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type_genre:"Graue Literatur"
isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Theory"
~subject:"Forecasting model"
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Forecasting model
Estimation theory
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Hyndman, Rob J.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Discussion paper / Tinbergen Institute
95
Working paper / National Bureau of Economic Research, Inc.
85
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Center for Economic Research, Tilburg University
82
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82
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77
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
CESifo working papers
33
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32
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Finance and economics discussion series
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Discussion papers in economics
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1
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
2
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
3
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
4
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
5
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
6
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
7
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
8
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
Saved in:
9
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
10
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
11
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
12
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
13
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
14
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
15
A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Koo, Bonsoo
-
2015
Persistent link: https://www.econbiz.de/10011781237
Saved in:
16
Low-dimensional decomposition, smoothing and forecasting of sparse functional data
Dokumentov, Alexander
;
Hyndman, Rob J.
-
2014
Persistent link: https://www.econbiz.de/10011780801
Saved in:
17
Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib
;
Hyndman, Rob J.
-
2014
Persistent link: https://www.econbiz.de/10010349977
Saved in:
18
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
Saved in:
19
Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni
-
2006
Persistent link: https://www.econbiz.de/10003433850
Saved in:
20
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
-
2004
Persistent link: https://www.econbiz.de/10002474664
Saved in:
21
Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.
;
Inder, Brett A.
-
1999
Persistent link: https://www.econbiz.de/10001440564
Saved in:
22
Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988065
Saved in:
23
A comparison of alternative estimators for binary panel probit models
Harris, Mark N.
-
1998
Persistent link: https://www.econbiz.de/10000988068
Saved in:
24
Exponential smoothing methods of forecasting and general ARMA time series representations
Shami, Roland G.
-
1998
Persistent link: https://www.econbiz.de/10000988069
Saved in:
25
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988094
Saved in:
26
Nonparametric seemingly unrelated regression
Smith, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000988095
Saved in:
27
A new approach to model GNP functions : an applications of non-separable two-stage technologies
Wong, Gary K. K.
-
1998
Persistent link: https://www.econbiz.de/10000988096
Saved in:
28
Bandwidth selection for kernel conditional density estimation
Bashtannyk, David M.
-
1998
Persistent link: https://www.econbiz.de/10000995964
Saved in:
29
Model selection when a key parameter is constrained to be in an interval
Hossain, Md. Zakir
-
1998
Persistent link: https://www.econbiz.de/10000995965
Saved in:
30
Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W.
-
1998
Persistent link: https://www.econbiz.de/10000995966
Saved in:
31
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000995978
Saved in:
32
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
Saved in:
33
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000983137
Saved in:
34
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
35
Analytic small sample bias and standard error calculations for tests of serial correlation in market returns
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000970341
Saved in:
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