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~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
~subject:"State space model"
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Search: subject_exact:"Trendbereinigung"
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Forecasting model
State space model
Time series analysis
455
Zeitreihenanalyse
455
Theorie
190
Theory
190
Prognoseverfahren
134
Estimation
125
Schätzung
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Hyndman, Rob J.
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Athanasopoulos, George
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Snyder, Ralph D.
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Koehler, Anne B.
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Martin, Gael M.
9
Ord, John Keith
6
Panagiotelis, Anastasios
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Ben Taieb, Souhaib
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Gao, Jiti
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McCabe, Brendan Peter Martin
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Shang, Han Lin
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Tiwari, Aviral Kumar
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Vahid, Farshid
4
De Silva, Ashton
3
Forbes, Catherine Scipione
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Kang, Yanfei
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
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Taylor, James W.
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Todorova, Neda
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Maharaj, Elizabeth Ann
2
Montero-Manso, Pablo
2
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2
Silvapulle, Mervyn J.
2
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
430
Journal of forecasting
230
Journal of econometrics
112
Discussion paper / Tinbergen Institute
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Energy economics
77
Computational economics
69
Applied economics
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
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CESifo working papers
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International review of economics & finance : IREF
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International journal of production economics
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Journal of risk and financial management : JRFM
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Econometrics : open access journal
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ECONIS (ZBW)
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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:
2
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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
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
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
Saved in:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
8
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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