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 4 9 17 45
Combining simple multivariate HAR-like models for portfolio construction 0 0 2 9 2 5 14 23
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 2 3 7 82
Flexible global forecast combinations 0 0 0 14 1 3 8 28
Forecast combination for U.S. recessions with real-time data 0 0 0 6 1 3 5 47
Forecast combination for U.S. recessions with real-time data 0 0 0 29 2 2 7 51
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 3 3 8 86
Forecast combination puzzle in the HAR model 0 0 0 129 1 8 44 233
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 1 45 0 0 5 53
Global combinations of expert forecasts 0 0 0 23 1 2 14 32
High Moment Constraints for Predictive Density Combination 1 1 2 15 3 4 8 32
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 5 7 8 17
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 2 5 14 92
Local Sensitivity and Diagnostic Tests 0 0 0 7 2 2 9 54
Local Sensitivity and Diagnostic Tests 0 0 0 0 2 3 12 15
Local sensitivity in econometrics 0 0 0 4 1 2 4 17
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 1 1 4 45
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 1 1 7 11
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 1 13 47
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 1 4 8 26
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 3 38 2 4 19 103
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 1 28 0 0 2 103
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 1 5 12 198
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 2 5 14 62
The role of data and priors in estimating climate sensitivity 0 0 1 3 1 4 12 23
The role of data and priors in estimating climate sensitivity 0 0 1 1 2 5 12 15
Too similar to combine? On negative weights in forecast combination 0 0 0 27 2 2 8 44
Total Working Papers 1 1 11 690 45 93 295 1,584

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 1 1 7 56
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 1 5 57 83
A note on the estimation of optimal weights for density forecast combinations 1 1 1 12 4 6 11 47
Conditionally optimal weights and forward-looking approaches to combining forecasts 1 1 2 3 4 6 22 26
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 2 4 7 28
Flexible global forecast combinations 0 0 0 3 2 5 18 27
Forecast combination for U.S. recessions with real-time data 0 0 0 12 3 3 11 69
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 1 2 14 0 1 13 67
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 2 4 10 47
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 2 6 11 46
Local sensitivity and diagnostic tests 0 0 0 49 4 5 10 376
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 8 2 2 7 47
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 5 9 25 96
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 1 3 10 10
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 2 9 2 2 10 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 1 4 14 60
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 4 7 1 4 19 35
Sensitivity of GLS estimators in random effects models 0 0 0 19 4 5 15 157
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 2 3 4 143
Too similar to combine? On negative weights in forecast combination 0 1 1 7 3 6 15 40
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 3 85
Total Journal Articles 2 4 13 242 46 84 309 1,646

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Statistics updated 2026-05-06