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Applied Econometrics
2006 - 2013
Edited by Sergei Aivazian
from Publishing House "SINERGIA PRESS"
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Volume 29, issue 1 , 2013
Problem of orphanhood in Russia: Analysis of cultural, economic and political aspects pp. 3-28 Irina Levina Human capital estimation in professional football pp. 29-44 Konstantin Polyakov and Ludmila Zhukova A copula-based approach to portfolio credit risk modeling pp. 45-66 Yaroslav Bologov Empirical analysis of Russian commercial banks growth dynamics pp. 67-81 Denis Kontsevoy Using news analytics data in GARCH models pp. 82-96 Sergei Sidorov , Paresh Date and Vladimir Balash The determinants of the distribution of foreign direct investment in Russian food industry companies pp. 97-116 Anna Gladysheva and Tatiana Ratnikova Survey on statistical inferences in weakly-identified instrumental variable models pp. 117-131 Anna Mikusheva Volume 28, issue 4 , 2012
Income and health care utilization among the 50+ in Europe and the US pp. 3-22 Maria Cristina Majo and Arthur van Soest The European residents' attitude towards immigrants: A comparative analysis based on the ESS data pp. 23-34 Olga A. Demidova Optimization of portfolio management based on vector autoregression models and multivariate volatility models pp. 35-62 Vladimir Habrov Effects of fixed capital investments on technical efficiency in food industry pp. 63-84 Yevhenii Shchetynin and Eugenia Nazrullaeva The impact of market power of Russian banks on their credit risk tolerance: A panel study pp. 85-112 Mikhail Mamonov Ecological factors and the price of Moscow apartments pp. 113-123 Pavel Katyshev and Yulia Khakimova A new approach to construction of objective priors: Hellinger information pp. 124-137 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 Ruslan Grigoryev , Shabbar Jaffry and German Marchenko Market risk valuation modeling for the European countries at the financial crisis of 2008 pp. 20-35 Alexandr Shcherba Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital pp. 36-69 Sergei Aivazian , Mikhail Afanasiev and Victoria Rudenko The expected influence of Russian and foreign mergers on competition in metal industry 1999–2011 pp. 70-85 Dina Tsytsulina The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter? pp. 86-108 Ilya Prakhov Copulas of a special form and their application to the analysis of the financial market pp. 109-114 Efim Bronshtein and Anna Zinurova Assessment of probabilistic forecasts: Proper scoring rules and moments pp. 115-132 Alexander Tsyplakov Volume 26, issue 2 , 2012
Peer effects in exogenously formed student groups pp. 3-16 Gregory Androushchak , Oleg Poldin and Maria Yudkevich Informal employment and happiness: Model with endogenous regressors pp. 17-36 Andrey Aistov , Alexander Larin and Lyudmila Leonova Attitudes towards inclusive education in Russia pp. 37-52 Maria Gorban Econometric modeling of determinants of marital partnership form pp. 53-61 Sergey Arzhenovskiy and Anna Dudkina Health and job search in Russia pp. 62-91 Kirill Konstantinovich Furmanov and Irina Chernysheva Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries pp. 92-112 Ruslan Grigoryev , Shabbar Jaffry and German Marchenko Basics of copula’s theory pp. 113-130 Yury Blagoveschensky 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 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 , Alexandr M. 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
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