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~isPartOf:"CEIS Research Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Koopman, Siem Jan"
~person:"Pinson, Pierre"
~person:"Proietti, Tommaso"
~person:"Rua, António"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Autocorrelation
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Estimation theory
Frühindikator
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Time series analysis
41
Forecasting model
26
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Koopman, Siem Jan
Pinson, Pierre
Proietti, Tommaso
Rua, António
Taylor, James W.
Franses, Philip Hans
21
Hyndman, Rob J.
18
Camacho, Maximo
15
Marcellino, Massimiliano
15
Makridakis, Spyros G.
12
Pérez-Quirós, Gabriel
11
Assimakopoulos, V.
10
Gupta, Rangan
10
Spiliotis, Evangelos
10
Teräsvirta, Timo
10
Athanasopoulos, George
9
Clements, Michael P.
9
Reichlin, Lucrezia
9
Escribano, Álvaro
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Peña, Daniel
8
Ruiz, Esther
8
Snyder, Ralph D.
8
Dijk, Dick van
7
García-Ferrer, Antonio
7
Gil-Alaña, Luis A.
7
Hecq, Alain W. J.
7
Kunst, Robert M.
7
O'Connor, Marcus J.
7
Petropoulos, Fotios
7
Poncela, Pilar
7
Costantini, Mauro
6
Cubadda, Gianluca
6
Goodwin, Paul
6
Harvey, Nigel
6
Kang, Yanfei
6
Kapetanios, George
6
Shang, Han Lin
6
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6
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CEIS Research Paper
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
CREATES research paper
9
Journal of econometrics
8
Oxford bulletin of economics and statistics
6
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Econometric reviews
5
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Tinbergen Institute Discussion Paper
4
Discussion paper / Center for Economic Research, Tilburg University
3
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3
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3
The econometrics journal
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of operational research : EJOR
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
2
Oxford statistical science series
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A companion to economic forecasting
1
A history of market performance : from ancient Babylonia to the modern world
1
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
Applied economics
1
Applied economics letters
1
CC economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Statistics Netherlands
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ECONIS (ZBW)
41
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1
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
2
Online distributed learning in wind power forecasting
Sommer, Benedikt
;
Pinson, Pierre
;
Messner, Jakob W.
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 205-223
Persistent link: https://www.econbiz.de/10012692694
Saved in:
3
A critical overview of privacy-preserving approaches for collaborative forecasting
Gonçalves, Carla
;
Bessa, Ricardo J.
;
Pinson, Pierre
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 322-342
Persistent link: https://www.econbiz.de/10012692721
Saved in:
4
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
5
The daily economic indicator : tracking economic activity daily during the lockdown
Lourenço, Nuno
;
Rua, António
- In:
Economic modelling
100
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012795897
Saved in:
6
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
7
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
8
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
9
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Hassani, Hossein
;
Rua, António
;
Silva, Emmanuel Sirimal
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1263-1272
Persistent link: https://www.econbiz.de/10012305274
Saved in:
10
Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
Messner, Jakob W.
;
Pinson, Pierre
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1485-1498
Persistent link: https://www.econbiz.de/10012305378
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