//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
1,846
Theory
1,846
Estimation
215
Schätzung
215
Zeitreihenanalyse
190
Forecasting model
151
Prognoseverfahren
151
Geldpolitik
145
Monetary policy
145
Economic growth
109
Endogenes Wachstumsmodell
108
Endogenous growth model
108
General equilibrium
106
Allgemeines Gleichgewicht
105
Wirtschaftswachstum
104
Volatility
89
Volatilität
88
Portfolio selection
82
Portfolio-Management
82
Fiscal policy
74
Welt
74
World
74
Finanzpolitik
73
Risiko
69
Risk
69
Welfare analysis
66
Börsenkurs
65
Share price
65
Wohlfahrtsanalyse
65
Stochastic process
62
Stochastischer Prozess
62
United States
62
Dynamic equilibrium
61
USA
61
Dynamisches Gleichgewicht
60
Schock
60
Shock
60
Business cycle
59
Konjunktur
59
more ...
less ...
Online availability
All
Free
60
Undetermined
60
Type of publication
All
Article
112
Book / Working Paper
78
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Arbeitspapier
78
Working Paper
78
Graue Literatur
77
Non-commercial literature
77
Forschungsbericht
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
190
Author
All
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
14
Gao, Jiti
11
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kim, Jong-Min
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Zhang, Bo
3
Beaumont, Adrian
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gamakumara, Puwasala
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kandanaarachchi, Sevvandi
2
Kiani, Khurshid M.
2
Li, Feng
2
Li, Yong
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
Paradiso, Antonio
2
Rahman Khan, Md. Atikur
2
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Economic modelling
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
221
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
57
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
more ...
less ...
Source
All
ECONIS (ZBW)
190
Showing
1
-
50
of
190
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
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:
4
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:
5
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
8
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
9
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
10
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
11
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
12
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
13
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
14
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
Saved in:
15
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
16
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:
17
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
Saved in:
18
Unit roots in lower-bounded series with outliers
Alanya-Beltran, Willy
- In:
Economic modelling
115
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014228683
Saved in:
19
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
20
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
21
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
22
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
23
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
24
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
25
Anomaly detection in high dimensional data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012598856
Saved in:
26
Feature-based forecast-model performance prediction
Talagala, Thiyanga S.
;
Li, Feng
;
Kang, Yanfei
-
2019
Persistent link: https://www.econbiz.de/10012598900
Saved in:
27
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
28
Elucidate structure in intermittent demand series
Kourentzes, Nikolaos
;
Athanasopoulos, George
-
2019
Persistent link: https://www.econbiz.de/10012606720
Saved in:
29
A brief history of forecasting competitions
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012592216
Saved in:
30
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
31
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
32
Anomaly detection in streaming nonstationary temporal data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2018
Persistent link: https://www.econbiz.de/10012583311
Saved in:
33
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
-
2018
Persistent link: https://www.econbiz.de/10012583337
Saved in:
34
Probabilisitic forecasts in hierarchical time series
Gamakumara, Puwasala
;
Panagiotelis, Anastasios
; …
-
2018
Persistent link: https://www.econbiz.de/10012583384
Saved in:
35
Efficient generation of time series with diverse and controllable characteristics
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2018
Persistent link: https://www.econbiz.de/10012583530
Saved in:
36
On normalization and algorithm selection for unsupervised outlier detection
Kandanaarachchi, Sevvandi
;
Muñoz, Mario A
;
Hyndman, Rob J.
-
2018
Persistent link: https://www.econbiz.de/10012583553
Saved in:
37
FFORMA: Feature-based Forecast Model Averaging
Montero-Manso, Pablo
;
Athanasopoulos, George
;
Hyndman, …
-
2018
Persistent link: https://www.econbiz.de/10012583556
Saved in:
38
Intervention analysis based on exponential smoothing methods : applications to 9/11 and COVID-19 effects
Seong, Byeongchan
;
Lee, Kiseop
- In:
Economic modelling
98
(
2021
),
pp. 290-301
Persistent link: https://www.econbiz.de/10012793898
Saved in:
39
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
40
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
41
On the role of dependence in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto
;
Costantini, Mauro
;
Paradiso, Antonio
- In:
Economic modelling
105
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
Saved in:
42
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
43
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
44
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
-
2017
Persistent link: https://www.econbiz.de/10011782246
Saved in:
45
Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
-
2017
Persistent link: https://www.econbiz.de/10012543504
Saved in:
46
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
47
Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan
- In:
Economic modelling
91
(
2020
),
pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
Saved in:
48
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
49
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
50
Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Yang, Yang
;
Zhao, Zhao
- In:
Economic modelling
93
(
2020
),
pp. 728-736
Persistent link: https://www.econbiz.de/10012430347
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->