Books · Search
Mathematical statistics · Methodology
Methods for estimation and inference in modern econometrics
2011
Problems, exercises · Econometrics
Intermediate and advanced econometrics
2005
Money market · Forecasting
Dynamics and predictability in Russian financial markets
2004
Econometrics · Moment spaces
Three essays on econometrics of moment conditions in time series
Stocks · Prices
A ten-year retrospection of the behavior of Russian stock returns