//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"State space model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Prognoseverfahren
State space model
Theorie
427
Theory
427
Time series analysis
149
Zeitreihenanalyse
149
Forecasting model
119
Estimation
56
Schätzung
56
Stochastic process
56
Stochastischer Prozess
56
Volatility
51
Volatilität
51
Schätztheorie
34
Bayes-Statistik
32
Bayesian inference
32
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Zustandsraummodell
27
Panel
24
Panel study
24
USA
23
United States
23
Markov chain
22
Markov-Kette
22
VAR model
22
VAR-Modell
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Cointegration
20
Kointegration
20
Statistical test
20
Statistischer Test
20
Bootstrap approach
18
Bootstrap-Verfahren
18
Börsenkurs
18
Share price
18
Regression analysis
17
Regressionsanalyse
17
more ...
less ...
Online availability
All
Free
139
Type of publication
All
Book / Working Paper
165
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Working Paper
165
Graue Literatur
160
Non-commercial literature
160
Forschungsbericht
3
Language
All
English
165
Author
All
Hyndman, Rob J.
34
Athanasopoulos, George
20
Martin, Gael M.
18
Snyder, Ralph D.
14
Forbes, Catherine Scipione
8
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Maneesoonthorn, Worapree
7
King, Maxwell L.
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Ord, John Keith
5
Beaumont, Adrian
4
Borup, Daniel
4
Christensen, Bent Jesper
4
Hansen, Peter Reinhard
4
Poskitt, Donald Stephen
4
Santucci de Magistris, Paolo
4
Vahid, Farshid
4
Andreasen, Martin Møller
3
Ben Taieb, Souhaib
3
Christiansen, Charlotte
3
Grassi, Stefano
3
Inder, Brett A.
3
Kourentzes, Nikolaos
3
Kruse, Robinson
3
Laskar, Mizan R.
3
Smith, Michael S.
3
Wickramasuriya, Shanika L.
3
Yang, Yukai
3
Anderson, Heather M.
2
Boldrini, Lorenzo
2
Bollerslev, Tim
2
Bredahl Kock, Anders
2
Callot, Laurent
2
Christensen, Kim
2
Dias, Gustavo Fruet
2
Eriksen, Jonas Nygaard
2
more ...
less ...
Institution
All
Monash University
1
Published in...
All
CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
207
Working paper / National Bureau of Economic Research, Inc.
173
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Discussion paper / Centre for Economic Policy Research
123
Working paper
94
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
93
Discussion paper / Center for Economic Research, Tilburg University
92
SFB 649 discussion paper
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CESifo working papers
81
CORE discussion paper : DP
81
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
81
Working paper series
79
Technical working paper / National Bureau of Economic Research
68
Discussion paper series / IZA
62
Finance and economics discussion series
60
Discussion paper
56
Working paper series / European Central Bank
53
EUI working paper / ECO
48
Cowles Foundation discussion paper
47
Report / Econometric Institute, Erasmus University Rotterdam
46
Working papers
42
Federal Reserve Bank of Cleveland working paper series
39
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Research paper series / Swiss Finance Institute
38
Discussion paper / Department of Economics, University of California San Diego
36
Econometric Institute research papers
36
Discussion papers / CEPR
33
Discussion paper / Department of Economics, University of Canterbury
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
29
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
29
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
29
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
27
Discussion paper / Deutsche Bundesbank
27
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
25
Discussion papers in economics
25
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->