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~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zustandsraummodell"
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Search: subject_exact:"Prognosetechnik"
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Zustandsraummodell
Forecasting model
378
Prognoseverfahren
378
Theorie
153
Theory
153
Time series analysis
135
Zeitreihenanalyse
135
Estimation
70
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67
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55
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48
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32
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ARCH-Modell
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Snyder, Ralph D.
7
Martin, Gael M.
6
Hyndman, Rob J.
5
Koehler, Anne B.
5
Ord, John Keith
4
Beaumont, Adrian
3
Forbes, Catherine Scipione
3
Frazier, David T.
3
De Livera, Alysha M.
2
Loiza-Maya, Ruben
2
Maneesoonthorn, Worapree
2
McCabe, Brendan Peter Martin
2
Poon, Aubrey
2
Ahamada, Ibrahim
1
Altissimo, Filippo
1
Athanasopoulos, George
1
Bekiros, Stelios
1
Chen, Si
1
Cross, Jamie
1
De Silva, Ashton
1
Donselaar, Karl H. van
1
Eaves, James
1
Firouzi, Shahrokh
1
Fondeur, Yannick
1
Gaiotti, Eugenio
1
Grose, Simone D.
1
Jolivaldt, Philippe
1
Kabundi, Alain
1
Karamé, Frédéric
1
Kiani, Khurshid M.
1
King, Maxwell L.
1
Kok, A. G. de
1
Leeds, Mark
1
Leung, Patrick
1
Levant, Jared
1
Li, Shenghong
1
Locarno, Alberto
1
Luo, Deqing
1
Ma, Jun
1
McCabe, Brendon P. M.
1
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
49
Journal of forecasting
32
Discussion paper / Tinbergen Institute
25
Energy economics
11
Computational economics
8
Economics letters
8
CAMA working paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
7
The North American journal of economics and finance : a journal of financial economics studies
7
CESifo working papers
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Econometric reviews
5
European journal of operational research : EJOR
4
Finance research letters
4
International journal of financial engineering
4
Journal of applied econometrics
4
Journal of empirical finance
4
ANU working papers in economics and econometrics
3
CREATES research paper
3
Discussion paper / Statistics Netherlands
3
Discussion papers / University of Kent, School of Economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Strathclyde discussion papers in economics
3
The econometrics journal
3
Working paper
3
Working paper series / European Central Bank
3
Acta Universitatis Danubius / Oeconomica
2
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of financial economics
2
Applied economics
2
Bank of Finland research discussion papers
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CAMA Working Paper
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Cambridge working papers in economics
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ECONIS (ZBW)
32
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1
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:
2
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:
3
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
4
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
5
Forecasting US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing
;
Pang, Tao
;
Xu, Jiawen
- In:
Economic modelling
94
(
2021
),
pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
Saved in:
6
Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan
- In:
Economic modelling
91
(
2020
),
pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
Saved in:
7
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
8
A new approach to forecasting based on exponential smoothing with independent regressors
Osman, Ahmad Farid
;
King, Maxwell L.
-
2015
Persistent link: https://www.econbiz.de/10011781123
Saved in:
9
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781245
Saved in:
10
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh
;
Wang, Xiangning
- In:
Economic modelling
82
(
2019
),
pp. 42-56
Persistent link: https://www.econbiz.de/10012202269
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