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~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
428
Theory
428
Time series analysis
185
Estimation
162
Schätzung
162
Forecasting model
137
Prognoseverfahren
137
Estimation theory
84
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84
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67
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67
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63
Stochastischer Prozess
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Hyndman, Rob J.
30
Gao, Jiti
25
Athanasopoulos, George
17
Snyder, Ralph D.
13
Martin, Gael M.
11
Poskitt, Donald Stephen
9
Koehler, Anne B.
7
Ord, John Keith
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Forbes, Catherine Scipione
6
Grassi, Stefano
6
Podolskij, Mark
6
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5
Nielsen, Morten Ørregaard
5
Panagiotelis, Anastasios
5
Santucci de Magistris, Paolo
5
Teräsvirta, Timo
5
Ergemen, Yunus Emre
4
Haldrup, Niels
4
Kruse, Robinson
4
Linton, Oliver
4
Maharaj, Elizabeth Ann
4
Pan, Guangming
4
Peng, Bin
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Vahid, Farshid
4
Zhang, Bo
4
Ben Taieb, Souhaib
3
Bredahl Kock, Anders
3
Frazier, David T.
3
Gamakumara, Puwasala
3
Inder, Brett A.
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Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Lange, Theis
3
Li, Degui
3
Maneesoonthorn, Worapree
3
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3
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
389
International journal of forecasting
356
Economics letters
315
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
283
Journal of forecasting
243
Discussion paper / Tinbergen Institute
205
Econometric theory
198
Applied economics
185
Economic modelling
184
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
163
Econometric reviews
151
Applied economics letters
144
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
127
Working paper
109
Journal of applied econometrics
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Energy economics
105
CESifo working papers
95
Computational economics
93
Journal of economic dynamics & control
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
NBER Working Paper
77
NBER working paper series
69
Working paper / National Bureau of Economic Research, Inc.
69
Journal of empirical finance
67
Journal of macroeconomics
64
Oxford bulletin of economics and statistics
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Finance research letters
61
Discussion paper / Centre for Economic Policy Research
59
Tinbergen Institute Discussion Paper
58
Econometrics : open access journal
57
Cowles Foundation discussion paper
56
SFB 649 discussion paper
54
The econometrics journal
53
International review of economics & finance : IREF
52
Discussion papers of interdisciplinary research project 373
51
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ECONIS (ZBW)
185
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1
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
3
Pre-averaging based
estimation
of quadratic variation in the presence of noise and jumps :
theory
, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
4
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
5
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
-
2013
Persistent link: https://www.econbiz.de/10009733569
Saved in:
6
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
7
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
8
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
-
2012
Persistent link: https://www.econbiz.de/10009562841
Saved in:
9
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
10
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
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