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Quantile

2006 - 2015

Current editor(s): Stanislav Anatolyev

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2015, issue 13

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

2014, issue 12

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

2013, issue 11

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

2012, issue 10

Dependence and stochastic limit theory (in Russian) pp. 1-31 Downloads
Jonathan Hill
Linear processes: properties and asymptotic results (in Russian) pp. 33-56 Downloads
Vadim Marmer
Asymptotics of near unit roots (in Russian) pp. 57-71 Downloads
Stanislav Anatolyev and Nikolay Gospodinov
Volatility estimation based on extremes of the bridge (in Russian) pp. 73-90 Downloads
Svetlana Lapinova, Alexander Saichev and Maria Tarakanova
Bootstrap inference about integrated volatility (in Russian) pp. 91-108 Downloads
Andrey Rafalson

2011, issue 9

An introduction to state space modeling (in Russian) pp. 1-24 Downloads
Alexander Tsyplakov
Goodness-of-fit testing (in Russian) pp. 25-34 Downloads
Igor Kheifets
Modeling multivariate parametric densities of financial returns (in Russian) pp. 39-60 Downloads
Alexey Balaev
Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian) pp. 61-75 Downloads
Alexei Kolokolov

2010, issue 8

Univariate GARCH models: a survey (in Russian) pp. 1-67 Downloads
Eduardo Rossi
Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian) pp. 69-122 Downloads
Alexander Tsyplakov
Testing for predictive ability in the presence of structural breaks (in Russian) pp. 127-135 Downloads
Pavel Yaskov

2009, issue 7

Regression discontinuity design (in Russian) pp. 1-8 Downloads
Anton Nivorozhkin
Multinomial discrete choice models (in Russian) pp. 9-19 Downloads
Zsolt Sandor
Some notes on sample selection models (in Russian) pp. 21-36 Downloads
Victor Aguirregabiria
Nonparametric regression (in Russian) pp. 37-52 Downloads
Stanislav Anatolyev
Semiparametric modelling and estimation (in Russian) pp. 53-83 Downloads
Dennis Kristensen

2009, issue 6

Estimation of treatment effects (in Russian) pp. 3-14 Downloads
Ruben Enikolopov
Treatment effects (in Russian) pp. 15-23 Downloads
Whitney Newey
Difference-in-differences estimation (in Russian) pp. 25-47 Downloads
Jeffrey Wooldridge
Estimation of discrete choice and censoring models (in Russian) pp. 49-57 Downloads
Erik Biorn
Where to find data on the Web? (in Russian) pp. 59-71 Downloads
Stanislav Anatolyev and Alexander Tsyplakov
Second order bias in a forecast evaluation statistic (in Russian) pp. 77-91 Downloads
Victor Kitov

2008, issue 5

Survival models (in Russian) pp. 1-27 Downloads
German Rodriguez
Semiparametric analysis (in Russian) pp. 29-40 Downloads
Daniel McFadden
A mini-dictionary of English econometric terminology II (in Russian) pp. 41-48 Downloads
Alexander Tsyplakov
Review of English textbooks in time series analysis (in Russian) pp. 49-55 Downloads
Stanislav Anatolyev
Measurement of technological progress in Russia (in Russian) pp. 59-82 Downloads
Eugenia Nazrullaeva
Different indexes for forecasting economic activity in Russia (in Russian) pp. 83-102 Downloads
Oleg Demidov

2008, issue 4

Some possible pitfalls of parametric inference (in Russian) pp. 1-6 Downloads
Michael Creel
Nonparametric econometrics: a primer (in Russian) pp. 7-56 Downloads
Jeffrey Racine
Consequences of lack of smoothness in nonparametric estimation (in Russian) pp. 57-69 Downloads
Victoria Zinde-Walsh
Making econometric reports (in Russian) pp. 71-78 Downloads
Stanislav Anatolyev
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) pp. 79-92 Downloads
Artem Prokhorov
Wage curve: theory and empirics (in Russian) pp. 93-100 Downloads
Andrey Shilov and Joachim Mueller
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