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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~person:"Spiliotis, Evangelos"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
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Time varying parameters
Theorie
28
Theory
28
Time series analysis
20
Forecasting model
16
Prognoseverfahren
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Absatz
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22
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Paccagnini, Alessia
Spanos, Aris
Spiliotis, Evangelos
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Franses, Philip Hans
9
Koopman, Siem Jan
9
Assimakopoulos, V.
8
Taylor, Robert
8
Hendry, David F.
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Lucas, André
6
Marcellino, Massimiliano
6
An, Sungbae
5
Dijk, Herman K. van
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Koop, Gary
5
Maasoumi, Esfandiar
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Schorfheide, Frank
5
Andreou, Elena
4
Chan, Joshua
4
Clements, Michael P.
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Dijk, Dick van
4
Foroni, Claudia
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kilian, Lutz
4
Maheu, John M.
4
Martin, Gael M.
4
McAleer, Michael
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Applied economics
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
International journal of production economics
2
Journal of econometrics
2
Journal of economic dynamics & control
2
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2
A companion to economic forecasting
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Handbook of empirical economics and finance
1
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1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
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1
Journal of commodity markets
1
Journal of forecasting
1
Journal of monetary economics
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1
Journal of the Operational Research Society
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Operational research : an international journal
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
The econometrics journal
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ECONIS (ZBW)
22
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
The M5 competition : background, organization, and implementation
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1325-1336
Persistent link: https://www.econbiz.de/10014381084
Saved in:
4
M5 accuracy competition : results, findings, and conclusions
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1346-1364
Persistent link: https://www.econbiz.de/10014381087
Saved in:
5
The M5 uncertainty competition : results, findings and conclusions
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1365-1385
Persistent link: https://www.econbiz.de/10014381091
Saved in:
6
Exploring the representativeness of the M5 competition data
Theodorou, Evangelos
;
Wang, Shengjie
;
Kang, Yanfei
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1500-1506
Persistent link: https://www.econbiz.de/10014381135
Saved in:
7
Investigating the accuracy of cross-learning time series forecasting methods
Semenoglou, Artemios-Anargyros
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1072-1084
Persistent link: https://www.econbiz.de/10012794805
Saved in:
8
Are forecasting competitions data representative of the reality?
Spiliotis, Evangelos
;
Kouloumos, Andreas
;
Assimakopoulos, V.
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10012405548
Saved in:
9
The M4 competition : 100,000 time series and 61 forecasting methods
Makridakis, Spyros G.
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 54-74
Persistent link: https://www.econbiz.de/10012405558
Saved in:
10
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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