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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~language:"eng"
~subject:"Aggregation"
~subject:"Schätztheorie"
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Time series analysis
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338
Estimation theory
319
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Hyndman, Rob J.
27
Phillips, Peter C. B.
17
Athanasopoulos, George
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Gao, Jiti
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Snyder, Ralph D.
13
Saikkonen, Pentti
12
Linton, Oliver
11
Poskitt, Donald Stephen
10
Johansen, Søren
9
Martin, Gael M.
9
Jong, Robert M. de
8
King, Maxwell L.
7
Koehler, Anne B.
7
Lee, Lung-fei
7
Lütkepohl, Helmut
7
Ord, John Keith
7
Park, Joon Y.
7
Chambers, Marcus J.
6
Hong, Yongmiao
6
Perron, Pierre
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Podolskij, Mark
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Robinson, Peter M.
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Santucci de Magistris, Paolo
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White, Halbert
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Grassi, Stefano
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Haldrup, Niels
5
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Kruse, Robinson
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Li, Qi
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Lieberman, Offer
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McCabe, Brendan Peter Martin
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Wooldridge, Jeffrey M.
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Abadir, Karim Maher
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Andrews, Donald W. K.
4
Bierens, Herman J.
4
Choi, In
4
Davidson, James E. H.
4
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4
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Working paper / Department of Econometrics and Business Statistics, Monash University
CREATES research paper
Econometric theory
Journal of econometrics
659
Economics letters
625
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
396
International journal of forecasting
341
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
300
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250
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250
Discussion paper / Tinbergen Institute
229
Journal of applied econometrics
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
177
The review of economics and statistics
154
Working paper / National Bureau of Economic Research, Inc.
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Applied economics
148
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Oxford bulletin of economics and statistics
142
Economic modelling
136
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
125
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
123
Discussion paper / Center for Economic Research, Tilburg University
111
Journal of economic dynamics & control
108
Working paper
108
CORE discussion paper : DP
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
International economic review
92
Cowles Foundation discussion paper
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
91
Applied economics letters
88
American journal of agricultural economics
87
Statistical papers
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CESifo working papers
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NBER Working Paper
85
Discussion paper / Centre for Economic Policy Research
80
European journal of operational research : EJOR
80
NBER working paper series
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The econometrics journal
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ECONIS (ZBW)
592
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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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
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:
5
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
7
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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
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:
10
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
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