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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~language:"eng"
~subject:"Aggregation"
~subject:"Regressionsanalyse"
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Time series analysis
Aggregation
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Theorie
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Theory
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Prognoseverfahren
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Hyndman, Rob J.
27
Athanasopoulos, George
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Gao, Jiti
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Snyder, Ralph D.
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Martin, Gael M.
9
Koehler, Anne B.
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Ord, John Keith
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Panagiotelis, Anastasios
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Shami, Roland G.
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Grose, Simone D.
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Inder, Brett A.
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Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Li, Degui
3
McCabe, Brendan Peter Martin
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McLaren, Keith Robert
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Pan, Guangming
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Vahid, Farshid
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Wickramasuriya, Shanika L.
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Zhang, Bo
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Peng, Bin
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Rahman Khan, Md. Atikur
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Shang, Han Lin
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Talagala, Priyanga Dilini
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Talagala, Thiyanga S.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
442
International journal of forecasting
359
Economics letters
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Journal of forecasting
251
Econometric theory
246
Discussion paper / Tinbergen Institute
193
Econometric reviews
169
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
165
Economic modelling
142
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
129
Applied economics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of applied econometrics
113
European journal of operational research : EJOR
107
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
NBER Working Paper
102
NBER working paper series
96
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
95
Working paper / National Bureau of Economic Research, Inc.
95
Working paper
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SFB 649 discussion paper
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Oxford bulletin of economics and statistics
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66
Journal of empirical finance
64
EUI working paper / ECO
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Discussion papers of interdisciplinary research project 373
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
57
The review of economics and statistics
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Journal of macroeconomics
54
Journal of economic theory
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
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
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
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:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
9
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harminder B.
;
Brooks, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606907
Saved in:
10
Most powerful test against high dimensional free alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
-
2020
Persistent link: https://www.econbiz.de/10012606966
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