Access Statistics for Andrey L. Vasnev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 2 5 1 2 4 30
Combining simple multivariate HAR-like models for portfolio construction 0 0 3 9 3 4 13 16
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 1 1 2 76
Flexible global forecast combinations 0 0 0 14 1 1 6 21
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 1 2 45
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 1 1 43
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 0 1 2 80
Forecast combination puzzle in the HAR model 0 0 0 129 1 8 50 217
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 0 44 1 1 2 49
Global combinations of expert forecasts 0 0 0 23 0 1 3 19
High Moment Constraints for Predictive Density Combination 0 0 1 14 0 0 3 26
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 1 1 10
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 0 0 1 79
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 3 3 6
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 0 0 45
Local sensitivity in econometrics 0 0 1 4 0 1 3 15
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 1 1 2 42
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 1 4 7
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 1 4 6 39
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 2 20
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 1 1 5 38 2 2 11 92
Survival Analysis for Credit Scoring: Incidence and Latency 0 1 1 28 0 1 1 102
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 1 2 4 189
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 4 4 6 53
The role of data and priors in estimating climate sensitivity 1 1 2 3 1 2 6 14
The role of data and priors in estimating climate sensitivity 1 1 1 1 2 2 5 6
Too similar to combine? On negative weights in forecast combination 0 0 0 27 0 2 5 38
Total Working Papers 3 4 16 688 20 48 148 1,379

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Combination Method for Averaging OLS and GLS Estimators 0 0 0 11 0 1 2 51
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 2 3 4 29
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 0 1 3 38
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 1 2 2 3 5 10 11
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 1 1 3 22
Flexible global forecast combinations 0 0 1 3 3 5 13 18
Forecast combination for U.S. recessions with real-time data 0 0 0 12 1 3 5 62
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 1 2 13 3 5 10 62
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 1 2 51
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 1 2 6 40
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 1 1 3 36
Local sensitivity and diagnostic tests 0 0 0 49 0 0 1 366
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 8 0 0 4 43
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 0 2 7 74
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 1 4 4 4
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 1 8 0 0 5 29
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 0 2 2 6
Optimal selection of expert forecasts with integer programming 0 0 0 9 0 1 9 47
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 1 1 4 7 3 4 11 27
Sensitivity of GLS estimators in random effects models 0 0 1 19 0 3 8 145
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 0 1 139
Too similar to combine? On negative weights in forecast combination 0 0 0 6 0 2 9 30
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 1 82
Total Journal Articles 1 3 12 237 19 46 123 1,412

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Statistics updated 2025-12-06