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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Risiko"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Agency theory
Moral Hazard
Risiko
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
78
Forecasting model
68
Prognoseverfahren
68
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Schätzung
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Stochastic process
22
Stochastischer Prozess
22
State space model
20
Zustandsraummodell
20
Panel
19
Panel study
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Estimation theory
16
Schätztheorie
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
12
Bootstrap-Verfahren
12
Volatility
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Volatilität
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10
Statistical test
10
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8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Australia
7
Australien
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7
Kointegration
7
Forecasting
6
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80
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200
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200
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81
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81
Graue Literatur
80
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3
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80
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Hyndman, Rob J.
28
Athanasopoulos, George
14
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Ahmed, Roman A.
1
Akram, Muhammad
1
Bollen, Bernard
1
Cai, T.
1
Cox, Christian
1
Di Fonzo, Tommaso
1
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
298
Discussion paper / Centre for Economic Policy Research
277
Working paper / National Bureau of Economic Research, Inc.
270
Discussion paper / Tinbergen Institute
238
Working paper
171
Discussion paper series / IZA
134
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
98
Discussion paper
97
Discussion papers / CEPR
92
Working paper series
91
Discussion paper / Center for Economic Research, Tilburg University
87
CREATES research paper
73
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
70
EUI working paper / ECO
70
Série des documents de travail / Centre de Recherche en Économie et Statistique
64
Research paper series / Swiss Finance Institute
63
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
62
SFB 649 discussion paper
62
Working papers
61
Cowles Foundation discussion paper
60
CORE discussion paper : DP
58
CAMA working paper series
57
Discussion papers of interdisciplinary research project 373
54
Discussion papers in economics
48
Discussion papers / Governance and the Efficiency of Economic Systems
47
Finance and economics discussion series
46
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
45
Working paper series / European Central Bank
43
Bonn Econ Discussion Papers / BGSE
39
Cambridge working papers in economics
38
SSE EFI working paper series in economics and finance
34
Nota di lavoro / Fondazione Eni Enrico Mattei
33
Staff reports / Federal Reserve Bank of New York
33
Swiss Finance Institute Research Paper
33
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
32
Research paper / University of Melbourne, Department of Economics
32
Working papers / TSE : WP
31
Department of Economics discussion paper series / University of Oxford
30
IDEI working papers
30
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ECONIS (ZBW)
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Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
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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
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
Risk-sharing tests with network transaction costs
Cox, Christian
;
Negi, Akanksha
;
Negi, Digvijay S.
-
2022
Persistent link: https://www.econbiz.de/10013494328
Saved in:
7
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
10
Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2020
Persistent link: https://www.econbiz.de/10012607687
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