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Applied Econometrics

2006 - 2016

Current editor(s): Sergei Aivazian

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

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2012, volume 27, issue 3

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 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 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

2012, volume 26, issue 2

Peer effects in exogenously formed student groups pp. 3-16 Downloads
Gregory Androushchak, Oleg Poldin and Maria Yudkevich
Informal employment and happiness: Model with endogenous regressors pp. 17-36 Downloads
Andrey Aistov, Alexander Larin and Lyudmila Leonova
Attitudes towards inclusive education in Russia pp. 37-52 Downloads
Maria Gorban
Econometric modeling of determinants of marital partnership form pp. 53-61 Downloads
Sergey Arzhenovskiy and Anna Dudkina
Health and job search in Russia pp. 62-91 Downloads
Kirill 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 Downloads
Ruslan Grigoryev, Shabbar Jaffry and German Marchenko
Basics of copula’s theory pp. 113-130 Downloads
Yury Blagoveschensky

2012, volume 25, issue 1

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 Downloads
Elvina Frolova and Dean Fantazzini
Migration in Russian cities: Econometric analysis pp. 25-50 Downloads
Elena Vakulenko
Quasi-fixed inputs in the Italian manufacturing: The case of the pharmaceutical industry pp. 51-69 Downloads
Lorenzo Carbonari
The impact of smoking intensity on wages in Russia pp. 70-94 Downloads
Stepan Ermakov
Data frequency and mutual fund performance measures pp. 95-114 Downloads
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 Downloads
Boris Poutko and Natalya Fedorova
Identification of product life cycle models by autoregression–moving average models and Groebner’s bases pp. 122-137 Downloads
Valery Semenychev, Eugen Kurkin and Eugene Semenychev

2011, volume 24, issue 4

Estimation of import demand function in Russia pp. 3-26 Downloads
Alexander Knobel
Econometric analysis of Russian market of mergers and acquisitions pp. 27-47 Downloads
Maria Polikarpova
Decision to make a HOA: Empirical evidence pp. 48-57 Downloads
Ekaterina Borisova
Comparison of VaR estimation methods for different forecasting samples for Russian stocks pp. 58-70 Downloads
Alexandr Shcherba
Influence of regional factors on expansion of retail chains in the Russian Federation pp. 71-84 Downloads
Svetlana Balashova and Olga Zueva
New coefficients of econometrics models quality estimation pp. 85-99 Downloads
Ivan Svetunkov
Analysis of multidimensional probability distributions with copula functions. III pp. 100-130 Downloads
Dean Fantazzini

2011, volume 23, issue 3

Scientometric approach to nanotechnology pp. 3-12 Downloads
Alexander Terekhov
An approach to ratings mapping pp. 13-40 Downloads
Sergey Aivazian, Sergey Golovan, Alexandr Karminsky and Anatoly Peresetsky
Russian USE and olympiads as instruments for university admission selection pp. 41-56 Downloads
Anatoly Peresetsky and Misak Davtian
Analysis of two main university rankings pp. 57-78 Downloads
Alexander Varshavsky and Tatiana Komkina
Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling pp. 79-97 Downloads
Alexey Balaev
Analysis of multidimensional probability distributions with copula functions. II pp. 98-132 Downloads
Dean Fantazzini

2011, volume 22, issue 2

Copula-Based Price Risk Hedging Models pp. 3-21 Downloads
Henry Penikas
Estimation of the interdependence of time series of stocks prices based on copula pp. 22-31 Downloads
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 Downloads
Ludmila Bakumenko and Peter Korotkov
Stochastic methods of data analysis of marketing and social surveys pp. 48-61 Downloads
Evgeny Cherepanov
A spatial econometric analysis of the housing market pp. 62-77 Downloads
Olga Balash, Vladimir Balash and Alexander Harlamov
Nonparametric analysis of stochastic systems with nonlinear functional heterogeneity pp. 78-92 Downloads
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 Downloads
Boris Poutko
Analysis of multidimensional probability distributions with copula functions pp. 98-134 Downloads
Dean Fantazzini

2011, volume 21, issue 1

Variance reduction methods at the pricing of weather options pp. 3-15 Downloads
Gulnora Raimova
Quality of VAT administration in OECD countries and Russia pp. 16-34 Downloads
Alexander Knobel, Sergey Sinelnikov-Murylev and Ilya Sokolov
Modeling registered migration flows between regions of the Russian Federation pp. 35-55 Downloads
Elena Vakulenko, Nikita Mkrtchyan and Kirill Furmanov
Predicting success in college on the basis of the results of unified national exam pp. 56-69 Downloads
Oleg Poldin
Research of higher engineering education quality on the base of students Interviewing data by nonlinear principal components analysis (NLPCA) pp. 70-96 Downloads
Maksim Isakin and Grigorii Teplykh
Econometric analysis of the demand for the incoming tourism in Russia pp. 97-113 Downloads
Maria Bednova and Tatiana Ratnikova
Modeling of public trust in basic social and political institutions: A comparative econometric analysis pp. 114-132 Downloads
Olga Demidova

2010, volume 20, issue 4

Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework pp. 3-27 Downloads
Mikhail Mamonov
Nonparametric estimates of technical efficiency of Russian banks and crisis impact pp. 28-52 Downloads
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 Downloads
Leonid Varshavsky
Stochastic frontier in non-profit associations’ performance assessment (the case of homeowners’ associations) pp. 75-101 Downloads
Ekaterina Borisova, Anatoly Peresetsky and Leonid Polishchuk
Estimation of hedonistic price function for Claude Monet's pictures pp. 102-118 Downloads
Tatiana Ratnikova and Elena Sergeeva
Bayesian analysis in the case of an estimated parameter following a stochastic process pp. 119-131 Downloads
Lev Slutskin
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