Quantile

international econometric journal
in Russian language

AUTHORS: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

Aguirregabiria, Victor. University of Toronto (Toronto, Canada)

Some notes on sample selection models, No.7, September 2009, pp. 21–36

Anatolyev, Stanislav. New Economic School (Moscow, Russia)

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 (Moscow, Russia)

Discrete choice modeling and demand estimation for diapers, No.11, June 2013, pp. 61–74

Arzhenovsky, Sergey. Rostov State Economic University (Rostov-on-Don, Russia)

Socioeconomic determinants of smoking in Russia, No.1, September 2006, pp. 81–100

B

Balaev, Alexey. Higher School of Economics (Moscow, Russia)

Modeling multivariate parametric densities of financial returns, No.9, July 2011, pp. 39–60

Belousov, Sergey. Alfa-Bank (Moscow, Russia)

Volatility modeling with jumps: applications to Russian and American stock markets, No.1, September 2006, pp. 101–110

Bezborodova, Aleksandra. National Bank of the Republic of Belarus (Minsk, Belarus)

Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach, No.13, May 2015, pp. 41–61 (co-authored with Yuri Mihalenok)

Biørn, Erik. University of Oslo (Oslo, Norway)

Estimation of discrete choice and censoring models, No.6, March 2009, pp. 49–57

Burkovskaya, Anastasia. University of California Los Angeles (Los Angeles, USA)

Monetary political business cycles: new democracy setting, No.11, June 2013, pp. 75–90

Bühlmann, Peter. ETH Zürich (Zürich, Switzerland)

Bootstrap schemes for time series, No.3, September 2007, pp. 37–56

C

Cochrane, John. University of Chicago GSB (Chicago, USA)

Prediction and impulse responses in linear systems, No.1, September 2006, pp. 21–26

Corradi, Valentina. University of Warwick (Coventry, United Kingdom)

Bootstrap refinements for GMM based tests, No.3, September 2007, pp. 57–66

Creel, Michael. Universitat Autònoma de Barcelona (Barcelona, Spain)

Some possible pitfalls of parametric inference, No.4, March 2008, pp. 1–6

D

Danilov, Dmitry. Eindhoven University of Technology (Eindhoven, Netherlands)

Some equivalences in linear estimation, No.3, September 2007, pp. 83–90 (co-authored with Jan R. Magnus)

Davidson, Russell. McGill University and CIREQ (Montréal, Canada) and GREQAM (Marseille, France)

Bootstrapping econometric models, No.3, September 2007, pp. 13–36

Demidov, Oleg. Droege & Comp. (Moscow, Russia)

Different indexes for forecasting economic activity in Russia, No.5, September 2008, pp. 83–102

E

Ebbes, Peter. Penn State University (University Park, USA)

A non-technical guide to instrumental variables and regressor–error dependencies, No.2, March 2007, pp. 3–20

Enikolopov, Ruben. New Economic School (Moscow, Russia)

Estimation of treatment effects, No.6, March 2009, pp. 3–14

F

Franguridi, Grigory. New Economic School (Moscow, Russia)

Higher order conditional moment dynamics and forecasting value-at-risk, No.12, February 2014, pp. 69–82

G

Gospodinov, Nikolay. Concordia University (Montréal, Canada)

Asymptotics of near unit roots, No.10, December 2012, pp. 57–71 (co-authored with Stanislav Anatolyev)

Groshev, Oleg. Barclays Capital (Moscow, Russia)

Time varying vine copulas for multivariate returns, No.12, February 2014, pp. 53–67

H

Hill, Jonathan. University of North Carolina (Chapel Hill, USA)

Dependence and stochastic limit theory, No.10, December 2012, pp. 1–31

I

Itskhoki, Oleg. Harvard University (Cambridge, USA) and Central Economics & Mathematics Institute (Moscow, Russia)

Model selection and paradoxes of prediction, No.1, September 2006, pp. 43–51

J

Jones, Callum. New York University (New York, USA)

A practical introduction to DSGE modeling with Dynare, No.12, February 2014, pp. 22–44 (co-authored with Mariano Kulish)

K

Kalnina, Ilze. Université de Montréal (Montréal, Canada)

Estimation of volatility measures using high frequency data, No.13, May 2015, pp. 3–14 (co-authored with Natalia Sizova)

Kartashov, Georgy. Dеutsсhе Ваnk (Moscow, Russia)

Economic growth and institutional quality in resource oriented countries, No.2, March 2007, pp. 141–157

Kheifets, Igor. New Economic School (Moscow, Russia)

Goodness-of-fit testing, No.9, July 2011, pp. 25–34

Kitov, Victor. Moscow State University (Moscow, Russia)

Second order bias in a forecast evaluation statistic, No.6, March 2009, pp. 77–91

Kolokolov, Alexei. Plekhanov Russian University of Economics (Moscow, Russia) and University of Rome “Tor Vergata (Rome, Italy)

Futures hedging: Multivariate GARCH with dynamic conditional correlations, No.9, July 2011, pp. 61–75

Kristensen, Dennis. Columbia University (New York, USA)

Semiparametric modelling and estimation, No.7, September 2009, pp. 53–83

Kuan, Chung-Ming. Academia Sinica (Taipei, Taiwan)

Markov switching model, No.11, June 2013, pp. 13–40

Kulish, Mariano. University of New South Wales (Sydney, Australia)

A practical introduction to DSGE modeling with Dynare, No.12, February 2014, pp. 22–44 (co-authored with Callum Jones)

L

Lapinova, Svetlana. Higher School of Economics (Nizhni Novgorod, Russia)

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 (Moscow, Russia)

Empirical analysis of imperfect competition in the rice market in the Asia-Pacific region, No.11, June 2013, pp. 41–60

M

Magnus, Jan. Tilburg University (Tilburg, Netherlands)

Some equivalences in linear estimation, No.3, September 2007, pp. 83–90 (co-authored with Dmitry Danilov)

Marmer, Vadim. University of British Columbia (Vancouver, Canada)

Linear processes: properties and asymptotic results, No.10, December 2012, pp. 33–56

McCracken, Michael. Federal Reserve Board of Governors (Washington D.C., USA)

Pairwise tests of equal forecast accuracy, No.1, September 2006, pp. 53–62

McFadden, Daniel. University of California–Berkeley (Berkeley, USA)

Semiparametric analysis, No.5, September 2008, pp. 29–40

Mihalenok, Yuri. National Bank of the Republic of Belarus (Minsk, Belarus)

Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach, No.13, May 2015, pp. 41–61 (co-authored with Aleksandra Bezborodova)

Mikusheva, Anna. Massachusetts Institute of Technology (Cambridge, USA)

Estimation of dynamic stochastic general equilibrium models, No.12, February 2014, pp. 1–21

Möller, Joachim. University of Regensburg (Regensburg, Germany)

Wage curve: theory and empirics, No.4, March 2008, pp. 93–100 (co-authored with Andrey Shilov)

Mukhamediyev, Bulat. Al-Farabi Kazakh National University (Almaty, Kazakhstan)

Monetary policy rules of the National Bank of Kazakhstan, No.3, September 2007, pp. 91–106

N

Nazrullaeva, Eugenia. Higher School of Economics (Moscow, Russia)

Measurement of technological progress in Russia, No.5, September 2008, pp. 59–82

Nivorozhkin, Anton. Institute for Employment Research (Nürnberg, Germany)

Regression discontinuity design, No.7, September 2009, pp. 1–8

Newey, Whitney K. Massachusetts Institute of Technology (Cambridge, USA)

Treatment effects, No.6, March 2009, pp. 15–23

O

Obrezkov, Oleg. VRG Investments (Moscow, Russia)

Long range dependence and the purchasing power parity, No.2, March 2007, pp. 131–140

Ozhegov, Evgeniy. Higher School of Economics (Perm, Russia)

Identification in a class of nonparametric simultaneous equation models with sample selection, No.13, May 2015, pp. 15–23

P

Pagan, Adrian. Queensland University of Technology (Brisbane, Australia)

Weak instruments, No.2, March 2007, pp. 71–81

Pobochy, Sergey. International Association of Regional Energy Commissions (Moscow, Russia)

Regulation of the electricity sector in Russia: regional aspects, No.2, March 2007, pp. 107–130 (co-authored with Galina Yudashkina)

Poghosyan, Karen. Central Bank of Armenia (Yerevan, Armenia)

Alternative models for forecasting the key macroeconomic variables in Armenia, No.13, May 2015, pp. 25–39

Pollock, Stephen. Queen Mary College (London, United Kingdom)

Estimation of Structural Econometric Equations, No.2, March 2007, pp. 49–59

Prokhorov, Artem. Concordia University (Montréal, Canada)

Nonlinear dynamics and chaos theory in economics: a historical perspective, No.4, March 2008, pp. 79–92

R

Racine, Jeffrey. McMaster University (Hamilton, Canada)

Nonparametric econometrics: a primer, No.4, March 2008, pp. 7–56

Rafalson, Andrey. Barclays Capital (London, UK)

Bootstrap inference about integrated volatility, No.10, December 2012, pp. 91–108

Rodríguez, Germán. Office of Population Research, Princeton University (Princeton, USA)

Survival models, No.5, September 2008, pp. 1–27

Rossi, Eduardo. Università di Pavia (Pavia, Italy)

Univariate GARCH models: a survey, No.8, July 2010, pp. 1–67

S

Saichev, Alexander. Nizhni Novgorod State University (Nizhni Novgorod, Russia) and Swiss Federal Institute of Technology (Zurich, Switzerland)

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 (Groningen, Netherlands)

Multinomial discrete choice models, No.7, September 2009, pp. 9–19

Shilov, Andrey. University of Regensburg (Regensburg, Germany)

Wage curve: theory and empirics, No.4, March 2008, pp. 93–100 (co-authored with Joachim Möller)

Siliverstovs, Boriss. DIW Berlin (Berlin, Germany)

Modelling Demand for Money in Latvia, No.1, September 2006, pp. 67–79

Sims, Christopher. Princeton University (Princeton, USA)

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

Sizova, Natalia. Rice University (Houston, USA)

Estimation of volatility measures using high frequency data, No.13, May 2015, pp. 3–14 (co-authored with Ilze Kalnina)

Söderlind, Paul. University of St. Gallen (St. Gallen, Switzerland)

Prediction of stock returns, No.1, September 2006, pp. 27–38

T

Tarakanova, Maria. Nizhni Novgorod State University (Nizhni Novgorod, Russia)

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 (Novosibirsk, Russia)

A mini-dictionary of English econometric terminology III, No.12, February 2014, pp. 45–51

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 (Bloomington, USA)

Midwest Econometric Group annual meeting, No.2, March 2007, pp. 99–106

W

Wooldridge, Jeffrey. Michigan State University (East Lansing, USA)

Difference-in-differences estimation, No.6, March 2009, pp. 25–47

Y

Yaskov, Pavel. Moscow State University (Moscow, Russia)

Testing for predictive ability in the presence of structural breaks, No.8, July 2010, pp. 127–135

Yudashkina, Galina. Novosibirsk University of Consumer Cooperation (Novosibirsk, Russia)

Regulation of the electricity sector in Russia: regional aspects, No.2, March 2007, pp. 107–130 (co-authored with Sergey Pobochy)

Z

Zinde-Walsh, Victoria. McGill University (Montréal, Canada)

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

 

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