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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~type:"book"
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Prognoseverfahren
Schätztheorie
Time series analysis
167
Zeitreihenanalyse
167
Theorie
151
Theory
151
Estimation theory
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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Arbeitspapier
251
Working Paper
251
Graue Literatur
241
Non-commercial literature
241
Forschungsbericht
18
Language
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English
Author
All
Hyndman, Rob J.
70
Gao, Jiti
65
Martin, Gael M.
32
Athanasopoulos, George
31
Peng, Bin
23
Poskitt, Donald Stephen
20
Frazier, David T.
18
Snyder, Ralph D.
13
Zhang, Xibin
12
Panagiotelis, Anastasios
10
Silvapulle, Mervyn J.
10
Cheng, Tingting
9
Dong, Chaohua
9
King, Maxwell L.
9
Koehler, Anne B.
9
Vahid, Farshid
9
Yang, Yanrong
9
Silvapulle, Paramsothy
8
Yan, Yayi
8
Linton, Oliver
7
Loiza-Maya, Ruben
7
Robert, Christian P.
7
Shang, Han Lin
7
Gamakumara, Puwasala
6
Koo, Bonsoo
6
Maneesoonthorn, Worapree
6
McCabe, Brendan Peter Martin
6
Ord, John Keith
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Forbes, Catherine Scipione
5
Forchini, Giovanni
5
Gong, Xiaodong
5
Grose, Simone D.
5
Kourentzes, Nikolaos
5
Li, Degui
5
Liu, Fei
5
Pan, Guangming
5
Sarafidis, Vasilis
5
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Working paper / Department of Econometrics and Business Statistics, Monash University
NBER Working Paper
567
NBER working paper series
510
CEMMAP working papers / Centre for Microdata Methods and Practice
372
Discussion paper / Tinbergen Institute
349
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
272
Working paper
256
Discussion paper series / IZA
233
CREATES research paper
226
CESifo working papers
204
Working paper / National Bureau of Economic Research, Inc.
202
ECB Working Paper
185
Working paper series / European Central Bank
171
Cowles Foundation discussion paper
168
IMF working papers
154
IZA Discussion Paper
143
SFB 649 discussion paper
141
Discussion papers of interdisciplinary research project 373
137
NBER technical working paper series
131
Tinbergen Institute Discussion Paper
125
Cowles Foundation Discussion Paper
123
Working papers
123
Econometric Institute research papers
122
Discussion paper
120
CESifo Working Paper
112
Finance and economics discussion series
106
Cambridge working papers in economics
101
Working Paper
97
Working paper series
94
CESifo Working Paper Series
89
KBI
86
Econometrics papers
81
IZA Discussion Papers
81
CAMA working paper series
79
Mathematics Preprint Archive
79
Federal Reserve Bank of Cleveland working paper series
76
cemmap working paper
75
SFB 649 Discussion Paper
73
Research paper series / Swiss Finance Institute
71
IMF Working Paper
70
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ECONIS (ZBW)
251
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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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
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3
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
6
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
7
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
8
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:
9
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
10
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
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