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 0 5 0 4 17 45
Combining simple multivariate HAR-like models for portfolio construction 0 1 1 10 0 3 12 24
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 0 2 7 82
Corrected Forecast Combinations 0 0 17 17 0 5 8 8
Flexible global forecast combinations 0 0 0 14 0 4 11 31
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 3 7 49
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 2 7 51
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 0 3 8 86
Forecast combination puzzle in the HAR model 0 0 0 129 2 6 43 238
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 1 45 3 3 8 56
Global combinations of expert forecasts 0 1 1 24 0 2 15 33
High Moment Constraints for Predictive Density Combination 0 1 1 15 0 3 7 32
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 0 3 15 93
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 5 8 17
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 2 9 54
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 3 13 16
Local sensitivity in econometrics 0 0 0 4 0 1 4 17
More information, less precision: meta-analysis through random effects 0 0 3 3 0 1 7 7
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 1 4 45
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 1 7 11
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 0 13 47
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 8 26
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 1 1 4 39 1 3 17 104
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 1 28 0 1 3 104
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 1 2 13 199
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 2 6 17 66
The role of data and priors in estimating climate sensitivity 0 1 2 2 0 3 13 16
The role of data and priors in estimating climate sensitivity 0 0 1 3 0 2 13 24
Too similar to combine? On negative weights in forecast combination 0 0 0 27 2 7 13 49
Total Working Papers 1 5 32 714 11 82 327 1,630

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 2 8 57
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 1 2 58 84
A note on the estimation of optimal weights for density forecast combinations 0 1 1 12 0 5 11 48
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 1 2 3 0 5 22 27
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 3 8 29
Flexible global forecast combinations 0 0 0 3 0 5 20 30
Forecast combination for U.S. recessions with real-time data 0 0 0 12 0 3 11 69
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 2 14 0 1 13 68
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 0 6 56
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 1 3 10 48
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 2 11 46
Local sensitivity and diagnostic tests 0 0 0 49 1 7 13 379
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 8 1 3 8 48
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 0 7 26 98
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 0 3 12 12
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 1 9 0 2 8 37
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 0 0 4 8
Optimal selection of expert forecasts with integer programming 0 0 0 9 0 1 14 60
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 1 7 0 1 13 35
Sensitivity of GLS estimators in random effects models 0 0 0 19 2 7 18 160
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 2 8 10 149
Too similar to combine? On negative weights in forecast combination 1 2 3 9 3 9 19 46
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 1 4 86
Total Journal Articles 1 4 11 244 11 80 327 1,680

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Statistics updated 2026-07-10