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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Neue politische Ökonomie"
~subject:"Zeitreihenanalyse"
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Neue politische Ökonomie
Zeitreihenanalyse
Theorie
217
Theory
217
Time series analysis
85
Forecasting model
73
Prognoseverfahren
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Estimation
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Australien
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Hyndman, Rob J.
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Martin, Gael M.
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Ord, John Keith
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Panagiotelis, Anastasios
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Shami, Roland G.
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Smith-Miles, Kate
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Frazier, David T.
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Kang, Yanfei
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King, Maxwell L.
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Kourentzes, Nikolaos
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Liu, Fei
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McCabe, Brendan Peter Martin
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Pan, Guangming
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Peng, Bin
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Talagala, Priyanga Dilini
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Talagala, Thiyanga S.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Social choice and welfare
441
Public choice
378
Economics letters
366
Journal of econometrics
336
International journal of forecasting
318
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
223
Discussion paper / Tinbergen Institute
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CESifo working papers
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Econometric theory
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Discussion paper / Centre for Economic Policy Research
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NBER working paper series
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Econometric reviews
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Economic modelling
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Journal of economic theory
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Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
European journal of political economy
95
Games and economic behavior
92
Journal of applied econometrics
89
Journal of public economics
84
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Europäische Hochschulschriften / 5
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Computational economics
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Constitutional political economy
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Journal of economic dynamics & control
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Applied economics letters
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CESifo Working Paper Series
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Tinbergen Institute Discussion Paper
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Cowles Foundation discussion paper
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CREATES research paper
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Bias
reduction of long memory parameter estimators via the pre-filtered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
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2012
Persistent link: https://www.econbiz.de/10009565418
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Bias
correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
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Bias
reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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4
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
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5
Bias
correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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6
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
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7
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
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Optimal combination forecasts for hierarchical time series
Hyndman, Rob J.
(
contributor
);
Ahmed, Roman A.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003778313
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9
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
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10
Non-linear exponential smoothing and positive data
Akram, Muhammad
(
contributor
);
Hyndman, Rob J.
(
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-
2007
Persistent link: https://www.econbiz.de/10003778322
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