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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
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Forecasting model
Theorie
211
Theory
211
Time series analysis
81
Zeitreihenanalyse
81
Prognoseverfahren
74
Bayes-Statistik
33
Bayesian inference
33
Estimation
28
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Schätzung
28
Stochastic process
26
Stochastischer Prozess
26
State space model
21
Zustandsraummodell
21
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Markov-Kette
18
Panel
18
Panel study
18
Volatility
18
Volatilität
18
Estimation theory
17
Markov chain
17
Schätztheorie
17
Bootstrap approach
13
Bootstrap-Verfahren
13
Option pricing theory
13
Optionspreistheorie
13
Australia
11
Australien
11
Aggregation
10
Regression analysis
10
Regressionsanalyse
10
Statistical test
10
Statistischer Test
10
Börsenkurs
8
Cointegration
8
Kointegration
8
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65
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Book / Working Paper
74
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Arbeitspapier
74
Working Paper
74
Graue Literatur
69
Non-commercial literature
69
Forschungsbericht
4
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English
74
Author
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
13
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
Ord, John Keith
5
Beaumont, Adrian
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Maneesoonthorn, Worapree
3
Anderson, Heather M.
2
Forbes, Catherine Scipione
2
Gao, Jiti
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Wickramasuriya, Shanika L.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Auld, Tom
1
Booth, Heather
1
Covey, Ryan
1
Di Fonzo, Tommaso
1
Donselaar, Karl H. van
1
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Monash University
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
719
Journal of forecasting
455
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
European journal of operational research : EJOR
124
NBER working paper series
109
Discussion paper / Tinbergen Institute
102
NBER Working Paper
102
Technological forecasting & social change : an international journal
102
Computational economics
97
Discussion paper / Centre for Economic Policy Research
97
Journal of banking & finance
96
Working paper / National Bureau of Economic Research, Inc.
95
Applied economics
92
Economic modelling
90
Journal of empirical finance
89
Economics letters
86
Energy economics
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Working paper
81
Finance research letters
78
Journal of applied econometrics
70
Risks : open access journal
69
Applied economics letters
66
International review of financial analysis
63
CESifo working papers
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative finance
61
The European journal of finance
60
International journal of production economics
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Journal of economic dynamics & control
53
The North American journal of economics and finance : a journal of financial economics studies
53
Working paper series / European Central Bank
53
CREATES research paper
51
Journal of financial economics
51
Insurance / Mathematics & economics
47
SpringerLink / Bücher
46
International journal of production research
45
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ECONIS (ZBW)
74
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
7
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
Saved in:
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