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subject:"Börsenkurs"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Cointegration"
~subject:"Theorie"
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Börsenkurs
Cointegration
Theorie
Time series analysis
190
Zeitreihenanalyse
190
Theory
78
Forecasting model
75
Prognoseverfahren
75
Estimation theory
62
Schätztheorie
62
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation
25
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25
Stochastic process
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19
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10
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Hyndman, Rob J.
27
Gao, Jiti
23
Athanasopoulos, George
17
Snyder, Ralph D.
14
Martin, Gael M.
10
Poskitt, Donald Stephen
9
Koehler, Anne B.
7
Ord, John Keith
7
Forbes, Catherine Scipione
6
Dong, Chaohua
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Cai, Biqing
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Tjostheim, Dag
3
Yin, Jiying
3
Zhang, Bo
3
Beaumont, Adrian
2
Cheng, Tingting
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Li, Degui
2
Li, Feng
2
Linton, Oliver
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Peng, Bin
2
Phillips, Peter C. B.
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
392
International journal of forecasting
320
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Journal of forecasting
231
Econometric theory
203
Discussion paper / Tinbergen Institute
183
Economic modelling
152
Econometric reviews
147
Applied economics
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics letters
94
Journal of applied econometrics
92
Working paper
83
CREATES research paper
81
Energy economics
81
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CESifo working papers
72
Journal of economic dynamics & control
70
NBER Working Paper
70
Journal of empirical finance
67
Cowles Foundation discussion paper
64
NBER working paper series
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Econometrics : open access journal
61
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
57
The econometrics journal
53
Journal of macroeconomics
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
47
Applied financial economics
44
Finance research letters
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ECONIS (ZBW)
97
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1
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
2
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
3
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
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:
6
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:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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