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subject:"Zeitreihenanalyse"
~person:"Granger, C. W. J."
~person:"Hyndman, Rob J."
~person:"Teräsvirta, Timo"
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Zeitreihenanalyse
Theorie
291
Theory
291
Time series analysis
151
Forecasting model
107
Prognoseverfahren
107
Estimation theory
44
Schätztheorie
44
Nichtlineare Regression
29
Nonlinear regression
29
ARCH model
24
ARCH-Modell
24
Ökonometrie
23
Autokorrelation
20
Autocorrelation
19
Estimation
19
Schätzung
19
USA
19
United States
19
Econometrics
18
Economic forecast
15
Prognose
15
Wirtschaftsprognose
15
Cointegration
14
Kointegration
14
Forecast
12
Regression analysis
12
Regressionsanalyse
12
Statistical theory
12
Statistische Methodenlehre
12
Volatility
12
Volatilität
12
Aggregation
10
Neural networks
9
Neuronale Netze
9
Saisonale Schwankungen
9
Seasonal variations
9
Forecasting
8
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8
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44
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17
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Book / Working Paper
90
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61
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65
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65
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65
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65
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55
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55
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6
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English
148
Spanish
2
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1
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Granger, C. W. J.
Hyndman, Rob J.
Teräsvirta, Timo
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
116
Gil-Alaña, Luis A.
109
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
McAleer, Michael
58
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Harvey, Andrew C.
55
Kunst, Robert M.
52
Swanson, Norman R.
52
Dijk, Herman K. van
47
Hassler, Uwe
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Marcellino, Massimiliano
45
Bauwens, Luc
44
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
36
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Ekonomiska forskningsinstitutet <Stockholm>
11
Norges Bank / Utredningsavdelingen
3
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
27
Discussion paper / Department of Economics, University of California San Diego
12
SSE EFI working paper series in economics and finance
12
International journal of forecasting
11
Journal of econometrics
6
Working paper series in economics and finance
6
Econometric reviews
4
European journal of operational research : EJOR
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Discussion paper / Tinbergen Institute
3
Journal of forecasting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annales d'économie et de statistique
2
CREATES research paper
2
Econometric Society monographs
2
Energy economics
2
Información comercial española / Cuadernos económicos
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
The economic journal : the journal of the Royal Economic Society
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Business cycles, indicators, and forecasting
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Companion to contemporary economic thought
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Discussion papers of interdisciplinary research project 373
1
Dynamique des marchés financiers et prévisions
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economic theory and mathematical economics
1
Economics letters
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Handbook of econometrics ; Vol. 2
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Handbook of econometrics ; Vol. 4
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International symposia in economic theory and econometrics
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ECONIS (ZBW)
151
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151
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
2
Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
3
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:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
6
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
7
LoMEF : a framework to produce local explanations for global model time series forecasts
Rajapaksha, Dilini
;
Bergmeir, Christoph
;
Hyndman, Rob J.
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1424-1447
Persistent link: https://www.econbiz.de/10014465291
Saved in:
8
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 693-706
Persistent link: https://www.econbiz.de/10014279069
Saved in:
9
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1476-1501
Persistent link: https://www.econbiz.de/10014338938
Saved in:
10
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
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