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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:"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:"Dalla, Violetta"
~person:"Giraitis, Liudas"
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"USA"
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Dalla, Violetta
Giraitis, Liudas
Hyndman, Rob J.
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Gao, Jiti
56
Snyder, Ralph D.
23
Athanasopoulos, George
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Martin, Gael M.
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McAleer, Michael
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Harvey, Andrew C.
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Pesaran, M. Hashem
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Poskitt, Donald Stephen
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Peng, Bin
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Dong, Chaohua
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Koehler, Anne B.
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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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Vahid, Farshid
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Blazsek, Szabolcs
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Escribano, Álvaro
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Li, Degui
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McCabe, Brendan Peter Martin
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Pan, Guangming
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Panagiotelis, Anastasios
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Timmermann, Allan
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Caporin, Massimiliano
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Engsted, Tom
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Yang, Yanrong
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Chang, Chia-Lin
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5
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King, Maxwell L.
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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
Cowles Foundation discussion paper
International economic review
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
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41
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31
Econometric theory
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Celebrating Irving Fisher : the legacy of a great economist
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1
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:
2
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
6
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
7
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
8
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
9
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
10
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
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