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subject:"Forecasting model"
~isPartOf:"Working paper series"
~subject:"ARMA-Modell"
~subject:"Australien"
~subject:"Bayesian inference"
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Forecasting model
ARMA-Modell
Australien
Bayesian inference
Estimation theory
124
Schätztheorie
124
Theorie
50
Theory
50
Time series analysis
25
Zeitreihenanalyse
25
Estimation
12
Schätzung
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Regression analysis
10
Regressionsanalyse
10
Bayes-Statistik
8
Bootstrap approach
8
Bootstrap-Verfahren
8
Panel
7
Panel study
7
Statistical theory
7
Statistische Methodenlehre
7
ARCH model
6
ARCH-Modell
6
Statistical test
6
Statistischer Test
6
Cointegration
5
Kointegration
5
Robust statistics
5
Robustes Verfahren
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Sampling
4
Simulation
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4
VAR model
4
VAR-Modell
4
Arbeitsangebot
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Australia
3
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3
Börsenkurs
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CAPM
3
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14
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9
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9
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8
Non-commercial literature
8
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English
14
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Kohn, Robert
6
Smith, Michael S.
3
Wong, Chi-ming
2
Abrigo, Michael Ralph M.
1
Barnett, Glen
1
Canepa, Alessandra
1
Eratalay, M. Hakan
1
Ferreira, Leonardo Nogueira
1
Gay, Roger
1
Gioldasis, Georgios
1
Hoque, Asraul
1
Karanasos, Menelaos
1
Lapitskaya, Darya
1
Love, Inessa
1
Magdalinos, Tassos
1
Marron, James Stephen
1
Mathur, Sharat K.
1
Miranda-Agrippino, Silvia
1
Musolesi, Antonio
1
Nõu, Anders
1
Paraskevopoulos, Athanasios
1
Poirier, Dale J.
1
Ricco, Giovanni
1
Sharma, Rajesh
1
Sheather, Simon J.
1
Simioni, Michel
1
Yau, Paul
1
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Working paper series
Journal of econometrics
127
International journal of forecasting
118
Journal of forecasting
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Economics letters
42
Discussion paper / Tinbergen Institute
31
Journal of the American Statistical Association : JASA
27
Econometric reviews
24
Econometric theory
23
Economic modelling
21
Applied economics
20
Computational economics
20
European journal of operational research : EJOR
20
Working paper
20
Discussion papers / CEPR
19
Econometrics : open access journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
The econometrics journal
19
Finance research letters
18
Insurance / Mathematics & economics
18
Discussion paper
17
Journal of applied econometrics
17
Journal of empirical finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CESifo working papers
14
CREATES research paper
13
Journal of economic dynamics & control
13
The economic record : er
13
Working papers
13
Discussion paper series / IZA
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of banking & finance
12
Journal of time series econometrics
12
NBER working paper series
12
Statistics in transition : an international journal of the Polish Statistical Association
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working papers / Rutgers University, Department of Economics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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ECONIS (ZBW)
14
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1
A unified theory for ARMA models with varying coefficients : one solution fits all
Karanasos, Menelaos
;
Paraskevopoulos, Athanasios
; …
-
2024
Persistent link: https://www.econbiz.de/10015046279
Saved in:
2
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
Saved in:
3
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
-
2021
Persistent link: https://www.econbiz.de/10013170703
Saved in:
4
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
5
Estimation of panel vector autoregression in stata : a package of programs
Abrigo, Michael Ralph M.
;
Love, Inessa
-
2016
Persistent link: https://www.econbiz.de/10011450149
Saved in:
6
Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert
;
Marron, James Stephen
;
Yau, Paul
-
1999
Persistent link: https://www.econbiz.de/10001415005
Saved in:
7
Bayesian semiparametric regression : an exposition and application to print advertising data
Smith, Michael S.
;
Mathur, Sharat K.
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000940414
Saved in:
8
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
9
Robust Bayesian estimation of autoregressive-moving average models
Barnett, Glen
;
Kohn, Robert
;
Sheather, Simon J.
-
1995
Persistent link: https://www.econbiz.de/10000912056
Saved in:
10
Present value for a stochastic interest rate
Gay, Roger
-
1994
Persistent link: https://www.econbiz.de/10000894835
Saved in:
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