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Stanislav Anatolyev

Global rank #2396 97%

Institution: New Economic School (NES)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://pages.nes.ru/sanatoly/

First Publication: 1999

Most Recent: 2024

RePEc ID: pan48 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 2.68 0.00 8.21
Last 10 Years 0.00 2.01 4.69 0.00 12.23
All Time 0.00 4.02 17.76 0.00 37.20

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 44.77

Publications (30)

Year Article Journal Tier Authors
2024 Off-diagonal elements of projection matrices and dimension asymptotics Economics Letters C 2
2023 Testing many restrictions under heteroskedasticity Journal of Econometrics A 2
2022 Copula shrinkage and portfolio allocation in ultra-high dimensions Journal of Economic Dynamics and Control B 2
2022 Factor models with many assets: Strong factors, weak factors, and the two-pass procedure Journal of Econometrics A 2
2021 LIMIT THEOREMS FOR FACTOR MODELS Econometric Theory B 2
2021 Mallows criterion for heteroskedastic linear regressions with many regressors Economics Letters C 1
2021 How does the financial market update beliefs about the real economy? Evidence from the oil market Journal of Applied Econometrics B 3
2019 MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE Journal of Economic Surveys C 1
2019 Forecasting dynamic return distributions based on ordered binary choice International Journal of Forecasting B 2
2018 Almost unbiased variance estimation in linear regressions with many covariates Economics Letters C 1
2017 ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS Econometric Theory B 2
2015 Missing mean does no harm to volatility! Economics Letters C 2
2014 An algorithm for constructing high dimensional distributions from distributions of lower dimension Economics Letters C 3
2013 Asymptotic variance under many instruments: Numerical computations Economics Letters C 2
2012 ANOTHER NUMERICAL METHOD OF FINDING CRITICAL VALUES FOR THE ANDREWS STABILITY TEST Econometric Theory B 2
2012 Inference in regression models with many regressors Journal of Econometrics A 1
2011 SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS Econometric Theory B 2
2009 Dynamic modeling under linear-exponential loss Economic Modeling C 1
2009 Tests in contingency tables as regression tests Economics Letters C 2
2008 Method-of-moments estimation and choice of instruments: Numerical computations Economics Letters C 1
2007 OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY Journal of Economic Surveys C 1
2007 REDUNDANCY OF LAGGED REGRESSORS REVISITED Econometric Theory B 1
2006 Kernel estimation under linear-exponential loss Economics Letters C 1
2005 AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS Econometric Theory B 2
2004 Inference when a nuisance parameter is weakly identified under the null hypothesis Economics Letters C 1
2003 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Econometric Theory B 1
2003 THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS Econometric Theory B 1
2003 02.5.2. Durbin–Watson Statistic and Random Individual Effects Econometric Theory B 1
2003 02.6.2. Autoregression and Redundant Instruments—Solution Econometric Theory B 1
1999 Nonparametric estimation of nonlinear rational expectation models Economics Letters C 1