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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Time series analysis
195
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83
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76
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76
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71
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Gao, Jiti
59
Hyndman, Rob J.
59
Snyder, Ralph D.
23
Athanasopoulos, George
22
Martin, Gael M.
22
Peng, Bin
21
Poskitt, Donald Stephen
18
Dong, Chaohua
14
Koehler, Anne B.
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Ord, John Keith
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Vahid, Farshid
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Yan, Yayi
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7
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Pan, Guangming
7
Panagiotelis, Anastasios
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6
Yang, Yanrong
6
Anderson, Heather M.
5
Ben Taieb, Souhaib
5
Frazier, David T.
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Maharaj, Elizabeth Ann
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4
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Shami, Roland G.
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3
Cai, Biqing
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Feng, Guohua
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper series / IZA
1,256
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823
International journal of production research
807
NBER working paper series
788
Working paper / National Bureau of Economic Research, Inc.
774
Journal of econometrics
741
Economics letters
738
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706
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704
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651
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621
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Review of Economics of the Household
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Journal of economic behavior & organization : JEBO
214
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
206
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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
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
3
Robust M-estimation for additive single-index cointegrating
time
series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
4
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
5
Conditional normalization in
time
series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
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:
7
A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
Saved in:
8
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
9
A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
10
On
time
-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
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