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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Volatility
Zeitreihenanalyse
850
Time series analysis
849
Forecasting model
482
Prognoseverfahren
482
Theorie
423
Estimation
127
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127
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120
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113
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76
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76
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67
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64
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63
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57
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Hyndman, Rob J.
15
Makridakis, Spyros G.
10
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
Forni, Mario
8
Koopman, Siem Jan
8
Athanasopoulos, George
7
Reichlin, Lucrezia
7
Timmermann, Allan
7
Camacho, Maximo
6
Dijk, Dick van
6
Franses, Philip Hans
6
Hallin, Marc
6
Hendry, David F.
6
Koehler, Anne B.
6
Petropoulos, Fotios
6
Peña, Daniel
6
Clements, Michael P.
5
Kang, Yanfei
5
Kourentzes, Nikolaos
5
Lippi, Marco
5
Lucas, André
5
Panagiotelis, Anastasios
5
Proietti, Tommaso
5
Pérez-Quirós, Gabriel
5
Ruiz, Esther
5
Teräsvirta, Timo
5
Bergmeir, Christoph
4
Castle, Jennifer
4
Ghysels, Eric
4
Griggs, Kenneth
4
Harvey, Nigel
4
Hecq, Alain W. J.
4
Medeiros, Marcelo C.
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Ombao, Hernando
4
Shang, Han Lin
4
Snyder, Ralph D.
4
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of macroeconomics
Journal of the American Statistical Association : JASA
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617
Economics letters
388
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367
Econometric theory
300
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287
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277
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213
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206
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195
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
Applied economics letters
156
Working paper / Department of Econometrics and Business Statistics, Monash University
147
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
CREATES research paper
137
Energy economics
135
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130
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106
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87
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86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
EUI working paper / ECO
78
Finance research letters
76
Oxford bulletin of economics and statistics
76
Journal of time series econometrics
69
SFB 649 discussion paper
68
Discussion papers of interdisciplinary research project 373
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
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ECONIS (ZBW)
638
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11
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
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12
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
13
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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14
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
15
Forecasting Australian fertility by age, region, and birthplace
Yang, Yang
;
Shang, Han Lin
;
Raymer, James
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 532-548
Persistent link: https://www.econbiz.de/10014547181
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16
Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han
;
Chen, Hua
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
Saved in:
17
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
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18
Hierarchical transfer learning with applications to electricity load forecasting
Antoniadis, Anestis
;
Gaucher, Solenne
;
Goude, Yannig
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 641-660
Persistent link: https://www.econbiz.de/10014547191
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19
Generalized βARMA model for double bounded time series forecasting
Scher, Vinícius T.
;
Cribari-Neto, Francisco
;
Bayer, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 721-734
Persistent link: https://www.econbiz.de/10014547199
Saved in:
20
Deep probabilistic Koopman : long-term time-series forecasting under periodic uncertainties
Mallen, Alex T.
;
Lange, Henning
;
Kutz, J. Nathan
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 859-868
Persistent link: https://www.econbiz.de/10014547213
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