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 (
Basics of
quasi- and pseudo-likelihood theories,
No.14, June 2019, pp. 45–52
Do spatial
structures yield better volatility forecasts?, No.14, June 2019, pp. 63–81 (co-authored with Stanislav Khrapov)
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
Angrist,
Joshua D. Massachusetts Institute of Technology (Cambridge, USA)
Undergraduate
econometrics instruction: through our classes, darkly, No.14, June 2019, pp. 1–20 (co-authored with Jörn-Steffen
Pischke)
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
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 (
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
Franguridi, Grigory. New Economic School (Moscow, Russia)
Higher order
conditional moment dynamics and forecasting value-at-risk, No.12, February 2014, pp. 69–82
Gospodinov, Nikolay. Concordia
University (
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
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
Ivanova, Vera. Higher School of Economics (Saint Petersburg, Russia)
GRP and
environmental pollution in Russian regions: spatial econometric analysis, No.14, June 2019, pp. 53–62
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)
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)
Karatetskaya, Efrosiniya. Higher School of Economics (
Volatility
spillovers with spatial effects in the oil and gas market, No.14, June 2019, pp. 83–95 (co-authored with Valeriya
Lakshina)
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
Khrapov, Stanislav. Schenker AG (Frankfurt am
Main, Germany)
Do spatial
structures yield better volatility forecasts?, No.14, June 2019, pp. 63–81 (co-authored with Stanislav Anatolyev)
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
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)
Lakshina, Valeriya. Higher School
of Economics (
Volatility
spillovers with spatial effects in the oil and gas market, No.14, June 2019, pp. 83–95 (co-authored with Efrosiniya
Karatetskaya)
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
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
Mkhitarian, Vladimir. Higher School of Economics (
Statistical
training of economists in Russian universities: experience from realization of
educational programs, No.14, June 2019, pp.
35–43 (co-authored with Viacheslav Sirotin)
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
Oshchepkov, Aleksey. Higher School of Economics (
Econometrics
in Russian regional universities: evidence from a survey of the Yegor Gaidar Foundation, No.14, June 2019, pp. 21–33 (co-authored with Tatyana Trofimova and Natalya Yablonskene)
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
Pagan, Adrian. Queensland
University of Technology (
Weak
instruments, No.2, March 2007, pp. 71–81
Pischke, Jörn-Steffen. London School of Economics (London, United Kingdom)
Undergraduate
econometrics instruction: through our classes, darkly, No.14, June 2019, pp. 1–20 (co-authored with Joshua D. Angrist)
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)
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 (
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
Sirotin, Viacheslav. Higher School of Economics (
Statistical
training of economists in Russian universities: experience from realization of
educational programs, No.14, June 2019, pp.
35–43 (co-authored with Vladimir Mkhitarian)
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 (
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)
Trofimova, Tatyana. Yegor Gaidar Foundation (Moscow, Russia)
Econometrics
in Russian regional universities: evidence from a survey of the Yegor Gaidar Foundation, No.14, June 2019, pp. 21–33 (co-authored with Aleksey Oshchepkov and Natalya Yablonskene)
Tsyplakov, Alexander. Novosibirsk State University (
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 (
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
Yablonskene, Natalya. Yegor Gaidar Foundation (Moscow, Russia)
Econometrics
in Russian regional universities: evidence from a survey of the Yegor Gaidar Foundation, No.14, June 2019, pp. 21–33 (co-authored with Aleksey Oshchepkov and Tatyana Trofimova)
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