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~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
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Search: subject:"Statistik"
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Forecasting model
Theorie
207
Theory
207
Estimation
191
Schätzung
191
Bayes-Statistik
156
Bayesian inference
156
Estimation theory
155
Schätztheorie
155
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142
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142
Nichtparametrisches Verfahren
133
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133
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118
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68
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Martin, Gael M.
11
Hyndman, Rob J.
9
Frazier, David T.
8
Loiza-Maya, Ruben
6
Maneesoonthorn, Worapree
5
Gao, Jiti
4
Gupta, Rangan
4
Panagiotelis, Anastasios
4
Vahid, Farshid
4
Anderson, Heather M.
3
McCabe, Brendan Peter Martin
3
Athanasopoulos, George
2
Balcilar, Mehmet
2
Cheng, Tingting
2
Forbes, Catherine Scipione
2
Jiang, Bin
2
Kocięcki, Andrzej
2
Linton, Oliver
2
Ai, Xin
1
Akram, Muhammad
1
Amihud, Yakov
1
Ashouri, Mahsa
1
Bannigidadmath, Deepa
1
Barroso, Pedro
1
Bauer, Michael D.
1
Bekiros, Stelios
1
Ben Taieb, Souhaib
1
Bojaj, Martin M.
1
Bose, Devdeepta
1
Bouri, Elie
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Bracanovic, Andrej
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Bu, Ruijun
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1
Burns, Kelly
1
Ca'Zorzi, Michele
1
Camerer, Colin
1
Campbell, John Y.
1
Chiu, Sheng-hsiung
1
Cordes, Henning
1
Cross, Jamie
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Monash University
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Economic modelling
The review of financial studies
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
288
Journal of forecasting
167
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Discussion paper / Tinbergen Institute
72
Working paper
52
Journal of applied econometrics
42
Applied economics
38
Energy economics
38
Economics letters
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
European journal of operational research : EJOR
35
Working paper series / European Central Bank
33
Discussion paper / Centre for Economic Policy Research
32
Econometric reviews
32
Computational economics
31
Journal of empirical finance
30
Finance research letters
27
Risks : open access journal
25
Federal Reserve Bank of Cleveland working paper series
24
Insurance / Mathematics & economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CAMA working paper series
22
CESifo working papers
21
Discussion papers / CEPR
21
SFB 649 discussion paper
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Journal of banking & finance
20
Research paper series / Swiss Finance Institute
20
Working paper / Norges Bank
20
Applied economics letters
19
Journal of the American Statistical Association : JASA
19
NBER working paper series
19
Quantitative finance
19
Advances in business and management forecasting
18
Econometric Institute research papers
18
Econometrics : open access journal
18
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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
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
4
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:
5
Decision weights for experimental asset prices based on visual salience
Bose, Devdeepta
;
Cordes, Henning
;
Nolte, Sven
; …
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5094-5126
Persistent link: https://www.econbiz.de/10013400155
Saved in:
6
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
7
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
8
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
9
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
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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