| 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 | 305 | 2016 |
| Inference‐in‐residuals as an Estimation Method for Earnings Management D Christodoulou, L Ma, A Vasnev Abacus 54 (2), 154-180, 2018 | 45 | 2018 |
| Local sensitivity and diagnostic tests JR Magnus, AL Vasnev The Econometrics Journal 10 (1), 166-192, 2007 | 42 | 2007 |
| Optimal selection of expert forecasts with integer programming D Matsypura, R Thompson, AL Vasnev Omega 78, 165-175, 2018 | 30 | 2018 |
| 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 | 22 | 2014 |
| Markov chain approximation in bootstrapping autoregressions S Anatolyev, A Vasnev Economics Bulletin 3 (19), 1-8, 2002 | 21 | 2002 |
| 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 | 19 | 2023 |
| Forecasting monetary policy decisions in Australia: A forecast combinations approach A Vasnev, M Skirtun, L Pauwels Journal of Forecasting 32 (2), 151-166, 2013 | 19 | 2013 |
| 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 | 18 | 2022 |
| Forecast combination for discrete choice models: predicting FOMC monetary policy decisions LL Pauwels, AL Vasnev Empirical Economics 52, 229-254, 2017 | 18 | 2017 |
| 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 | 17 | 2016 |
| Conditionally optimal weights and forward-looking approaches to combining forecasts C Gibbs, AL Vasnev Available at SSRN 2919117, 2018 | 16 | 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 | 15 | 2014 |
| 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 | 12 | 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 | 11 | 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 | 11 | 2015 |
| Using macro data to obtain better micro forecasts JR Magnus, AL Vasnev Econometric Theory 24 (2), 553-579, 2008 | 10 | 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 | 9 | 2022 |
| A strategic framework for delivering ongoing feedback at scale LA Hepburn, M Borthwick, J Kerr, A Vasnev Assessment & Evaluation in Higher Education 47 (5), 742-754, 2022 | 9 | 2022 |
| High Moment Constraints for Predictive Density Combination LL Pauwels, P Radchenko, AL Vasnev CAMA Working Paper, 2020 | 9 | 2020 |
Jan MagnusProfessor of Econometrics, Vrije Universiteit AmsterdamVerified email at vu.nl
