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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CESifo working papers"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Beaumont, Adrian"
~person:"Francq, Christian"
~person:"Martin, Gael M."
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
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Time series analysis
Financial crisis
Prognoseverfahren
Theorie
43
Theory
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16
Zeitreihenanalyse
15
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12
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10
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Beaumont, Adrian
Francq, Christian
Martin, Gael M.
Hyndman, Rob J.
36
Athanasopoulos, George
21
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
17
Snyder, Ralph D.
17
Pesaran, M. Hashem
14
Gao, Jiti
12
Forbes, Catherine Scipione
9
Gouriéroux, Christian
9
Guégan, Dominique
9
Poskitt, Donald Stephen
9
Frazier, David T.
8
Koehler, Anne B.
8
Ord, John Keith
8
Panagiotelis, Anastasios
8
Comte, Fabienne
7
Maneesoonthorn, Worapree
7
Illing, Gerhard
6
Lahiri, Kajal
6
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5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
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Schnabl, Gunther
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Vahid, Farshid
5
Castelnuovo, Efrem
4
Jasiak, Joann
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King, Maxwell L.
4
Lütkepohl, Helmut
4
Maharaj, Elizabeth Ann
4
Plastun, Alex
4
Renault, Eric
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Timmermann, Allan
4
Zakoïan, Jean-Michel
4
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
Série des documents de travail / Centre de Recherche en Économie et Statistique
International journal of forecasting
7
Econometric theory
2
Journal of econometrics
2
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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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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2
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:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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
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:
6
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
9
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
10
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
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