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subject:"Time series analysis"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
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Time series analysis
Schätzung
Theorie
5,443
Theory
5,443
Estimation theory
399
Schätztheorie
399
Zeitreihenanalyse
353
Estimation
237
Game theory
198
Spieltheorie
198
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181
United States
181
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179
Monetary policy
179
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164
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163
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151
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151
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136
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135
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128
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128
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113
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106
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106
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95
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95
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94
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90
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90
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90
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90
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549
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Hyndman, Rob J.
28
Gao, Jiti
16
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
11
Franses, Philip Hans
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Hecq, Alain W. J.
6
Forbes, Catherine Scipione
5
Hassler, Uwe
5
McLaren, Keith Robert
5
Schmidt, Peter
5
Inder, Brett A.
4
Lee, Junsoo
4
Maharaj, Elizabeth Ann
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Peel, David
4
Shami, Roland G.
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Smith-Miles, Kate
4
Vahid, Farshid
4
Ōgaki, Masao
4
Ben Taieb, Souhaib
3
Chen, Zhanshou
3
Choi, In
3
Frazier, David T.
3
Gonzalo, Jesús
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Kuan, Chung-ming
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Pan, Guangming
3
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Monash University
1
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Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
607
NBER working paper series
502
NBER Working Paper
477
Journal of econometrics
439
Applied economics
386
Discussion paper / Centre for Economic Policy Research
385
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
347
International journal of forecasting
342
Discussion paper series / IZA
285
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266
Economic modelling
264
Discussion paper / Tinbergen Institute
258
CESifo working papers
257
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233
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
217
Applied economics letters
213
Journal of applied econometrics
206
Econometric theory
204
Econometric reviews
180
Journal of international money and finance
172
Journal of economic dynamics & control
171
Europäische Hochschulschriften / 5
150
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Journal of macroeconomics
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141
The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
121
Energy economics
113
Journal of monetary economics
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Applied financial economics
109
Macroeconomic dynamics
108
Oxford bulletin of economics and statistics
104
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ECONIS (ZBW)
549
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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
Does climate sensitivity differ across regions? : a varying-coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014315967
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
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
8
Factor-augmented vector autoregression with narrative identification : an application to monetary policy in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
9
Nonlinear exchange rate pass-through and monetary policy credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
10
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
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