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~isPartOf:"IHS economics series : working paper"
~isPartOf:"Monash Econometrics and Business Statistics Working Papers"
~person:"Kunst, Robert M."
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Search: subject:"time series"
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Zeitreihenanalyse
22
Time series analysis
20
Theorie
15
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15
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10
Prognoseverfahren
10
Modellierung
7
Scientific modelling
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5
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time series
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Kunst, Robert M.
Gao, Jiti
15
Costantini, Mauro
9
Hyndman, Rob J
8
Snyder, Ralph D.
6
Dong, Chaohua
5
Vahid, Farshid
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Athanasopoulos, George
4
Hyndman, Rob J.
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Jumah, Adusei
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Shang, Han Lin
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Nagaev, Sergei A.
3
Ord, J. Keith
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Polasek, Wolfgang
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Poskitt, D.S.
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Yin, Jiying
3
Anderson, Heather M.
2
Beaumont, Adrian
2
Crespo Cuaresma, Jesús
2
Fan, Shu
2
Forbes, C.S.
2
Forbes, Catherine S.
2
Franses, Philip Hans
2
King, Maxwell
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Koehler, Anne B.
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Livera, Alysha M De
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Martin, Gael M.
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McCabe, Brendan P.M.
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Mutl, Jan
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Nagaev, Alexander V.
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Rünstler, Gerhard
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Taieb, Souhaib Ben
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1
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IHS economics series : working paper
Monash Econometrics and Business Statistics Working Papers
Reihe Ökonomie
14
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
13
Reihe Ökonomie / Economics Series
11
IHS Economics Series
2
Econometric Institute research papers
1
Journal of Forecasting
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ECONIS (ZBW)
22
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1
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10
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22
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date (oldest first)
1
On using predictive-ability tests in the selection of
time-series
prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
-
2018
), and also model selection via the AIC as a benchmark strategy. Our Monte Carlo simulations focus on basic univariate
time-series
…
Persistent link: https://www.econbiz.de/10011895825
Saved in:
2
A combined nonparametric test for seasonal unit roots
Kunst, Robert M.
-
2014
Nonparametric unit-root tests are a useful addendum to the tool-box of
time-series
analysis. They tend to trade off …
Persistent link: https://www.econbiz.de/10010252130
Saved in:
3
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2014
-Granger weighting. For a realistic simulation design, we generate multivariate
time-series
samples from a macroe- conomic DSGE-VAR model …
Persistent link: https://www.econbiz.de/10010459181
Saved in:
4
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
For many economic
time-series
variables that are observed regularly and frequently, for example weekly, the underlying …. -- seasonality ; time deformation ; prediction ;
time
series
…
Persistent link: https://www.econbiz.de/10009733809
Saved in:
5
A nonparametric test for seasonal unit roots
Kunst, Robert M.
-
2009
We consider a nonparametric test for the null of seasonal unit roots in quarterly
time
series
that builds on the RUR …
Persistent link: https://www.econbiz.de/10009735343
Saved in:
6
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2012
forecast averages across rival models. For a realistic simulation design, we generate multivariate
time-series
samples of size … greater than two. -- combining forecasts; encompassing tests ; model selection ;
time
series
; DGSE-VAR model …
Persistent link: https://www.econbiz.de/10009684032
Saved in:
7
On the usefulness of the Diebold-Mariano test in the selection of prediction models : some Monte Carlo evidence
Costantini, Mauro
;
Kunst, Robert M.
-
2011
forecasting model fails to improve predictive accuracy. -- forecasting ;
time
series
; predictive accuracy ; model selection! …
Persistent link: https://www.econbiz.de/10009685472
Saved in:
8
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE system
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
-
2010
lead at prediction horizons greater than two. -- combining forecasts ; encompassing tests ; model selection ;
time
series
…
Persistent link: https://www.econbiz.de/10009733808
Saved in:
9
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro
;
Kunst, Robert M.
-
2009
, pure prediction models outperform forecast averages. -- combining forecasts ; encompassing tests ; model selection ;
time
…
series
…
Persistent link: https://www.econbiz.de/10009734681
Saved in:
10
Optimizing
time-series
forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
-
2008
small set of simple bivariate closed-loop
time-series
models for the prediction of price inflation and of long- and short …
Persistent link: https://www.econbiz.de/10009735355
Saved in:
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