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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Prognoseverfahren
Theorie
211
Theory
211
Time series analysis
78
Zeitreihenanalyse
78
Forecasting model
72
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Schätzung
24
Stochastic process
21
Stochastischer Prozess
21
State space model
20
Zustandsraummodell
20
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Panel
17
Panel study
17
Estimation theory
16
Schätztheorie
16
Markov chain
15
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
9
Statistischer Test
9
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Wahrscheinlichkeitsrechnung
8
Australia
7
Australien
7
Cointegration
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Arbeitspapier
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Graue Literatur
67
Non-commercial literature
67
Forschungsbericht
2
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English
72
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Wickramasuriya, Shanika L.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Auld, Tom
1
Booth, Heather
1
Covey, Ryan
1
Di Fonzo, Tommaso
1
Donselaar, Karl H. van
1
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Monash University
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
89
Discussion paper / Centre for Economic Policy Research
88
Working paper / National Bureau of Economic Research, Inc.
86
Working paper
60
CESifo working papers
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
CREATES research paper
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
Federal Reserve Bank of Cleveland working paper series
37
Finance and economics discussion series
36
Working papers
36
Research paper series / Swiss Finance Institute
33
Econometric Institute research papers
31
Discussion papers / CEPR
28
Discussion paper
27
Working paper series
25
IMF working papers
22
Swiss Finance Institute Research Paper
20
Discussion paper / Deutsche Bundesbank
19
Working papers / Rutgers University, Department of Economics
19
CFS working paper series
18
Working papers / Federal Reserve Bank of Philadelphia, Research Department
18
EUI working paper / ECO
17
Staff reports / Federal Reserve Bank of New York
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International finance discussion papers
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Warwick economic research papers
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Discussion paper / Department of Economics, University of California San Diego
14
Working paper / Norges Bank
14
Working papers / Penn Institute for Economic Research
14
Department of Economics discussion paper series / University of Oxford
13
Staff working paper / Bank of Canada
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Sveriges Riksbank working paper series
13
Technical working paper / National Bureau of Economic Research
13
Temi di discussione / Banca d'Italia
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers / Adam Smith Business School, University of Glasgow
12
KBI
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ECONIS (ZBW)
72
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1
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:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
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:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
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:
7
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:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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