Andrey Vasnev
Andrey Vasnev
Verified email at - Homepage
Cited by
Cited by
The forecast combination puzzle: A simple theoretical explanation
G Claeskens, JR Magnus, AL Vasnev, W Wang
International Journal of Forecasting 32 (3), 754-762, 2016
Local sensitivity and diagnostic tests
JR Magnus, AL Vasnev
The Econometrics Journal 10 (1), 166-192, 2007
Inference‐in‐residuals as an Estimation Method for Earnings Management
D Christodoulou, L Ma, A Vasnev
Abacus 54 (2), 154-180, 2018
Optimal selection of expert forecasts with integer programming
D Matsypura, R Thompson, AL Vasnev
Omega 78, 165-175, 2018
Forecasting monetary policy decisions in Australia: A forecast combinations approach
A Vasnev, M Skirtun, L Pauwels
Journal of Forecasting 32 (2), 151-166, 2013
Markov chain approximation in bootstrapping autoregressions
S Anatolyev, A Vasnev
Economics Bulletin 3 (19), 1-8, 2002
Multiple Event Incidence And Duration Analysis For Credit Data Incorporating Non‐Stochastic Loan Maturity
JGT Watkins, AL Vasnev, R Gerlach
Journal of Applied Econometrics 29 (4), 627-648, 2014
A note on the estimation of optimal weights for density forecast combinations
LL Pauwels, AL Vasnev
International Journal of Forecasting 32 (2), 391-397, 2016
Conditionally optimal weights and forward-looking approaches to combining forecasts
C Gibbs, AL Vasnev
Available at SSRN 2919117, 2018
Forecast combination for US recessions with real-time data
L Pauwels, A Vasnev
The North American Journal of Economics and Finance 28, 138-148, 2014
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
LL Pauwels, AL Vasnev
Available at SSRN 2203549, 2012
Too similar to combine? On negative weights in forecast combination
P Radchenko, AL Vasnev, W Wang
International Journal of Forecasting 39 (1), 18-38, 2023
Price transmission in conflict-affected states: evidence from cereal Markets of Somalia
JV Hastings, SG Phillips, D Ubilava, A Vasnev
Journal of African Economies 31 (3), 272-291, 2022
Editorial statement in honor of Professor Michael McAleer
M Alghalith, N Swanson, A Vasnev, WK Wong
Annals of Financial Economics 16 (03), 2101002, 2021
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
JR Magnus, AL Vasnev
International Journal of Forecasting 31 (3), 769-781, 2015
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
L Dirick, G Claeskens, A Vasnev, B Baesens
Econometrics and Statistics 22, 39-55, 2022
Higher moment constraints for predictive density combination
LL Pauwels, P Radchenko, AL Vasnev
CAMA Working Paper, 2020
Using macro data to obtain better micro forecasts
JR Magnus, AL Vasnev
Econometric Theory 24 (2), 553-579, 2008
Adaptive hierarchical hyper-gradient descent
R Jie, J Gao, A Vasnev, MN Tran
International Journal of Machine Learning and Cybernetics 13 (12), 3785-3805, 2022
Survival analysis for credit scoring: incidence and latency
J Watkins, A Vasnev, R Gerlach
Business Analytics, 2009
The system can't perform the operation now. Try again later.
Articles 1–20