0 16 0 0 2 97
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS 0 0 1 10 0 0 5 33
Almost unbiased variance estimation in linear regressions with many covariates 0 1 2 3 0 2 9 23
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 6 49
Asymptotic variance under many instruments: Numerical computations 0 0 0 18 0 0 5 86
Asymptotics of near unit roots (in Russian) 0 0 0 16 0 2 5 43
Basics of quasi- and pseudo-likelihood theories (in Russian) 0 0 2 2 0 2 15 16
Do spatial structures yield better volatility forecasts? (in Russian) 0 0 1 1 0 1 9 12
Dynamic modeling under linear-exponential loss 0 0 0 27 0 1 7 157
Electoral behavior of US counties: a panel data approach 0 1 1 7 0 2 4 28
Forecasting dynamic return distributions based on ordered binary choice 0 0 12 12 3 4 44 44
Foreign exchange predictability and the carry trade: A decomposition approach 0 0 7 16 0 6 32 88
GMM, GEL, Serial Correlation, and Asymptotic Bias 0 1 6 243 0 3 20 936
Inference in regression models with many regressors 0 0 0 15 0 0 4 106
Inference when a nuisance parameter is weakly identified under the null hypothesis 0 0 0 25 0 0 1 119
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments 0 0 0 32 1 2 5 239
Instrumental variables estimation and inference in the presence of many exogenous regressors 0 0 0 0 1 1 7 64
Kernel estimation under linear-exponential loss 0 0 0 17 1 1 5 114
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE 1 3 9 13 4 9 26 39
Making econometric reports (in Russian) 0 0 0 30 0 1 5 108
Many instruments: Implementation in Stata 1 5 13 13 5 24 45 45
Markov chain approximation in bootstrapping autoregressions 0 0 0 10 0 2 7 50
Method-of-moments estimation and choice of instruments: Numerical computations 0 0 0 14 1 1 2 100
Missing mean does no harm to volatility! 0 1 1 19 0 2 9 74
Modeling Financial Return Dynamics via Decomposition 0 0 1 93 0 2 10 259
Modeling and forecasting realized covariance matrices with accounting for leverage 0 1 4 5 0 4 17 30
Multi-Market Direction-of-Change Modeling Using Dependence Ratios 0 0 0 65 2 5 10 201
Multivariate Return Decomposition: Theory and Implications 0 0 1 1 1 2 15 16
Nonparametric Retrospection and Monitoring of Predictability of Financial Returns 0 0 0 44 0 1 5 166
Nonparametric estimation of nonlinear rational expectation models 0 0 0 35 0 1 6 132
Nonparametric regression (in Russian) 1 1 1 17 1 2 6 63
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY 0 0 0 81 0 0 3 256
Objects of nonstructural time series modeling (in Russian) 0 0 1 9 0 1 6 52
Optimal instruments (in Russian) 0 0 0 12 0 2 7 142
REDUNDANCY OF LAGGED REGRESSORS REVISITED 0 0 0 10 0 1 4 103
Review of English textbooks in econometrics (in Russian) 0 0 1 33 1 4 13 250
Review of English textbooks in time series analysis (in Russian) 0 0 0 34 0 1 2 197
Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting 0 0 0 22 2 3 8 66
Sequential Testing with Uniformly Distributed Size 0 0 1 4 0 2 10 30
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS 0 0 0 9 0 2 4 85
Testing for a Functional Form of Mean Regression in a Fully Parametric Environment 0 0 3 4 0 0 12 18
Testing for predictability (in Russian) 0 0 0 13 1 2 10 87
Tests in contingency tables as regression tests 0 0 0 22 0 0 4 116
The basics of bootstrapping (in Russian) 0 0 0 20 0 1 7 109
The term structure of Russian interest rates 0 0 1 96 0 0 7 845
Trade intensity in the Russian stock market: dynamics, distribution and determinants 0 0 0 75 0 0 4 353
Uncovering the Skewness News Impact Curve 0 0 3 12 0 1 14 47
Using All Observations when Forecasting under Structural Breaks 1 1 1 28 1 2 7 142
Volatility filtering in estimation of kurtosis (and variance) 0 1 5 8 0 1 10 17
Where to find data on the Web? (in Russian) 0 0 1 25 0 2 5 95
Total Journal Articles 4 18 92 1,707 29 131 553 7,761


Statistics updated 2020-08-05