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Quantile
2006 - 2012
Edited by Stanislav Anatolyev
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2012, issue 10
Dependence and stochastic limit theory (in Russian) pp. 1-31 Jonathan Hill Linear processes: properties and asymptotic results (in Russian) pp. 33-56 Vadim Marmer Asymptotics of near unit roots (in Russian) pp. 57-71 Stanislav Anatolyev and Nikolay Gospodinov Volatility estimation based on extremes of the bridge (in Russian) pp. 73-90 Svetlana Lapinova , Alexander Saichev and Maria Tarakanova Bootstrap inference about integrated volatility (in Russian) pp. 91-108 Andrey Rafalson 2011, issue 9
An introduction to state space modeling (in Russian) pp. 1-24 Alexander Tsyplakov Goodness-of-fit testing (in Russian) pp. 25-34 Igor Kheifets Modeling multivariate parametric densities of financial returns (in Russian) pp. 39-60 Alexey Balaev Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian) pp. 61-75 Alexei Kolokolov 2010, issue 8
Univariate GARCH models: a survey (in Russian) pp. 1-67 Eduardo Rossi Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian) pp. 69-122 Alexander Tsyplakov Testing for predictive ability in the presence of structural breaks (in Russian) pp. 127-135 Pavel Yaskov 2009, issue 7
Regression discontinuity design (in Russian) pp. 1-8 Anton Nivorozhkin Multinomial discrete choice models (in Russian) pp. 9-19 Zsolt Sandor Some notes on sample selection models (in Russian) pp. 21-36 Victor Aguirregabiria Nonparametric regression (in Russian) pp. 37-52 Stanislav Anatolyev Semiparametric modelling and estimation (in Russian) pp. 53-83 Dennis Kristensen 2009, issue 6
Estimation of treatment effects (in Russian) pp. 3-14 Ruben Enikolopov Treatment effects (in Russian) pp. 15-23 Whitney K. Newey Difference-in-differences estimation (in Russian) pp. 25-47 Jeffrey Marc Wooldridge Estimation of discrete choice and censoring models (in Russian) pp. 49-57 Erik Biorn Where to find data on the Web? (in Russian) pp. 59-71 Stanislav Anatolyev and Alexander Tsyplakov Second order bias in a forecast evaluation statistic (in Russian) pp. 77-91 Victor Kitov 2008, issue 5
Survival models (in Russian) pp. 1-27 German Rodriguez Semiparametric analysis (in Russian) pp. 29-40 Daniel L. McFadden A mini-dictionary of English econometric terminology II (in Russian) pp. 41-48 Alexander Tsyplakov Review of English textbooks in time series analysis (in Russian) pp. 49-55 Stanislav Anatolyev Measurement of technological progress in Russia (in Russian) pp. 59-82 Eugenia Nazrullaeva Different indexes for forecasting economic activity in Russia (in Russian) pp. 83-102 Oleg Demidov 2008, issue 4
Some possible pitfalls of parametric inference (in Russian) pp. 1-6 Michael Creel Nonparametric econometrics: a primer (in Russian) pp. 7-56 Jeffrey Scott Racine Consequences of lack of smoothness in nonparametric estimation (in Russian) pp. 57-69 Victoria Zinde-Walsh Making econometric reports (in Russian) pp. 71-78 Stanislav Anatolyev Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) pp. 79-92 Artem Prokhorov Wage curve: theory and empirics (in Russian) pp. 93-100 Andrey Shilov and Joachim Mueller 2007, issue 3
The basics of bootstrapping (in Russian) pp. 1-12 Stanislav Anatolyev Bootstrapping econometric models (in Russian) pp. 13-36 Russell Davidson Bootstrap schemes for time series (in Russian) pp. 37-56 Peter Buhlmann Bootstrap refinements for GMM based tests (in Russian) pp. 57-66 Valentina Corradi A mini-dictionary of English econometric terminology I (in Russian) pp. 67-72 Alexander Tsyplakov Review of English textbooks in econometrics (in Russian) pp. 73-82 Stanislav Anatolyev Some equivalences in linear estimation (in Russian) pp. 83-90 Dmitry Danilov and Jan R. Magnus Monetary policy rules of the National Bank of Kazakhstan (in Russian) pp. 91-106 Bulat Mukhamediyev 2007, issue 2
A non-technical guide to instrumental variables and regressor-error dependencies (in Russian) pp. 3-20 Peter Ebbes A guide to the world of instruments (in Russian) pp. 21-47 Alexander Tsyplakov Estimation of structural econometric equations (in Russian) pp. 49-59 David Stephen Pollock Optimal instruments (in Russian) pp. 61-69 Stanislav Anatolyev Weak instruments (in Russian) pp. 71-81 Adrian Rodney Pagan Thinking about instrumental variables (in Russian) pp. 83-94 Christopher Sims Canadian Econometric Study Group annual meeting (in Russian) pp. 95-97 Victoria Zinde-Walsh Midwest Econometric Group annual meeting (in Russian) pp. 99-106 Konstantin Tyurin Regulation of the electricity sector in Russia: regional aspects (in Russian) pp. 107-130 Galina Yudashkina and Sergey Pobochy Long range dependence and the purchasing power parity (in Russian) pp. 131-140 Oleg Obrezkov Economic growth and institutional quality in resource oriented countries (in Russian) pp. 141-157 Georgy Kartashov
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