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person:"Kapetanios, George"
~person:"Franses, Philip Hans"
~person:"Hyndman, Rob J."
~person:"Härdle, Wolfgang"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
~subject:"Börsenkurs"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Theory"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Autocorrelation
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USA
Time series analysis
398
Zeitreihenanalyse
398
Theorie
241
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150
Prognoseverfahren
150
Schätztheorie
84
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62
Schätzung
62
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57
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316
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Kapetanios, George
Franses, Philip Hans
Hyndman, Rob J.
Härdle, Wolfgang
Gil-Alaña, Luis A.
194
Phillips, Peter C. B.
146
Koopman, Siem Jan
134
Caporale, Guglielmo Maria
132
Lütkepohl, Helmut
89
Teräsvirta, Timo
89
McAleer, Michael
87
Sibbertsen, Philipp
77
Gao, Jiti
75
Koop, Gary
73
Lucas, André
73
Taylor, Robert
72
Gupta, Rangan
68
Pesaran, M. Hashem
64
Johansen, Søren
63
Dijk, Herman K. van
60
Harvey, Andrew C.
57
Marcellino, Massimiliano
57
Kunst, Robert M.
54
Maravall Herrero, Agustín
53
Hassler, Uwe
51
Leybourne, Stephen James
51
Perron, Pierre
50
Nielsen, Morten Ørregaard
49
Swanson, Norman R.
49
Dijk, Dick van
48
Hallin, Marc
48
Linton, Oliver
47
Saikkonen, Pentti
45
Robinson, Peter M.
44
Stock, James H.
42
Bauwens, Luc
40
Feng, Yuanhua
39
Hecq, Alain W. J.
39
Proietti, Tommaso
39
Lux, Thomas
36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrisch Instituut <Rotterdam>
6
Queen Mary College / Department of Economics
2
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
43
Report / Econometric Institute, Erasmus University Rotterdam
24
International journal of forecasting
22
SFB 649 discussion paper
21
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
Econometric Institute research papers
18
Discussion paper / Tinbergen Institute
16
Economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Working paper
10
Discussion papers of interdisciplinary research project 373
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Journal of econometrics
7
Journal of forecasting
7
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
CORE discussion paper : DP
3
Journal of economic surveys
3
Report / Erasmus Center for Financial Research, Erasmus University
3
The econometrics journal
3
Working paper series / European Central Bank ; Eurosystem
3
Applied economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CESifo working papers
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion papers / CEPR
2
ERIM report series research in management
2
Economic modelling
2
IHS economics series : working paper
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
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Staff working papers / Bank of England
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ECONIS (ZBW)
316
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
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2
Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
3
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:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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
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:
8
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
9
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
10
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
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