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 0 0 3 28
Combining simple multivariate HAR-like models for portfolio construction 0 0 9 9 0 0 12 12
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 0 0 2 75
Flexible global forecast combinations 0 0 0 14 0 0 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 1 2 3 80
Forecast combination puzzle in the HAR model 0 0 0 129 5 19 52 214
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 0 2 18
High Moment Constraints for Predictive Density Combination 0 0 1 14 0 1 3 26
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 1 1 79
Local Sensitivity and Diagnostic Tests 0 0 0 0 1 1 1 4
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 0 0 45
Local sensitivity in econometrics 0 0 2 4 0 1 3 14
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 2 3 6
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 1 2 4 36
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 1 19
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 2 4 37 0 3 10 90
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 1 2 3 188
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 0 0 3 49
The role of data and priors in estimating climate sensitivity 0 0 0 0 0 1 4 4
The role of data and priors in estimating climate sensitivity 0 0 1 2 0 1 8 12
Too similar to combine? On negative weights in forecast combination 0 0 0 27 1 1 4 37
Total Working Papers 0 2 19 684 10 38 131 1,341

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 1 50
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 1 1 3 27
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 0 0 3 37
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 0 1 1 0 1 5 6
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 0 2 21
Flexible global forecast combinations 0 0 2 3 1 4 12 14
Forecast combination for U.S. recessions with real-time data 0 0 0 12 1 2 3 60
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 1 12 0 2 5 57
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 1 1 2 51
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 0 0 5 38
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 1 2 8 0 3 5 43
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 0 0 5 72
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 0 1 4
Optimal selection of expert forecasts with integer programming 0 0 1 9 0 0 9 46
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 3 6 0 1 7 23
Sensitivity of GLS estimators in random effects models 0 0 1 19 1 1 6 143
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 0 2 139
Too similar to combine? On negative weights in forecast combination 0 0 0 6 0 1 7 28
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 3 82
Total Journal Articles 0 1 12 234 5 18 97 1,371

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Statistics updated 2025-10-06