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~person:"Harvey, Andrew C."
~person:"Hyndman, Rob J."
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Heteroskedastizität
Nichtparametrisches Verfahren
Prognoseverfahren
Theorie
Time series analysis
USA
Zeitreihenanalyse
Theory
127
Forecasting model
92
Estimation theory
78
Schätztheorie
78
Nonparametric statistics
40
State space model
24
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24
Estimation
23
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23
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21
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15
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English
248
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1
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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
Franses, Philip Hans
214
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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4
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1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
65
Cambridge working papers in economics
28
International journal of forecasting
20
Journal of econometrics
17
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
European journal of operational research : EJOR
4
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4
Journal of forecasting
4
An Elgar reference collection
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The international library of critical writings in econometrics
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Advanced texts in econometrics
2
Cambridge-INET working papers
2
Covid economics : vetted and real-time papers
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Growth and cycle in the Euro-zone
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Temi di discussione / Banca d'Italia
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
CAMA working paper series
1
CEA_372Cass working paper series
1
DAE working paper
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
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ECONIS (ZBW)
247
USB Cologne (EcoSocSci)
4
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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
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
8
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:
9
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
10
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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