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 1 2 2 5 1 2 3 28
Combining simple multivariate HAR-like models for portfolio construction 0 1 7 7 2 4 8 8
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 1 66 0 1 4 75
Flexible global forecast combinations 0 0 0 14 1 3 4 19
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 0 0 42
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 1 1 44
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 18 52 185
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 0 44 0 1 2 48
Global combinations of expert forecasts 0 0 0 23 0 0 2 17
High Moment Constraints for Predictive Density Combination 0 0 1 13 0 0 3 23
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 0 0 0 78
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 0 0 9
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 1 2 4 0 1 2 13
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 1 1 41
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 1 1 4
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 1 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 0 2 34 0 0 4 82
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 0 27 0 0 2 101
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 0 1 1 186
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 0 1 3 48
The role of data and priors in estimating climate sensitivity 0 0 0 0 0 1 3 3
The role of data and priors in estimating climate sensitivity 1 1 2 2 1 2 8 10
Too similar to combine? On negative weights in forecast combination 0 0 0 27 0 3 5 36
Total Working Papers 2 5 18 678 7 42 112 1,278

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 1 4 26
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 0 1 2 36
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 1 1 1 0 2 4 4
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 2 5 21
Flexible global forecast combinations 0 1 3 3 1 3 9 9
Forecast combination for U.S. recessions with real-time data 0 0 0 12 0 1 1 58
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 3 11 1 1 8 53
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 1 4 50
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 0 1 4 36
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 2 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 1 3 40
Markov chain approximation in bootstrapping autoregressions 0 0 1 15 0 2 6 71
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 0 7 0 3 5 27
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 1 1 8 45
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 0 3 0 0 2 16
Sensitivity of GLS estimators in random effects models 0 0 1 18 0 3 6 141
The forecast combination puzzle: A simple theoretical explanation 0 0 2 17 0 1 5 139
Too similar to combine? On negative weights in forecast combination 0 0 2 6 0 3 9 25
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 1 3 82
Total Journal Articles 0 2 16 227 3 30 95 1,333

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Statistics updated 2025-04-04