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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~source:"econis"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
482
Theory
482
Time series analysis
90
Zeitreihenanalyse
90
Forecasting model
85
Estimation
31
Schätzung
31
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Bayes-Statistik
24
Bayesian inference
24
Stochastic process
23
Stochastischer Prozess
23
State space model
22
Zustandsraummodell
22
Geldpolitik
19
Markov chain
19
Markov-Kette
19
Monetary policy
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Panel
19
Panel study
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Estimation theory
18
Schätztheorie
18
USA
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United States
16
Game theory
15
Spieltheorie
15
Statistical test
14
Statistischer Test
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Volatility
14
Volatilität
14
Bootstrap approach
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Bootstrap-Verfahren
13
Oligopol
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Oligopoly
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Risiko
13
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85
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Arbeitspapier
Sammelwerk
Working Paper
85
Graue Literatur
80
Non-commercial literature
80
Forschungsbericht
2
Language
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English
85
Author
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Hendry, David F.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Castle, Jennifer
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Martinez, Andrew B.
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Wickramasuriya, Shanika L.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Aron, Janine
1
Auld, Tom
1
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Monash University
1
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Department of Economics discussion paper series / University of Oxford
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
89
Discussion paper / Centre for Economic Policy Research
88
Working paper / National Bureau of Economic Research, Inc.
86
Working paper
60
CESifo working papers
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
CREATES research paper
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
Federal Reserve Bank of Cleveland working paper series
37
Finance and economics discussion series
36
Working papers
36
Research paper series / Swiss Finance Institute
33
Econometric Institute research papers
31
Discussion papers / CEPR
28
Discussion paper
27
Working paper series
25
IMF working papers
22
Swiss Finance Institute Research Paper
20
Discussion paper / Deutsche Bundesbank
19
Working papers / Rutgers University, Department of Economics
19
CFS working paper series
18
Working papers / Federal Reserve Bank of Philadelphia, Research Department
18
EUI working paper / ECO
17
Staff reports / Federal Reserve Bank of New York
17
International finance discussion papers
16
Warwick economic research papers
15
Discussion paper / Department of Economics, University of California San Diego
14
Working paper / Norges Bank
14
Working papers / Penn Institute for Economic Research
14
Staff working paper / Bank of Canada
13
Sveriges Riksbank working paper series
13
Technical working paper / National Bureau of Economic Research
13
Temi di discussione / Banca d'Italia
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers / Adam Smith Business School, University of Glasgow
12
KBI
12
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ECONIS (ZBW)
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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
Sinking ships : illiquidity and the predictability of returns on real assets in recessions
Doshchyn, Artur
-
2023
Persistent link: https://www.econbiz.de/10014429984
Saved in:
5
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:
6
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
7
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:
8
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:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
10
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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