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14
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121
Modeling Financial Return Dynamics via Decomposition
Anatolyev, Stanislav
;
Gospodinov, Nikolay
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10008399653
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122
A Trading Approach to Testing for Predictability
Anatolyev, Stanislav
;
Gerko, Alexander
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10008223079
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123
INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10007742691
Saved in:
124
INSTRUMENTAL VARIABLES ESTIMATION OF HETEROSKEDASTIC LINEAR MODELS USING ALL LAGS OF INSTRUMENTS
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10007749840
Saved in:
125
REDUNDANCY OF LAGGED REGRESSORS REVISITED
Anatolyev, Stanislav
- In:
Econometric theory
23
(
2007
)
2
,
pp. 364-368
Persistent link: https://www.econbiz.de/10007614041
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126
Trade intensity in the Russian stock market: dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
1-3
,
pp. 87-104
Persistent link: https://www.econbiz.de/10007616054
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127
OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY
Anatolyev, Stanislav
- In:
Journal of economic surveys
21
(
2007
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10007616934
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128
Trade intensity in the Russian stock market: dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
2
,
pp. 87-104
Persistent link: https://www.econbiz.de/10007617367
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129
Asymptotic variance under many instruments: Numerical computations
Abutaliev, Albert
;
Anatolyev, Stanislav
- In:
Economics letters
118
(
2013
)
2
,
pp. 272-274
Persistent link: https://www.econbiz.de/10010067617
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130
Instrumental variables estimation and inference in the presence of many exogenous regressors
Anatolyev, Stanislav
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 27-72
Persistent link: https://www.econbiz.de/10010075496
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