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~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
~subject:"USA"
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Forecasting model
USA
Theorie
215
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215
Estimation
194
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159
Bayesian inference
159
Estimation theory
159
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128
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Martin, Gael M.
11
Hyndman, Rob J.
10
Frazier, David T.
8
Gao, Jiti
8
Loiza-Maya, Ruben
6
Maneesoonthorn, Worapree
5
Gupta, Rangan
4
Panagiotelis, Anastasios
4
Vahid, Farshid
4
Anderson, Heather M.
3
McCabe, Brendan Peter Martin
3
Ahn, Dong-Hyun
2
Athanasopoulos, George
2
Balcilar, Mehmet
2
Cheng, Tingting
2
De Silva, Ashton
2
Forbes, Catherine Scipione
2
Hatemi-J, Abdulnasser
2
Jiang, Bin
2
King, Maxwell L.
2
Kocięcki, Andrzej
2
Linton, Oliver
2
Palomba, Giulio
2
Péguin-Feissolle, Anne
2
Robotti, Cesare
2
Roca, Eduardo
2
Shang, Han Lin
2
Snyder, Ralph D.
2
Zhang, Xibin
2
Zhou, Guofu
2
Ai, Xin
1
Akram, Muhammad
1
Ali, Ashiq
1
Amihud, Yakov
1
Anderson, Ewan W.
1
Ao, Mengmeng
1
Arampatzidis, Ioannis
1
Ashouri, Mahsa
1
Audzei, Volha
1
Avramov, Doron
1
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Monash University
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Economic modelling
The review of financial studies
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Journal of forecasting
173
Journal of econometrics
158
Working paper / National Bureau of Economic Research, Inc.
152
Discussion paper / Tinbergen Institute
90
Working paper
87
Journal of applied econometrics
86
Economics letters
77
Applied economics
75
Discussion paper / Centre for Economic Policy Research
75
The review of economics and statistics
73
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67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Econometric reviews
59
Monthly labor review : MLR
55
NBER working paper series
55
Energy economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
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European journal of operational research : EJOR
45
CESifo working papers
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CAMA working paper series
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Finance research letters
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Applied economics letters
39
Journal of empirical finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
Computational economics
35
Monthly labor review
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33
The journal of finance : the journal of the American Finance Association
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SFB 649 discussion paper
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Finance and economics discussion series
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Journal of banking & finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
128
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1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
Decision weights for experimental asset prices based on visual salience
Bose, Devdeepta
;
Cordes, Henning
;
Nolte, Sven
; …
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5094-5126
Persistent link: https://www.econbiz.de/10013400155
Saved in:
6
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
7
Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
8
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
9
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
10
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
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