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1
Multi-market direction-of-change modeling using dependence ratios
Anatolyev, Stanislav
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513594
Saved in:
2
Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav
- In:
Economics letters
203
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607362
Saved in:
3
Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav
- In:
Economics letters
169
(
2018
),
pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
Saved in:
4
Testing for a functional form of mean regression in a fully parametric environment
Anatolyev, Stanislav
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012023003
Saved in:
5
Semiparametric estimation and variable selection for single‐index copula models
Anatolyev, Stanislav
;
Hafner, Christian M.
;
Liu, Guannan
; …
- In:
Journal of Applied Econometrics
36
(
2021
)
7
,
pp. 962-988
Persistent link: https://www.econbiz.de/10012535494
Saved in:
6
How does the financial market update beliefs about the real economy? Evidence from the oil market
Anatolyev, Stanislav
;
Seleznev, Sergei
;
Selezneva, Veronika
- In:
Journal of Applied Econometrics
36
(
2021
)
7
,
pp. 938-961
Persistent link: https://www.econbiz.de/10012632822
Saved in:
7
Directional news impact curve
Anatolyev, Stanislav
- In:
Journal of Forecasting
40
(
2020
)
1
,
pp. 94-107
Persistent link: https://www.econbiz.de/10012272984
Saved in:
8
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE
Anatolyev, Stanislav
- In:
Journal of Economic Surveys
33
(
2018
)
2
,
pp. 689-726
Persistent link: https://www.econbiz.de/10012094130
Saved in:
9
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
10
Sequential testing with uniformly distributed size
Anatolyev, Stanislav
;
Kosenok, Grigory
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011898018
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