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Publications

by members of

Center for Economic and Financial Research (CEFIR)
New Economic School (NES)
Moscow, Russia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2021

  1. Stanislav Anatolyev & Vladimir Pyrlik, 2021. "Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions," CERGE-EI Working Papers wp699, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

2020

  1. Stanislav Anatolyev & Mikkel S{o}lvsten, 2020. "Testing Many Restrictions Under Heteroskedasticity," Papers 2003.07320, arXiv.org, revised Jan 2023.

2019

  1. Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2019. "Does Index Arbitrage Distort the Market Reaction to Shocks?," CERGE-EI Working Papers wp651, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

2018

  1. Stanislav Anatolyev & Anna Mikusheva, 2018. "Factor models with many assets: strong factors, weak factors, and the two-pass procedure," Papers 1807.04094, arXiv.org, revised Apr 2019.
  2. Stanislav Anatolyev & Anna Mikusheva, 2018. "Limit Theorems for Factor Models," Papers 1807.06338, arXiv.org, revised Sep 2020.
  3. Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2018. "Formation of Market Beliefs in the Oil Market," CERGE-EI Working Papers wp619, The Center for Economic Research and Graduate Education - Economics Institute, Prague.

2017

  1. Stanislav Anatolyev & Jozef Barunik, 2017. "Forecasting dynamic return distributions based on ordered binary choice," Papers 1711.05681, arXiv.org, revised Jan 2019.
  2. Özgür Evren, 2017. "Cautious and Globally Ambiguity Averse," Working Papers w0236, Center for Economic and Financial Research (CEFIR).

2016

  1. Stas Kolenikov, 2016. "polychoric, by any other 'namelist'," 2016 Stata Conference 15, Stata Users Group.
  2. Volchkova, Natalya, 2016. "World trade:agriculture vs. manufacturing," Samarkand Conference 2016, November 2-4, Samarkand, Uzbekistan 250097, Institute of Agricultural Development in Transition Economies (IAMO).
  3. Gökhan Buturaky & Özgür Evren, 2016. "Choice Overload and Asymmetric Regret," Working Papers w0235, Center for Economic and Financial Research (CEFIR).

2015

  1. Stanislav Anatolyev & Nikita Kobotaev, 2015. "Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage," Working Papers w0213, New Economic School (NES).
  2. Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015. "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper 2015-6, Federal Reserve Bank of Atlanta.
  3. Stanislav Anatolyev & Nikolay Gospodinov, 2015. "Multivariate return decomposition: theory and implications," FRB Atlanta Working Paper 2015-7, Federal Reserve Bank of Atlanta.

2014

  1. Stas Kolenikov, 2014. "Do-It-Yourself Multiple Imputation: Mode Effect Correction in a Public Opinion Survey," 2014 Stata Conference 3, Stata Users Group.
  2. Olga Kuzmina & Natalya Volchkova & Tatiana Zueva, 2014. "Foreign Direct Investment and Governance Quality in Russia," Working Papers w0205, Center for Economic and Financial Research (CEFIR).

2013

  1. Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, New Economic School (NES).
  2. Natalia Kapelko & Natalya Volchkova, 2013. "Export costs of visa restrictions," Working Papers w0195, Center for Economic and Financial Research (CEFIR).

2012

  1. Stanislav Anatolyev, 2012. "Instrumental variables estimation and inference in the presence of many exogenous regressors," Working Papers w0162, New Economic School (NES).
  2. Özgür Evren, 2012. "Altruism and Voting: A Large-Turnout Result That Does not Rely on Civic Duty or Cooperative Behavior," Working Papers w0173, Center for Economic and Financial Research (CEFIR).
  3. Özgür Evren, 2012. "Scalarization Methods and Expected Multi-Utility Representations," Working Papers w0174, Center for Economic and Financial Research (CEFIR).
  4. Stanislav Khrapov, 2012. "Risk Premia: Short and Long-term," Working Papers w0169, Center for Economic and Financial Research (CEFIR).

2011

  1. Stanislav Anatolyev & Grigory Kosenok, 2011. "Sequential Testing with Uniformly Distributed Size," Working Papers w0123, New Economic School (NES).
  2. Stanislav Anatolyev & Grigory Kosenok, 2011. "Sequential Testing with Uniformly Distributed Size," Working Papers w0123_April2011, Center for Economic and Financial Research (CEFIR).
  3. Stas Kolenikov, 2011. "Structural equation modeling using gllamm, confa, and gmm," German Stata Users' Group Meetings 2011 01, Stata Users Group.
  4. Özgür Evren & Stefania Minardi, 2011. "Warm-Glow Giving and Freedom to be Selfish," Working Papers w0171, Center for Economic and Financial Research (CEFIR).
  5. Stanislav Khrapov, 2011. "Pricing Central Tendency in Volatility," Working Papers w0168, Center for Economic and Financial Research (CEFIR).

2010

  1. Stas Kolenikov, 2010. "Structural equation models with latent variables," BOS10 Stata Conference 7, Stata Users Group.
  2. Tarr, David & Volchkova, Natalya, 2010. "Russian trade and foreign direct investment policy at the crossroads," Policy Research Working Paper Series 5255, The World Bank.

2009

  1. Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, New Economic School (NES).
  2. Stanislav Anatolyev & Natalia Kryzhanovskaya, 2009. "Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches," Working Papers w0136, New Economic School (NES).
  3. Stanislav Kolenikov, 2009. "aisa: Automated Individualized Student Assessment system," DC09 Stata Conference 5, Stata Users Group.
  4. Ozgur Evren, 2009. "Altruism, Turnout and Strategic Voting Behavior," Levine's Working Paper Archive 814577000000000309, David K. Levine.

2008

  1. Stanislav Anatolyev & Nikolay Gospodinov, 2008. "Specification Testing in Models with Many Instruments," Working Papers w0124, New Economic School (NES).
  2. Stas Kolenikov, 2008. "Survey bootstrap and bootstrap weights," Summer North American Stata Users' Group Meetings 2008 19, Stata Users Group, revised 28 Aug 2008.
  3. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2008. "Performance information dissemination in the mutual fund industry," Other publications TiSEM 4d4ab4a3-0443-4758-aefe-8, Tilburg University, School of Economics and Management.

2007

  1. Stanislav Anatolyev & Nikolay Gospodinov, 2007. "Modeling Financial Return Dynamics by Decomposition," Working Papers w0095, New Economic School (NES).
  2. Stanislav Anatolyev, 2007. "Inference about predictive ability when there are many predictors," Working Papers w0096, New Economic School (NES).
  3. Stanislav Kolenikov, 2007. "Resampling inference through quasi-Monte Carlo," North American Stata Users' Group Meetings 2007 11, Stata Users Group.

2006

  1. Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, New Economic School (NES).
  2. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
  3. Stanislav Anatolyev & Grigory Kosenok, 2006. "Tests in contingency tables as regression tests," Working Papers w0075, New Economic School (NES).
  4. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, New Economic School (NES).
  5. Stas Kolenikov, 2006. "Confirmatory factor analysis in Stata," North American Stata Users' Group Meetings 2006 4, Stata Users Group.
  6. 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).

2005

  1. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, New Economic School (NES).
  2. Anatolyev, Stanislav, 2005. "A Ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers 9/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
  3. Sonin, Konstantin & Goriaev, Alexei P., 2005. "Is Political Risk Company-Specific? The Market Side of the Yukos Affair," CEPR Discussion Papers 5076, C.E.P.R. Discussion Papers.
  4. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2005. "Yet another look at mutual fund tournaments," Other publications TiSEM 18f339f2-5cf9-4e35-9440-9, Tilburg University, School of Economics and Management.
  5. Evren …zgŸr, 2005. "Expected Multi-Utility Theorems with Topological Continuity Axioms," Working Papers 0502, Department of Economics, Bilkent University.

2004

  1. Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2004. "The Corporate Governance Role of the Media: Evidence from Russia," Working Papers w0054, Center for Economic and Financial Research (CEFIR), revised Sep 2005.
  2. Andrei Shumilov & Natalya Volchkova, 2004. "Russian business groups: substitutes for missing institutions?," Working Papers w0050, Center for Economic and Financial Research (CEFIR).
  3. Shumilov, Andrei & Volchkova, Natalya, 2004. "Бизнес-Группы И Неразвитые Финансовые Институты: Пример России [Business Groups and Undeveloped Financial Institutions: The Case of Russia]," MPRA Paper 44239, University Library of Munich, Germany.

2003

  1. Stanislav Kolenikov & Anthony F. Shorrocks, 2003. "A Decomposition Analysis of Regional Poverty in Russia," WIDER Working Paper Series DP2003-74, World Institute for Development Economic Research (UNU-WIDER).

2002

  1. Goriaev, A.P., 2002. "On the behavior of mutual fund investors and managers," Other publications TiSEM 2024249e-ce62-4693-bc8d-4, Tilburg University, School of Economics and Management.
  2. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2002. "The Dynamics of the Impact of Past Performance on Mutual Fund Flows," Discussion Paper 2002-2, Tilburg University, Center for Economic Research.

2001

  1. 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.
  2. Stanislav Kolenikov, 2001. "The Normal Mixture Decomposition," North American Stata Users' Group Meetings 2001 1.3, Stata Users Group.
  3. Aivazian Sergey & Kolenikov Stanislav, 2001. "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series 01-01e, EERC Research Network, Russia and CIS.
  4. Natalya Volchkova, 2001. "Does Financial-Industrial Group Membership Affect Fixed Investment: Evidence from Russia," Working Papers w0009, Center for Economic and Financial Research (CEFIR).
  5. Palomino, Frédéric & Prat, Andrea & Goriaev, Alexei P., 2001. "Mutual Fund Tournament: Risk Taking Incentives Induced By Ranking Objectives," CEPR Discussion Papers 2794, C.E.P.R. Discussion Papers.
  6. Goriaev, A.P. & Nijman, T.E. & Werker, B.J.M., 2001. "On the Empirical Evidence of Mutual Fund Strategic Risk Taking," Discussion Paper 2001-9, Tilburg University, Center for Economic Research.

2000

  1. Irina Denisova & Stanislav Kolenikov & Ksenia Yudaeva, 2000. "Child Benefits and Child Poverty," Working Papers w0006, Center for Economic and Financial Research (CEFIR).

1999

  1. 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.
  2. Grosfeld, Irena & Kolenikov, Stanislav & Paltseva, Elena & Sénik-Leygonie, Claudia & Verdier, Thierry, 1999. "Dynamism and Inertia on the Russian Labour Market: A Model of Segmentation," CEPR Discussion Papers 2224, C.E.P.R. Discussion Papers.
  3. Grosfeld, I. & Senik-Leygonie, C. & Verdier, T. & Kolenikov, S. & Paltseva, E., 1999. "Dynamism and Inertia on the Russian Labour Market. A Segmentation Model," DELTA Working Papers 1999-03, DELTA (Ecole normale supérieure).

Journal articles

2023

  1. Anatolyev Stanislav & Staněk Filip, 2023. "Unrestricted, restricted, and regularized models for forecasting multivariate volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(2), pages 199-218, April.
  2. Anatolyev, Stanislav & Sølvsten, Mikkel, 2023. "Testing many restrictions under heteroskedasticity," Journal of Econometrics, Elsevier, vol. 236(1).

2022

  1. Anatolyev, Stanislav & Pyrlik, Vladimir, 2022. "Copula shrinkage and portfolio allocation in ultra-high dimensions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  2. Anatolyev, Stanislav & Mikusheva, Anna, 2022. "Factor models with many assets: Strong factors, weak factors, and the two-pass procedure," Journal of Econometrics, Elsevier, vol. 229(1), pages 103-126.

2021

  1. Anatolyev, Stanislav & Mikusheva, Anna, 2021. "Limit Theorems For Factor Models," Econometric Theory, Cambridge University Press, vol. 37(5), pages 1034-1074, October.
  2. Anatolyev, Stanislav, 2021. "Mallows criterion for heteroskedastic linear regressions with many regressors," Economics Letters, Elsevier, vol. 203(C).
  3. Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2021. "How does the financial market update beliefs about the real economy? Evidence from the oil market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 938-961, November.
  4. Stanislav Anatolyev, 2021. "Directional news impact curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 94-107, January.

2020

  1. Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020. "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, vol. 217(2), pages 230-258.

2019

  1. Stanislav Anatolyev, 2019. "Many Instruments And/Or Regressors: A Friendly Guide," Journal of Economic Surveys, Wiley Blackwell, vol. 33(2), pages 689-726, April.
  2. Anatolyev Stanislav, 2019. "Testing for a Functional Form of Mean Regression in a Fully Parametric Environment," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-20, January.
  3. Anatolyev, Stanislav & Baruník, Jozef, 2019. "Forecasting dynamic return distributions based on ordered binary choice," International Journal of Forecasting, Elsevier, vol. 35(3), pages 823-835.
  4. Stanislav Anatolyev, 2019. "Basics of quasi- and pseudo-likelihood theories (in Russian)," Quantile, Quantile, issue 14, pages 45-52, June.
  5. Stanislav Anatolyev & Stanislav Khrapov, 2019. "Do spatial structures yield better volatility forecasts? (in Russian)," Quantile, Quantile, issue 14, pages 63-81, June.
  6. Stanislav Anatolyev & Nikolay Gospodinov, 2019. "Multivariate Return Decomposition: Theory and Implications," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 487-508, May.
  7. Stanislav Anatolyev & Alena Skolkova, 2019. "Many instruments: Implementation in Stata," Stata Journal, StataCorp LP, vol. 19(4), pages 849-866, December.
  8. Anatolyev Stanislav, 2019. "Volatility filtering in estimation of kurtosis (and variance)," Dependence Modeling, De Gruyter, vol. 7(1), pages 1-23, February.
  9. Stanislav Kolenikov, 2019. "Updates to the ipfraking ecosystem," Stata Journal, StataCorp LP, vol. 19(1), pages 143-184, March.
  10. Evren, Özgür, 2019. "Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity," Games and Economic Behavior, Elsevier, vol. 114(C), pages 285-307.

2018

  1. Anatolyev Stanislav & Kosenok Grigory, 2018. "Sequential Testing with Uniformly Distributed Size," Journal of Time Series Econometrics, De Gruyter, vol. 10(2), pages 1-22, July.
  2. Anatolyev, Stanislav, 2018. "Almost unbiased variance estimation in linear regressions with many covariates," Economics Letters, Elsevier, vol. 169(C), pages 20-23.
  3. Stanislav Anatolyev & Nikita Kobotaev, 2018. "Modeling and forecasting realized covariance matrices with accounting for leverage," Econometric Reviews, Taylor & Francis Journals, vol. 37(2), pages 114-139, February.

2017

  1. Anatolyev, Stanislav & Yaskov, Pavel, 2017. "Asymptotics Of Diagonal Elements Of Projection Matrices Under Many Instruments/Regressors," Econometric Theory, Cambridge University Press, vol. 33(3), pages 717-738, June.
  2. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017. "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 199-211.
  3. Buturak, Gökhan & Evren, Özgür, 2017. "Choice overload and asymmetric regret," Theoretical Economics, Econometric Society, vol. 12(3), September.
  4. Özgür Evren & Stefania Minardi, 2017. "Warm‐glow Giving and Freedom to be Selfish," Economic Journal, Royal Economic Society, vol. 127(603), pages 1381-1409, August.

2016

  1. Stanislav Anatolyev & Anton Petukhov, 2016. "Uncovering the Skewness News Impact Curve," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 746-771.
  2. Volchkova, N. & Turdyeva, N., 2016. "Microeconomics of Russian Import Substitution," Journal of the New Economic Association, New Economic Association, vol. 32(4), pages 140-146.

2015

  1. Anatolyev, Stanislav & Tarasyuk, Irina, 2015. "Missing mean does no harm to volatility!," Economics Letters, Elsevier, vol. 134(C), pages 62-64.
  2. Stanislav Anatolyev & Stanislav Khrapov, 2015. "Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting," Econometrics, MDPI, vol. 3(3), pages 1-23, August.

2014

  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. Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
  3. Stanislav Kolenikov, 2014. "Calibrating survey data using iterative proportional fitting (raking)," Stata Journal, StataCorp LP, vol. 14(1), pages 22-59, March.
  4. Kuzmina, Olga & Volchkova, Natalya & Zueva, Tatiana, 2014. "Foreign direct investment and governance quality in Russia," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 874-891.

2013

  1. Abutaliev, Albert & Anatolyev, Stanislav, 2013. "Asymptotic variance under many instruments: Numerical computations," Economics Letters, Elsevier, vol. 118(2), pages 272-274.
  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, February.

2012

  1. Anatolyev, Stanislav & Kosenok, Grigory, 2012. "Another Numerical Method Of Finding Critical Values For The Andrews Stability Test," Econometric Theory, Cambridge University Press, vol. 28(1), pages 239-246, February.
  2. Anatolyev, Stanislav, 2012. "Inference in regression models with many regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 368-382.
  3. Stanislav Anatolyev & Nikolay Gospodinov, 2012. "Asymptotics of near unit roots (in Russian)," Quantile, Quantile, issue 10, pages 57-71, December.
  4. Stanislav Kolenikov, 2012. "Scrambled Halton sequences in Mata," Stata Journal, StataCorp LP, vol. 12(1), pages 29-44, March.
  5. Stanislav Kolenikov & Kenneth A. Bollen, 2012. "Testing Negative Error Variances," Sociological Methods & Research, , vol. 41(1), pages 124-167, February.
  6. Evren, Özgür, 2012. "Altruism and voting: A large-turnout result that does not rely on civic duty or cooperative behavior," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2124-2157.

2011

  1. Anatolyev, Stanislav & Gospodinov, Nikolay, 2011. "Specification Testing In Models With Many Instruments," Econometric Theory, Cambridge University Press, vol. 27(2), pages 427-441, April.
  2. Evren, Özgür & Ok, Efe A., 2011. "On the multi-utility representation of preference relations," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 554-563.

2010

  1. 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.
  2. Stanislav Kolenikov, 2010. "Resampling variance estimation for complex survey data," Stata Journal, StataCorp LP, vol. 10(2), pages 165-199, June.

2009

  1. 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.
  2. 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.
  3. Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
  4. Anatolyev, Stanislav & Kosenok, Grigory, 2009. "Tests in contingency tables as regression tests," Economics Letters, Elsevier, vol. 105(2), pages 189-192, November.
  5. Stanislav Anatolyev & Alexander Tsyplakov, 2009. "Where to find data on the Web? (in Russian)," Quantile, Quantile, issue 6, pages 59-71, March.
  6. Stanislav Anatolyev, 2009. "Nonparametric regression (in Russian)," Quantile, Quantile, issue 7, pages 37-52, September.
  7. 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.
  8. Stanislav Kolenikov & Gustavo Angeles, 2009. "Socioeconomic Status Measurement With Discrete Proxy Variables: Is Principal Component Analysis A Reliable Answer?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 55(1), pages 128-165, March.
  9. Stanislav Kolenikov, 2009. "Confirmatory factor analysis using confa," Stata Journal, StataCorp LP, vol. 9(3), pages 329-373, September.

2008

  1. Anatolyev, Stanislav, 2008. "Method-of-moments estimation and choice of instruments: Numerical computations," Economics Letters, Elsevier, vol. 100(2), pages 217-220, August.
  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.
  3. Stanislav Anatolyev, 2008. "Making econometric reports (in Russian)," Quantile, Quantile, issue 4, pages 71-78, March.
  4. Stanislav Anatolyev, 2008. "Review of English textbooks in time series analysis (in Russian)," Quantile, Quantile, issue 5, pages 49-55, September.
  5. Alexander Dyck & Natalya Volchkova & Luigi Zingales, 2008. "The Corporate Governance Role of the Media: Evidence from Russia," Journal of Finance, American Finance Association, vol. 63(3), pages 1093-1135, June.
  6. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J.M., 2008. "Performance information dissemination in the mutual fund industry," Journal of Financial Markets, Elsevier, vol. 11(2), pages 144-159, May.
  7. Evren, Özgür & Hüsseinov, Farhad, 2008. "Theorems on the core of an economy with infinitely many commodities and consumers," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1180-1196, December.
  8. Özgür Evren, 2008. "On the existence of expected multi-utility representations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(3), pages 575-592, June.

2007

  1. Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, February.
  2. Anatolyev, Stanislav, 2007. "Redundancy Of Lagged Regressors Revisited," Econometric Theory, Cambridge University Press, vol. 23(2), pages 364-368, April.
  3. 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.
  4. Stanislav Anatolyev, 2007. "Optimal instruments (in Russian)," Quantile, Quantile, issue 2, pages 61-69, March.
  5. Stanislav Anatolyev, 2007. "The basics of bootstrapping (in Russian)," Quantile, Quantile, issue 3, pages 1-12, September.
  6. Stanislav Anatolyev, 2007. "Review of English textbooks in econometrics (in Russian)," Quantile, Quantile, issue 3, pages 73-82, September.

2006

  1. Anatolyev, Stanislav, 2006. "Kernel estimation under linear-exponential loss," Economics Letters, Elsevier, vol. 91(1), pages 39-43, April.
  2. Stanislav Anatolyev, 2006. "Testing for predictability (in Russian)," Quantile, Quantile, issue 1, pages 39-42, September.
  3. Volchkova, Natalya & Lobanov , Sergey & Turdyeva, Natalia & Khaleeva, Julia & Yudaeva, Ksenia, 2006. "Microsimulation Analysis of the Consequences of Monetization of Social Benefits in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 4(4), pages 105-134.
  4. Goriaev, Alexei & Zabotkin, Alexei, 2006. "Risks of investing in the Russian stock market: Lessons of the first decade," Emerging Markets Review, Elsevier, vol. 7(4), pages 380-397, December.

2005

  1. 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.
  2. Anatolyev, Stanislav & Kosenok, Grigory, 2005. "An Alternative To Maximum Likelihood Based On Spacings," Econometric Theory, Cambridge University Press, vol. 21(2), pages 472-476, April.
  3. Stanislav Anatolyev, 2005. "GMM, GEL, Serial Correlation, and Asymptotic Bias," Econometrica, Econometric Society, vol. 73(3), pages 983-1002, May.
  4. Stanislav Kolenikov & Anthony Shorrocks, 2005. "A Decomposition Analysis of Regional Poverty in Russia," Review of Development Economics, Wiley Blackwell, vol. 9(1), pages 25-46, February.
  5. Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J. M., 2005. "Yet another look at mutual fund tournaments," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 127-137, January.

2004

  1. 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.

2003

  1. Anatolyev, Stanislav, 2003. "03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression," Econometric Theory, Cambridge University Press, vol. 19(1), pages 225-226, February.
  2. Anatolyev, Stanislav, 2003. "The Form Of The Optimal Nonlinear Instrument For Multiperiod Conditional Moment Restrictions," Econometric Theory, Cambridge University Press, vol. 19(4), pages 602-609, August.
  3. Anatolyev, Stanislav, 2003. "02.5.2. Durbin–Watson Statistic and Random Individual Effects," Econometric Theory, Cambridge University Press, vol. 19(5), pages 882-883, October.
  4. Anatolyev, Stanislav, 2003. "02.6.2. Autoregression and Redundant Instruments—Solution," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1197-1198, December.
  5. Stanislav Anatolyev & Sergey Korepanov, 2003. "The term structure of Russian interest rates," Applied Economics Letters, Taylor & Francis Journals, vol. 10(13), pages 867-870.

2002

  1. Stanislav Anatolyev & Andrey Vasnev, 2002. "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-8.
  2. Stanislav Anatolyev, 2002. "Electoral behavior of US counties: a panel data approach," Economics Bulletin, AccessEcon, vol. 3(9), pages 1-10.

2001

  1. Stanislav Kolenikov, 2001. "Review of Stata 7," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 637-646.
  2. Grosfeld, Irena & Senik-Leygonie, Claudia & Verdier, Thierry & Kolenikov, Stanislav & Paltseva, Elena, 2001. "Workers' Heterogeneity and Risk Aversion: A Segmentation Model of the Russian Labor Market," Journal of Comparative Economics, Elsevier, vol. 29(2), pages 230-256, June.

1999

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

Books

2014

  1. Sergio Olivieri & Sergiy Radyakin & Stainslav Kolenikov & Michael Lokshin & Ambar Narayan & Carolina Sánchez-Páramo, 2014. "Simulating Distributional Impacts of Macro-dynamics : Theory and Practical Applications," World Bank Publications - Books, The World Bank Group, number 20391, December.

Chapters

2017

  1. David Tarr & Natalya Volchkova, 2017. "Russian Trade and Foreign Direct Investment Policy at the Crossroads," World Scientific Book Chapters, in: Trade Policies for Development and Transition, chapter 15, pages 337-360, World Scientific Publishing Co. Pte. Ltd..

Software components

2024

  1. Stanislav Anatolyev & Cheuk Fai Ng, 2024. "VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model," Statistical Software Components S459293, Boston College Department of Economics.

2017

  1. Stanislav Kolenikov, 2017. "IPFRAKING: Stata module to perform iterative proportional fitting, aka raking," Statistical Software Components S458430, Boston College Department of Economics, revised 12 May 2018.

2010

  1. Stanislav Kolenikov, 2010. "CONFA: Stata module to perform confirmatory factor analysis modeling," Statistical Software Components S457117, Boston College Department of Economics, revised 16 Feb 2010.
  2. Stanislav Kolenikov & Zurab Sajaia, 2010. "GCONC: Stata module to compute generalized measures of concentration," Statistical Software Components S457104, Boston College Department of Economics, revised 03 Feb 2010.
  3. Stanislav Kolenikov, 2010. "_GVRELDIF: Stata module to compute relative difference between successive observations," Statistical Software Components S457200, Boston College Department of Economics.

2006

  1. Stanislav Kolenikov, 2006. "MVSKTEST: Stata module to test for multivariate skewness and kurtosis," Statistical Software Components S456701, Boston College Department of Economics.

2005

  1. Stanislav Kolenikov, 2005. "PRIMES: Stata module to generate prime numbers," Statistical Software Components S456504, Boston College Department of Economics.

2004

  1. Stanislav Kolenikov, 2004. "LABELMISS: Stata module to label missing data," Statistical Software Components S4445501, Boston College Department of Economics.

2001

  1. Stanislav Kolenikov, 2001. "_GSTD01: Stata modules to standardize a variable," Statistical Software Components S416601, Boston College Department of Economics.
  2. Stanislav Kolenikov, 2001. "ABOUTREG: Stata module providing tutorial on regression diagnostics," Statistical Software Components S416602, Boston College Department of Economics.
  3. Stanislav Kolenikov, 2001. "BSTUT: Stata module providing tutorial on bootstrapping," Statistical Software Components S416603, Boston College Department of Economics, revised 18 Jul 2005.
  4. Stanislav Kolenikov, 2001. "CHI2FIT: Stata module to perform Chi-squared goodness-of-fit test," Statistical Software Components S416604, Boston College Department of Economics.
  5. Stanislav Kolenikov, 2001. "DENORMIX: Stata module to perform decomposition of normal mixture," Statistical Software Components S416605, Boston College Department of Economics.
  6. Stanislav Kolenikov, 2001. "REGDPLOT: Stata module to produce regression diagnostics plot," Statistical Software Components S416606, Boston College Department of Economics.
  7. Stanislav Kolenikov, 2001. "THINPLATE: Stata module to calculate thin plate splines," Statistical Software Components S417003, Boston College Department of Economics.
  8. Stanislav Kolenikov, 2001. "GFIELDS: Stata module to calculate decomposition of inequality by source," Statistical Software Components S417004, Boston College Department of Economics.
  9. Stanislav Kolenikov, 2001. "TAKELOGS: Stata module to calculate logs of the data," Statistical Software Components S417005, Boston College Department of Economics.
  10. Stanislav Kolenikov, 2001. "RUSS_STATA: Stata tutorial in Russian," Statistical Software Components S417006, Boston College Department of Economics.
  11. Stanislav Kolenikov, 2001. "OUTMAT: Stata module to save a matrix," Statistical Software Components S418201, Boston College Department of Economics.

2000

  1. Stanislav Kolenikov, 2000. "FINDVAL: Stata module to find a specific value," Statistical Software Components S408801, Boston College Department of Economics, revised 25 Mar 2000.
  2. Stanislav Kolenikov, 2000. "ICOMP: Stata module to calculate model selection information criteria," Statistical Software Components S4010201, Boston College Department of Economics.
  3. Stanislav Kolenikov, 2000. "ENLARGE: Stata module to propagate constant values through group," Statistical Software Components S410301, Boston College Department of Economics.
  4. Stanislav Kolenikov, 2000. "SHAPLEY: Stata module to perform additive decomposition of sample statistic," Statistical Software Components S411401, Boston College Department of Economics.
  5. Stanislav Kolenikov, 2000. "_GRMEDF: Stata module to compute row medians with egen," Statistical Software Components S413301, Boston College Department of Economics.
  6. Stanislav Kolenikov, 2000. "CALIBR: Stata module for inverse regression and calibration," Statistical Software Components S414003, Boston College Department of Economics.
  7. Stanislav Kolenikov, 2000. "ATKPLOT: Stata module to generate Atkinson residual normality plots," Statistical Software Components S414901, Boston College Department of Economics.
  8. Stanislav Kolenikov, 2000. "FSREG: Stata module for forward search regression," Statistical Software Components S414902, Boston College Department of Economics.

1999

  1. Stanislav Kolenikov, 1999. "KDMANY: Stata module to perform kernel density estimation for several variables," Statistical Software Components S391801, Boston College Department of Economics.

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