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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Prognoseverfahren
Stochastischer Prozess
Theorie
807
Theory
807
Forecasting model
110
Time series analysis
110
Zeitreihenanalyse
110
Estimation
81
Schätzung
81
Bayes-Statistik
51
Bayesian inference
51
Volatility
43
Volatilität
43
Portfolio selection
40
Portfolio-Management
40
Geldpolitik
36
Monetary policy
36
Stochastic process
33
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Einkommensverteilung
29
Income distribution
29
Markov chain
28
Markov-Kette
28
Statistical distribution
27
Statistische Verteilung
27
Business cycle
26
Börsenkurs
26
Konjunktur
26
Share price
26
USA
26
Allgemeines Gleichgewicht
25
General equilibrium
25
Panel
25
United States
25
Panel study
24
Welfare analysis
24
Wohlfahrtsanalyse
24
Experiment
23
State space model
23
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Free
122
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Book / Working Paper
136
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Arbeitspapier
136
Working Paper
136
Graue Literatur
129
Non-commercial literature
129
Forschungsbericht
2
Language
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English
136
Author
All
Hyndman, Rob J.
31
Athanasopoulos, George
20
Martin, Gael M.
17
Snyder, Ralph D.
12
Gao, Jiti
9
Ślepaczuk, Robert
9
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Maneesoonthorn, Worapree
7
Casarin, Roberto
6
Forbes, Catherine Scipione
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Ord, John Keith
5
Beaumont, Adrian
4
Capistrán Carmona, Carlos
4
King, Maxwell L.
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Zhang, Xibin
4
Barro, Diana
3
Ben Taieb, Souhaib
3
Chlebus, Marcin
3
Gallo, Giampiero M.
3
Kourentzes, Nikolaos
3
Ravazzolo, Francesco
3
Wickramasuriya, Shanika L.
3
Akram, Muhammad
2
Anderson, Heather M.
2
Canestrelli, Elio
2
Dijk, Herman K. van
2
Dong, Chaohua
2
Grassi, Stefano
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
Koo, Bonsoo
2
Michańków, Jakub
2
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Institution
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Monash University
1
Published in...
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working papers
International journal of forecasting
712
European journal of operational research : EJOR
563
Journal of forecasting
440
Journal of econometrics
224
Insurance / Mathematics & economics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
International journal of production research
169
Computers & operations research : and their applications to problems of world concern ; an international journal
167
Discussion paper / Tinbergen Institute
155
Operations research
135
Computational economics
132
Finance and stochastics
130
International journal of production economics
128
Economics letters
127
International journal of theoretical and applied finance
127
Working paper / National Bureau of Economic Research, Inc.
122
NBER Working Paper
121
Risks : open access journal
121
Economic modelling
118
Journal of economic dynamics & control
118
NBER working paper series
118
Discussion paper / Centre for Economic Policy Research
110
Operations research letters
107
Energy economics
104
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Quantitative finance
101
Finance research letters
97
Working paper
97
Journal of empirical finance
94
Econometric reviews
93
Applied economics
89
Mathematics of operations research
88
SFB 649 discussion paper
84
Journal of banking & finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Applied economics letters
82
Technological forecasting & social change : an international journal
80
CESifo working papers
78
CREATES research paper
78
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ECONIS (ZBW)
136
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How stable and predictable are welfare estimates using recreation demand models?
Lloyd-Smith, Patrick
;
Zawojska, Ewa
-
2024
Persistent link: https://www.econbiz.de/10014507825
Saved in:
2
Testing for restricted stochastic dominance under survey nonresponse with panel data : theory and an evaluation of poverty in Australia
Elias, Matthew J.
;
Tabri, Rami V.
-
2024
Persistent link: https://www.econbiz.de/10014584647
Saved in:
3
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
4
Belief distortions and disagreement about inflation
Pagano Giorgianni, Guiseppe
;
Patella, Valeria
-
2024
-
This Draft: June 18, 2024
Persistent link: https://www.econbiz.de/10014555836
Saved in:
5
Machine learning and fundraising : applications of artificial neural networks
Barro, Diana
;
Barzanti, Luca
;
Corazza, Marco
;
Nardon, …
-
2023
Persistent link: https://www.econbiz.de/10014534232
Saved in:
6
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:
7
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
8
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
9
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
10
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
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