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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~language:"tur"
~language:"vie"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type:"book"
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Prognoseverfahren
Schätzung
Time series analysis
169
Zeitreihenanalyse
169
Theorie
156
Theory
156
Estimation theory
146
Schätztheorie
146
Forecasting model
127
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Estimation
67
Bayes-Statistik
56
Bayesian inference
56
Panel
52
Panel study
52
Regression analysis
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Regressionsanalyse
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Stochastic process
37
Stochastischer Prozess
37
Australia
36
Australien
36
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
State space model
30
Zustandsraummodell
30
Markov-Kette
28
Cointegration
27
Kointegration
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Markov chain
27
Volatility
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Volatilität
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Statistical test
23
Statistischer Test
23
Bootstrap approach
22
Bootstrap-Verfahren
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Statistical distribution
21
Statistische Verteilung
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20
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Arbeitspapier
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Working Paper
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Graue Literatur
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Non-commercial literature
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Forschungsbericht
16
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Hyndman, Rob J.
65
Gao, Jiti
35
Athanasopoulos, George
32
Martin, Gael M.
21
Snyder, Ralph D.
12
Vahid, Farshid
11
Frazier, David T.
10
Panagiotelis, Anastasios
10
Koehler, Anne B.
9
Peng, Bin
8
Shang, Han Lin
8
Anderson, Heather M.
7
Loiza-Maya, Ruben
7
Poskitt, Donald Stephen
7
Gamakumara, Puwasala
6
Linton, Oliver
6
Maneesoonthorn, Worapree
6
Ord, John Keith
6
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Forbes, Catherine Scipione
5
Gong, Xiaodong
5
King, Maxwell L.
5
Koo, Bonsoo
5
Kourentzes, Nikolaos
5
McCabe, Brendan Peter Martin
5
Booth, Heather
4
Dark, Jonathan
4
Feng, Guohua
4
Harris, David
4
Silvapulle, Paramsothy
4
Wickramasuriya, Shanika L.
4
Zhang, Xibin
4
Cai, Biqing
3
Dumrongrittikul, Taya
3
Green, Kesten C.
3
Grose, Simone D.
3
Kang, Yanfei
3
McLaren, Keith Robert
3
Sarafidis, Vasilis
3
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper series / IZA
3,030
NBER working paper series
2,459
NBER Working Paper
2,321
IZA Discussion Papers
1,550
Working paper / National Bureau of Economic Research, Inc.
1,486
CESifo working papers
1,324
IZA Discussion Paper
1,293
Working paper
780
CESifo Working Paper
700
Discussion paper
692
Discussion paper / Tinbergen Institute
533
ZEW discussion papers
523
CESifo Working Paper Series
485
ZEW Discussion Papers
404
IMF working papers
399
Discussion papers / Deutsches Institut für Wirtschaftsforschung
393
Working paper series / European Central Bank
371
ECB Working Paper
360
Working Paper
349
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
328
Finance and economics discussion series
307
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
277
Kiel Working Paper
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Working papers
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Working paper series
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Ruhr economic papers
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DIW Discussion Papers
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CAMA working paper series
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Tinbergen Institute Discussion Paper
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ZEW - Centre for European Economic Research Discussion Paper
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Kiel working paper
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SFB 649 discussion paper
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GLO discussion paper
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Discussion Paper Series 1
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IMF Working Paper
175
Bundesbank Series 1 Discussion Paper
171
Discussion paper / Deutsche Bundesbank
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CFS working paper series
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ECONIS (ZBW)
187
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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
Saved in:
3
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:
4
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
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
Does climate sensitivity differ across regions? : a varying–coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014451334
Saved in:
7
Does climate sensitivity differ across regions? : a varying-coefficient approach
Anderson, Heather M.
;
Gao, Jiti
;
Vahid, Farshid
;
Wei, Wei
; …
-
2023
Persistent link: https://www.econbiz.de/10014315967
Saved in:
8
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
9
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
10
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
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