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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
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Prognoseverfahren
Regression analysis
Theorie
156
Theory
156
Forecasting model
64
Time series analysis
61
Zeitreihenanalyse
61
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Bayes-Statistik
21
Bayesian inference
21
Stochastic process
19
Stochastischer Prozess
19
Panel
17
Panel study
17
State space model
17
Zustandsraummodell
17
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
12
Markov-Kette
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Regressionsanalyse
8
Statistical test
8
Statistischer Test
8
Aggregation
7
Statistical distribution
7
Statistische Verteilung
7
Forecasting
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Cointegration
5
Forecast
5
Kointegration
5
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5
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Arbeitspapier
Sammelwerk
Working Paper
71
Graue Literatur
68
Non-commercial literature
68
Forschungsbericht
2
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English
71
Author
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Hyndman, Rob J.
31
Athanasopoulos, George
20
Martin, Gael M.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Gao, Jiti
7
Snyder, Ralph D.
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Beaumont, Adrian
4
Koehler, Anne B.
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Ord, John Keith
3
Vahid, Farshid
3
Wickramasuriya, Shanika L.
3
Forbes, Catherine Scipione
2
Harris, David
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Li, Degui
2
Montero-Manso, Pablo
2
Peng, Bin
2
Seo, Myung Hwan
2
Shang, Han Lin
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Anderson, Heather M.
1
Auld, Tom
1
Booth, Heather
1
Brooks, Robert
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
116
Discussion paper / Tinbergen Institute
91
SFB 649 discussion paper
68
CREATES research paper
54
Working paper
53
CESifo working papers
51
Working paper series / European Central Bank
44
Working paper / National Bureau of Economic Research, Inc.
40
Working papers
40
CEMMAP working papers / Centre for Microdata Methods and Practice
38
Federal Reserve Bank of Cleveland working paper series
37
Econometric Institute research papers
35
Discussion paper series / IZA
34
Research paper series / Swiss Finance Institute
31
Finance and economics discussion series
30
Discussion paper
28
Working paper series
26
Cowles Foundation discussion paper
25
Working papers in economics and statistics
25
IMF working papers
23
Discussion papers of interdisciplinary research project 373
21
Swiss Finance Institute Research Paper
20
Staff reports / Federal Reserve Bank of New York
19
Working papers / Federal Reserve Bank of Philadelphia, Research Department
19
KBI
18
CFS working paper series
16
Temi di discussione / Banca d'Italia
15
IHS economics series : working paper
14
International finance discussion papers
14
Ruhr economic papers
14
Department of Economics discussion paper series / University of Oxford
13
Discussion paper / Deutsche Bundesbank
13
Staff working paper / Bank of Canada
13
Sveriges Riksbank working paper series
13
Cambridge working papers in economics
12
EUI working paper / ECO
12
Economics working paper
12
Staff working papers / Bank of England
12
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ECONIS (ZBW)
71
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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
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
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
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
Saved in:
6
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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
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:
9
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
10
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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