//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Markov chain"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Heterogeneous treatment effect...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Time series analysis
Theorie
217
Theory
217
Zeitreihenanalyse
79
Forecasting model
73
Prognoseverfahren
73
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Bayes-Statistik
24
Bayesian inference
24
Estimation
24
Schätzung
24
Stochastic process
22
Stochastischer Prozess
22
State space model
20
Zustandsraummodell
20
Panel
19
Panel study
19
Estimation theory
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Schätztheorie
17
Markov-Kette
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Volatility
12
Volatilität
12
Aggregation
10
Statistical test
10
Statistischer Test
10
Australia
8
Australien
8
Probability theory
8
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Wahrscheinlichkeitsrechnung
8
Cointegration
7
more ...
less ...
Online availability
All
Free
72
Undetermined
1
Type of publication
All
Book / Working Paper
92
Type of publication (narrower categories)
All
Arbeitspapier
92
Working Paper
92
Graue Literatur
91
Non-commercial literature
91
Forschungsbericht
3
Language
All
English
92
Author
All
Hyndman, Rob J.
27
Athanasopoulos, George
16
Gao, Jiti
14
Martin, Gael M.
13
Snyder, Ralph D.
13
Forbes, Catherine Scipione
9
Poskitt, Donald Stephen
8
Koehler, Anne B.
7
Ord, John Keith
7
King, Maxwell L.
6
Maneesoonthorn, Worapree
5
Panagiotelis, Anastasios
5
Zhang, Xibin
5
Maharaj, Elizabeth Ann
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Wickramasuriya, Shanika L.
3
Zhang, Bo
3
Akram, Muhammad
2
Beaumont, Adrian
2
Gamakumara, Puwasala
2
Kandanaarachchi, Sevvandi
2
Li, Degui
2
Li, Feng
2
Loiza-Maya, Ruben
2
Maharaj, Ann
2
Montero-Manso, Pablo
2
Rahman Khan, Md. Atikur
2
Talagala, Priyanga Dilini
2
Talagala, Thiyanga S.
2
Tjostheim, Dag
2
Vahid, Farshid
2
Ahmed, Roman A.
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
377
International journal of forecasting
327
Economics letters
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Journal of forecasting
235
Discussion paper / Tinbergen Institute
204
Econometric theory
197
European journal of operational research : EJOR
188
Econometric reviews
145
Economic modelling
133
Applied economics
112
Journal of economic dynamics & control
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
96
Computational economics
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
92
Working paper
87
Applied economics letters
76
Série des documents de travail / Centre de Recherche en Économie et Statistique
76
CREATES research paper
73
International journal of production research
72
Working paper / National Bureau of Economic Research, Inc.
72
NBER Working Paper
71
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
69
Journal of empirical finance
65
NBER working paper series
65
Energy economics
64
Risks : open access journal
63
Mathematical methods of operations research
62
Cowles Foundation discussion paper
59
Insurance / Mathematics & economics
56
Oxford bulletin of economics and statistics
55
CESifo working papers
54
SFB 649 discussion paper
53
The econometrics journal
53
Discussion paper / Centre for Economic Policy Research
50
Macroeconomic dynamics
50
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal combination forecasts for hierarchical time series
Hyndman, Rob J.
(
contributor
);
Ahmed, Roman A.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003778313
Saved in:
2
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
3
Non-linear exponential smoothing and positive data
Akram, Muhammad
(
contributor
);
Hyndman, Rob J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003778322
Saved in:
4
A view of damped trend as incorporating a tracking signal into a state space model
Snyder, Ralph D.
(
contributor
);
Koehler, Anne B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003778339
Saved in:
5
Exponential smoothing and the Akaike Information Criterion
Snyder, Ralph D.
;
Ord, John Keith
-
2009
Persistent link: https://www.econbiz.de/10003852044
Saved in:
6
An assessment of alternative state space models for count time series
Snyder, Ralph D.
;
Martin, Gael M.
;
Gould, Phillip
; …
-
2007
Persistent link: https://www.econbiz.de/10003486451
Saved in:
7
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
;
Martin, Gael M.
;
Forbes, Catherine …
-
2006
Persistent link: https://www.econbiz.de/10003433826
Saved in:
8
Short-term load forecasting based on a semi-parametric additive model
Shu Fan
;
Hyndman, Rob J.
-
2010
Persistent link: https://www.econbiz.de/10008662290
Saved in:
9
Description length based signal detection in singular spectrum analysis
Rahman Khan, Md. Atikur
;
Poskitt, Donald Stephen
-
2010
Persistent link: https://www.econbiz.de/10008662323
Saved in:
10
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301166
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->