Stanislav Anatolyev Citations at IDEAS
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The citations below have been collected in an experimental project,
CitEc . These are
citations from works listed in RePEc
that could be analyzed mechanically. So far, only a minority of all
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| Working papers | Articles | Access
and download statistics Working papers
Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007.
"Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments ,"
NBER Technical Working Papers
0338, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Other versions: Cited by:
Elena Corallo, 2005.
"The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables ,"
LIUC Papers in Economics
171, Cattaneo University (LIUC).
[Downloadable!]
David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
NBER Working Papers
13314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Economics Series Working Papers
341, University of Oxford, Department of Economics.
[Downloadable!]
David Laibson & Andrea Repetto & Jeremy Tobacman, 2005.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Levine's Bibliography
784828000000000643, UCLA Department of Economics.
[Downloadable!]
David Laibson & Andrea Repetto & Jeremy Tobacman, 2007.
"Estimating Discount Functions with Consumption Choices over the Lifecycle ,"
Documentos de Trabajo
236, Centro de Economía Aplicada, Universidad de Chile.
[Downloadable!]
Stanislav Anatolyev, 2006.
"Nonparametric retrospection and monitoring of predictability of financial returns ,"
Working Papers
w0071, Center for Economic and Financial Research (CEFIR).
[Downloadable!] Cited by:
Kovačić, Zlatko, 2007.
"Forecasting volatility: Evidence from the Macedonian stock exchange ,"
MPRA Paper
5319, University Library of Munich, Germany.
[Downloadable!]
Anatolyev, Stanislav, 2005.
"A ten-year retrospection of the behavior of Russian stock returns ,"
BOFIT Discussion Papers
9/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!] Cited by:
Alexei Goriaev & Alexei Zabotkin, 2006.
"Risks of investing in the Russian stock market: Lessons of the first decade ,"
Working Papers
w0077, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Other versions:
Articles
Anatolyev, Stanislav, 2007.
"Redundancy Of Lagged Regressors Revisited ,"
Econometric Theory ,
Cambridge University Press, vol. 23(02), pages 364-368, January.
[Downloadable!] Cited by:
Jean-Pierre Florens & Marine Carrasco, 2004.
"On the Asymptotic Efficiency of GMM ,"
Econometric Society 2004 North American Winter Meetings
436, Econometric Society.
[Downloadable!]
Other versions:
Anatolyev, Stanislav, 2006.
"Kernel estimation under linear-exponential loss ,"
Economics Letters ,
Elsevier, vol. 91(1), pages 39-43, April.
[Downloadable!] (restricted) Cited by:
Stanislav Anatolyev, 2006.
"Dynamic modeling under linear-exponential loss ,"
Working Papers
w0092, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Anatolyev, Stanislav & Gerko, Alexander, 2005.
"A Trading Approach to Testing for Predictability ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 23, pages 455-461, October.
[Downloadable!] (restricted) Cited by:
Pablo Pincheira, 2006.
"Shrinkage Based Tests of the Martingale Difference Hypothesis ,"
Working Papers Central Bank of Chile
376, Central Bank of Chile.
[Downloadable!]
Stanislav Anatolyev, 2006.
"Nonparametric retrospection and monitoring of predictability of financial returns ,"
Working Papers
w0071, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Anatolyev, Stanislav, 2005.
"A ten-year retrospection of the behavior of Russian stock returns ,"
BOFIT Discussion Papers
9/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Stanislav Anatolyev & Nikolay Gospodinov, 2007.
"Modeling Financial Return Dynamics by Decomposition ,"
Working Papers
w0095, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Stanislav Anatolyev, 2005.
"GMM, GEL, Serial Correlation, and Asymptotic Bias ,"
Econometrica ,
Econometric Society, vol. 73(3), pages 983-1002, 05.
[Downloadable!] (restricted) Cited by:
Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang, 2008.
"On the (ir)relevance of direct supply-side effects of monetary policy ,"
Department of Economics Discussion Papers
0408, Department of Economics, University of Surrey.
[Downloadable!]
Sowell, Fallaw, 2006.
"The Empirical Saddlepoint Approximation for GMM Estimators ,"
MPRA Paper
3356, University Library of Munich, Germany, revised May 2007.
[Downloadable!]
Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006.
"Robust Estimates of the New Keynesian Phillips Curve ,"
Department of Economics Discussion Papers
0206, Department of Economics, University of Surrey.
[Downloadable!]
Stanislav Anatolyev & Sergey Korepanov, 2003.
"The term structure of Russian interest rates ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(13), pages 867-870, October.
[Downloadable!] (restricted) Cited by:
Stanislav Anatolyev & Dmitry Shakin, 2006.
"Trade intensity in the Russian stock market:dynamics, distribution and determinants ,"
Working Papers
w0070, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Other versions:
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This page was last updated on 2008-8-11.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .