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 1 5 4 10 13 40
Combining simple multivariate HAR-like models for portfolio construction 0 0 2 9 0 2 12 18
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 1 4 5 80
Flexible global forecast combinations 0 0 0 14 1 5 8 26
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 1 2 44
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 4 5 49
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 0 3 5 83
Forecast combination puzzle in the HAR model 0 0 0 129 3 11 45 228
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 1 1 45 0 4 5 53
Global combinations of expert forecasts 0 0 0 23 0 11 13 30
High Moment Constraints for Predictive Density Combination 0 0 1 14 0 2 5 28
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 2 2 3 12
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 1 9 10 88
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 7 7 52
Local Sensitivity and Diagnostic Tests 0 0 0 0 1 7 10 13
Local sensitivity in econometrics 0 0 0 4 1 1 3 16
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 2 3 44
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 3 6 10
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 1 8 13 47
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 2 4 6 24
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 4 38 1 8 18 100
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 1 28 0 1 2 103
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 2 6 9 195
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 5 10 58
The role of data and priors in estimating climate sensitivity 0 0 1 1 3 7 10 13
The role of data and priors in estimating climate sensitivity 0 0 2 3 1 6 11 20
Too similar to combine? On negative weights in forecast combination 0 0 0 27 0 4 6 42
Total Working Papers 0 1 13 689 25 137 245 1,516

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 4 6 55
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 3 52 55 81
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 2 5 7 43
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 0 1 2 2 11 18 22
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 1 3 4 25
Flexible global forecast combinations 0 0 0 3 2 6 16 24
Forecast combination for U.S. recessions with real-time data 0 0 0 12 0 4 8 66
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 1 1 3 14 1 5 15 67
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 5 6 56
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 1 4 8 44
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 2 6 7 42
Local sensitivity and diagnostic tests 0 0 0 49 0 5 5 371
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 8 0 2 5 45
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 3 16 19 90
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 0 3 7 7
Mixed interval realized variance: A robust estimator of stock price volatility 0 1 2 9 0 6 8 35
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 0 2 4 8
Optimal selection of expert forecasts with integer programming 0 0 0 9 2 11 14 58
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 4 7 0 4 15 31
Sensitivity of GLS estimators in random effects models 0 0 1 19 0 7 11 152
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 1 1 140
Too similar to combine? On negative weights in forecast combination 0 0 0 6 2 6 11 36
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 3 3 85
Total Journal Articles 1 2 12 239 21 171 253 1,583

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Statistics updated 2026-03-04