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 2 4 6 32
Combining simple multivariate HAR-like models for portfolio construction 0 0 3 9 1 5 13 17
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 0 0 66 1 2 3 77
Flexible global forecast combinations 0 0 0 14 1 2 6 22
Forecast combination for U.S. recessions with real-time data 0 0 0 6 1 2 2 44
Forecast combination for U.S. recessions with real-time data 0 0 0 29 1 2 3 46
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 0 19 1 1 3 81
Forecast combination puzzle in the HAR model 0 0 0 129 3 6 53 220
Generalized Variance: A Robust Estimator of Stock Price Volatility 1 1 1 45 2 3 4 51
Global combinations of expert forecasts 0 0 0 23 7 8 9 26
High Moment Constraints for Predictive Density Combination 0 0 1 14 1 1 4 27
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 3 3 4 82
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 1 1 10
Local Sensitivity and Diagnostic Tests 0 0 0 7 2 2 2 47
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 2 3 6
Local sensitivity in econometrics 0 0 1 4 0 1 3 15
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 1 2 42
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 1 2 5 8
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 1 4 7 40
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 2 20
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 1 4 38 3 5 13 95
Survival Analysis for Credit Scoring: Incidence and Latency 0 1 1 28 0 1 1 102
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 0 1 4 189
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 5 7 54
The role of data and priors in estimating climate sensitivity 0 1 2 3 1 3 7 15
The role of data and priors in estimating climate sensitivity 0 1 1 1 1 3 5 7
Too similar to combine? On negative weights in forecast combination 0 0 0 27 0 1 5 38
Total Working Papers 1 5 16 689 34 72 177 1,413

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 2 3 52
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 0 0 7 14 16 18 43
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 1 2 4 39
Conditionally optimal weights and forward-looking approaches to combining forecasts 0 1 2 2 4 9 13 15
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 1 2 4 23
Flexible global forecast combinations 0 0 1 3 1 5 13 19
Forecast combination for U.S. recessions with real-time data 0 0 0 12 3 5 8 65
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 1 2 13 0 5 10 62
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 1 1 3 52
Inference‐in‐residuals as an Estimation Method for Earnings Management 0 0 0 5 0 2 5 40
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 1 2 4 37
Local sensitivity and diagnostic tests 0 0 0 49 1 1 1 367
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 8 1 1 5 44
Markov chain approximation in bootstrapping autoregressions 0 0 0 15 1 3 6 75
Maximum likelihood estimation of the linear model with equicorrelated errors 0 0 0 0 1 5 5 5
Mixed interval realized variance: A robust estimator of stock price volatility 1 1 2 9 2 2 7 31
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 2 1 3 3 7
Optimal selection of expert forecasts with integer programming 0 0 0 9 4 5 7 51
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 1 4 7 1 5 12 28
Sensitivity of GLS estimators in random effects models 0 0 1 19 0 2 7 145
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 0 1 139
Too similar to combine? On negative weights in forecast combination 0 0 0 6 2 4 10 32
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 1 82
Total Journal Articles 1 4 13 238 41 82 150 1,453

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Statistics updated 2026-01-09