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~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~subject:"Auslandsinvestition"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Auslandsinvestition
Prognoseverfahren
Statistical test
Time series analysis
167
Zeitreihenanalyse
167
Theorie
151
Theory
151
Estimation theory
144
Schätztheorie
144
Forecasting model
126
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Estimation
67
Schätzung
67
Bayes-Statistik
56
Bayesian inference
56
Panel
52
Panel study
52
Regression analysis
40
Regressionsanalyse
40
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
27
Markov chain
27
Volatility
27
Volatilität
27
Statistischer Test
23
Bootstrap approach
22
Bootstrap-Verfahren
22
Statistical distribution
21
Statistische Verteilung
21
VAR model
20
VAR-Modell
20
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146
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Aufsatzsammlung
Working Paper
Arbeitspapier
146
Graue Literatur
140
Non-commercial literature
140
Forschungsbericht
13
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Author
All
Hyndman, Rob J.
63
Athanasopoulos, George
30
Martin, Gael M.
20
Gao, Jiti
14
Snyder, Ralph D.
12
Frazier, David T.
10
Panagiotelis, Anastasios
10
Koehler, Anne B.
9
Vahid, Farshid
8
Poskitt, Donald Stephen
7
Loiza-Maya, Ruben
6
Maneesoonthorn, Worapree
6
McCabe, Brendan Peter Martin
6
Ord, John Keith
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Forbes, Catherine Scipione
5
Gamakumara, Puwasala
5
King, Maxwell L.
5
Kourentzes, Nikolaos
5
Shang, Han Lin
5
Booth, Heather
4
Koo, Bonsoo
4
Green, Kesten C.
3
Harris, David
3
Kang, Yanfei
3
Linton, Oliver
3
Pan, Guangming
3
Peng, Bin
3
Silvapulle, Mervyn J.
3
Silvapulle, Paramsothy
3
Wickramasuriya, Shanika L.
3
Yang, Yanrong
3
Zhang, Xibin
3
Ahmed, Roman A.
2
Armstrong, Jon Scott
2
Cheng, Tingting
2
De Livera, Alysha M.
2
Erbas, Bircan
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
368
CESifo working papers
297
Working paper / National Bureau of Economic Research, Inc.
281
IMF working papers
278
Discussion paper / Tinbergen Institute
238
Working paper series / European Central Bank
183
International Journal of Energy Economics and Policy : IJEEP
180
Discussion paper series / IZA
177
Journal of risk and financial management : JRFM
170
International journal of economics and financial issues : IJEFI
155
RIETI discussion paper
144
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
130
CREATES research paper
127
Risks : open access journal
126
Discussion paper
123
Working paper series
118
Cogent economics & finance
111
Econometric Institute research papers
111
CEMMAP working papers / Centre for Microdata Methods and Practice
107
Working papers
105
Finance and economics discussion series
93
Intereconomics : review of European economic policy
90
Working Paper
89
Economies : open access journal
88
IMF working paper
88
SFB 649 discussion paper
81
Tinbergen Institute Discussion Paper
77
Econometrics : open access journal
74
Kiel working paper
74
ECB Working Paper
71
Cowles Foundation discussion paper
68
Federal Reserve Bank of Cleveland working paper series
65
Financial innovation : FIN
62
European research studies
60
Research paper series / Swiss Finance Institute
60
IDE discussion papers
58
Policy research working paper : WPS
56
Staff working paper / Bank of Canada
56
Transnational corporations : investment and development
54
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ECONIS (ZBW)
146
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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
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:
3
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
4
Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan
;
Forbes, Catherine Scipione
;
MacEachern, …
-
2023
Persistent link: https://www.econbiz.de/10014452555
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
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:
7
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
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
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:
10
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
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