Search results
- 1.0586917 - NHÚ 2025 RIV US eng J - Journal Article
Adhikari, A. - Anatolyev, Stanislav - Dagaev, D.
Do mistakes provoke new mistakes? Evidence from chess.
IEEE T GAMES. Roč. 16, č. 2 (2024), s. 483-488. ISSN 2475-1502. E-ISSN 2475-1510
Institutional support: RVO:67985998
Keywords : chess * hot hand * mistakes
OECD category: Applied Economics, Econometrics
Impact factor: 2.3, year: 2022
Method of publishing: Limited access
https://doi.org/10.1109/TG.2023.3275710
Permanent Link: https://hdl.handle.net/11104/0354286 - 2.0582611 - NHÚ 2024 RIV NL eng J - Journal Article
Anatolyev, Stanislav - Sølvsten, M.
Testing many restrictions under heteroskedasticity.
Journal of Econometrics. Roč. 236, č. 1 (2023), č. článku 105473. ISSN 0304-4076. E-ISSN 1872-6895
Institutional support: RVO:67985998
Keywords : linear regression * ordinary least squares * many regressors
OECD category: Applied Economics, Econometrics
Impact factor: 6.3, year: 2022
Method of publishing: Limited access
https://doi.org/10.1016/j.jeconom.2023.03.011
Permanent Link: https://hdl.handle.net/11104/0350692 - 3.0568748 - NHÚ 2023 RIV CH eng J - Journal Article
Anatolyev, Stanislav - Mikusheva, A.
Factor models with many assets: strong factors, weak factors, and the two-pass procedure.
Journal of Econometrics. Roč. 229, č. 1 (2022), s. 103-126. ISSN 0304-4076. E-ISSN 1872-6895
Institutional support: RVO:67985998
Keywords : factor models * risk premium * two-pass procedure
OECD category: Applied Economics, Econometrics
Impact factor: 6.3, year: 2022
Method of publishing: Limited access
https://doi.org/10.1016/j.jeconom.2021.01.002
Permanent Link: https://hdl.handle.net/11104/0340010 - 4.0553174 - NHÚ 2022 RIV GB eng J - Journal Article
Anatolyev, Stanislav - Seleznev, S. - Selezneva, Veronika
How does the financial market update beliefs about the real economy? Evidence from the oil market.
Journal of Applied Econometrics. Roč. 36, č. 7 (2021), s. 938-961. ISSN 0883-7252. E-ISSN 1099-1255
Institutional support: RVO:67985998
Keywords : oil market * ultra high frequency data * futures returns
OECD category: Applied Economics, Econometrics
Impact factor: 2.460, year: 2021
Method of publishing: Limited access
https://doi.org/10.1002/jae.2841
Permanent Link: http://hdl.handle.net/11104/0328179 - 5.0553111 - NHÚ 2022 RIV US eng J - Journal Article
Anatolyev, Stanislav - Mikusheva, A.
Limit theorems for factor models.
Econometric Theory. Roč. 37, č. 5 (2021), s. 1034-1074. ISSN 0266-4666. E-ISSN 1469-4360
Institutional support: RVO:67985998
Keywords : central limit theorems * factor models
OECD category: Applied Economics, Econometrics
Impact factor: 1.968, year: 2021
Method of publishing: Limited access
https://doi.org/10.1017/S0266466620000468
Permanent Link: http://hdl.handle.net/11104/0328120 - 6.0540210 - NHÚ 2021 RIV GB eng J - Journal Article
Anatolyev, Stanislav
A ridge to homogeneity for linear models.
Journal of Statistical Computation and Simulation. Roč. 90, č. 13 (2020), s. 2455-2472. ISSN 0094-9655. E-ISSN 1563-5163
Institutional support: RVO:67985998
Keywords : shrinkage * homogeneity restrictions * ridge regression
OECD category: Applied Economics, Econometrics
Impact factor: 1.424, year: 2020
Method of publishing: Limited access
https://doi.org/10.1080/00949655.2020.1779722
Permanent Link: http://hdl.handle.net/11104/0317851 - 7.0519481 - NHÚ 2020 RIV US eng J - Journal Article
Anatolyev, Stanislav - Skolkova, A.
Many instruments: implementation in Stata.
Stata Journal. Roč. 19, č. 4 (2019), s. 849-866. ISSN 1536-867X. E-ISSN 1536-8734
Institutional support: RVO:67985998
Keywords : st0580 * mivreg * instrumental-variables regression
OECD category: Applied Economics, Econometrics
Impact factor: 1.990, year: 2019
Method of publishing: Limited access
https://doi.org/10.1177/1536867X19893627
Permanent Link: http://hdl.handle.net/11104/0304456 - 8.0517859 - NHÚ 2020 RIV GB eng J - Journal Article
Anatolyev, Stanislav
Many instruments and/or regressors: a friendly guide.
Journal of Economic Surveys. Roč. 33, č. 2 (2019), s. 689-726. ISSN 0950-0804. E-ISSN 1467-6419
Institutional support: RVO:67985998
Keywords : alternative asymptotic theory * dimension asymptotics * instrumental variables
OECD category: Applied Economics, Econometrics
Impact factor: 3.126, year: 2019
Method of publishing: Limited access
https://doi.org/10.1111/joes.12295
Permanent Link: http://hdl.handle.net/11104/0303107 - 9.0505006 - NHÚ 2020 RIV PL eng J - Journal Article
Anatolyev, Stanislav
Volatility filtering in estimation of kurtosis (and variance).
Dependence Modeling. Roč. 7, č. 1 (2019), s. 1-23. ISSN 2300-2298
Institutional support: RVO:67985998
Keywords : returns * persistence * thick tails,
OECD category: Applied Economics, Econometrics
Method of publishing: Open access
https://www.degruyter.com/downloadpdf/j/demo.2019.7.issue-1/demo-2019-0001/demo-2019-0001.pdf
Permanent Link: http://hdl.handle.net/11104/0296544 - 10.0504930 - NHÚ 2020 RIV NL eng J - Journal Article
Anatolyev, Stanislav - Baruník, Jozef
Forecasting dynamic return distributions based on ordered binary choice.
International Journal of Forecasting. Roč. 35, č. 3 (2019), s. 823-835. ISSN 0169-2070. E-ISSN 1872-8200
R&D Projects: GA ČR(CZ) GA16-14179S
Institutional support: RVO:67985998 ; RVO:67985556
Keywords : asset returns * predictive distribution * conditional probability
OECD category: Applied Economics, Econometrics
Impact factor: 2.825, year: 2019
Method of publishing: Limited access
http://dx.doi.org/10.1016/j.ijforecast.2019.01.005
Permanent Link: http://hdl.handle.net/11104/0296463