معرفی
Stanislav Anatolyev serves as Full Professor of Economics at the New Economic School (NES) since 2009 and holds an Associate Professor position at CERGE-EI in Prague. Affiliated with NES since 2000, he teaches advanced econometrics courses including Econometrics 3, Applied Time Series Econometrics, and Selected Chapters in Econometrics.
Education
- PhD in Economics, University of Wisconsin-Madison (2000)
- MSc in Economics, New Economic School (1995)
- Specialist Diploma in Applied Mathematics, Moscow Institute of Physics and Technology (1992)
Research Focus: Professor Anatolyev's work centers on econometric theory with expertise in method of moments, time series modeling, and high-dimensional data analysis. His contributions span theoretical developments in factor models, volatility estimation, and instrumental variables methods, alongside practical applications in financial econometrics and portfolio optimization. He maintains active research collaborations across international institutions.
Publication Trends: Recent work demonstrates increasing emphasis on ultra-high-dimensional econometrics, with significant contributions to copula-based portfolio allocation, many-instrument regressions, and financial market belief updating mechanisms. His publications bridge theoretical rigor with empirical applications, frequently appearing in top econometrics journals including Journal of Econometrics and Econometric Theory.
Awards
- Econometric Theory Multa Scripsit Award (2022) for exceptional scholarly output
Academic Leadership: As founding Editor-in-Chief of the Russian-language journal Quantile since 2006, he has fostered econometric research dissemination in Eastern Europe. His co-authored textbook Methods for Estimation and Inference in Modern Econometrics serves as a key reference in graduate econometrics education.
Professional Activities: Regularly presents at international conferences and serves as referee for leading econometrics journals, maintaining active engagement with the global econometrics community through seminar presentations and collaborative research projects.
