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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Computational economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The review of economic studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"McCabe, Brendan Peter Martin"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
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McCabe, Brendan Peter Martin
Phillips, Peter C. B.
89
Hyndman, Rob J.
58
Gao, Jiti
56
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
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18
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Peng, Bin
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Pesaran, M. Hashem
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Poskitt, Donald Stephen
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Dong, Chaohua
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Yu, Jun
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Ord, John Keith
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Chen, Xiaohong
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Forbes, Catherine Scipione
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Giraitis, Liudas
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Li, Degui
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Blazsek, Szabolcs
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Escribano, Álvaro
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Pan, Guangming
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Panagiotelis, Anastasios
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Timmermann, Allan
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Engsted, Tom
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Ben Taieb, Souhaib
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Chang, Chia-Lin
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Computational economics
Cowles Foundation discussion paper
International economic review
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
International journal of forecasting
5
Econometric theory
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Forecasting observables with particle filters : any filter will do!
Leung, Patrick
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Forbes, Catherine Scipione
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Martin, Gael M.
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2019
Persistent link: https://www.econbiz.de/10012606152
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2
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
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2018
Persistent link: https://www.econbiz.de/10012583287
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3
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
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4
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
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2014
Persistent link: https://www.econbiz.de/10011780814
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5
A quasi-locally most powerful test for correlation in the conditional variance of positive data
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2010
Persistent link: https://www.econbiz.de/10008661679
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6
Testing for dependence in non-Gaussian time series data
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2004
Persistent link: https://www.econbiz.de/10002121951
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7
Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
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2003
Persistent link: https://www.econbiz.de/10001854477
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