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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~language:"tur"
~language:"vie"
~subject:"Prognoseverfahren"
~type:"book"
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Prognoseverfahren
Time series analysis
167
Zeitreihenanalyse
167
Theorie
151
Theory
151
Estimation theory
144
Schätztheorie
144
Forecasting model
126
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Estimation
67
Schätzung
67
Bayes-Statistik
56
Bayesian inference
56
Panel
52
Panel study
52
Regression analysis
40
Regressionsanalyse
40
Stochastic process
37
Stochastischer Prozess
37
Australia
36
Australien
36
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
State space model
30
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30
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28
Cointegration
27
Kointegration
27
Markov chain
27
Volatility
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Volatilität
27
Statistical test
23
Statistischer Test
23
Bootstrap approach
22
Bootstrap-Verfahren
22
Statistical distribution
21
Statistische Verteilung
21
VAR model
20
VAR-Modell
20
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Arbeitspapier
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Working Paper
126
Graue Literatur
121
Non-commercial literature
121
Forschungsbericht
11
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English
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Hyndman, Rob J.
63
Athanasopoulos, George
30
Martin, Gael M.
18
Snyder, Ralph D.
12
Frazier, David T.
10
Panagiotelis, Anastasios
10
Koehler, Anne B.
9
Vahid, Farshid
8
Gao, Jiti
7
Loiza-Maya, Ruben
6
Ord, John Keith
6
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Gamakumara, Puwasala
5
Kourentzes, Nikolaos
5
Maneesoonthorn, Worapree
5
McCabe, Brendan Peter Martin
5
Shang, Han Lin
5
Anderson, Heather M.
4
Booth, Heather
4
Koo, Bonsoo
4
Poskitt, Donald Stephen
4
Forbes, Catherine Scipione
3
Green, Kesten C.
3
Harris, David
3
Kang, Yanfei
3
King, Maxwell L.
3
Linton, Oliver
3
Silvapulle, Mervyn J.
3
Silvapulle, Paramsothy
3
Wickramasuriya, Shanika L.
3
Ahmed, Roman A.
2
Armstrong, Jon Scott
2
Cheng, Tingting
2
De Livera, Alysha M.
2
Erbas, Bircan
2
Guillén, Osmani Teixeira de Carvalho
2
Hannadige, Sium Bodha
2
Issler, João Victor
2
Jiang, Bin
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
NBER working paper series
253
NBER Working Paper
235
Working paper
190
Discussion paper / Tinbergen Institute
169
ECB Working Paper
169
Working paper series / European Central Bank
158
IMF working papers
134
CESifo working papers
119
CREATES research paper
98
Econometric Institute research papers
94
Working paper / National Bureau of Economic Research, Inc.
91
Working papers
85
Finance and economics discussion series
84
Tinbergen Institute Discussion Paper
78
CESifo Working Paper
70
CAMA working paper series
66
IMF Working Paper
66
Federal Reserve Bank of Cleveland working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Discussion paper
64
Working paper series
62
SFB 649 discussion paper
58
Working Paper
58
Working paper / Norges Bank
54
Research paper series / Swiss Finance Institute
52
CESifo Working Paper Series
46
FEDS Working Paper
45
Staff working paper / Bank of Canada
45
Temi di discussione / Banca d'Italia
44
Discussion paper series / IZA
41
Cambridge working papers in economics
40
International finance discussion papers
40
Department of Economics working paper series
39
Staff reports / Federal Reserve Bank of New York
39
CAMA Working Paper
38
Working papers / Federal Reserve Bank of Philadelphia, Research Department
37
CFS working paper series
35
FRB of Cleveland Working Paper
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
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ECONIS (ZBW)
126
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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
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:
3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
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
Saved in:
6
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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
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:
9
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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