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Time series analysis
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Hyndman, Rob J.
72
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Marcellino, Massimiliano
58
Pesaran, M. Hashem
56
Ravazzolo, Francesco
54
Gupta, Rangan
53
Koopman, Siem Jan
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Koop, Gary
49
Timmermann, Allan
45
Swanson, Norman R.
43
Kapetanios, George
38
Hendry, David F.
36
McAleer, Michael
36
Athanasopoulos, George
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Clements, Michael P.
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Makridakis, Spyros G.
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Clark, Todd E.
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Dijk, Herman K. van
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Dijk, Dick van
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Kunst, Robert M.
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Stock, James H.
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Schorfheide, Frank
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Costantini, Mauro
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Huber, Florian
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Petropoulos, Fotios
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Giannone, Domenico
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Lux, Thomas
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Proietti, Tommaso
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Watson, Mark W.
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Croux, Christophe
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Gao, Jiti
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Hallin, Marc
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Korobilis, Dimitris
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Pick, Andreas
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Casarin, Roberto
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Mitchell, James
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Phillips, Peter C. B.
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Diebold, Francis X.
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Ghysels, Eric
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International journal of forecasting
454
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229
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Working paper / Department of Econometrics and Business Statistics, Monash University
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Energy economics
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Discussion paper / Tinbergen Institute
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Economic modelling
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Applied economics
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Working paper
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric reviews
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International Journal of Energy Economics and Policy : IJEEP
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Finance research letters
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CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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Journal of empirical finance
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Working paper series / European Central Bank
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CREATES research paper
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of applied econometrics
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CAMA working paper series
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International journal of production economics
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Econometric Institute research papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion paper / Centre for Economic Policy Research
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Working papers
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International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
22
Tourism economics : the business and finance of tourism and recreation
22
Discussion papers / CEPR
21
International review of financial analysis
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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NBER working paper series
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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1
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
2
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
Saved in:
3
Forecasting with
panel
data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
We develop novel forecasting methods for
panel
data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which
panel
…
Persistent link: https://www.econbiz.de/10013176894
Saved in:
4
Forecasting with
Panel
Data : Estimation Uncertainty Versus Parameter Heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
We develop novel forecasting methods for
panel
data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which
panel
…
Persistent link: https://www.econbiz.de/10013292495
Saved in:
5
Forecasting with
panel
data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
6
Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011672373
Saved in:
7
Applying a microfounded-forecasting approach to predict Brazilian inflation
Gaglianone, Wagner Piazza
;
Issler, João Victor
; …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 137-163
Persistent link: https://www.econbiz.de/10011935918
Saved in:
8
Forecasting euro area inflation using a huge
panel
of survey expectations
Huber, Florian
;
Onorante, Luca
;
Pfarrhofer, Michael
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1042-1054
Persistent link: https://www.econbiz.de/10014547252
Saved in:
9
Nowcasting unemployment insurance claims in the time of COVID-19
Larson, William
;
Sinclair, Tara M.
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 635-647
Persistent link: https://www.econbiz.de/10013348688
Saved in:
10
Long-Run Growth Forecasting
Bergheim, Stefan
(
contributor
)
-
2008
book uses non-stationary
panel
techniques to find pair-wise cointegration among GDP per capita and its main correlates such …
Persistent link: https://www.econbiz.de/10013520921
Saved in:
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