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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Time series analysis
Theorie
2,399
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2,399
Zeitreihenanalyse
537
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515
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515
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264
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Forecasting model
240
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Hyndman, Rob J.
27
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21
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15
Gao, Jiti
13
Snyder, Ralph D.
13
Martin, Gael M.
9
Taylor, Robert
9
Koop, Gary
8
Swanson, Norman R.
8
Yu, Jun
8
Franses, Philip Hans
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Teräsvirta, Timo
7
Mariano, Roberto S.
6
McAleer, Michael
6
Spanos, Aris
6
Xiao, Zhijie
6
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5
Forbes, Catherine Scipione
5
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5
Hendry, David F.
5
Kilian, Lutz
5
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4
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Fan, Yanqin
4
Frazier, David T.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Horváth, Lajos
4
Johansen, Søren
4
Kapetanios, George
4
King, Maxwell L.
4
Liao, Yuan
4
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Econometric reviews
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International journal of forecasting
316
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275
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237
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223
Econometric theory
190
Discussion paper / Tinbergen Institute
169
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112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
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76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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60
NBER Working Paper
57
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55
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55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
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52
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49
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49
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47
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47
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46
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45
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ECONIS (ZBW)
537
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
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
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
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
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
10
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
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