Quantile

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For technical questions regarding this series, please contact (Stanislav Anatolyev)
Series handle: repec:qnt:quantl

• 1-6 Some possible pitfalls of parametric inference (in Russian)
  by Michael Creel [Downloadable!]
• 7-56 Nonparametric econometrics: a primer (in Russian)
  by Jeffrey Racine [Downloadable!]
• 57-69 Consequences of lack of smoothness in nonparametric estimation (in Russian)
  by Victoria Zinde-Walsh [Downloadable!]
• 71-78 Making econometric reports (in Russian)
  by Stanislav Anatolyev [Downloadable!]
• 79-92 Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian)
  by Artem Prokhorov [Downloadable!]
• 93-100 Wage curve: theory and empirics (in Russian)
  by Andrey Shilov & Joachim Mueller [Downloadable!]

• 1-12 The basics of bootstrapping (in Russian)
  by Stanislav Anatolyev [Downloadable!]
• 13-36 Bootstrapping econometric models (in Russian)
  by Russell Davidson [Downloadable!]
• 37-56 Bootstrap schemes for time series (in Russian)
  by Peter Buhlmann [Downloadable!]
• 57-66 Bootstrap refinements for GMM based tests (in Russian)
  by Valentina Corradi [Downloadable!]
• 67-72 A mini-dictionary of English econometric terminology I (in Russian)
  by Alexander Tsyplakov [Downloadable!]
• 73-82 Review of English textbooks in econometrics (in Russian)
  by Stanislav Anatolyev [Downloadable!]
• 83-90 Some equivalences in linear estimation (in Russian)
  by Dmitry Danilov & Jan R. Magnus [Downloadable!]
• 91-106 Monetary policy rules of the National Bank of Kazakhstan (in Russian)
  by Bulat Mukhamediyev [Downloadable!]

• 3-20 A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)
  by Peter Ebbes [Downloadable!]
• 21-47 A guide to the world of instruments (in Russian)
  by Alexander Tsyplakov [Downloadable!]
• 49-59 Estimation of structural econometric equations (in Russian)
  by Stephen Pollock [Downloadable!]
• 61-69 Optimal instruments (in Russian)
  by Stanislav Anatolyev [Downloadable!]
• 71-81 Weak instruments (in Russian)
  by Adrian Pagan [Downloadable!]
• 83-94 Thinking about instrumental variables (in Russian)
  by Christopher A. Sims [Downloadable!]
• 95-97 Canadian Econometric Study Group annual meeting (in Russian)
  by Victoria Zinde-Walsh [Downloadable!]
• 99-106 Midwest Econometric Group annual meeting (in Russian)
  by Konstantin Tyurin [Downloadable!]
• 107-130 Regulation of the electricity sector in Russia: regional aspects (in Russian)
  by Galina Yudashkina & Sergey Pobochy [Downloadable!]
• 131-140 Long range dependence and the purchasing power parity (in Russian)
  by Oleg Obrezkov [Downloadable!]
• 141-157 Economic growth and institutional quality in resource oriented countries (in Russian)
  by Georgy Kartashov [Downloadable!]

• 3-19 Introduction to prediction in classical time series models (in Russian)
  by Alexander Tsyplakov [Downloadable!]
• 21-26 Prediction and impulse responses in linear systems (in Russian)
  by John Cochrane [Downloadable!]
• 27-38 Prediction of stock returns (in Russian)
  by Paul Soderlind [Downloadable!]
• 39-42 Testing for predictability (in Russian)
  by Stanislav Anatolyev [Downloadable!]
• 43-51 Model selection and paradoxes of prediction (in Russian)
  by Oleg Itskhoki [Downloadable!]
• 53-62 Pairwise tests of equal forecast accuracy (in Russian)
  by Michael McCracken [Downloadable!]
• 63-65 UK Econometric Study Group annual meeting (in Russian)
  by Victoria Zinde-Walsh [Downloadable!]
• 67-79 Modelling Demand for Money in Latvia (in Russian)
  by Boriss Siliverstovs [Downloadable!]
• 81-100 Socioeconomic determinants of smoking in Russia (in Russian)
  by Sergey Arzhenovsky [Downloadable!]
• 101-110 Volatility modeling with jumps: applications to Russian and American stock markets (in Russian)
  by Sergey Belousov [Downloadable!]

Did you know? A tutorial is available.

This page was last updated on 2008-7-2.