← All authors Andrey L. Vasnev The University of Sydney (from arXiv:2601.09999, 2026) · ORCID · OpenAlex
28 papers in scope · 27 published · 2 on the econ.EM arXiv · 475 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Donald Poskitt Ryan Covey Gael M. Martin David T. Frazier Yilin Qian Ryan Thompson Andrés Ramírez Hassan Worapree Maneesoonthorn Rubén Loaiza-Maya Gary Koop Florian Huber Xuewen Yu David J. Nott D. S. Poskitt Ryan Zischke Florian Ziel Didier Nibbering Joshua C. C. Chan Luca Onorante Peter J. Danaher Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 28)
working paper 2026 · arXiv
The role of data and priors in estimating climate sensitivity
published 2025 · Journal of the Royal Statistical Society Series C (Applied Statistics)
with Masako Ikefuji, Jan R. Magnus
Maximum likelihood estimation of the linear model with equicorrelated errors
published 2025 · Communication in Statistics-Theory and Methods
with Giuseppe De Luca, Jan R. Magnus
Conditionally optimal weights and forward-looking approaches to combining forecasts
published 2024 · International Journal of Forecasting · 6 citations · first circulated 2017
with Christopher G. Gibbs
published 2024 · Omega · 5 citations · first circulated 2022
with Ryan Thompson, Yilin Qian
Enhancing framelet GCNs with generalized p-Laplacian regularization
published 2023 · International Journal of Machine Learning and Cybernetics · 4 citations
with Zhiqi Shao, Dai Shi, Andi Han, Yi Guo, Junbin Gao
Forecast combination puzzle in the HAR model
published 2023 · Journal of Forecasting · 7 citations · first circulated 2021
On the uncertainty of a combined forecast: The critical role of correlation
published 2022 · International Journal of Forecasting · 4 citations · first circulated 2021
with Jan R. Magnus
Adaptive hierarchical hyper-gradient descent
published 2022 · International Journal of Machine Learning and Cybernetics · 8 citations · first circulated 2020
Too similar to combine? On negative weights in forecast combination
published 2021 · International Journal of Forecasting · 18 citations · first circulated 2020
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER
published 2021 · Annals of Financial Economics · 3 citations
with Moawia Alghalith, Norman R. Swanson, Wing-Keung Wong
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
published 2021 · Econometrics and Statistics · 8 citations · first circulated 2020
HyperTube: A Framework for Population-Based Online Hyperparameter Optimization with Resource Constraints
published 2020 · IEEE Access · 2 citations
A Combination Method for Averaging OLS and GLS Estimators
published 2019 · Econometrics · 2 citations
Mixed interval realized variance: A robust estimator of stock price volatility
published 2018 · Econometrics and Statistics · 1 citations
Optimal selection of expert forecasts with integer programming
published 2017 · Omega · 27 citations
with Dmytro Matsypura, Ryan Thompson
Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
published 2016 · Empirical Economics · 10 citations · first circulated 2012
with Laurent L. Pauwels
The forecast combination puzzle: A simple theoretical explanation
published 2016 · International Journal of Forecasting · 251 citations · first circulated 2014
A note on the estimation of optimal weights for density forecast combinations
published 2016 · International Journal of Forecasting · 14 citations
with Laurent L. Pauwels
Forecast combination for U.S. recessions with real-time data
published 2014 · The North American Journal of Economics and Finance · 8 citations · first circulated 2012
with Laurent L. Pauwels
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
published 2013 · International Journal of Forecasting · 10 citations
with Jan R. Magnus
MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY
published 2013 · Journal of Applied Econometrics · 13 citations · first circulated 2012
Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach
published 2011 · Journal of Forecasting · 13 citations
with Margaret Skirtun, Laurent L. Pauwels
Sensitivity of GLS estimators in random effects models
published 2010 · Journal of Multivariate Analysis · 3 citations · first circulated 2007
Sensitivity analysis for quantile regression
published 2010 · Procedia - Social and Behavioral Sciences
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
published 2008 · Econometric Theory · 12 citations
with Jan R. Magnus
Local sensitivity and diagnostic tests
published 2007 · Econometrics Journal · 35 citations · first circulated 2004
with Jan R. Magnus
Markov chain approximation in bootstrapping autoregressions
published 2002 · Economics bulletin · 11 citations
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