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subject:"Schätzung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Time series analysis"
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Schätzung
Theory
Wirtschaftswachstum
Time series analysis
190
Zeitreihenanalyse
190
Theorie
78
Forecasting model
75
Prognoseverfahren
75
Estimation theory
62
Schätztheorie
62
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation
25
Stochastic process
20
Stochastischer Prozess
20
State space model
19
Zustandsraummodell
19
Bayes-Statistik
12
Bayesian inference
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ARMA model
10
ARMA-Modell
10
Börsenkurs
10
Cointegration
10
Kointegration
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Panel study
10
Regression analysis
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Regressionsanalyse
10
Share price
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Volatility
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Volatilität
9
Statistical test
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Statistischer Test
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VAR model
8
VAR-Modell
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Aggregation
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Australia
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Australien
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Statistical distribution
7
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7
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Working Paper
101
Graue Literatur
100
Non-commercial literature
100
Forschungsbericht
3
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English
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Hyndman, Rob J.
28
Gao, Jiti
24
Athanasopoulos, George
17
Snyder, Ralph D.
13
Martin, Gael M.
11
Poskitt, Donald Stephen
9
Koehler, Anne B.
7
Ord, John Keith
7
Forbes, Catherine Scipione
6
Panagiotelis, Anastasios
5
Linton, Oliver
4
Maharaj, Elizabeth Ann
4
Pan, Guangming
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Vahid, Farshid
4
Zhang, Bo
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Gamakumara, Puwasala
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
McCabe, Brendan Peter Martin
3
Peng, Bin
3
Talagala, Priyanga Dilini
3
Yang, Yanrong
3
Beaumont, Adrian
2
Cai, Biqing
2
Cheng, Tingting
2
Dong, Chaohua
2
Grose, Simone D.
2
Harris, David
2
Kandanaarachchi, Sevvandi
2
Li, Degui
2
Li, Feng
2
Liu, Fei
2
Loiza-Maya, Ruben
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
388
International journal of forecasting
335
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Journal of forecasting
241
Discussion paper / Tinbergen Institute
202
Econometric theory
198
Economic modelling
178
Applied economics
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Econometric reviews
149
Applied economics letters
137
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Journal of applied econometrics
105
Working paper
103
Energy economics
97
CESifo working papers
93
Computational economics
84
Journal of economic dynamics & control
82
CREATES research paper
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
NBER Working Paper
71
Journal of empirical finance
66
Working paper / National Bureau of Economic Research, Inc.
64
NBER working paper series
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
EUI working paper / ECO
62
Oxford bulletin of economics and statistics
61
Journal of macroeconomics
59
Discussion paper / Centre for Economic Policy Research
57
Cowles Foundation discussion paper
56
Econometrics : open access journal
56
SFB 649 discussion paper
54
International review of economics & finance : IREF
52
The econometrics journal
52
Discussion papers of interdisciplinary research project 373
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
The North American journal of economics and finance : a journal of financial economics studies
50
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ECONIS (ZBW)
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1
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
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:
5
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:
6
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
7
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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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