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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~subject:"Regression analysis"
~subject:"Time series analysis"
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11
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9
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9
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CREATES research paper
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Tourism economics : the business and finance of tourism and recreation
Journal of forecasting
270
Working paper / Department of Econometrics and Business Statistics, Monash University
77
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71
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
72
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
73
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
74
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
75
Tourism demand with subtle seasonality : recognition and forecasting
Wang, Haiyan
;
Hu, Tao
;
Wu, Huihui
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
7
,
pp. 1865-1889
Persistent link: https://www.econbiz.de/10014384549
Saved in:
76
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
77
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
78
An accurate and fully-automated ensemble model for weekly time series forecasting
Godahewa, Rakshitha
;
Bergmeir, Christoph
;
Webb, Geoffrey I.
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 641-658
Persistent link: https://www.econbiz.de/10014465078
Saved in:
79
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 841-868
Persistent link: https://www.econbiz.de/10014465155
Saved in:
80
A copula-based time series model for global horizontal irradiation
Müller, Alfred
;
Reuber, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
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