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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~subject:"Aggregation"
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Time series analysis
Aggregation
Theorie
831
Theory
831
Zeitreihenanalyse
207
Forecasting model
124
Prognoseverfahren
124
Estimation theory
115
Schätztheorie
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Hyndman, Rob J.
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Gao, Jiti
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Härdle, Wolfgang
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Santucci de Magistris, Paolo
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Kruse, Robinson
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Lanne, Markku
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Panagiotelis, Anastasios
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Shami, Roland G.
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Working paper / Department of Econometrics and Business Statistics, Monash University
CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
342
International journal of forecasting
314
Economics letters
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Journal of forecasting
229
Econometric theory
195
Discussion paper / Tinbergen Institute
170
Econometric reviews
135
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124
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106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
Journal of applied econometrics
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
NBER Working Paper
85
Applied economics letters
81
European journal of operational research : EJOR
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Journal of economic dynamics & control
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NBER working paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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Journal of macroeconomics
49
Macroeconomic dynamics
47
Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
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ECONIS (ZBW)
211
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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
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
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
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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