Shaun P. Vahey

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #8,169 of 23,481 by trust here, #11,786 by citations
• Finance — 12 citations into it
• Management Science and Operations Research — 11 citations into it; #3,807 of 11,946 by trust here, #4,602 by citations

Whom Shaun P. Vahey trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Allan G. Timmermann
2. Michael P. Clements
3. Adrian E. Raftery
4. R. Giacomini
5. Jeremy Berkowitz
6. K. Wallis
7. Stephen G. Hall
8. Todd E. Clark
9. James H. Stock
10. Tilmann Gneiting

Who trusts Shaun P. Vahey overall

1. Todd E. Clark
2. Malte Knüppel
3. Christian Kascha
4. Francesco Ravazzolo

Papers from Shaun P. Vahey's perspective

Ordered by how strongly the researchers Shaun P. Vahey trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimating the Dimension of a Model
2. Combination forecasts of output growth in a seven-country data set
3. Chapter 4 Forecast Combinations
4. Strictly Proper Scoring Rules, Prediction, and Estimation
5. Present position and potential developments: some personal views
6. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
7. Testing Density Forecasts, With Applications to Risk Management
8. Chi-Squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts (Social Science Research Network)
9. Combining density forecasts
10. An evaluation of tests of distributional forecasts

Their papers

• Combining forecast densities from VARs with uncertain instabilities (2010) — 188 citations