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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
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Time series analysis
Regressionsanalyse
Schätzung
Theorie
217
Theory
217
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Stochastic process
22
Stochastischer Prozess
22
State space model
20
Zustandsraummodell
20
Panel
19
Panel study
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Estimation theory
16
Schätztheorie
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
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Aggregation
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Statistical test
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Statistischer Test
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Australia
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Australien
8
Probability theory
8
Regression analysis
8
Statistical distribution
8
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8
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8
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106
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106
Working Paper
106
Graue Literatur
105
Non-commercial literature
105
Forschungsbericht
6
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English
106
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Hyndman, Rob J.
29
Gao, Jiti
19
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
11
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
McLaren, Keith Robert
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Li, Degui
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Peng, Bin
3
Smith, Michael S.
3
Vahid, Farshid
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Grose, Simone D.
2
Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Kónya, László
2
Li, Feng
2
Linton, Oliver
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
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Monash University
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
621
Journal of econometrics
522
NBER working paper series
517
Economics letters
492
NBER Working Paper
487
Applied economics
398
Discussion paper / Centre for Economic Policy Research
391
International journal of forecasting
384
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
378
Discussion paper series / IZA
302
Journal of forecasting
283
Discussion paper / Tinbergen Institute
280
Economic modelling
277
CESifo working papers
267
Econometric theory
253
Working paper
251
Applied economics letters
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
231
Journal of applied econometrics
217
Econometric reviews
212
Journal of economic dynamics & control
183
Journal of international money and finance
183
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
175
Discussion paper
163
IZA Discussion Paper
159
Europäische Hochschulschriften / 5
153
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
152
The review of economics and statistics
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
150
Journal of macroeconomics
149
Discussion papers / CEPR
144
Journal of banking & finance
143
Journal of empirical finance
140
International review of economics & finance : IREF
133
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
132
SpringerLink / Bücher
128
Energy economics
125
Finance research letters
122
Oxford bulletin of economics and statistics
118
SFB 649 discussion paper
117
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ECONIS (ZBW)
106
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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
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
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
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:
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 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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
10
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
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