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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Frazier, David T."
~person:"Martin, Gael M."
~subject:"Prognoseverfahren"
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Time series analysis
Prognoseverfahren
Theorie
45
Theory
45
Forecasting model
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Zeitreihenanalyse
17
State space model
16
Zustandsraummodell
16
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Beaumont, Adrian
Frazier, David T.
Martin, Gael M.
Franses, Philip Hans
182
Diebold, Francis X.
141
Phillips, Peter C. B.
131
Koopman, Siem Jan
130
Gil-Alaña, Luis A.
109
Timmermann, Allan
102
Härdle, Wolfgang
99
Caporale, Guglielmo Maria
91
Marcellino, Massimiliano
89
Pesaran, M. Hashem
87
Clark, Todd E.
86
Swanson, Norman R.
85
Koop, Gary
82
Clements, Michael P.
81
Lütkepohl, Helmut
81
Granger, C. W. J.
80
Hendry, David F.
70
Teräsvirta, Timo
68
Dijk, Herman K. van
66
Gupta, Rangan
66
Hyndman, Rob J.
66
McAleer, Michael
66
Kilian, Lutz
64
Ravazzolo, Francesco
61
Schorfheide, Frank
57
Ghysels, Eric
56
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Lucas, André
51
Giannone, Domenico
49
Watson, Mark W.
49
Dijk, Dick van
48
Kapetanios, George
48
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Working paper / Department of Econometrics and Business Statistics, Monash University
20
International journal of forecasting
7
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Journal of econometrics
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
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Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
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2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
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:
5
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
6
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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