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Stanislav Anatolyev

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Personal Details

First Name: Stanislav
Middle Name:
Last Name: Anatolyev
Suffix:

RePEc Short-ID: pan48

Email:
Homepage: http://www.nes.ru/~sanatoly/
Postal Address: New Economic School, room 1721(3), Nakhimovsky pr., 47, Moscow, 117418, Russian Federation
Phone: +7 (495) 956-9508

Affiliation

(70%) New Economic School (NES)
Location: Moscow, Russia
Homepage: http://www.nes.ru/
Email:
Phone: (7-495) 129-3722
Fax: (7-495) 129-1700
Postal: Nakhimovsky Pr. 47, Suite 1721, Moscow 117418
Handle: RePEc:edi:nerasru (more details at EDIRC)
(30%) Center for Economic and Financial Research (CEFIR)
New Economic School (NES)
Location: Moscow, Russia
Homepage: http://www.cefir.org/
Email:
Phone: +7 (495) 105 50 02
Fax: +7 (495) 105 50 03
Postal: 117418 Russia, Moscow, Nakhimovsky pr., 47, office 720
Handle: RePEc:edi:cefirru (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Russian Federation Economists
  2. New Economic School Alumni

Works

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Working papers

  1. Stanislav Anatolyev, 2012. "Instrumental variables estimation and inference in the presence of many exogenous regressors," Working Papers w0162, Center for Economic and Financial Research (CEFIR).
  2. Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
  3. Stanislav Anatolyev & Grigory Kosenok, 2011. "Sequential Testing with Uniformly Distributed Size," Working Papers w0123, Center for Economic and Financial Research (CEFIR).
  4. Stanislav Anatolyev & Natalia Kryzhanovskaya, 2009. "Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches," Working Papers w0136, Center for Economic and Financial Research (CEFIR).
  5. Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, Center for Economic and Financial Research (CEFIR).
  6. Stanislav Anatolyev & Nikolay Gospodinov, 2008. "Specification Testing in Models with Many Instruments," Working Papers w0124, Center for Economic and Financial Research (CEFIR).
  7. Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, Center for Economic and Financial Research (CEFIR).
  8. Stanislav Anatolyev, 2007. "Inference about predictive ability when there are many predictors," Working Papers w0096, Center for Economic and Financial Research (CEFIR).
  9. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
  10. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
  11. 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).
  12. Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR).
  13. 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.
  14. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
  15. West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
  16. West,K.D. & Wong,K.F. & Anatolyev,S., 1999. "Feasible optimal instrumental variables estimation of linear models with moving average disturbances," Working papers 1, Wisconsin Madison - Social Systems.

Articles

  1. Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem, 2014. "An algorithm for constructing high dimensional distributions from distributions of lower dimension," Economics Letters, Elsevier, vol. 123(3), pages 257-261.
  2. Stanislav Anatolyev, 2013. "Objects of nonstructural time series modeling (in Russian)," Quantile, Quantile, issue 11, pages 1-12, December.
  3. Stanislav Anatolyev, 2013. "Instrumental variables estimation and inference in the presence of many exogenous regressors," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 27-72, 02.
  4. Abutaliev, Albert & Anatolyev, Stanislav, 2013. "Asymptotic variance under many instruments: Numerical computations," Economics Letters, Elsevier, vol. 118(2), pages 272-274.
  5. Stanislav Anatolyev & Nikolay Gospodinov, 2012. "Asymptotics of near unit roots (in Russian)," Quantile, Quantile, issue 10, pages 57-71, December.
  6. Anatolyev, Stanislav & Kosenok, Grigory, 2012. "Another Numerical Method Of Finding Critical Values For The Andrews Stability Test," Econometric Theory, Cambridge University Press, vol. 28(01), pages 239-246, February.
  7. Anatolyev, Stanislav, 2012. "Inference in regression models with many regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 368-382.
  8. Anatolyev, Stanislav & Gospodinov, Nikolay, 2011. "Specification Testing In Models With Many Instruments," Econometric Theory, Cambridge University Press, vol. 27(02), pages 427-441, April.
  9. Anatolyev, Stanislav & Gospodinov, Nikolay, 2010. "Modeling Financial Return Dynamics via Decomposition," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 232-245.
  10. Anatolyev Stanislav, 2009. "Multi-Market Direction-of-Change Modeling Using Dependence Ratios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
  11. Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
  12. Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
  13. Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 441-467.
  14. Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
  15. Stanislav Anatolyev & Alexander Tsyplakov, 2009. "Where to find data on the Web? (in Russian)," Quantile, Quantile, issue 6, pages 59-71, March.
  16. Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
  17. Stanislav Anatolyev, 2008. "Review of English textbooks in time series analysis (in Russian)," Quantile, Quantile, issue 5, pages 49-55, September.
  18. Stanislav Anatolyev, 2008. "Making econometric reports (in Russian)," Quantile, Quantile, issue 4, pages 71-78, March.
  19. Anatolyev, Stanislav, 2008. "A 10-year retrospective on the determinants of Russian stock returns," Research in International Business and Finance, Elsevier, vol. 22(1), pages 56-67, January.
  20. Anatolyev, Stanislav, 2008. "Method-of-moments estimation and choice of instruments: Numerical computations," Economics Letters, Elsevier, vol. 100(2), pages 217-220, August.
  21. Stanislav Anatolyev, 2007. "Review of English textbooks in econometrics (in Russian)," Quantile, Quantile, issue 3, pages 73-82, September.
  22. Stanislav Anatolyev, 2007. "Optimal instruments (in Russian)," Quantile, Quantile, issue 2, pages 61-69, March.
  23. Stanislav Anatolyev & Dmitry Shakin, 2007. "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 87-104.
  24. Stanislav Anatolyev, 2007. "The basics of bootstrapping (in Russian)," Quantile, Quantile, issue 3, pages 1-12, September.
  25. Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, 02.
  26. Anatolyev, Stanislav, 2007. "Redundancy Of Lagged Regressors Revisited," Econometric Theory, Cambridge University Press, vol. 23(02), pages 364-368, April.
  27. Stanislav Anatolyev & Victor Kitov, 2007. "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 166-176, Autumn.
  28. Stanislav Anatolyev, 2006. "Testing for predictability (in Russian)," Quantile, Quantile, issue 1, pages 39-42, September.
  29. Anatolyev, Stanislav, 2006. "Kernel estimation under linear-exponential loss," Economics Letters, Elsevier, vol. 91(1), pages 39-43, April.
  30. Anatolyev, Stanislav & Kosenok, Grigory, 2005. "An Alternative To Maximum Likelihood Based On Spacings," Econometric Theory, Cambridge University Press, vol. 21(02), pages 472-476, April.
  31. 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.
  32. Stanislav Anatolyev, 2005. "GMM, GEL, Serial Correlation, and Asymptotic Bias," Econometrica, Econometric Society, vol. 73(3), pages 983-1002, 05.
  33. Anatolyev, Stanislav, 2004. "Inference when a nuisance parameter is weakly identified under the null hypothesis," Economics Letters, Elsevier, vol. 84(2), pages 245-254, August.
  34. Anatolyev, Stanislav, 2003. "03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression," Econometric Theory, Cambridge University Press, vol. 19(01), pages 225-226, February.
  35. Stanislav Anatolyev & Sergey Korepanov, 2003. "The term structure of Russian interest rates," Applied Economics Letters, Taylor & Francis Journals, vol. 10(13), pages 867-870.
  36. Anatolyev, Stanislav, 2003. "02.5.2. Durbin Watson Statistic and Random Individual Effects," Econometric Theory, Cambridge University Press, vol. 19(05), pages 882-883, October.
  37. Anatolyev, Stanislav, 2003. "02.6.2. Autoregression and Redundant Instruments Solution," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1197-1198, December.
  38. Anatolyev, Stanislav, 2003. "The Form Of The Optimal Nonlinear Instrument For Multiperiod Conditional Moment Restrictions," Econometric Theory, Cambridge University Press, vol. 19(04), pages 602-609, August.
  39. Stanislav Anatolyev, 2002. "Electoral behavior of US counties: a panel data approach," Economics Bulletin, AccessEcon, vol. 3(9), pages 1-10.
  40. Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-8.
  41. Anatolyev, Stanislav, 1999. "Nonparametric estimation of nonlinear rational expectation models," Economics Letters, Elsevier, vol. 62(1), pages 1-6, January.

Editor

  1. Quantile, Quantile.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-10-28
  2. NEP-CIS: Confederation of Independent States (1) 2006-10-07
  3. NEP-ECM: Econometrics (13) 2001-11-21 2006-10-28 2006-10-28 2006-12-16 2007-01-28 2007-01-28 2007-06-11 2008-10-28 2008-11-18 2008-11-18 2009-12-19 2011-04-02 2012-03-21. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2001-11-21 2006-10-28 2006-10-28 2006-12-16 2007-01-28. Author is listed
  5. NEP-FIN: Finance (2) 2006-10-07 2006-10-28
  6. NEP-FMK: Financial Markets (2) 2006-10-07 2007-01-28
  7. NEP-FOR: Forecasting (2) 2007-01-28 2009-12-19
  8. NEP-MST: Market Microstructure (1) 2006-10-28
  9. NEP-RMG: Risk Management (2) 2006-10-07 2006-10-28
  10. NEP-TRA: Transition Economics (2) 2006-10-07 2006-10-28

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