Details about Andrey L. Vasnev

Homepage:	http://sydney.edu.au/business/staff/andreyv
Workplace:	Business School, University of Sydney, (more information at EDIRC) Discipline of Operations Management and Econometrics, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by Andrey L. Vasnev.

Last updated 2013-03-29. Update your information in the RePEc Author Service.

Short-id: pva556

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Working Papers

2011

Forecast combination for discrete choice models: predicting FOMC monetary policy decisions
Working Papers, University of Sydney Business School, Discipline of Business Analytics

2009

Survival Analysis for Credit Scoring: Incidence and Latency
Working Papers, University of Sydney Business School, Discipline of Business Analytics

2006

Local Sensitivity in Econometrics
Open Access publications from Tilburg University, Tilburg University

2004

Local Sensitivity and Diagnostic Tests
Discussion Paper, Tilburg University, Center for Economic Research
See also Journal Article in Econometrics Journal (2007)

Journal Articles

2010

Sensitivity of GLS estimators in random effects models
Journal of Multivariate Analysis, 2010, 101, (5), 1252-1262

2008

USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Econometric Theory, 2008, 24, (02), 553-579

2007

Local sensitivity and diagnostic tests
Econometrics Journal, 2007, 10, (1), 166-192 View citations (6)
See also Working Paper (2004)

2002

Markov chain approximation in bootstrapping autoregressions
Economics Bulletin, 2002, 3, (19), 1-8

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Page updated 2013-06-19