The forecast combination puzzle: A simple theoretical explanation von Claeskens, Gerda, Magnus, Jan R., Vasnev, Andrey L., Wang, Wendun

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Too similar to combine? On negative weights in forecast combination von Radchenko, Peter, Vasnev, Andrey L., Wang, Wendun

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A combination method for averaging OLS and GLS estimators von Liu, Qingfeng, Vasnev, Andrey L

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Forecast combination puzzle in the HAR model von Clements, Adam, Vasnev, Andrey L

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On the uncertainty of a combined forecast: The critical role of correlation von Magnus, Jan R., Vasnev, Andrey L.

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A note on the estimation of optimal weights for density forecast combinations von Pauwels, Laurent L., Vasnev, Andrey L.

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Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations von Magnus, Jan R., Vasnev, Andrey L.

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Forecast combination for discrete choice models: predicting FOMC monetary policy decisions von Pauwels, Laurent L., Vasnev, Andrey L.

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Flexible global forecast combinations von Thompson, Ryan, Qian, Yilin, Vasnev, Andrey L.

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MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON-STOCHASTIC LOAN MATURITY von Watkins, John G. T., Vasnev, Andrey L., Gerlach, Richard

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Conditionally optimal weights and forward-looking approaches to combining forecasts von Gibbs, Christopher G., Vasnev, Andrey L.

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Sensitivity of GLS estimators in random effects models von Vasnev, Andrey L.

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Optimal selection of expert forecasts with integer programming von Matsypura, Dmytro, Thompson, Ryan, Vasnev, Andrey L.

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Local sensitivity and diagnostic tests von Magnus, Jan R., Vasnev, Andrey L.

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Mixed interval realized variance: A robust estimator of stock price volatility von Sutton, Maxwell, Vasnev, Andrey L., Gerlach, Richard

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USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS von Magnus, Jan R., Vasnev, Andrey L.

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Sensitivity analysis for quantile regression von Vasnev, Andrey L.

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Flexible global forecast combinations von Thompson, Ryan, Qian, Yilin, Vasnev, Andrey L

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Combining simple multivariate HAR-like models for portfolio construction von Clements, Adam, Vasnev, Andrey L

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Flexible global forecast combinations von Thompson, Ryan, Qian, Yilin, Vasnev, Andrey L

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