Rustam Ibragimov
Personal Details
| First Name: | Rustam |
| Middle Name: | |
| Last Name: | Ibragimov |
| Suffix: | |
| RePEc Short-ID: | pib6 |
| [This author has chosen not to make the email address public] | |
| http://pantheon.yale.edu/~ri23 | |
| Terminal Degree: | 2005 Economics Department; Yale University (from RePEc Genealogy) |
Affiliation
(1%) Business School
Imperial College
London, United Kingdomhttp://www.imperial.ac.uk/business-school
RePEc:edi:sbimpuk (more details at EDIRC)
(99%) New Economic School (NES)
Moscow, Russiahttp://www.nes.ru/
RePEc:edi:nerasru (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Ficura, Milan & Ibragimov, Rustam & Janda, Karel, 2025. "Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models," EconStor Preprints 335571, ZBW - Leibniz Information Centre for Economics.
- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2025. "Robust Cauchy-Based Methods for Predictive Regressions," Papers 2511.09249, arXiv.org, revised Nov 2025.
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2020. "New robust inference for predictive regressions," Papers 2006.01191, arXiv.org, revised Mar 2023.
- Rustam Ibragimov & Rasmus Pedersen & Anton Skrobotov, 2020. "New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence," Papers 2006.01212, arXiv.org, revised Nov 2023.
- Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov, 2020. "COVID-19: Tail Risk and Predictive Regressions," Papers 2009.02486, arXiv.org, revised Oct 2021.
- Ibragimov, Rustam & Mo, Jingyuan & Prokhorov, Artem, 2015. "Fat tails and copulas: limits of diversification revisited," Working Papers 2015-06, University of Sydney Business School, Discipline of Business Analytics.
- Rustam Ibragimov & Marat Ibragimov & Jovlon Karimov & Galiya Yuldasheva, 2012. "Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches," wiiw Balkan Observatory Working Papers 105, The Vienna Institute for International Economic Studies, wiiw.
- Rustam Ibragimov & Marat Ibragimov & Rufat Khamidov, 2010. "Measuring Inequality in CIS Countries: Theory and Empirics," wiiw Balkan Observatory Working Papers 88, The Vienna Institute for International Economic Studies, wiiw.
- Ibragimov, Rustam, 2008. "Heavy-tailedness and Threshold Sex Determination," Scholarly Articles 2623659, Harvard University Department of Economics.
- Ibragimov, Rustam, 2008. "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Scholarly Articles 2624003, Harvard University Department of Economics.
- Walden, Johan & Ibragimov, Rustam, 2008. "Portfolio Diversification under Local and Moderate Deviations from Power Laws," Scholarly Articles 2640586, Harvard University Department of Economics.
- Ibragimov, Marat & Ibragimov, Rustam, 2008.
"Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments,"
Scholarly Articles
2624461, Harvard University Department of Economics.
- Ibragimov, Marat & Ibragimov, Rustam, 2008. "Optimal constants in the Rosenthal inequality for random variables with zero odd moments," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 186-189, February.
- Ibragimov, Rustam & Ibragimov, Marat, 2007.
"Market Demand Elasticity and Income Inequality,"
Scholarly Articles
2623728, Harvard University Department of Economics.
- Marat Ibragimov & Rustam Ibragimov, 2007. "Market Demand Elasticity and Income Inequality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 579-587, September.
- Xavier Gabaix & Rustam Ibragimov, 2007.
"Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents,"
NBER Technical Working Papers
0342, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Rustam Ibragimov, 2011. "Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 24-39, January.
- Ibragimov, Rustam, 2007. "Thou shalt not diversity: Why "Two of Every Sort"?," Scholarly Articles 2623763, Harvard University Department of Economics.
- Ibragimov, Rustam, 2007. "Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions," Scholarly Articles 2623749, Harvard University Department of Economics.
- Ibragimov, Rustam & Walden, Johan, 2007. "The limits of diversification when losses may be large," Scholarly Articles 2624460, Harvard University Department of Economics.
- Rustam Ibragimov & Johan Walden, 2006. "Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws," Harvard Institute of Economic Research Working Papers 2116, Harvard - Institute of Economic Research.
- Rustam Ibragimov & Johan Walden, 2006. "The Limits of Diversification When Losses May Be Large," Harvard Institute of Economic Research Working Papers 2104, Harvard - Institute of Economic Research.
- Rustam Ibragimov & Donald J. Brown, 2006. "Sign Tests for Dependent Observations," Harvard Institute of Economic Research Working Papers 2099, Harvard - Institute of Economic Research.
- Xavier Gabaix & Rustam Ibragimov, 2006. "Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents," Harvard Institute of Economic Research Working Papers 2106, Harvard - Institute of Economic Research.
- Rustam Ibragimov, 2005. "Portfolio Diversification and Value At Risk Under Thick-Tailedness," Yale School of Management Working Papers amz2386, Yale School of Management, revised 01 Aug 2005.
- Rustam Ibragimov, 2005. "On Efficiency of Linear Estimators Under Heavy-Tailedness," Harvard Institute of Economic Research Working Papers 2085, Harvard - Institute of Economic Research.
- Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation for Research in Economics, Yale University.
- Rustam Ibragimov, 2005. "Copula-Based Dependence Characterizations and Modeling for Time Series," Harvard Institute of Economic Research Working Papers 2094, Harvard - Institute of Economic Research.
- Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005. "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers 1526, Cowles Foundation for Research in Economics, Yale University.
- Donald Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers amz2581, Yale School of Management, revised 01 Jul 2005.
- Rustam Ibragimov, 2005. "Portfolio Diversification and Value at Risk Under Thick-Tailedness," Harvard Institute of Economic Research Working Papers 2086, Harvard - Institute of Economic Research.
- Rustam Ibragimov, 2005. "Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations," Harvard Institute of Economic Research Working Papers 2088, Harvard - Institute of Economic Research.
- Rustam Ibragimov, 2005. "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Harvard Institute of Economic Research Working Papers 2092, Harvard - Institute of Economic Research.
- Rustam Ibragimov, 2005. "Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals," Harvard Institute of Economic Research Working Papers 2087, Harvard - Institute of Economic Research.
- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"Regression Asymptotics Using Martingale Convergence Methods,"
Cowles Foundation Discussion Papers
1473, Cowles Foundation for Research in Economics, Yale University.
- Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.
- Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression asymptotics using martingale convergence methods," Scholarly Articles 2624459, Harvard University Department of Economics.
- Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society.
- de la Peña, Victor H. & Sharakhmetov, Shaturgun & Ibragimov, Rustam, 2003. "On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms," Scholarly Articles 2624455, Harvard University Department of Economics.
- Ibragimov, Rustam & Sharakhmetov, Shaturgun, 2002. "The exact constant in the Rosenthal inequality for random variables with mean zero," Scholarly Articles 2623703, Harvard University Department of Economics.
Articles
- Eling, Martin & Ibragimov, Rustam & Ning, Dingchen, 2026. "The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics," Insurance: Mathematics and Economics, Elsevier, vol. 126(C).
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2025. "Robust inference on income inequality: t-statistic based approach," Econometric Reviews, Taylor & Francis Journals, vol. 44(4), pages 384-415, April.
- Ibragimov, Rustam & Kim, Jihyun & Skrobotov, Anton, 2024. "New Robust Inference For Predictive Regressions," Econometric Theory, Cambridge University Press, vol. 40(6), pages 1364-1390, December.
- Kirill Mansurov & Alexander Semenov & Dmitry Grigoriev & Andrei Radionov & Rustam Ibragimov, 2024. "Cryptocurrency Exchange Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2585-2603, November.
- Rustam Ibragimov & Rasmus Søndergaard Pedersen & Anton Skrobotov, 2024. "New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence†," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1075-1097.
- Walter Distaso & Rustam Ibragimov & Alexander Semenov & Anton Skrobotov, 2022. "COVID-19: Tail risk and predictive regressions," PLOS ONE, Public Library of Science, vol. 17(12), pages 1-13, December.
- He Siyun & Ibragimov Rustam, 2022. "Predictability of cryptocurrency returns: evidence from robust tests," Dependence Modeling, De Gruyter, vol. 10(1), pages 191-206, January.
- Huang Zibin & Ibragimov Rustam, 2022. "Equity returns and sentiment," Dependence Modeling, De Gruyter, vol. 10(1), pages 159-176, January.
- Chen, Zhimin & Ibragimov, Rustam, 2019. "One country, two systems? The heavy-tailedness of Chinese A- and H- share markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 115-141.
- Brown, Donald & Ibragimov, Rustam, 2019. "Sign tests for dependent observations," Econometrics and Statistics, Elsevier, vol. 10(C), pages 1-8.
- Marat Ibragimov & Rustam Ibragimov & Paul Kattuman & Jun Ma, 2018. "Income inequality and price elasticity of market demand: the case of crossing Lorenz curves," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(3), pages 729-750, May.
- Marat Ibragimov & Rustam Ibragimov, 2018. "Heavy tails and upper-tail inequality: The case of Russia," Empirical Economics, Springer, vol. 54(2), pages 823-837, March.
- Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2018. "Equilibrium with Monoline and Multiline Structures [Uncertainty and the welfare economics of medical care]," Review of Finance, European Finance Association, vol. 22(2), pages 595-632.
- Gu, Zhiye & Ibragimov, Rustam, 2018. "The “Cubic Law of the Stock Returns” in emerging markets," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 182-190.
- Andrei Ankudinov & Rustam Ibragimov & Oleg Lebedev, 2017. "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 45, pages 75-92.
- Marat Ibragimov & Rustam Ibragimov, 2017. "Unemployment and output dynamics in CIS countries: Okun’s law revisited," Applied Economics, Taylor & Francis Journals, vol. 49(34), pages 3453-3479, July.
- Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.
- Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Sanctions and the Russian stock market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 150-162.
- Rustam Ibragimov & Ulrich K. Müller, 2016. "Inference with Few Heterogeneous Clusters," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 83-96, March.
- Ibragimov, Rustam & Prokhorov, Artem, 2016. "Heavy tails and copulas: Limits of diversification revisited," Economics Letters, Elsevier, vol. 149(C), pages 102-107.
- Donald Brown & Rustam Ibragimov & Johan Walden, 2015. "Bounds for path-dependent options," Annals of Finance, Springer, vol. 11(3), pages 433-451, November.
- Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
- Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.
- Xavier Gabaix & Rustam Ibragimov, 2011.
"Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 24-39, January.
- Xavier Gabaix & Rustam Ibragimov, 2007. "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers 0342, National Bureau of Economic Research, Inc.
- Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
- Ibragimov, Rustam & Jaffee, Dwight & Walden, Johan, 2011. "Diversification disasters," Journal of Financial Economics, Elsevier, vol. 99(2), pages 333-348, February.
- Gabaix, Xavier & Ibragimov, Rustam, 2011. "Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 24-39.
- Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2010. "Pricing and Capital Allocation for Multiline Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 551-578, September.
- Rustam Ibragimov & Johan Walden, 2010. "Optimal Bundling Strategies Under Heavy-Tailed Valuations," Management Science, INFORMS, vol. 56(11), pages 1963-1976, November.
- Ibragimov, Rustam & Müller, Ulrich K., 2010. "t-Statistic Based Correlation and Heterogeneity Robust Inference," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 453-468.
- Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2009. "Nondiversification Traps in Catastrophe Insurance Markets," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 959-993.
- Rustam Ibragimov, 2009. "Portfolio diversification and value at risk under thick-tailedness," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 565-580.
- Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2009. "Nondiversification Traps in Catastrophe Insurance Markets," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 959-993, March.
- Ibragimov, Rustam, 2009. "Copula-Based Characterizations For Higher Order Markov Processes," Econometric Theory, Cambridge University Press, vol. 25(3), pages 819-846, June.
- Ibragimov, Rustam, 2008. "Heavy-tailedness and threshold sex determination," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2804-2810, November.
- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"Regression Asymptotics Using Martingale Convergence Methods,"
Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.
- Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression asymptotics using martingale convergence methods," Scholarly Articles 2624459, Harvard University Department of Economics.
- Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.
- Ibragimov, Marat & Ibragimov, Rustam, 2008.
"Optimal constants in the Rosenthal inequality for random variables with zero odd moments,"
Statistics & Probability Letters, Elsevier, vol. 78(2), pages 186-189, February.
- Ibragimov, Marat & Ibragimov, Rustam, 2008. "Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments," Scholarly Articles 2624461, Harvard University Department of Economics.
- Rustam Ibragimov, 2008. "A tale of two tails: peakedness properties in inheritance models of evolutionary theory," Journal of Evolutionary Economics, Springer, vol. 18(5), pages 597-613, October.
- Ibragimov, Rustam & Walden, Johan, 2008. "Portfolio diversification under local and moderate deviations from power laws," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 594-599, April.
- Marat Ibragimov & Rustam Ibragimov, 2007.
"Market Demand Elasticity and Income Inequality,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 579-587, September.
- Ibragimov, Rustam & Ibragimov, Marat, 2007. "Market Demand Elasticity and Income Inequality," Scholarly Articles 2623728, Harvard University Department of Economics.
- Ibragimov, Rustam, 2007. "Efficiency Of Linear Estimators Under Heavy-Tailedness: Convolutions Of Α-Symmetric Distributions," Econometric Theory, Cambridge University Press, vol. 23(3), pages 501-517, June.
- Ibragimov, Rustam & Walden, Johan, 2007. "The limits of diversification when losses may be large," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2551-2569, August.
- Sharakhmetov, Sh. & Ibragimov, R., 2002. "A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 389-408, November.
- Ibragimov, R. & Sharakhmetov, Sh., 2001. "The best constant in the Rosenthal inequality for nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 367-376, December.
- Marat Ibragimov, 2001. "A method of calculating the spectral radius of a nonnegative matrix and its applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 17(2), pages 467-480.
- R. Ibragimov & Sh. Sharakhmetov & A. Cecen, 2001. "Exact Estimates for Moments of Random Bilinear Forms," Journal of Theoretical Probability, Springer, vol. 14(1), pages 21-37, January.
- R. Ibragimov & Sh. Sharakhmetov, 1999. "Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(4), pages 621-633, December.
Chapters
- Zeyu Xing & Rustam Ibragimov, 2023. "A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 181-205, Emerald Group Publishing Limited.
- Rustam Ibragimov & Artem Prokhorov, 2017. "Introduction and Overview," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 1, pages 1-17, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Robustness of Econometric Methods to Copula Misspecification and Heavy Tails," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 5, pages 171-228, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Copula Tests Using Information Matrix," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 6, pages 229-255, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Limits of Diversification under Fat Tails and Dependence," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 4, pages 113-170, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Summary and Conclusion," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 7, pages 257-260, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "From Independence to Dependence via Copulas and U-statistics," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 3, pages 47-111, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Portfolio Diversification under Independent Fat Tailed Risks," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 2, pages 19-45, World Scientific Publishing Co. Pte. Ltd..
Books
- Rustam Ibragimov & Artem Prokhorov, 2017. "Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9644, March.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (9) 2004-07-26 2005-06-14 2005-07-18 2007-09-16 2020-06-22 2020-06-29 2020-09-21 2021-05-17 2025-11-24. Author is listed
- NEP-ETS: Econometric Time Series (3) 2004-07-26 2020-06-22 2025-11-24
- NEP-FOR: Forecasting (2) 2025-11-24 2026-02-02
- NEP-RMG: Risk Management (2) 2015-11-21 2020-09-21
- NEP-CIS: Confederation of Independent States (1) 2021-05-17
- NEP-CMP: Computational Economics (1) 2026-02-02
- NEP-DCM: Discrete Choice Models (1) 2005-07-18
- NEP-ENT: Entrepreneurship (1) 2004-10-30
- NEP-EXP: Experimental Economics (1) 2005-07-18
- NEP-FMK: Financial Markets (1) 2005-07-18
- NEP-ORE: Operations Research (1) 2020-06-22
- NEP-TRA: Transition Economics (1) 2021-05-17
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