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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Simulation"
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Time series analysis
Simulation
Theorie
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Hyndman, Rob J.
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21
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15
Gao, Jiti
13
Snyder, Ralph D.
13
Martin, Gael M.
10
Koop, Gary
9
Taylor, Robert
9
Yu, Jun
9
Franses, Philip Hans
8
Swanson, Norman R.
8
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
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Teräsvirta, Timo
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6
Geweke, John
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Mariano, Roberto S.
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McAleer, Michael
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Spanos, Aris
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Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
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Hendry, David F.
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Kilian, Lutz
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King, Maxwell L.
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Maasoumi, Esfandiar
5
Ng, Serena
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Perron, Pierre
5
Pesaran, M. Hashem
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Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chan, Joshua
4
Fan, Yanqin
4
Frazier, David T.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Herwartz, Helmut
4
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Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
328
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301
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264
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228
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International journal of production research
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108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of production economics
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NBER Working Paper
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Applied economics letters
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NBER working paper series
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Europäische Hochschulschriften / 5
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CREATES research paper
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Energy economics
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64
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62
EUI working paper / ECO
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CESifo working papers
59
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
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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
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:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
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:
6
Genetics and population : analysis link-ancestors : fast simulation of local ancestry with tree sequence software
Tsambos, Georgia
;
Kelleher, Jerome
;
Vukcevic, Damjan
-
2023
Persistent link: https://www.econbiz.de/10014533477
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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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