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Information about:
Stanislav Anatolyev

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Stanislav Anatolyev in registering through RePEc. If you are Stanislav Anatolyev , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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(5), Nakhimovsky pr., 47, Moscow, 117418, Russian Federation
Phone: +7 (095) 129-1700 ext 134

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Russian Federation Economists

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Stanislav Anatolyev, 2007. "Inference about predictive ability when there are many predictors," Working Papers w0096, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  2. Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  3. 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:

  4. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  5. 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!]
    Published as:

  6. Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  7. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]

  8. 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!]

  9. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR). [Downloadable!]
    Published as:

  10. Kenneth D. West & Ka-Fu, Wong & Stanislav Anatolyev, 1999. "Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances," Departmental Working Papers _109, Chinese University of Hong Kong, Department of Economics.

  11. RePEc:att:wimass:19991 is not listed on IDEAS

  12. RePEc:att:wimass:200120 is not listed on IDEAS

Articles

  1. Stanislav Anatolyev, 2008. "Making econometric reports (in Russian)," Quantile, Quantile, issue 4, pages 71-78, March. [Downloadable!]

  2. 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. [Downloadable!] (restricted)

  3. Stanislav Anatolyev, 2007. "Review of English textbooks in econometrics (in Russian)," Quantile, Quantile, issue 3, pages 73-82, September. [Downloadable!]

  4. Stanislav Anatolyev & Dmitry Shakin, 2007. "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 87-104, January. [Downloadable!] (restricted)
    Other versions:

  5. Stanislav Anatolyev, 2007. "The basics of bootstrapping (in Russian)," Quantile, Quantile, issue 3, pages 1-12, September. [Downloadable!]

  6. Stanislav Anatolyev, 2007. "Optimal instruments (in Russian)," Quantile, Quantile, issue 2, pages 61-69, March. [Downloadable!]

  7. Stanislav Anatolyev & Victor Kitov, 2007. "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Society for Economic Research, vol. 20(2), pages 166-176, Autumn. [Downloadable!]

  8. Anatolyev, Stanislav, 2007. "Redundancy Of Lagged Regressors Revisited," Econometric Theory, Cambridge University Press, vol. 23(02), pages 364-368, January. [Downloadable!]

  9. Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Blackwell Publishing, vol. 21(1), pages 143-173, 02. [Downloadable!] (restricted)
    Other versions:

  10. Anatolyev, Stanislav, 2006. "Kernel estimation under linear-exponential loss," Economics Letters, Elsevier, vol. 91(1), pages 39-43, April. [Downloadable!] (restricted)

  11. Stanislav Anatolyev, 2006. "Testing for predictability (in Russian)," Quantile, Quantile, issue 1, pages 39-42, September. [Downloadable!]

  12. 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)

  13. Stanislav Anatolyev, 2005. "GMM, GEL, Serial Correlation, and Asymptotic Bias," Econometrica, Econometric Society, vol. 73(3), pages 983-1002, 05. [Downloadable!] (restricted)

  14. Anatolyev, Stanislav & Kosenok, Grigory, 2005. "An Alternative To Maximum Likelihood Based On Spacings," Econometric Theory, Cambridge University Press, vol. 21(02), pages 472-476, March. [Downloadable!]

  15. 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. [Downloadable!] (restricted)

  16. 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)

  17. Anatolyev, Stanislav, 2003. "02.6.2. Autoregression and Redundant Instruments Solution," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1197-1198, December. [Downloadable!]

  18. 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. [Downloadable!]

  19. 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, June. [Downloadable!]

  20. 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. [Downloadable!]

  21. Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-8. [Downloadable!]

  22. Stanislav Anatolyev, 2002. "Electoral behavior of US counties: a panel data approach," Economics Bulletin, Economics Bulletin, vol. 3(9), pages 1-10. [Downloadable!]

  23. Anatolyev, Stanislav, 1999. "Nonparametric estimation of nonlinear rational expectation models," Economics Letters, Elsevier, vol. 62(1), pages 1-6, January. [Downloadable!] (restricted)

Editor

  1. Quantile, Quantile.

NEP Fields

10 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 (7) 2001-11-21 2006-10-28 2006-10-28 2006-12-16 2007-01-28 2007-01-28 2007-06-11 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 (1) 2007-01-28
  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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This page was last updated on 2008-5-8.

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