Anastasios Nicholas Panagiotelis : Citation Profile

Monash University

10

H index

10

i10 index

368

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 30
   Journals where Anastasios Nicholas Panagiotelis has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 10 (2.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa802
   Updated: 2026-05-02    RAS profile: 2026-04-13    
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Relations with other researchers

Works with:

Hyndman, Rob (2)

Athanasopoulos, George (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasios Nicholas Panagiotelis.

Is cited by:

Hyndman, Rob (27)

Weron, Rafał (10)

Li, Feng (10)

Athanasopoulos, George (9)

Ravazzolo, Francesco (9)

Smith, Michael (8)

Grossi, Luigi (8)

Gianfreda, Angelica (6)

Clements, Michael (6)

Castle, Jennifer (6)

Marczak, Martyna (6)

Cites to:

Hyndman, Rob (43)

Athanasopoulos, George (27)

Smith, Michael (19)

Shang, Han Lin (14)

Kohn, Robert (11)

Reichlin, Lucrezia (10)

Sims, Christopher (8)

Koop, Gary (7)

Tobias, Justin (6)

Forni, Mario (6)

Watson, Mark (6)

Main data

Where Anastasios Nicholas Panagiotelis has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics12

Recent works citing Anastasios Nicholas Panagiotelis (2025 and 2024)

YearTitle of citing document
2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2025The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets. (2025). O'Connor, Ciaran ; Bahloul, Mohamed ; Visentin, Andrea ; Prestwich, Steven. In: Papers. RePEc:arx:papers:2511.05523.

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2026Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models. (2026). Li, Runze ; Zhou, Rui ; Pitt, David. In: Papers. RePEc:arx:papers:2601.05702.

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2026Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective. (2026). Lopetuso, Emanuele ; Girolimetto, Daniele ; Caporin, Massimiliano. In: Papers. RePEc:arx:papers:2603.17463.

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2025Real‐Time Data, Revisions and the Predictive Ability of DSGE Models. (2025). Čapek, Jan ; Chalmoviansk, Jakub ; Cuaresma, Jess Crespo ; Reichel, Vlastimil. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:87:y:2025:i:6:p:1059-1080.

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2024Probabilistic forecast-based portfolio optimization of electricity demand at low aggregation levels. (2024). Ahn, Kwangwon ; Park, Jungyeon ; Jeon, Jooyoung ; Kim, Hokyun ; Petropoulos, Fotios ; Alvarenga, Estevo ; Li, Ran. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923014733.

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2025Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596.

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2025An online probabilistic combination framework for power load forecasting under concept-drifting scenarios. (2025). Zhou, Yue ; He, Yaoyao ; Wang, Shuo ; Cao, Chaojin. In: Applied Energy. RePEc:eee:appene:v:399:y:2025:i:c:s0306261925012486.

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2025Multi-distribution fusion based Bayesian deep neural network for short-term probabilistic electricity price forecasting. (2025). Shao, Zhen ; Han, Yating ; Zha, Jianrui ; Zhu, Guowei ; Li, Fangyi ; Yang, Changhui. In: Applied Energy. RePEc:eee:appene:v:401:y:2025:i:pb:s0306261925014424.

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2024Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction. (2024). Zhao, Zifeng ; Shi, Peng. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000228.

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2024Multivariate Count Time Series Modelling. (2024). Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:100-116.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2025Optimal forecast reconciliation with time series selection. (2025). Hyndman, Rob ; Wickramasuriya, Shanika L ; Wang, Xiaoqian. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:455-470.

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2026Fifty years of decision analysis in operational research: A review. (2026). Richmond, Victor ; Shachter, Ross ; Knowlton, Morgan ; Siebert, Johannes Ulrich ; Borgonovo, Emanuele ; Ulu, Canan. In: European Journal of Operational Research. RePEc:eee:ejores:v:329:y:2026:i:2:p:355-377.

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2025Navigating uncertain generation: The impact of regulation on distributed photovoltaic green electricity trading market participation. (2025). Shi, Yong-Heng ; Zhao, Tao ; Xie, Bai-Chen. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007522.

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2024Wind turbine short-term power forecasting method based on hybrid probabilistic neural network. (2024). Liu, Minghua ; Song, Dongran ; Deng, Jiewen ; Xiao, Zhao ; Zhao, Qiancheng ; Zhan, Jun ; Tao, Jie. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224038209.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Corani, Giorgio ; Azzimonti, Dario. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469.

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2024Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Ma, Ruijun ; Reddy, Rohan ; Meetei, Nganba O ; Cao, Mengfei ; Dicker, Lee ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Likelihood-based inference in temporal hierarchies. (2024). Nystrup, Peter ; Moller, Jan Kloppenborg ; Madsen, Henrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531.

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2024Forecasting Australian fertility by age, region, and birthplace. (2024). Shang, Han Lin ; Yang, Yang ; Raymer, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

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2024Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151.

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2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2025Cross-temporal forecast reconciliation at digital platforms with machine learning. (2025). Ternes, Marie ; Wilms, Ines ; Rombouts, Jeroen. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:321-344.

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2025Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?. (2025). Panagiotelis, Anastasios ; Zhang, Bohan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1022-1036.

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2024A novel online portfolio selection approach based on pattern matching and ESG factors. (2024). Asaad, Seyed Mehrzad ; Barak, Sasan ; Fereydooni, Ali. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001391.

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2025Inventory management with leading indicator augmented hierarchical forecasts. (2025). Kourentzes, Nikolaos ; Sagaert, Yves R. In: Omega. RePEc:eee:jomega:v:136:y:2025:i:c:s0305048325000611.

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2024Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data. (2024). Zanin, Luca ; Osmetti, Silvia Angela ; Calabrese, Raffaella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002441.

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2025Forecasting for optimization in road freight transport: A review. (2025). Kourentzes, Nikolaos ; Ehrig, Claudia ; Sonnleitner, Benedikt ; Pflaum, Alexander. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:204:y:2025:i:c:s1366554525004193.

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2025Introducing the Synergy Based Approach for Forecasting the Crude Oil Prices with Traditional and Machine Learning Econometric Models. (2025). Hussain, Zahanat ; Aamir, Muhammad ; Khan, Saud Ahmed ; Turk, Arslan Munir. In: International Econometric Review (IER). RePEc:erh:journl:v:17:y:2025:i:2:p:18-33.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2025Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342.

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2024A Copula Discretization of Time Series-Type Model for Examining Climate Data. (2024). Atutey, Olivia ; Diawara, Norou ; Fernando, Dimuthu. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2419-:d:1449519.

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2025Hierarchical Vector Mixtures for Electricity Day-Ahead Market Prices Scenario Generation. (2025). Mari, Carlo ; Lucheroni, Carlo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2852-:d:1741787.

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2024COVID-19 and Excess Mortality: An Actuarial Study. (2024). Alonso-Garcia, Jennifer ; Delbrouck, Camille. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:61-:d:1367677.

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2024Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities. (2024). Kim, Taehoon ; Ando, Sakai. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:4:d:10.1057_s41308-023-00225-8.

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2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

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2024A tensor-based approach to cause-of-death mortality modeling. (2024). Giordani, Paolo ; Nigri, Andrea ; Levantesi, Susanna ; Cardillo, Giovanni. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2.

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2025Vine Copula-Based Classifiers with Applications. (2025). Joe, Harry ; Ahin, Zge. In: Journal of Classification. RePEc:spr:jclass:v:42:y:2025:i:2:d:10.1007_s00357-024-09494-y.

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2026Analysis of Semi-Markov Reward Processes Motivated by Ramp Rate Limitation in Wind Farms. (2026). Vergine, Salvatore ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-026-10254-1.

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2024Modeling multivariate tourism expenditure using vine copula: empirical findings from of Fribourg-Switzerland. (2024). Miriam, Scaglione ; Leonardo, Moreno ; Gabriel, Brida Juan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-024-01839-4.

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2024Probabilistic models of profiles for voting by evaluation. (2024). Leoni, Samuela ; Gannaz, Irene ; Aubin, Jean-Baptiste ; Rolland, Antoine. In: Social Choice and Welfare. RePEc:spr:sochwe:v:63:y:2024:i:2:d:10.1007_s00355-024-01535-0.

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2024A copula-based portrayal of the collider bias. (2024). Hu, Anning. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00733-x.

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2024Point and probabilistic forecast reconciliation for general linearly constrained multiple time series. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00738-6.

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2024Gradient‐Boosted Generalized Linear Models for Conditional Vine Copulas. (2024). Gross, Jrgen ; Mller, Annette ; Jobst, David. In: Environmetrics. RePEc:wly:envmet:v:35:y:2024:i:8:n:e2887.

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2024Forecasting Consumer Price Index with Federal Open Market Committee Sentiment Index. (2024). Eklund, Joshua ; Kim, Jongmin. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1795-1813.

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2025A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data. (2025). Abedin, Mohammad Zoynul ; Zhang, Justin Zuopeng ; Hou, Xiaoyu ; Xia, Huosong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:112-135.

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2025Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780.

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Works by Anastasios Nicholas Panagiotelis:

YearTitleTypeCited
2017Model selection for discrete regular vine copulas In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2010Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2008Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2019Probabilistic forecast reconciliation with applications to wind power and electric load In: European Journal of Operational Research.
[Full Text][Citation analysis]		article47
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article18
2008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article92
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2017The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2014From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2017Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper9
2019Updating Variational Bayes: Fast Sequential Posterior Inference In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper13
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper50
2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper5
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper22
2012Pair Copula Constructions for Multivariate Discrete Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article50

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