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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
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Estimation theory
Prognoseverfahren
Theorie
422
Theory
422
Time series analysis
148
Zeitreihenanalyse
148
Forecasting model
118
Estimation
56
Schätzung
56
Stochastic process
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56
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Schätztheorie
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Hyndman, Rob J.
31
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
King, Maxwell L.
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
Borup, Daniel
4
Hansen, Peter Reinhard
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Forbes, Catherine Scipione
3
Inder, Brett A.
3
Kourentzes, Nikolaos
3
Kruse, Robinson
3
Laskar, Mizan R.
3
Maneesoonthorn, Worapree
3
Santucci de Magistris, Paolo
3
Smith, Michael S.
3
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2
Andreasen, Martin Møller
2
Boldrini, Lorenzo
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Bollerslev, Tim
2
Bredahl Kock, Anders
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2
Christensen, Kim
2
Dias, Gustavo Fruet
2
Eriksen, Jonas Nygaard
2
Gao, Jiti
2
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2
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Monash University
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
168
Discussion paper / Tinbergen Institute
162
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Discussion paper / Centre for Economic Policy Research
117
Discussion paper / Center for Economic Research, Tilburg University
91
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
88
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88
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83
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CORE discussion paper : DP
81
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79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
79
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75
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66
Discussion paper series / IZA
59
Finance and economics discussion series
54
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52
Working paper series / European Central Bank
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47
EUI working paper / ECO
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Econometric Institute research papers
34
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32
Working papers / Rutgers University, Department of Economics
32
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31
Discussion paper / School of Economics, The University of New South Wales
30
CEMMAP working papers / Centre for Microdata Methods and Practice
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
27
Discussion paper / Deutsche Bundesbank
27
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
27
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
25
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ECONIS (ZBW)
149
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
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:
7
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
10
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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