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subject:"Time series analysis"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Simulation"
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Time series analysis
Simulation
Theorie
1,145
Theory
1,145
Zeitreihenanalyse
255
Estimation theory
174
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174
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126
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Hyndman, Rob J.
29
Athanasopoulos, George
15
Maravall Herrero, Agustín
15
Snyder, Ralph D.
13
Gao, Jiti
12
Martin, Gael M.
10
Gómez, Víctor
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
6
Franses, Philip Hans
6
Phillips, Peter C. B.
6
Spanos, Aris
6
Geweke, John
5
Taylor, Robert
5
Andreou, Elena
4
Kilian, Lutz
4
King, Maxwell L.
4
Maasoumi, Esfandiar
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Canova, Fabio
3
Dagum, Estela Bee
3
Frazier, David T.
3
Gil-Alaña, Luis A.
3
Grillenzoni, Carlo
3
Hendry, David F.
3
Inder, Brett A.
3
Johansen, Søren
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Maravall, Agustín
3
Marcellino, Massimiliano
3
McCabe, Brendan Peter Martin
3
Mizon, Grayham E.
3
Pan, Guangming
3
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EUI working paper / ECO
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Working paper / Department of Econometrics and Business Statistics, Monash University
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359
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328
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301
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264
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228
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190
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141
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117
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114
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108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of economic dynamics & control
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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64
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62
CESifo working papers
60
Computers & operations research : and their applications to problems of world concern ; an international journal
58
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Journal of empirical finance
57
Oxford bulletin of economics and statistics
55
Discussion paper / Centre for Economic Policy Research
52
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ECONIS (ZBW)
293
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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
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:
6
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:
7
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
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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