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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Zustandsraummodell"
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Hyndman, Rob J.
33
Athanasopoulos, George
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Martin, Gael M.
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Snyder, Ralph D.
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Hendry, David F.
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Panagiotelis, Anastasios
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Loiza-Maya, Ruben
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Ord, John Keith
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Poskitt, Donald Stephen
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Vahid, Farshid
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Kourentzes, Nikolaos
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Department of Economics discussion paper series / University of Oxford
Working paper / Department of Econometrics and Business Statistics, Monash University
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134
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96
Working paper / National Bureau of Economic Research, Inc.
92
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66
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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
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
Sinking ships : illiquidity and the predictability of returns on real assets in recessions
Doshchyn, Artur
-
2023
Persistent link: https://www.econbiz.de/10014429984
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6
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:
7
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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8
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
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9
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
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10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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