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Content
2019, Issue 14
- 1-20 Undergraduate econometrics instruction: through our classes, darkly (in Russian)
by Joshua D. Angrist & Jorn-Steffen Pischke - 21-33 Econometrics in Russian regional universities: evidence from a survey of the Yegor Gaidar Foundation (in Russian)
by Aleksey Oshchepkov & Tatyana Trofimova & Natalya Yablonskene - 35-43 Statistical training of economists in Russian universities: experience from realization of educational programs (in Russian)
by Vladimir Mkhitarian & Viacheslav Sirotin - 45-52 Basics of quasi- and pseudo-likelihood theories (in Russian)
by Stanislav Anatolyev - 53-62 GRP and environmental pollution in Russian regions: spatial econometric analysis (in Russian)
by Vera Ivanova - 63-81 Do spatial structures yield better volatility forecasts? (in Russian)
by Stanislav Anatolyev & Stanislav Khrapov - 83-95 Volatility spillovers with spatial effects in the oil and gas market (in Russian)
by Efrosiniya Karatetskaya & Valeriya Lakshina
2015, Issue 13
- 3-14 Estimation of volatility measures using high frequency data (in Russian)
by Ilze Kalnina & Natalia Sizova - 15-23 Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)
by Evgeniy Ozhegov - 25-39 Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)
by Karen Poghosyan - 41-61 Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)
by Aleksandra Bezborodova & Yuri Mihalenok
2014, Issue 12
- 1-21 Estimation of dynamic stochastic general equilibrium models (in Russian)
by Anna Mikusheva - 23-44 A practical introduction to DSGE modeling with Dynare (in Russian)
by Callum Jones & Mariano Kulish - 45-51 A mini-dictionary of English econometric terminology III (in Russian)
by Alexander Tsyplakov - 53-67 Time varying vine copulas for multivariate returns (in Russian)
by Oleg Groshev - 69-82 Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
by Grigory Franguridi
2013, Issue 11
- 1-12 Objects of nonstructural time series modeling (in Russian)
by Stanislav Anatolyev - 13-40 Markov switching model (in Russian)
by Chung-Ming Kuan - 41-60 Empirical analysis of imperfect competition in the rice market in the Asia-Pacific region (in Russian)
by Andrey Lipin - 61-74 Discrete choice modeling and demand estimation for diapers (in Russian)
by Anna Anikina - 75-90 Monetary political business cycles: new democracy setting (in Russian)
by Anastasia Burkovskaya - 91-106 Declared and actual policy of the Russian Central Bank in 2000–2008: how large is the difference? (in Russian)
by Andrey Sinyakov
2012, Issue 10
- 1-31 Dependence and stochastic limit theory (in Russian)
by Jonathan Hill - 33-56 Linear processes: properties and asymptotic results (in Russian)
by Vadim Marmer - 57-71 Asymptotics of near unit roots (in Russian)
by Stanislav Anatolyev & Nikolay Gospodinov - 73-90 Volatility estimation based on extremes of the bridge (in Russian)
by Svetlana Lapinova & Alexander Saichev & Maria Tarakanova - 91-108 Bootstrap inference about integrated volatility (in Russian)
by Andrey Rafalson
2011, Issue 9
- 1-24 An introduction to state space modeling (in Russian)
by Alexander Tsyplakov - 25-34 Goodness-of-fit testing (in Russian)
by Igor Kheifets - 39-60 Modeling multivariate parametric densities of financial returns (in Russian)
by Alexey Balaev - 61-75 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
by Alexei Kolokolov
2010, Issue 8
- 1-67 Univariate GARCH models: a survey (in Russian)
by Eduardo Rossi - 69-122 Revealing the arcane: an introduction to the art of stochastic volatility models (in Russian)
by Alexander Tsyplakov - 127-135 Testing for predictive ability in the presence of structural breaks (in Russian)
by Pavel Yaskov
2009, Issue 7
- 1-8 Regression discontinuity design (in Russian)
by Anton Nivorozhkin - 9-19 Multinomial discrete choice models (in Russian)
by Zsolt Sandor - 21-36 Some notes on sample selection models (in Russian)
by Victor Aguirregabiria - 37-52 Nonparametric regression (in Russian)
by Stanislav Anatolyev - 53-83 Semiparametric modelling and estimation (in Russian)
by Dennis Kristensen
2009, Issue 6
- 3-14 Estimation of treatment effects (in Russian)
by Ruben Enikolopov - 15-23 Treatment effects (in Russian)
by Whitney K. Newey - 25-47 Difference-in-differences estimation (in Russian)
by Jeffrey M. Wooldridge - 49-57 Estimation of discrete choice and censoring models (in Russian)
by Erik Biorn - 59-71 Where to find data on the Web? (in Russian)
by Stanislav Anatolyev & Alexander Tsyplakov - 77-91 Second order bias in a forecast evaluation statistic (in Russian)
by Victor Kitov
2008, Issue 5
- 1-27 Survival models (in Russian)
by German Rodriguez - 29-40 Semiparametric analysis (in Russian)
by Daniel McFadden - 41-48 A mini-dictionary of English econometric terminology II (in Russian)
by Alexander Tsyplakov - 49-55 Review of English textbooks in time series analysis (in Russian)
by Stanislav Anatolyev - 59-82 Measurement of technological progress in Russia (in Russian)
by Eugenia Nazrullaeva - 83-102 Different indexes for forecasting economic activity in Russia (in Russian)
by Oleg Demidov
2008, Issue 4
- 1-6 Some possible pitfalls of parametric inference (in Russian)
by Michael Creel - 7-56 Nonparametric econometrics: a primer (in Russian)
by Jeffrey Racine - 57-69 Consequences of lack of smoothness in nonparametric estimation (in Russian)
by Victoria Zinde-Walsh - 71-78 Making econometric reports (in Russian)
by Stanislav Anatolyev - 79-92 Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian)
by Artem Prokhorov - 93-100 Wage curve: theory and empirics (in Russian)
by Andrey Shilov & Joachim Mueller
2007, Issue 3
- 1-12 The basics of bootstrapping (in Russian)
by Stanislav Anatolyev - 13-36 Bootstrapping econometric models (in Russian)
by Russell Davidson - 37-56 Bootstrap schemes for time series (in Russian)
by Peter Buhlmann - 57-66 Bootstrap refinements for GMM based tests (in Russian)
by Valentina Corradi - 67-72 A mini-dictionary of English econometric terminology I (in Russian)
by Alexander Tsyplakov - 73-82 Review of English textbooks in econometrics (in Russian)
by Stanislav Anatolyev - 83-90 Some equivalences in linear estimation (in Russian)
by Dmitry Danilov & Jan R. Magnus - 91-106 Monetary policy rules of the National Bank of Kazakhstan (in Russian)
by Bulat Mukhamediyev
2007, Issue 2
- 3-20 A non-technical guide to instrumental variables and regressor-error dependencies (in Russian)
by Peter Ebbes - 21-47 A guide to the world of instruments (in Russian)
by Alexander Tsyplakov - 49-59 Estimation of structural econometric equations (in Russian)
by Stephen Pollock - 61-69 Optimal instruments (in Russian)
by Stanislav Anatolyev - 71-81 Weak instruments (in Russian)
by Adrian Pagan - 83-94 Thinking about instrumental variables (in Russian)
by Christopher A. Sims - 95-97 Canadian Econometric Study Group annual meeting (in Russian)
by Victoria Zinde-Walsh - 99-106 Midwest Econometric Group annual meeting (in Russian)
by Konstantin Tyurin - 107-130 Regulation of the electricity sector in Russia: regional aspects (in Russian)
by Galina Yudashkina & Sergey Pobochy - 131-140 Long range dependence and the purchasing power parity (in Russian)
by Oleg Obrezkov - 141-157 Economic growth and institutional quality in resource oriented countries (in Russian)
by Georgy Kartashov
2006, Issue 1
- 3-19 Introduction to prediction in classical time series models (in Russian)
by Alexander Tsyplakov - 21-26 Prediction and impulse responses in linear systems (in Russian)
by John Cochrane - 27-38 Prediction of stock returns (in Russian)
by Paul Soderlind - 39-42 Testing for predictability (in Russian)
by Stanislav Anatolyev - 43-51 Model selection and paradoxes of prediction (in Russian)
by Oleg Itskhoki - 53-62 Pairwise tests of equal forecast accuracy (in Russian)
by Michael McCracken - 63-65 UK Econometric Study Group annual meeting (in Russian)
by Victoria Zinde-Walsh - 67-79 Modelling Demand for Money in Latvia (in Russian)
by Boriss Siliverstovs - 81-100 Socioeconomic determinants of smoking in Russia (in Russian)
by Sergey Arzhenovsky - 101-110 Volatility modeling with jumps: applications to Russian and American stock markets (in Russian)
by Sergey Belousov