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subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
~subject:"Statistischer Test"
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Time series analysis
Schätzung
Statistischer Test
Theorie
217
Theory
217
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Hyndman, Rob J.
29
Gao, Jiti
17
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
12
Poskitt, Donald Stephen
8
Koehler, Anne B.
7
Ord, John Keith
7
Forbes, Catherine Scipione
6
Frazier, David T.
4
Inder, Brett A.
4
King, Maxwell L.
4
Maharaj, Elizabeth Ann
4
McLaren, Keith Robert
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Loiza-Maya, Ruben
3
Maneesoonthorn, Worapree
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Peng, Bin
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Smith, Michael S.
3
Vahid, Farshid
3
Wickramasuriya, Shanika L.
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Zhang, Bo
3
Akram, Muhammad
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Anderson, Heather M.
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Beaumont, Adrian
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2
Grose, Simone D.
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Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Kónya, László
2
Li, Feng
2
Linton, Oliver
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
615
Journal of econometrics
533
NBER working paper series
510
Economics letters
500
NBER Working Paper
485
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
401
Applied economics
395
Discussion paper / Centre for Economic Policy Research
392
International journal of forecasting
375
Discussion paper series / IZA
302
Discussion paper / Tinbergen Institute
280
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274
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274
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
228
Journal of applied econometrics
225
Journal of economic dynamics & control
181
Journal of international money and finance
177
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
168
Discussion paper
161
IZA Discussion Paper
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
154
Europäische Hochschulschriften / 5
151
The review of economics and statistics
151
Journal of macroeconomics
148
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
Journal of banking & finance
140
Discussion papers / CEPR
139
Journal of empirical finance
137
International review of economics & finance : IREF
134
Finance research letters
124
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
117
Journal of monetary economics
116
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115
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ECONIS (ZBW)
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Testing for restricted stochastic dominance under survey nonresponse with panel data : theory and an evaluation of poverty in Australia
Elias, Matthew J.
;
Tabri, Rami V.
-
2024
Persistent link: https://www.econbiz.de/10014584647
Saved in:
2
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:
3
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:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
7
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:
8
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:
9
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:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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