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Applied Econometrics

2006 - 2014

Current editor(s): Sergei Aivazian

from Publishing House "SINERGIA PRESS"
Series data maintained by Anatoly Peresetsky ().

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Volume 34, issue 2, 2014

Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation pp. 3-18
Sergey Arutyunovich Aivazian, Mikhail Afanasiev and Victoria Rudenko
Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia) pp. 19-35
Olga A. Demidova
Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests pp. 36-55 Downloads
Tolga Omay, Mübariz Hasanov and Nuri Uçar
Individual returns to training: Evidence from Russian firm pp. 56-79
Andrey Aistov and Ekaterina Aleksandrova
Student’s social ties and the choice of specialization pp. 80-94
Dilyara Valeeva, Oleg Poldin and Maria Yudkevich
Understanding individual attitudes towards ban on smoking in public places pp. 95-119
Liudmila Zasimova, Elena Kossova and Marina Ryazanova
Comparing «Realized volatility» models in the VaR calculation for the Russian equity market pp. 120-136
Alexandr Vladimirovich Shcherba

Volume 33, issue 1, 2014

Econometric estimation of a structural macroeconomic model for the Russian economy pp. 3-29 Downloads
Andrey Polbin
Efficiency of investment stimulation methods in a timber industry complex: An econometric research pp. 30-50
Valentina Lapo
The impact of the on-the-job training on Russian worker’s salary: The effect of abilities approach pp. 51-70
Pavel Travkin
Modeling the relationship between subjective economic well-being of citizens and their support for the welfare state institutions in the EU member countries pp. 71-89
Daria Salnikova
The copula based on multivariate t-distribution with vector of degrees of freedom pp. 90-110
Alexey Balaev
Oscillatory components in the bell-shaped curves of the product life cycle modeling tool pp. 111-123
Valery Semenychev, Eugene Kurkin, Eugene Semenychev and Anastasia Danilova
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix pp. 125-132 Downloads
Whitney Newey and Kenneth D. West

Volume 32, issue 4, 2013

The impact of informality on earnings inequality: Unconditional quantile regressions pp. 3-28 Downloads
Anna Lukiyanova
Consumption dynamics in Russia: Estimates on microdata pp. 29-44
Alexander Larin, Anna Novak and Irina Khvostova
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) pp. 45-70
Henry Penikas and Alina Savelyeva
Technical efficiency of Russian plastic and rubber production firms pp. 71-92 Downloads
Irina Ipatova and Anatoly Peresetsky
Econometric persistence in innovation and analysis of the patent activity of Russian companies pp. 93-109
Maria Kaneva
Pair copula constructions in portfolio optimization ploblem pp. 110-133
Alexandr Travkin

Volume 31, issue 3, 2013

Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia pp. 7-31 Downloads
Sergey Arutyunovich Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The influence of migration and natural reproduction of labor force upon economic growth in the countries of the world pp. 32-51 Downloads
Marina Lifshits
Explaining subjective well-being: The role of victimization, trust, health, and social norms pp. 52-78 Downloads
Salima Douhou and Arthur van Soest
Econometric analysis of the effect of marital status change on wages in Russia pp. 79-98 Downloads
Liliya Anatolievna Rodionova
Marital wage gap pp. 99-114 Downloads
Andrey Aistov
Trend analysis of water use at the metallurgical enterprises of Sverdlovsk region pp. 115-126 Downloads
Elena Dmitrievna Kopnova
Sample selection bias as a specification error pp. 129-137 Downloads
James J. Heckman

Volume 30, issue 2, 2013

Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models pp. 3-25 Downloads
Sergey Arutyunovich Aivazian, Boris Brodsky, Edward Sandoyan, Mariam Voskanyan and David Manukyan
The economy of Russia in multipolar world pp. 26-48 Downloads
Valentina Lapo
Modeling reasons for Russian bank license withdrawal: Unaccounted factors pp. 49-64 Downloads
Anatoly Peresetsky
Econometric modeling risk of consumer loans pp. 65-76 Downloads
Ludmila Nivorozhkina, Lilia Ovcharova and Tatiana Sinyavskaya
Stress indicator construction for internal money market pp. 77-92 Downloads
Alexander Isakov
Russian Unified National Exams (UNE) and academic performance of ICEF HSE students pp. 93-114 Downloads
Oleg Zamkov and Anatoly Peresetsky
Studying dynamics of indicators of nuclear power stations exploitation (the case of US nuclear power stations) pp. 115-137 Downloads
Leonid Evgenyevich Varshavsky

Volume 29, issue 1, 2013

Problem of orphanhood in Russia: Analysis of cultural, economic and political aspects pp. 3-28 Downloads
Irina Levina
Human capital estimation in professional football pp. 29-44 Downloads
Konstantin Polyakov and Ludmila Zhukova
A copula-based approach to portfolio credit risk modeling pp. 45-66 Downloads
Yaroslav Bologov
Empirical analysis of Russian commercial banks growth dynamics pp. 67-81 Downloads
Denis Kontsevoy
Using news analytics data in GARCH models pp. 82-96 Downloads
Sergei Sidorov, Paresh Date and Vladimir Alexeevich Balash
The determinants of the distribution of foreign direct investment in Russian food industry companies pp. 97-116 Downloads
Anna Gladysheva and Tatiana Ratnikova
Survey on statistical inferences in weakly-identified instrumental variable models pp. 117-131 Downloads
Anna Mikusheva

Volume 28, issue 4, 2012

Income and health care utilization among the 50+ in Europe and the US pp. 3-22 Downloads
Maria Cristina Majo and Arthur van Soest
The European residents' attitude towards immigrants: A comparative analysis based on the ESS data pp. 23-34 Downloads
Olga A. Demidova
Optimization of portfolio management based on vector autoregression models and multivariate volatility models pp. 35-62 Downloads
Vladimir Habrov
Effects of fixed capital investments on technical efficiency in food industry pp. 63-84 Downloads
Yevhenii Shchetynin and Eugenia Nazrullaeva
The impact of market power of Russian banks on their credit risk tolerance: A panel study pp. 85-112 Downloads
Mikhail Mamonov
Ecological factors and the price of Moscow apartments pp. 113-123 Downloads
Pavel K. Katyshev and Yulia Khakimova
A new approach to construction of objective priors: Hellinger information pp. 124-137 Downloads
Arkady Shemyakin

Volume 27, issue 3, 2012

The role of the timeline in Granger causality test in the presence of daily data non-synchronism pp. 3-19 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Market risk valuation modeling for the European countries at the financial crisis of 2008 pp. 20-35 Downloads
Alexandr Shcherba
Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital pp. 36-69 Downloads
Sergey Arutyunovich Aivazian, Mikhail Afanasiev and Victoria Rudenko
The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011 pp. 70-85 Downloads
Dina Vladislavovna Tsytsulina
The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter? pp. 86-108 Downloads
Ilya Prakhov
Copulas of a special form and their application to the analysis of the financial market pp. 109-114 Downloads
Efim Bronshtein and Anna Zinurova
Assessment of probabilistic forecasts: Proper scoring rules and moments pp. 115-132 Downloads
Alexander Tsyplakov
Page updated 2014-07-22