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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Nonparametric statistics"
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Time series analysis
Nonparametric statistics
Theorie
779
Theory
779
Zeitreihenanalyse
209
Estimation theory
147
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147
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111
Prognoseverfahren
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Hyndman, Rob J.
27
Gao, Jiti
23
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Phillips, Peter C. B.
6
Spanos, Aris
6
Dong, Chaohua
5
Forbes, Catherine Scipione
5
Franses, Philip Hans
5
King, Maxwell L.
5
Taylor, Robert
5
Andreou, Elena
4
Kilian, Lutz
4
Li, Degui
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Silvapulle, Mervyn J.
4
Silvapulle, Paramsothy
4
Smith-Miles, Kate
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Zhang, Xibin
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Chen, Jia
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Frazier, David T.
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Kang, Yanfei
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Kourentzes, Nikolaos
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Linton, Oliver
3
Maasoumi, Esfandiar
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McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Peng, Bin
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ullah, Aman
3
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Econometric reviews
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
436
Economics letters
315
International journal of forecasting
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
286
Econometric theory
235
Journal of forecasting
229
Discussion paper / Tinbergen Institute
193
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
149
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
128
Economic modelling
123
Applied economics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
102
Journal of applied econometrics
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SFB 649 discussion paper
86
Applied economics letters
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Cowles Foundation discussion paper
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NBER Working Paper
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Journal of economic dynamics & control
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CEMMAP working papers / Centre for Microdata Methods and Practice
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The econometrics journal
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Discussion paper / Center for Economic Research, Tilburg University
66
Energy economics
65
European journal of operational research : EJOR
65
Working paper / National Bureau of Economic Research, Inc.
65
Discussion papers of interdisciplinary research project 373
62
Série des documents de travail / Centre de Recherche en Économie et Statistique
62
Journal of empirical finance
61
NBER working paper series
59
EUI working paper / ECO
58
Oxford bulletin of economics and statistics
56
CESifo working papers
53
Journal of the American Statistical Association : JASA
53
The review of economics and statistics
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ECONIS (ZBW)
256
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
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:
5
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:
6
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:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
8
Comparisons of Australian mental health distributions
Gunawan, David
;
Griffiths, William E.
;
Duangkamon …
-
2021
Persistent link: https://www.econbiz.de/10012668906
Saved in:
9
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
10
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
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