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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"Zeitreihenanalyse"
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Time series analysis
190
Zeitreihenanalyse
190
Theorie
78
Theory
78
Forecasting model
75
Prognoseverfahren
75
Estimation theory
62
Schätztheorie
62
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
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25
Schätzung
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Stochastic process
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Bayes-Statistik
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VAR model
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Australien
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Hyndman, Rob J.
58
Gao, Jiti
52
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
Poskitt, Donald Stephen
17
Peng, Bin
15
Dong, Chaohua
14
Koehler, Anne B.
12
Ord, John Keith
10
Forbes, Catherine Scipione
9
Vahid, Farshid
9
McCabe, Brendan Peter Martin
7
Pan, Guangming
7
Panagiotelis, Anastasios
7
Linton, Oliver
6
Yang, Yanrong
6
Ben Taieb, Souhaib
5
Frazier, David T.
5
Grose, Simone D.
5
Li, Degui
5
Maharaj, Elizabeth Ann
5
Shang, Han Lin
5
Yan, Yayi
5
Zhang, Bo
5
Anderson, Heather M.
4
Cook, Dianne
4
Kang, Yanfei
4
King, Maxwell L.
4
Maneesoonthorn, Worapree
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Tjostheim, Dag
4
Akram, Muhammad
3
Cai, Biqing
3
Gamakumara, Puwasala
3
Inder, Brett A.
3
Kandanaarachchi, Sevvandi
3
Koo, Bonsoo
3
Kourentzes, Nikolaos
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
675
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
319
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper
179
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
EUI working paper / ECO
84
International review of economics & finance : IREF
84
Finance research letters
82
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
190
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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
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
3
Eigen–analysis for high–dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
4
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:
5
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
7
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
8
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:
9
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
10
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
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