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Applied Econometrics
2006 - 2012
Edited by Sergei Aivazian
from Publishing House "Market DS"
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Volume 25, issue 1 , 2012
Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction pp. 3-24 Elvina Frolova and Dean Fantazzini Migration in Russian cities: Econometric analysis pp. 25-50 Elena Sergeevna Vakulenko Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry pp. 51-69 Lorenzo Carbonari The impact of smoking intensity on wages in Russia pp. 70-94 Stepan Ermakov Data frequency and mutual fund performance measures pp. 95-114 Anton Semushin and Petr Parshakov Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker pp. 115-121 Boris Poutko and Natalya Fedorova Identification of product life cycle models by autoregression–moving average models and Groebner’s bases pp. 122-137 Valery Semenychev , Eugen Kurkin and Eugene Semenychev Volume 24, issue 4 , 2011
Estimation of import demand function in Russia pp. 3-26 Alexander Knobel Econometric analysis of Russian market of mergers and acquisitions pp. 27-47 Maria Polikarpova Decision to make a HOA: Empirical evidence pp. 48-57 Ekaterina Borisova Comparison of VaR estimation methods for different forecasting samples for Russian stocks pp. 58-70 Alexandr Vladimirovich Shcherba Influence of regional factors on expansion of retail chains in the Russian Federation pp. 71-84 Svetlana Balashova and Olga Zueva New coefficients of econometrics models quality estimation pp. 85-99 Ivan Svetunkov Analysis of multidimensional probability distributions with copula functions. III pp. 100-130 Dean Fantazzini Volume 23, issue 3 , 2011
Scientometric approach to nanotechnology pp. 3-12 Alexander Terekhov An approach to ratings mapping pp. 13-40 Sergey Arutyunovich Aivazian , Sergey Golovan , Alexander Karminsky and Anatoly Peresetsky Russian USE and olympiads as instruments for university admission selection pp. 41-56 Anatoly Peresetsky and Misak Davtian Analysis of two main university rankings pp. 57-78 Alexander Varshavsky and Tatiana Komkina Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling pp. 79-97 Alexey Balaev Analysis of multidimensional probability distributions with copula functions. II pp. 98-132 Dean Fantazzini Volume 22, issue 2 , 2011
Copula-Based Price Risk Hedging Models pp. 3-21 Henry Penikas Estimation of the interdependence of time series of stocks prices based on copula pp. 22-31 Efim Bronshtein , Elena Prokudina , Anna Gerasimova and Ksenya Dubinskaya Statistical analysis of the influence of drinking water quality on population’s health in the regions of Russia pp. 32-47 Ludmila Bakumenko and Peter Korotkov Stochastic methods of data analysis of marketing and social surveys pp. 48-61 Evgeny Cherepanov A spatial econometric analysis of the housing market pp. 62-77 Olga Balash , Vladimir Balash and Alexander Harlamov Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity pp. 78-92 Vladimir Malugin and Mikhail Vasilkov Determination of the nature of growth of the main trends of time series in small quantity of observations pp. 93-97 Boris Poutko Analysis of multidimensional probability distributions with copula functions pp. 98-134 Dean Fantazzini Volume 21, issue 1 , 2011
Variance reduction methods at the pricing of weather options pp. 3-15 Gulnora Raimova Quality of VAT administration in OECD countries and Russia pp. 16-34 Alexander Knobel , Sergey Sinelnikov-Murylev and Iliya Sokolov Modeling registered migration flows between regions of the Russian Federation pp. 35-55 Elena Sergeevna Vakulenko , Nikita Mkrtchyan and Kirill Furmanov Predicting success in college on the basis of the results of unified national exam pp. 56-69 Oleg Poldin Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA) pp. 70-96 Maksim Isakin and Grigory Teplykh Econometric analysis of the demand for the incoming tourism in Russia pp. 97-113 Maria Bednova and Tatiana Ratnikova Modeling of public trust in basic social and political institutions: A comparative econometric analysis pp. 114-132 Olga Demidova Volume 20, issue 4 , 2010
Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework pp. 3-27 Mikhail Mamonov Nonparametric estimates of technical efficiency of Russian banks and crisis impact pp. 28-52 Vladimir Nazin Methodological basis of modeling evolution of markets of products with long life cycle: a study of the civil aircrafts’ market pp. 53-74 Leonid Varshavsky Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) pp. 75-101 Ekaterina Borisova , Anatoly Peresetsky and Leonid Polishchuk Estimation of hedonistic price function for Claude Monet's pictures pp. 102-118 Tatiana Ratnikova and Elena Sergeeva Bayesian analysis in the case of an estimated parameter following a stochastic process pp. 119-131 Lev Naumovich Slutskin Volume 19, issue 3 , 2010
The smoothing of financial markets indices time series with polygonal numbers method pp. 3-8 Yury Agranovich , Natalya Kontsevaya and Vladimir Khatskevich Impact of exchange rate on prices in the presence of structural breaks pp. 9-22 Maxim Kadyrov Russian stock market in the period of world crisis 2008-2009 pp. 23-37 Ivan Lukashin Modeling the relationship between investment processes and costs structure applied to Russian economic activities in 2005-2009 pp. 38-61 Eugenia Nazrullaeva Comparison of objectivistic and subjectivist approaches to measurement of synthetic la-tent categories of Quality of Life of the population: results of the empirical analysis of Russian data pp. 62-90 Maria Volkova Forecast of facilities stock for the consequences elimination of the anthropogenic accidents pp. 91-100 Vladimir Mkhitaryan , Vladimir Shishov and Andrey Kozlov Modeling a response function to frequency of advertising pp. 101-111 Igor Lutoshkin Drop in consumption associated with retirement. The regression discontinuity design approach pp. 112-126 Ludmila Nivorozhkina , Anton Nivorozhkin and Kamilla Abazieva Minimax estimations in a method of principal components pp. 127-139 Nikolai Kiselev
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