Applied Econometrics

2006 - 2025

Current editor(s): Anatoly Peresetsky

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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 Liudmila 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

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 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

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: 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: 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

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 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

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

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 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

Scientometric approach to nanotechnology pp. 3-12: Alexander Terekhov
An approach to ratings mapping pp. 13-40: Sergey Aivazian, Sergey Golovan, Alexandr 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

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