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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~subject:"Auslandsinvestition"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Auslandsinvestition
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
Zustandsraummodell
30
Markov-Kette
28
Cointegration
27
Kointegration
27
Markov chain
27
Volatility
27
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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Book / Working Paper
126
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Aufsatzsammlung
Working Paper
Arbeitspapier
126
Graue Literatur
121
Non-commercial literature
121
Forschungsbericht
11
Language
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English
Author
All
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
Working paper
349
CESifo working papers
276
IMF working papers
274
Working paper / National Bureau of Economic Research, Inc.
265
Discussion paper / Tinbergen Institute
203
International Journal of Energy Economics and Policy : IJEEP
178
Working paper series / European Central Bank
178
Journal of risk and financial management : JRFM
165
International journal of economics and financial issues : IJEFI
153
RIETI discussion paper
143
Discussion paper series / IZA
132
Risks : open access journal
120
Discussion paper
112
Working paper series
110
Cogent economics & finance
109
Working papers
100
CREATES research paper
98
Econometric Institute research papers
96
Intereconomics : review of European economic policy
90
Working Paper
89
Economies : open access journal
87
Finance and economics discussion series
87
IMF working paper
85
Tinbergen Institute Discussion Paper
77
Kiel working paper
72
ECB Working Paper
71
Federal Reserve Bank of Cleveland working paper series
65
Financial innovation : FIN
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
European research studies
60
SFB 649 discussion paper
60
IDE discussion papers
58
Policy research working paper : WPS
55
Staff working paper / Bank of Canada
54
Transnational corporations : investment and development
54
Working paper / Norges Bank
54
Research paper series / Swiss Finance Institute
53
Temi di discussione / Banca d'Italia
52
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
51
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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
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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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