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isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type:"book"
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Time series analysis
Theorie
422
Theory
422
Zeitreihenanalyse
148
Forecasting model
118
Prognoseverfahren
118
Estimation
56
Schätzung
56
Stochastic process
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Hyndman, Rob J.
26
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
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Poskitt, Donald Stephen
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Podolskij, Mark
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Forbes, Catherine Scipione
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Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
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King, Maxwell L.
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Kourentzes, Nikolaos
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McCabe, Brendan Peter Martin
3
Nielsen, Morten Ørregaard
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Nonejad, Nima
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Pan, Guangming
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3
Zhang, Bo
3
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2
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2
Christensen, Bent Jesper
2
Christensen, Kim
2
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CREATES research paper
Econometrics : open access journal
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Working paper
71
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
57
NBER Working Paper
57
Cowles Foundation discussion paper
55
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55
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Discussion paper / Centre for Economic Policy Research
37
Discussion paper / Department of Economics, University of California San Diego
34
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
Report / Econometric Institute, Erasmus University Rotterdam
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CAMA working paper series
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Working papers
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Cambridge working papers in economics
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Econometric Institute research papers
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28
Documentos de trabajo / Banco de España, Servicio de Estudios
28
SpringerLink / Bücher
28
CORE discussion paper : DP
27
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
Discussion paper
25
Working paper series in economics and finance
24
Economics working paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
ECARES working paper
22
Europäische Hochschulschriften / 5
22
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IHS economics series : working paper
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ECONIS (ZBW)
148
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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