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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Großbritannien
Time series analysis
Theorie
1,715
Theory
1,715
Estimation
253
Schätzung
253
Zeitreihenanalyse
239
Exchange rate
214
Wechselkurs
214
Estimation theory
170
Schätztheorie
170
Forecasting model
154
Prognoseverfahren
154
Geldpolitik
134
Monetary policy
134
Volatility
128
Volatilität
128
Welt
126
World
126
USA
117
United States
117
Kaufkraftparität
96
Purchasing power parity
96
Stochastic process
86
Stochastischer Prozess
86
Statistical test
84
Statistischer Test
84
Bayes-Statistik
78
Bayesian inference
78
Panel
73
Panel study
73
Capital mobility
69
Kapitalmobilität
69
Devisenmarkt
68
Foreign exchange market
68
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Cointegration
64
Kointegration
63
Exchange rate policy
60
Wechselkurspolitik
60
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Free
63
Undetermined
50
Type of publication
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Article
196
Book / Working Paper
80
Type of publication (narrower categories)
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Article in journal
191
Aufsatz in Zeitschrift
191
Arbeitspapier
79
Working Paper
79
Graue Literatur
78
Non-commercial literature
78
Forschungsbericht
3
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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English
276
Author
All
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
12
Martin, Gael M.
10
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Phillips, Peter C. B.
6
Spanos, Aris
6
Forbes, Catherine Scipione
5
Franses, Philip Hans
5
Taylor, Robert
5
Andreou, Elena
4
Kilian, Lutz
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Psaradakis, Zacharias G.
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Dagum, Estela Bee
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Maasoumi, Esfandiar
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Proietti, Tommaso
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Ashley, Richard A.
2
Audrino, Francesco
2
Beaumont, Adrian
2
Cavaliere, Giuseppe
2
Gamakumara, Puwasala
2
Granger, C. W. J.
2
Hafner, Christian M.
2
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Published in...
All
Econometric reviews
Journal of international money and finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
335
International journal of forecasting
323
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
234
Econometric theory
192
Discussion paper / Tinbergen Institute
180
The economic journal : the journal of the Royal Economic Society
179
Applied economics
175
Economic modelling
127
Working paper / National Bureau of Economic Research, Inc.
121
Journal of applied econometrics
114
NBER Working Paper
108
NBER working paper series
105
Oxford bulletin of economics and statistics
105
Discussion paper / Centre for Economic Policy Research
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Working paper
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Journal of economic dynamics & control
79
Applied economics letters
77
Computational economics
74
CESifo working papers
71
CREATES research paper
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
Oxford economic papers
64
Energy economics
61
Scottish journal of political economy : the journal of the Scottish Economic Society
61
EUI working paper / ECO
59
Cowles Foundation discussion paper
58
Journal of empirical finance
58
Discussion paper / Centre for Economic Forecasting
56
Discussion papers in economics
54
Journal of macroeconomics
53
Economica
52
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Source
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ECONIS (ZBW)
276
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1
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276
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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
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
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
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
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:
7
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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
10
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
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