international econometric journal
in Russian language
Aguirregabiria, Victor. University of
Toronto (
Some notes on
sample selection models, No.7, September 2009, pp. 21–36
Anatolyev,
Stanislav. New Economic
School (
Objects of
nonstructural time series modeling, No.11, June 2013,
pp. 1–11
Asymptotics
of near unit roots, No.10, December 2012, pp. 57–71
(co-authored with Nikolay Gospodinov)
Nonparametric
regression, No.7, September 2009, pp. 37–52
Where to find
data on the Web? No.6, March 2009, pp. 59–71 (co-authored
with Alexander Tsyplakov)
Review of
English textbooks in time series analysis,
No.5, September 2008, pp. 49–55
Making
econometric reports, No.4, March 2008, pp. 71–78
The basics of
bootstrapping, No.3, September 2007, pp. 1–12
Review of
English textbooks in econometrics, No.3, September
2007, pp. 73–82
Optimal
instruments, No.2, March 2007, pp. 61–69
Testing for
predictability, No.1, September 2006, pp. 39–42
Anikina, Anna. New Economic
School (
Discrete
choice modeling and demand estimation for diapers, No.11,
June 2013, pp. 61–74
Arzhenovsky, Sergey. Rostov State
Economic University (
Socioeconomic
determinants of smoking in Russia, No.1, September
2006, pp. 81–100
Balaev, Alexey. Higher School of Economics (
Modeling multivariate
parametric densities of financial returns,
No.9, July 2011, pp. 39–60
Belousov, Sergey. Alfa-Bank (
Volatility
modeling with jumps: applications to Russian and American stock markets,
No.1, September 2006, pp. 101–110
Biørn,
Erik. University of
Oslo (
Estimation of
discrete choice and censoring models, No.6, March
2009, pp. 49–57
Burkovskaya, Anastasia. University of
California Los Angeles
(
Monetary
political business cycles: new democracy setting, No.11,
June 2013, pp. 75–90
Bühlmann,
Peter. ETH Zürich (
Bootstrap
schemes for time series, No.3, September 2007, pp. 37–56
Cochrane, John. University of Chicago GSB (
Prediction
and impulse responses in linear systems, No.1, September
2006, pp. 21–26
Corradi, Valentina. University of Warwick (
Bootstrap
refinements for GMM based tests, No.3, September
2007, pp. 57–66
Creel,
Michael. Universitat Autònoma de
Barcelona (
Some possible
pitfalls of parametric inference, No.4, March
2008, pp. 1–6
Danilov, Dmitry. Eindhoven University of Technology (
Some
equivalences in linear estimation, No.3, September
2007, pp. 83–90 (co-authored with Jan R. Magnus)
Davidson, Russell. McGill University and CIREQ (
Bootstrapping
econometric models, No.3, September 2007, pp. 13–36
Demidov, Oleg. Droege & Comp. (
Different
indexes for forecasting economic activity in Russia,
No.5, September 2008, pp. 83–102
Ebbes, Peter. Penn State University (
A
non-technical guide to instrumental variables and regressor–error dependencies,
No.2, March 2007, pp. 3–20
Enikolopov, Ruben. New Economic
School (
Estimation of
treatment effects, No.6, March 2009, pp. 3–14
Gospodinov,
Nikolay. Concordia University (
Asymptotics
of near unit roots, No.10, December 2012, pp. 57–71
(co-authored with Stanislav Anatolyev)
Hill,
Jonathan. University of North Carolina (
Dependence
and stochastic limit theory, No.10, December
2012, pp. 1–31
Itskhoki, Oleg. Harvard University (
Model
selection and paradoxes of prediction, No.1, September
2006, pp. 43–51
Kartashov, Georgy. Dеutsсhе Ваnk (
Economic
growth and institutional quality in resource oriented countries, No.2,
March 2007, pp. 141–157
Kheifets, Igor.
New Economic School (
Goodness-of-fit
testing, No.9, July 2011, pp. 25–34
Kitov, Victor. Moscow State University (
Second order
bias in a forecast evaluation statistic, No.6, March
2009, pp. 77–91
Kolokolov, Alexei. Plekhanov Russian University of Economics (
Futures
hedging: Multivariate GARCH with dynamic conditional correlations,
No.9, July 2011, pp. 61–75
Kristensen,
Dennis. Columbia
University (
Semiparametric
modelling and estimation, No.7, September
2009, pp. 53–83
Kuan, Chung-Ming.
Academia Sinica (
Markov switching
model, No.11, June 2013, pp. 13–40
Lapinova, Svetlana. Higher School
of Economics (
Volatility
estimation based on extremes of the bridge,
No.10, December 2012, pp. 73–90 (co-authored with Alexander Saichev and Maria
Tarakanova)
Lipin, Andrey. Eurasian
Economic Commission (
Empirical
analysis of imperfect competition in the rice market in the Asia-Pacific region, No.11,
June 2013, pp. 41–60
Magnus, Jan. Tilburg
University (
Some
equivalences in linear estimation, No.3, September
2007, pp. 83–90 (co-authored with Dmitry Danilov)
Marmer, Vadim. University of
British Columbia (
Linear
processes: properties and asymptotic results,
No.10, December 2012, pp. 33–56
McCracken, Michael. Federal Reserve Board of Governors (
Pairwise
tests of equal forecast accuracy, No.1, September
2006, pp. 53–62
McFadden,
Daniel, University of California–Berkeley (
Semiparametric
analysis, No.5, September 2008, pp. 29–40
Möller, Joachim. University of Regensburg (
Wage curve:
theory and empirics, No.4, March 2008, pp. 93–100
(co-authored with Andrey Shilov)
Mukhamediyev, Bulat. Al-Farabi Kazakh National University (
Monetary
policy rules of the National Bank of Kazakhstan,
No.3, September 2007, pp. 91–106
Nazrullaeva,
Eugenia. Higher School of Economics (
Measurement
of technological progress in Russia, No.5, September
2008, pp. 59–82
Nivorozhkin, Anton. Institute for Employment Research (
Regression
discontinuity design, No.7, September 2009, pp. 1–8
Newey, Whitney K.
Massachusetts Institute of Technology (
Treatment
effects, No.6, March 2009, pp. 15–23
Obrezkov,
Oleg. VRG Investments
(
Long range
dependence and the purchasing power parity,
No.2, March 2007, pp. 131–140
Pagan, Adrian. Queensland
University of Technology (
Weak
instruments, No.2, March 2007, pp. 71–81
Pobochy, Sergey. International Association of Regional
Energy Commissions (
Regulation of
the electricity sector in Russia: regional aspects,
No.2, March 2007, pp. 107–130 (co-authored with Galina Yudashkina)
Pollock,
Stephen. Queen Mary
College (
Estimation of
Structural Econometric Equations, No.2, March
2007, pp. 49–59
Prokhorov,
Artem. Concordia University (
Nonlinear dynamics
and chaos theory in economics: a historical perspective,
No.4, March 2008, pp. 79–92
Racine, Jeffrey.
McMaster University (
Nonparametric
econometrics: a primer, No.4, March 2008, pp. 7–56
Rafalson, Andrey. Barclays
Capital (
Bootstrap
inference about integrated volatility, No.10, December
2012, pp. 91–108
Rodríguez,
Germán.
Office of Population Research, Princeton
University (
Survival
models, No.5, September 2008, pp. 1–27
Rossi, Eduardo. Università di Pavia (
Univariate
GARCH models: a survey, No.8, July 2010, pp. 1–67
Saichev, Alexander. Nizhni Novgorod State University (
Volatility
estimation based on extremes of the bridge,
No.10, December 2012, pp. 73–90 (co-authored with Svetlana Lapinova and Maria
Tarakanova)
Sándor, Zsolt. University of
Groningen (
Multinomial
discrete choice models, No.7, September 2009, pp. 9–19
Shilov, Andrey. University of
Regensburg
(
Wage curve:
theory and empirics, No.4, March 2008, pp. 93–100
(co-authored with Joachim Möller)
Siliverstovs, Boriss. DIW Berlin (
Modelling
Demand for Money in Latvia, No.1, September
2006, pp. 67–79
Sims,
Christopher.
Princeton University (
Thinking
about instrumental variables, No.2, March
2007, pp. 83–94
Sinyakov, Andrey. Sberbank of Russia (Moscow, Russia)
Declared and
actual policy of the Russian Central Bank in 2000–2008: how large is the
difference?, No.11, June 2013, pp. 91–106
Söderlind, Paul. University of St. Gallen (
Prediction of
stock returns, No.1, September 2006, pp. 27–38
Tarakanova, Maria. Nizhni Novgorod State University
(
Volatility
estimation based on extremes of the bridge,
No.10, December 2012, pp. 73–90 (co-authored with Svetlana Lapinova and
Alexander Saichev)
Tsyplakov,
Alexander. Novosibirsk State University (
An
introduction to state space modeling, No.9, July
2011, pp. 1–24
Revealing the
arcane: an introduction to the art of stochastic volatility models,
No.8, July 2010, pp. 69–122
Where to find
data on the Web? No.6, March 2009, pp. 59–71 (co-authored
with Stanislav Anatolyev)
A
mini-dictionary of English econometric terminology II,
No.5, September 2008, pp. 41–48
A
mini-dictionary of English econometric terminology I,
No.3, September 2007, pp. 67–72
A guide to
the world of instruments, No.2, March 2007,
pp. 21–47
Introduction
to prediction in classical time series models,
No.1, September 2006, pp. 39–42
Tyurin,
Konstantin.
Indiana University (
Midwest
Econometric Group annual meeting, No.2, March
2007, pp. 99–106
Wooldridge, Jeffrey. Michigan State University (
Difference-in-differences
estimation, No.6, March 2009, pp. 25–47
Yaskov, Pavel. Moscow State University (
Testing for
predictive ability in the presence of structural breaks, No.8,
July 2010, pp. 127–135
Yudashkina, Galina. Novosibirsk University of Consumer Cooperation (
Regulation of
the electricity sector in Russia: regional aspects,
No.2, March 2007, pp. 107–130 (co-authored with Sergey Pobochy)
Zinde-Walsh, Victoria. McGill University (
Consequences
of lack of smoothness in nonparametric estimation, No.4,
March 2008, pp. 57–69
Canadian
Econometric Study Group annual meeting, No.2, March
2007, pp. 95–97
UK
Econometric Study Group annual meeting, No.1, September
2006, pp. 63–65