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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Agency theory
Moral Hazard
Schätztheorie
Zeitreihenanalyse
Theorie
217
Theory
217
Time series analysis
79
Forecasting model
73
Prognoseverfahren
73
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
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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
Markov chain
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Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
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Statistischer Test
10
Australia
8
Australien
8
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
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8
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8
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8
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Hyndman, Rob J.
29
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
King, Maxwell L.
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Inder, Brett A.
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Laskar, Mizan R.
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Smith, Michael S.
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Kohn, Robert
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Maneesoonthorn, Worapree
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Strachan, Rodney W.
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Vahid, Farshid
2
Ahmed, Roman A.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Economics letters
712
Journal of econometrics
646
Econometric theory
419
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
389
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
334
International journal of forecasting
331
Discussion paper / Tinbergen Institute
258
Econometric reviews
248
Journal of forecasting
244
Working paper / National Bureau of Economic Research, Inc.
244
Discussion paper / Centre for Economic Policy Research
229
Journal of applied econometrics
203
Série des documents de travail / Centre de Recherche en Économie et Statistique
197
CESifo working papers
196
Journal of economic theory
172
The review of economics and statistics
155
Applied economics
154
NBER working paper series
154
Journal of quantitative economics : official journal of the Indian Econometric Society
147
NBER Working Paper
147
Discussion paper / Center for Economic Research, Tilburg University
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Economic modelling
143
Oxford bulletin of economics and statistics
142
Discussion paper series / IZA
140
Journal of economic dynamics & control
137
Working paper
136
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
130
Journal of economic behavior & organization : JEBO
130
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
129
International economic review
126
CORE discussion paper : DP
121
The review of economic studies
119
Europäische Hochschulschriften / 5
117
Working paper series
110
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
102
Cowles Foundation discussion paper
100
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Discussion paper
95
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ECONIS (ZBW)
93
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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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
8
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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