Stanislav Anatolyev
Stanislav Anatolyev
CERGE-EI and New Economic School
Verified email at cerge-ei.cz - Homepage
Title
Cited by
Cited by
Year
GMM, GEL, serial correlation, and asymptotic bias
S Anatolyev
Econometrica 73 (3), 983-1002, 2005
1252005
A trading approach to testing for predictability
S Anatolyev, A Gerko
Journal of Business & Economic Statistics 23 (4), 455-461, 2005
702005
Modeling financial return dynamics via decomposition
S Anatolyev, N Gospodinov
Journal of Business & Economic Statistics 28 (2), 232-245, 2010
632010
Inference in regression models with many regressors
S Anatolyev
Journal of Econometrics 170 (2), 368-382, 2012
45*2012
Specification testing in models with many instruments
S Anatolyev, N Gospodinov
Econometric Theory 27 (2), 427-441, 2011
452011
A 10-year retrospective on the determinants of Russian stock returns
S Anatolyev
Research in International Business and Finance 22 (1), 56-67, 2008
432008
A ten-year retrospection of the behavior of Russian stock returns
S Anatolyev
BOFIT Discussion Paper, 2005
432005
An alternative to maximum likelihood based on spacings
S Anatolyev, G Kosenok
Econometric Theory 21 (2), 472-476, 2005
332005
Methods for estimation and inference in modern econometrics
S Anatolyev, N Gospodinov
CRC Press, 2011
292011
Trade intensity in the Russian stock market: dynamics, distribution and determinants
S Anatolyev, D Shakin
Applied Financial Economics 17 (2), 87-104, 2007
222007
Asymptotics of diagonal elements of projection matrices under many instruments/regressors
S Anatolyev, P Yaskov
Econometric Theory 33 (3), 717-738, 2017
202017
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
KD West, K Wong, S Anatolyev
Econometric Reviews 28 (5), 441-467, 2009
202009
Instrumental variables estimation and inference in the presence of many exogenous regressors
S Anatolyev
The Econometrics Journal 16 (1), 27-72, 2013
192013
Nonparametric retrospection and monitoring of predictability of financial returns
S Anatolyev
Journal of Business & Economic Statistics 27 (2), 149-160, 2009
192009
Markov chain approximation in bootstrapping autoregressions
S Anatolyev, A Vasnev
Economics Bulletin 3 (19), 1-8, 2002
192002
Uncovering the skewness news impact curve
S Anatolyev, A Petukhov
Journal of Financial Econometrics 14 (4), 746-771, 2016
172016
Multi-market direction-of-change modeling using dependence ratios
S Anatolyev
Studies in Nonlinear Dynamics & Econometrics 13 (1), 2009
172009
Modeling and forecasting realized covariance matrices with accounting for leverage
S Anatolyev, N Kobotaev
Econometric Reviews 37 (2), 114-139, 2018
162018
The form of the optimal nonlinear instrument for multiperiod conditional moment restrictions
S Anatolyev
Econometric Theory 19 (4), 602-609, 2003
132003
Foreign exchange predictability and the carry trade: A decomposition approach
S Anatolyev, N Gospodinov, I Jamali, X Liu
Journal of Empirical Finance 42, 199-211, 2017
122017
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Articles 1–20