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source:"econis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Time series analysis"
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Time series analysis
295
Zeitreihenanalyse
295
Theorie
133
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102
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Prognoseverfahren
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Phillips, Peter C. B.
82
Hyndman, Rob J.
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Gao, Jiti
54
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
Poskitt, Donald Stephen
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Peng, Bin
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Dong, Chaohua
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Koehler, Anne B.
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Chen, Xiaohong
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Linton, Oliver
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Vahid, Farshid
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McCabe, Brendan Peter Martin
7
Pan, Guangming
7
Panagiotelis, Anastasios
7
Li, Degui
6
Lieberman, Offer
6
Yang, Yanrong
6
Yu, Jun
6
Ben Taieb, Souhaib
5
Frazier, David T.
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Grose, Simone D.
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Magdalinos, Tassos
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Anderson, Heather M.
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Andrews, Donald W. K.
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Cook, Dianne
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King, Maxwell L.
4
Maneesoonthorn, Worapree
4
Ploberger, Werner
4
Shami, Roland G.
4
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Cowles Foundation discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
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Computational economics
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
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EUI working paper / ECO
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
84
Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
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2
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
3
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
4
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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6
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
7
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
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8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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9
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:
10
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
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