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 1 2 5 0 1 3 28
Combining simple multivariate HAR-like models for portfolio construction 1 1 8 8 2 5 11 11
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 1 66 0 0 4 75
Flexible global forecast combinations 0 0 0 14 0 2 5 20
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 0 1 44
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 0 0 42
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 0 0 1 78
Forecast combination puzzle in the HAR model 0 0 1 129 2 8 51 191
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 0 44 0 0 2 48
Global combinations of expert forecasts 0 0 0 23 0 1 3 18
High Moment Constraints for Predictive Density Combination 1 1 2 14 1 2 5 25
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 0 0 9
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 0 0 0 78
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 0 0 45
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 0 0 3
Local sensitivity in econometrics 0 0 2 4 0 0 2 13
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 0 1 41
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 0 1 4
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 0 2 34
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 0 0 18
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 1 3 35 1 3 6 85
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 0 27 0 0 0 101
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 0 0 1 186
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 0 0 3 48
The role of data and priors in estimating climate sensitivity 0 0 0 0 0 0 3 3
The role of data and priors in estimating climate sensitivity 0 1 2 2 0 2 9 11
Too similar to combine? On negative weights in forecast combination 0 0 0 27 0 0 3 36
Total Working Papers 2 5 21 681 6 24 117 1,295

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 0 0 49
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 1 7 0 0 3 26
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 0 0 2 36
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 0 1 1 0 0 4 4
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 0 3 21
Flexible global forecast combinations 0 0 3 3 0 1 9 9
Forecast combination for U.S. recessions with real-time data 0 0 0 12 0 0 1 58
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 1 3 12 0 2 5 54
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 0 4 50
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 0 1 4 37
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 0 3 35
Local sensitivity and diagnostic tests 0 0 0 49 0 0 3 366
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 7 0 0 2 40
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 1 1 5 72
Mixed interval realized variance: A robust estimator of stock price volatility 1 1 1 8 2 2 7 29
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 0 0 1 4
Optimal selection of expert forecasts with integer programming 0 0 1 9 0 2 9 46
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 0 3 1 1 2 17
Sensitivity of GLS estimators in random effects models 0 1 1 19 0 1 5 142
The forecast combination puzzle: A simple theoretical explanation 0 0 1 17 0 0 4 139
Too similar to combine? On negative weights in forecast combination 0 0 0 6 1 1 5 26
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 3 82
Total Journal Articles 1 3 13 230 5 12 84 1,342

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Statistics updated 2025-06-06