Quantile

2006 - 2019

Current editor(s): Stanislav Anatolyev

From Quantile
Bibliographic data for series maintained by Stanislav Anatolyev ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Undergraduate econometrics instruction: through our classes, darkly (in Russian) pp. 1-20: Joshua Angrist and Jorn-Steffen Pischke
Econometrics in Russian regional universities: evidence from a survey of the Yegor Gaidar Foundation (in Russian) pp. 21-33: Aleksey Oshchepkov, Tatyana Trofimova and Natalya Yablonskene
Statistical training of economists in Russian universities: experience from realization of educational programs (in Russian) pp. 35-43: Vladimir Mkhitarian and Viacheslav Sirotin
Basics of quasi- and pseudo-likelihood theories (in Russian) pp. 45-52: Stanislav Anatolyev
GRP and environmental pollution in Russian regions: spatial econometric analysis (in Russian) pp. 53-62: Vera Ivanova
Do spatial structures yield better volatility forecasts? (in Russian) pp. 63-81: Stanislav Anatolyev and Stanislav Khrapov
Volatility spillovers with spatial effects in the oil and gas market (in Russian) pp. 83-95: Efrosiniya Karatetskaya and Valeriya Lakshina

Estimation of volatility measures using high frequency data (in Russian) pp. 3-14: Ilze Kalnina and Natalia Sizova
Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian) pp. 15-23: Evgeniy Ozhegov
Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian) pp. 25-39: Karen Poghosyan
Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian) pp. 41-61: Aleksandra Bezborodova and Yuri Mihalenok

Estimation of dynamic stochastic general equilibrium models (in Russian) pp. 1-21: Anna Mikusheva
A practical introduction to DSGE modeling with Dynare (in Russian) pp. 23-44: Callum Jones and Mariano Kulish
A mini-dictionary of English econometric terminology III (in Russian) pp. 45-51: Alexander Tsyplakov
Time varying vine copulas for multivariate returns (in Russian) pp. 53-67: Oleg Groshev
Higher order conditional moment dynamics and forecasting value-at-risk (in Russian) pp. 69-82: Grigory Franguridi

Objects of nonstructural time series modeling (in Russian) pp. 1-12: Stanislav Anatolyev
Markov switching model (in Russian) pp. 13-40: Chung-Ming Kuan
Empirical analysis of imperfect competition in the rice market in the Asia-Pacific region (in Russian) pp. 41-60: Andrey Lipin
Discrete choice modeling and demand estimation for diapers (in Russian) pp. 61-74: Anna Anikina
Monetary political business cycles: new democracy setting (in Russian) pp. 75-90: Anastasia Burkovskaya
Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian) pp. 91-106: Andrey Sinyakov

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

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

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

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

Estimation of treatment effects (in Russian) pp. 3-14: Ruben Enikolopov
Treatment effects (in Russian) pp. 15-23: Whitney Newey
Difference-in-differences estimation (in Russian) pp. 25-47: Jeffrey 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

Survival models (in Russian) pp. 1-27: German Rodriguez
Semiparametric analysis (in Russian) pp. 29-40: Daniel 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

Some possible pitfalls of parametric inference (in Russian) pp. 1-6: Michael Creel
Nonparametric econometrics: a primer (in Russian) pp. 7-56: Jeffrey 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