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~subject:"Time series analysis"
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Time series analysis
Australia
76
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74
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59
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59
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54
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54
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54
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54
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Allen, David E.
33
McAleer, Michael
22
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11
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9
Smith, Michael S.
9
Powell, Robert
5
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3
Gao, Jiti
3
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2
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2
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1
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1
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Jeyasreedharan, Nagaratnam
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1
Kohn, Robert
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Kok Haur Ng
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Kooi Huat Ng
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School of Accounting, Finance and Economics <Perth, Western Australia>
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ECONIS (ZBW)
42
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1
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
2
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
Mestekemper, Thomas
;
Kauermann, Göran
;
Smith, Michael S.
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009706183
Saved in:
3
Copula modelling of dependence in multivariate time series
Smith, Michael S.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
Saved in:
4
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
5
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
6
Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
Saved in:
7
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
8
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
9
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
10
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
(
contributor
);
Gao, Jiti
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760021
Saved in:
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