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1

The forecast combination puzzle: A simple theoretical explanation

Claeskens, Gerda, Magnus, Jan R., Vasnev, Andrey L., Wang, Wendun

Journal:

International Journal of Forecasting

Année:

2016

Langue:

english

Fichier:

PDF, 403 KB

english, 2016

2

Local sensitivity and diagnostic tests

Jan R. Magnus, Andrey L. Vasnev

Journal:

The Econometrics Journal

Année:

2007

Langue:

english

Fichier:

PDF, 548 KB

english, 2007

3

Sensitivity analysis for quantile regression

Andrey L. Vasnev

Journal:

Procedia - Social and Behavioral Sciences

Année:

2010

Langue:

english

Fichier:

PDF, 178 KB

english, 2010

4

Forecast combination for U.S. recessions with real-time data

Pauwels, Laurent, Vasnev, Andrey

Journal:

The North American Journal of Economics and Finance

Année:

2014

Langue:

english

Fichier:

PDF, 680 KB

english, 2014

5

Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations

Magnus, Jan R., Vasnev, Andrey L.

Journal:

International Journal of Forecasting

Année:

2015

Langue:

english

Fichier:

PDF, 528 KB

english, 2015

6

MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON-STOCHASTIC LOAN MATURITY

Watkins, John G. T., Vasnev, Andrey L., Gerlach, Richard

Journal:

Journal of Applied Econometrics

Année:

2014

Langue:

english

Fichier:

PDF, 624 KB

english, 2014

7

Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach

Andrey Vasnev, Margaret Skirtun, Laurent Pauwels

Journal:

Journal of Forecasting

Année:

2012

Langue:

english

Fichier:

PDF, 593 KB

english, 2012

8

Sensitivity of GLS estimators in random effects models

Andrey L. Vasnev

Journal:

Journal of Multivariate Analysis

Année:

2010

Langue:

english

Fichier:

PDF, 766 KB

english, 2010

9

Magnetocardiographic assessment of TP segment morphology in mitral regurgitation due to mitral valve prolapse

Andrey Vasnev, Yuri Maslennikov, Mikhail Primin, Igor Nedayvoda, Oksana Sitnikova, Svetlana Kuznetsova, Yuri Gulyaev

Journal:

Journal of Electrocardiology

Année:

2011

Langue:

english

Fichier:

PDF, 53 KB

english, 2011

10

Magnetocardiographic phenotyping

Andrey Vasnev, Yuri Maslennikov, Mikhail Primin, Igor Nedayvoda, Oksana Sitnikova, Andrey Nogovitsin, Yuri Gulyaev

Journal:

Journal of Electrocardiology

Année:

2011

Langue:

english

Fichier:

PDF, 215 KB

english, 2011

11

A note on the estimation of optimal weights for density forecast combinations

Pauwels, Laurent L., Vasnev, Andrey L.

Journal:

International Journal of Forecasting

Année:

2016

Langue:

english

Fichier:

PDF, 527 KB

english, 2016

12

USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS

Magnus, Jan R., Vasnev, Andrey L.

Journal:

Econometric Theory

Année:

2008

Langue:

english

Fichier:

PDF, 251 KB

english, 2008

13

Forecast combination for discrete choice models: predicting FOMC monetary policy decisions

Pauwels, Laurent L., Vasnev, Andrey L.

Journal:

Empirical Economics

Année:

2017

Langue:

english

Fichier:

PDF, 692 KB

english, 2017

14

Recent Developments in Model Selection and Related Areas || Using Macro Data to Obtain Better Micro Forecasts

Jan R. Magnus and Andrey L. Vasnev

Journal:

Econometric Theory

Année:

2008

Langue:

english

Fichier:

PDF, 2.38 MB

english, 2008

15

Local sensitivity and diagnostic tests

Jan R. Magnus and Andrey L. Vasnev

Journal:

The Econometrics Journal

Année:

2007

Langue:

english

Fichier:

PDF, 1.80 MB

english, 2007

16

Optimal selection of expert forecasts with integer programming

Matsypura, Dmytro, Thompson, Ryan, Vasnev, Andrey L.

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 2.80 MB

english, 2017

17

Mixed Interval Realized Variance: A Robust Estimator of Stock Price Volatility

Sutton, Maxwell, L. Vasnev, Andrey, Gerlach, Richard

Journal:

Econometrics and Statistics

Année:

2018

Langue:

english

Fichier:

PDF, 1.02 MB

english, 2018

18

Inference-in-residuals as an Estimation Method for Earnings Management

Christodoulou, Demetris, Ma, Le, Vasnev, Andrey

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 207 KB

english, 2018

19

Optimal Selection of Expert Forecasts with Integer Programming

Matsypura, Dmytro, Thompson, Ryan, Vasnev, Andrey L.

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 3.95 MB

english, 2017

20

A Simple Theoretical Explanation of the Forecast Combination Puzzle

Vasnev, Andrey L.

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 119 KB

english, 2013

21

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Claeskens, Gerda, Magnus, J.R., Vasnev, Andrey L., Wang, Wendun

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 138 KB

english, 2014

22

Forecast Combination for Discrete Choice Models: Predicting FOMC Monetary Policy Decisions

Pauwels, Laurent, Vasnev, Andrey L. L.

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 270 KB

english, 2012

23

Generalized Variance: A Robust Estimator of Stock Price Volatility

Sutton, Max, Vasnev, Andrey L., Gerlach, Richard H.

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 514 KB

english, 2015

24

Local Sensitivity and Diagnostic Tests

Magnus, J.R., Vasnev, Andrey L. L.

Journal:

SSRN Electronic Journal

Année:

2004

Langue:

english

Fichier:

PDF, 238 KB

english, 2004

25

Practical Considerations for Optimal Weights in Density Forecast Combination

Vasnev, Andrey L. L., Pauwels, Laurent

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 165 KB

english, 2013

26

[IEEE 2018 19th International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices (EDM) - Erlagol (2018.6.29-2018.7.3)] 2018 19th International Conference of Young Specialists on Micro/Nanotechnologies and Electron Devices (EDM) - Testing Microcontroller Based Physical Systems Using Finite Transition Models

Laputenko, Andrey V., Petukhov, Timofey D., Vasnev, Nikolai A.

Année:

2018

Fichier:

PDF, 7 KB

2018

27

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Claeskens, Gerda, Magnus, J.R., Vasnev, Andrey L., Wang, Wendun

Journal:

SSRN Electronic Journal

Année:

2016

Langue:

english

Fichier:

PDF, 197 KB

english, 2016

28

A Combination Method for Averaging OLS and GLS Estimators

Liu, Qingfeng, Vasnev, Andrey L.

Journal:

Année:

2019

Langue:

english

Fichier:

PDF, 1.29 MB

english, 2019

29

HyperTube: A Framework for Population-Based Online Hyperparameter Optimization with Resource Constraints

Jie, Renlong, Gao, Junbin, Vasnev, Andrey, Tran, Minh-Ngoc

Journal:

Année:

2020

Fichier:

PDF, 2.36 MB

2020