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
Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts 0 1 3 57 0 2 7 54
Forecast combination for U.S. recessions with real-time data 0 0 0 29 0 2 11 35
Forecast combination for U.S. recessions with real-time data 0 0 0 6 0 0 3 34
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 3 17 0 1 14 66
Generalized Variance: A Robust Estimator of Stock Price Volatility 0 0 1 44 0 0 9 38
Higher Moment Constraints for Predictive Density Combinations 0 0 5 24 1 5 45 65
Higher Moment Constraints for Predictive Density Combinations 8 8 8 8 4 4 4 4
Higher moment constraints for predictive density combination 0 11 11 11 2 12 12 12
Local Sensitivity and Diagnostic Tests 0 0 0 6 1 1 5 37
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 0 0 0
Local sensitivity in econometrics 0 0 0 2 0 0 2 11
Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity 0 0 0 7 0 0 4 33
Practical considerations for optimal weights in density forecast combi nation 0 0 0 27 0 1 3 29
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 0 3 15
Survival Analysis for Credit Scoring: Incidence and Latency 0 0 0 26 0 0 3 89
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 98 4 7 21 84
The forecast combination puzzle: a simple theoretical explanation 0 0 0 5 1 2 6 28
Too similar to combine? On negative weights in forecast combination 22 22 22 22 11 11 11 11
Total Working Papers 30 42 53 415 24 48 163 645


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 4 4 1 2 18 18
A note on the estimation of optimal weights for density forecast combinations 0 1 4 7 0 2 9 26
Forecast combination for U.S. recessions with real-time data 0 0 0 11 0 0 5 46
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions 0 0 1 7 1 2 14 40
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach 0 0 0 0 0 1 5 40
Inference†in†residuals as an Estimation Method for Earnings Management 0 1 1 2 1 4 7 22
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 1 1 5 25
Local sensitivity and diagnostic tests 0 0 0 49 0 0 4 352
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY 0 0 1 2 0 0 8 28
Markov chain approximation in bootstrapping autoregressions 0 0 0 10 0 2 7 50
Mixed interval realized variance: A robust estimator of stock price volatility 0 0 1 2 0 0 6 7
Optimal selection of expert forecasts with integer programming 0 0 1 6 0 1 6 22
Sensitivity of GLS estimators in random effects models 0 0 0 15 1 1 3 88
The forecast combination puzzle: A simple theoretical explanation 0 2 2 6 3 9 20 48
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 23 0 1 1 71
Total Journal Articles 0 4 15 149 8 26 118 883


Statistics updated 2020-09-04