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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"Prognoseverfahren"
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Forecasting model
137
Prognoseverfahren
137
Time series analysis
76
Zeitreihenanalyse
76
Theorie
73
Theory
73
Estimation theory
20
Schätztheorie
20
State space model
18
Zustandsraummodell
18
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13
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13
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Börsenkurs
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Economic forecast
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Forecasting
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Nichtparametrisches Verfahren
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English
137
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Hyndman, Rob J.
65
Athanasopoulos, George
30
Martin, Gael M.
18
Snyder, Ralph D.
18
Koehler, Anne B.
12
Frazier, David T.
10
Panagiotelis, Anastasios
10
Vahid, Farshid
9
Ord, John Keith
8
Gao, Jiti
7
Loiza-Maya, Ruben
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Gamakumara, Puwasala
5
Kourentzes, Nikolaos
5
Maneesoonthorn, Worapree
5
McCabe, Brendan Peter Martin
5
Shang, Han Lin
5
Booth, Heather
4
Koo, Bonsoo
4
Poskitt, Donald Stephen
4
Wickramasuriya, Shanika L.
4
Forbes, Catherine Scipione
3
Green, Kesten C.
3
Harris, David
3
Kang, Yanfei
3
King, Maxwell L.
3
Linton, Oliver
3
Silvapulle, Mervyn J.
3
Silvapulle, Paramsothy
3
Ahmed, Roman A.
2
Armstrong, Jon Scott
2
Cheng, Tingting
2
De Livera, Alysha M.
2
Erbas, Bircan
2
Guillén, Osmani Teixeira de Carvalho
2
Hannadige, Sium Bodha
2
Inder, Brett A.
2
Issler, João Victor
2
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Monash University
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
1,594
Journal of forecasting
882
Technological forecasting & social change : an international journal
332
Finance research letters
303
Energy economics
297
Applied economics
293
Journal of econometrics
280
NBER working paper series
272
European journal of operational research : EJOR
259
Working paper
255
Economic modelling
241
NBER Working Paper
235
Applied economics letters
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
International review of financial analysis
221
Economics letters
204
Journal of banking & finance
202
Working paper / National Bureau of Economic Research, Inc.
201
Discussion paper / Centre for Economic Policy Research
194
Discussion paper / Tinbergen Institute
190
Journal of empirical finance
179
ECB Working Paper
169
Working paper series / European Central Bank
168
Computational economics
163
Journal of applied econometrics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
146
CESifo working papers
140
IMF working papers
134
International journal of production economics
130
International journal of production research
124
Risks : open access journal
118
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Advances in business and management forecasting
107
Pacific-Basin finance journal
105
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ECONIS (ZBW)
137
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1
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:
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
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
4
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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
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:
9
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
10
Probabilistic forecasts using expert judgement : the road to recovery from COVID-19
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
-
2021
Persistent link: https://www.econbiz.de/10012614442
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