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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Search: subject_exact:"Theory"
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Subject
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Deutschland
Forecasting model
Theorie
211
Theory
211
Time series analysis
78
Zeitreihenanalyse
78
Prognoseverfahren
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
21
Stochastischer Prozess
21
State space model
20
Zustandsraummodell
20
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Panel
17
Panel study
17
Estimation theory
16
Schätztheorie
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
9
Statistischer Test
9
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Wahrscheinlichkeitsrechnung
8
Australia
7
Australien
7
Cointegration
7
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Free
63
Type of publication
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Book / Working Paper
72
Type of publication (narrower categories)
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Article in journal
Working Paper
Arbeitspapier
72
Graue Literatur
67
Non-commercial literature
67
Forschungsbericht
2
Language
All
English
72
Author
All
Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Wickramasuriya, Shanika L.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Auld, Tom
1
Booth, Heather
1
Covey, Ryan
1
Di Fonzo, Tommaso
1
Donselaar, Karl H. van
1
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Institution
All
Monash University
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
678
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Discussion paper / Centre for Economic Policy Research
133
Journal of econometrics
132
Working paper / National Bureau of Economic Research, Inc.
132
CESifo working papers
114
European journal of operational research : EJOR
113
Discussion paper
106
Discussion paper / Tinbergen Institute
105
Applied economics
98
Economic modelling
93
Economics letters
93
Computational economics
86
Energy economics
85
Discussion paper series / IZA
83
Journal of empirical finance
78
Technological forecasting & social change : an international journal
78
Journal of applied econometrics
73
SFB 649 discussion paper
71
Working paper
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
ZEW discussion papers
70
Applied economics letters
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of international money and finance
66
Journal of banking & finance
65
Risks : open access journal
64
Finance research letters
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
63
Journal of economic dynamics & control
57
Jahrbücher für Nationalökonomie und Statistik
56
The European journal of finance
55
International journal of production economics
53
Working paper series / European Central Bank
53
Quantitative finance
49
Insurance / Mathematics & economics
47
CREATES research paper
46
Journal of business economics : JBE
46
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ECONIS (ZBW)
72
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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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