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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
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Estimation theory
Prognoseverfahren
Theorie
1,062
Theory
1,062
USA
178
United States
178
Time series analysis
164
Zeitreihenanalyse
164
Forecasting model
155
Geldpolitik
133
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133
Estimation
128
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128
Volatility
78
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78
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68
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54
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50
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39
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37
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35
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Arbeitspapier
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204
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192
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204
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Hyndman, Rob J.
32
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
King, Maxwell L.
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
Berkowitz, Jeremy
4
Bollerslev, Tim
4
Borup, Daniel
4
Hansen, Peter Reinhard
4
Herbst, Edward P.
4
McCabe, Brendan Peter Martin
4
Nalewaik, Jeremy
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Andreasen, Martin Møller
3
Ben Taieb, Souhaib
3
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Forbes, Catherine Scipione
3
Inder, Brett A.
3
Kourentzes, Nikolaos
3
Kruse, Robinson
3
Laskar, Mizan R.
3
Maneesoonthorn, Worapree
3
Patton, Andrew J.
3
Santucci de Magistris, Paolo
3
Schorfheide, Frank
3
Smith, Michael S.
3
Swamy, Paravastu A. V. B.
3
Wickramasuriya, Shanika L.
3
Anderson, Heather M.
2
Boldrini, Lorenzo
2
Bomfim, Antúlio N.
2
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Federal Reserve System / Division of Research and Statistics
12
Monash University
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CREATES research paper
Finance and economics discussion series
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
168
Discussion paper / Tinbergen Institute
162
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Discussion paper / Centre for Economic Policy Research
117
Discussion paper / Center for Economic Research, Tilburg University
91
Working paper
89
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
88
SFB 649 discussion paper
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
81
CESifo working papers
79
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
79
Working paper series
76
Technical working paper / National Bureau of Economic Research
66
Discussion paper series / IZA
59
Discussion paper
52
Working paper series / European Central Bank
49
Cowles Foundation discussion paper
47
EUI working paper / ECO
46
Report / Econometric Institute, Erasmus University Rotterdam
43
Working papers
40
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Federal Reserve Bank of Cleveland working paper series
38
Discussion paper / Department of Economics, University of California San Diego
36
Econometric Institute research papers
34
Research paper series / Swiss Finance Institute
34
Discussion paper / Department of Economics, University of Canterbury
32
Discussion papers / CEPR
32
Working papers / Rutgers University, Department of Economics
32
Discussion paper / School of Economics, The University of New South Wales
30
CEMMAP working papers / Centre for Microdata Methods and Practice
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
28
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
27
Discussion paper / Deutsche Bundesbank
27
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
27
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
25
Discussion papers in economics
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ECONIS (ZBW)
204
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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
A comprehensive empirical evaluation of biases in expectation formation
Eva, Kenneth
;
Winkler, Fabian
-
2023
Persistent link: https://www.econbiz.de/10014384527
Saved in:
6
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
7
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
8
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:
9
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
10
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
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