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subject:"Time series analysis"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
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Time series analysis
Schätzung
Theorie
566
Theory
566
Zeitreihenanalyse
181
Forecasting model
125
Prognoseverfahren
125
Regression analysis
76
Regressionsanalyse
76
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Statistical test
57
Statistischer Test
57
Theorie (STW)
51
Estimation theory
47
Schätztheorie
47
Estimation
33
Bayes-Statistik
29
Bayesian inference
29
Stochastic process
29
Stochastischer Prozess
29
Multivariate Analyse
26
Multivariate analysis
26
State space model
24
USA
24
United States
24
Zustandsraummodell
24
Robust statistics
23
Robustes Verfahren
23
Business cycle
22
Konjunktur
22
Markov chain
21
Markov-Kette
21
Zeitreihenanalyse (STW)
21
Cointegration
20
Kointegration
20
Monte Carlo simulation
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Monte-Carlo-Simulation
20
Panel
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Panel study
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Arbeitspapier
207
Working Paper
207
Graue Literatur
200
Non-commercial literature
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English
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Hyndman, Rob J.
28
Weihs, Claus
20
Fried, Roland
17
Gao, Jiti
16
Athanasopoulos, George
15
Gather, Ursula
13
Snyder, Ralph D.
13
Martin, Gael M.
11
Sibbertsen, Philipp
10
Steland, Ansgar
9
Krämer, Walter
8
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Beran, Jan
6
Dette, Holger
6
Busse, Anja M.
5
Forbes, Catherine Scipione
5
Kleiber, Christian
5
Theis, Winfried
5
Garczarek, Ursula
4
Hornik, Kurt
4
Inder, Brett A.
4
Ligges, Uwe
4
Maharaj, Elizabeth Ann
4
McLaren, Keith Robert
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Sondhauss, Ursula
4
Zeileis, Achim
4
Becker, Claudia
3
Ben Taieb, Souhaib
3
Berke, Olaf
3
Didelez, Vanessa
3
Dittmann, Ingolf
3
Feng, Yuanhua
3
Frazier, David T.
3
Ghosh, Sucharita
3
Imhoff, Michael
3
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Institution
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Monash University
1
Published in...
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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
Economics letters
449
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
Journal of forecasting
266
Economic modelling
264
Discussion paper / Tinbergen Institute
258
CESifo working papers
257
Working paper
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
IZA Discussion Paper
150
Discussion paper
149
Journal of macroeconomics
147
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
141
The review of economics and statistics
138
Journal of banking & finance
137
Journal of empirical finance
133
Discussion papers / CEPR
131
International review of economics & finance : IREF
129
SpringerLink / Bücher
122
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
Applied financial economics
109
Macroeconomic dynamics
108
Oxford bulletin of economics and statistics
104
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ECONIS (ZBW)
210
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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
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
IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude toward risk
Cui, Guowei
;
Sarafidis, Vasilis
;
Yamagata, Takashi
-
2020
Persistent link: https://www.econbiz.de/10012606940
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