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~person:"Franses, Philip Hans"
~person:"Harvey, Andrew C."
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
Zeitreihenanalyse
Theory
262
Forecasting model
157
Estimation theory
117
Schätztheorie
117
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73
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73
Estimation
46
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46
Nichtparametrisches Verfahren
42
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36
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Autokorrelation
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Prognose
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English
462
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2
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Franses, Philip Hans
Harvey, Andrew C.
Hyndman, Rob J.
Linton, Oliver
Gil-Alaña, Luis A.
336
Caporale, Guglielmo Maria
259
Phillips, Peter C. B.
237
Koopman, Siem Jan
215
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
127
Lütkepohl, Helmut
121
Gupta, Rangan
113
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
103
Koop, Gary
100
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Bauwens, Luc
60
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8
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4
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Institut für Höhere Studien
1
Rutgers University / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
65
Econometric Institute research papers
31
International journal of forecasting
30
Report / Econometric Institute, Erasmus University Rotterdam
30
Cambridge working papers in economics
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Journal of econometrics
22
Discussion paper / Tinbergen Institute
18
Journal of forecasting
12
Economics letters
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Econometric theory
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Research memorandum series / Tinbergen Instituut
7
Report / Erasmus Center for Financial Research, Erasmus University
5
Advanced texts in econometrics
4
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
European journal of operational research : EJOR
4
Janeway Institute working paper series
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
The economic journal : the journal of the Royal Economic Society
4
The review of economics and statistics
4
Working paper
4
An Elgar reference collection
3
Cowles Foundation discussion paper
3
Discussion paper / Department of Economics, University of California San Diego
3
ERIM report series research in management
3
Economic modelling
3
Journal of economic surveys
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The econometrics journal
3
The international library of critical writings in econometrics
3
Applied economics
2
Cambridge-INET working papers
2
Covid economics : vetted and real-time papers
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Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
460
USB Cologne (EcoSocSci)
5
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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.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
3
Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
4
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:
5
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
6
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
7
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
9
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
10
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
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