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 3 0 0 0 25
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 1 1 2 66 1 2 3 73
Flexible global forecast combinations 0 0 0 14 0 0 3 15
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 0 0 43
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 0 0 0 77
Forecast combination puzzle in the HAR model 0 0 2 128 5 17 54 157
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 0 44 0 0 2 46
Global combinations of expert forecasts 0 0 0 23 0 0 2 15
High Moment Constraints for Predictive Density Combination 0 1 1 13 0 3 3 23
Higher Moment Constraints for Predictive Density Combinations 0 0 0 9 0 0 1 9
Higher Moment Constraints for Predictive Density Combinations 0 0 0 25 0 0 0 78
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 0 1 3
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 0 0 45
Local sensitivity in econometrics 0 0 0 2 0 0 0 11
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 10 0 0 0 40
On the uncertainty of a combined forecast: The critical role of correlation 0 0 0 14 0 0 0 3
Practical considerations for optimal weights in density forecast combi nation 0 0 0 28 0 0 1 32
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 0 0 18
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 5 32 0 0 13 79
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 0 27 0 0 3 101
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 0 0 0 185
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 1 2 46
The role of data and priors in estimating climate sensitivity 0 0 0 0 0 0 2 2
Too similar to combine? On negative weights in forecast combination 0 0 1 27 0 0 5 33
Total Working Papers 1 2 11 662 7 23 95 1,201

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 0 1 49
A hierarchical mixture cure model with unobserved heterogeneity for credit risk 0 1 2 7 0 1 6 24
A note on the estimation of optimal weights for density forecast combinations 0 0 0 11 0 0 0 34
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 2 4 0 1 9 19
Flexible global forecast combinations 1 1 1 1 2 2 2 2
Forecast combination for U.S. recessions with real-time data 0 0 0 12 0 0 0 57
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 1 1 2 10 1 2 6 51
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 1 2 3 48
Inference†in†residuals as an Estimation Method for Earnings Management 0 0 0 5 0 0 3 33
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 0 0 32
Local sensitivity and diagnostic tests 0 0 0 49 0 0 0 363
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 0 6 0 0 1 38
Markov chain approximation in bootstrapping autoregressions 0 0 3 15 0 0 5 67
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 0 7 1 2 3 24
On the uncertainty of a combined forecast: The critical role of correlation 0 0 2 2 0 0 3 3
Optimal selection of expert forecasts with integer programming 0 0 0 8 0 0 1 37
Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia 0 0 2 3 0 0 10 15
Sensitivity of GLS estimators in random effects models 0 0 1 18 0 0 3 137
The forecast combination puzzle: A simple theoretical explanation 1 1 2 17 1 2 4 137
Too similar to combine? On negative weights in forecast combination 0 0 3 6 0 0 13 21
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 1 79
Total Journal Articles 3 4 20 221 6 12 74 1,270

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Statistics updated 2024-09-04