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 1 1 18 46
Combining simple multivariate HAR-like models for portfolio construction 0 0 1 10 0 0 12 24
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 2 7 14 89
Corrected Forecast Combinations 0 0 17 17 0 1 9 9
Corrected Forecast Combinations 0 2 8 8 0 7 9 9
Flexible global forecast combinations 0 0 0 14 0 2 13 33
Forecast combination for U.S. recessions with real-time data 0 0 0 6 1 1 8 50
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 0 7 51
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 0 2 8 88
Forecast combination puzzle in the HAR model 0 0 0 129 2 15 39 253
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 1 45 1 1 9 57
Global combinations of expert forecasts 0 0 1 24 0 0 15 33
High Moment Constraints for Predictive Density Combination 0 0 1 15 0 1 7 33
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 1 1 15 94
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 0 8 17
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 0 12 16
Local Sensitivity and Diagnostic Tests 0 0 0 7 1 1 10 55
Local sensitivity in econometrics 0 0 0 4 0 0 3 17
More information, less precision: meta-analysis through random effects 0 0 3 3 0 1 8 8
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 2 6 47
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 1 3 8 14
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 1 12 48
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 0 7 26
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 1 3 40 2 5 19 109
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 1 28 0 0 3 104
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 2 4 15 203
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 1 18 67
The role of data and priors in estimating climate sensitivity 0 0 1 3 1 1 13 25
The role of data and priors in estimating climate sensitivity 0 0 2 2 2 3 15 19
Too similar to combine? On negative weights in forecast combination 0 0 0 27 1 3 15 52
Total Working Papers 0 3 39 723 19 64 355 1,696

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 8 58
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 3 5 62 89
A note on the estimation of optimal weights for density forecast combinations 0 0 1 12 0 0 11 48
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 0 2 3 2 3 24 30
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 1 9 30
Flexible global forecast combinations 0 0 0 3 0 1 17 31
Forecast combination for U.S. recessions with real-time data 0 0 0 12 1 2 11 71
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 2 14 0 3 14 71
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 0 5 56
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 0 1 11 49
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 0 11 46
Local sensitivity and diagnostic tests 0 0 0 49 0 0 13 379
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 0 8 1 2 7 50
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 0 1 27 99
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 0 0 12 12
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 1 9 0 0 8 37
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 1 3 7 11
Optimal selection of expert forecasts with integer programming 0 0 0 9 1 1 15 61
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 1 7 1 3 15 38
Sensitivity of GLS estimators in random effects models 0 0 0 19 1 2 19 162
The forecast combination puzzle: A simple theoretical explanation 0 1 1 18 5 17 27 166
Too similar to combine? On negative weights in forecast combination 1 2 5 11 2 5 23 51
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 1 5 87
Total Journal Articles 1 3 13 247 18 52 361 1,732

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Statistics updated 2026-10-11