Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
15
Impact Factor
0.17
5 Years IF
0.18
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 13 13 43 0 0 0 0 0 0.06
1995 0.15 0.17 0.06 0.15 20 33 73 2 2 13 2 13 2 0 0 0.1
1996 0.12 0.22 0.08 0.12 19 52 106 4 6 33 4 33 4 0 0 0.1
1997 0.13 0.22 0.12 0.13 14 66 9 8 14 39 5 52 7 0 0 0.09
1998 0.15 0.24 0.07 0.08 18 84 59 6 20 33 5 66 5 0 0 0.12
1999 0.06 0.3 0.12 0.13 14 98 38 12 32 32 2 84 11 7 58.3 0 0.15
2000 0.25 0.36 0.23 0.2 11 109 52 25 57 32 8 85 17 7 28 2 0.18 0.14
2001 0.12 0.36 0.18 0.17 11 120 49 21 78 25 3 76 13 3 14.3 1 0.09 0.17
2002 0.32 0.38 0.28 0.19 21 141 39 35 117 22 7 68 13 12 34.3 3 0.14 0.18
2003 0.06 0.39 0.15 0.12 22 163 77 24 141 32 2 75 9 0 3 0.14 0.19
2004 0.23 0.41 0.26 0.28 27 190 65 50 191 43 10 79 22 10 20 6 0.22 0.18
2005 0.24 0.43 0.26 0.25 26 216 110 56 247 49 12 92 23 16 28.6 7 0.27 0.2
2006 0.32 0.45 0.26 0.3 22 238 92 60 308 53 17 107 32 9 15 3 0.14 0.19
2007 0.35 0.38 0.28 0.33 14 252 56 70 378 48 17 118 39 17 24.3 2 0.14 0.17
2008 0.17 0.39 0.19 0.27 9 261 58 50 428 36 6 111 30 2 4 4 0.44 0.17
2009 0.26 0.36 0.19 0.24 17 278 55 53 481 23 6 98 24 10 18.9 1 0.06 0.17
2010 0.35 0.35 0.2 0.24 23 301 53 60 541 26 9 88 21 16 26.7 6 0.26 0.15
2011 0.33 0.4 0.23 0.4 26 327 46 75 616 40 13 85 34 5 6.7 6 0.23 0.19
2012 0.22 0.44 0.22 0.26 20 347 27 75 691 49 11 89 23 12 16 7 0.35 0.2
2013 0.46 0.49 0.46 0.48 29 376 32 172 863 46 21 95 46 32 18.6 4 0.14 0.2
2014 0.2 0.52 0.24 0.37 30 406 24 99 962 49 10 115 42 24 24.2 4 0.13 0.23
2015 0.15 0.52 0.16 0.16 21 427 29 70 1032 59 9 128 20 16 22.9 5 0.24 0.23
2016 0.18 0.58 0.1 0.17 20 447 11 43 1075 51 9 126 22 2 4.7 1 0.05 0.25
2017 0.27 0.6 0.11 0.15 22 469 6 52 1127 41 11 120 18 5 9.6 1 0.05 0.25
2018 0.17 0.68 0.11 0.18 24 493 11 53 1180 42 7 122 22 7 13.2 4 0.17 0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, Keith ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

Full description at Econpapers || Download paper

55
21996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

Full description at Econpapers || Download paper

42
32003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

Full description at Econpapers || Download paper

39
42006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

Full description at Econpapers || Download paper

32
51994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

Full description at Econpapers || Download paper

26
61996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

Full description at Econpapers || Download paper

26
72005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

Full description at Econpapers || Download paper

25
81996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

Full description at Econpapers || Download paper

24
91998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

Full description at Econpapers || Download paper

23
102008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

Full description at Econpapers || Download paper

22
112008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

Full description at Econpapers || Download paper

21
121999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

Full description at Econpapers || Download paper

20
132007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

Full description at Econpapers || Download paper

20
142001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

Full description at Econpapers || Download paper

19
152005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

Full description at Econpapers || Download paper

18
162009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

Full description at Econpapers || Download paper

15
172009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

Full description at Econpapers || Download paper

14
182000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

Full description at Econpapers || Download paper

13
192002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

Full description at Econpapers || Download paper

12
202009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

Full description at Econpapers || Download paper

12
211998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

Full description at Econpapers || Download paper

12
222004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

Full description at Econpapers || Download paper

10
232006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

Full description at Econpapers || Download paper

10
242006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

Full description at Econpapers || Download paper

10
252000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

Full description at Econpapers || Download paper

10
262005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

Full description at Econpapers || Download paper

9
271996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Lee, Xin ; Harris, Mark ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

Full description at Econpapers || Download paper

9
282005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

Full description at Econpapers || Download paper

9
292010Short-term load forecasting based on a semi-parametric additive model. (2010). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-17.

Full description at Econpapers || Download paper

9
302004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

Full description at Econpapers || Download paper

9
312004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

Full description at Econpapers || Download paper

8
322000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

Full description at Econpapers || Download paper

8
331998Lead Time demand for Simple Exponential Smoothing.. (1998). Snyder, Ralph ; Ord, Keith ; Koehler, A. B. ; Sunder, R. D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

Full description at Econpapers || Download paper

8
342008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

Full description at Econpapers || Download paper

8
352010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

Full description at Econpapers || Download paper

8
362006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

Full description at Econpapers || Download paper

8
372001Strategy Similarity and Coordination.. (2001). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

Full description at Econpapers || Download paper

7
382010A Primal Divisia Technical Change Index Based on the Output Distance Function. (2010). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-7.

Full description at Econpapers || Download paper

7
392002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

Full description at Econpapers || Download paper

7
402006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

Full description at Econpapers || Download paper

7
412005Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases.. (2005). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-16.

Full description at Econpapers || Download paper

7
422011Bayesian semiparametric GARCH models. (2011). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-24.

Full description at Econpapers || Download paper

7
432005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects. (2005). Kim, Jae ; Doucouliagos, Chris. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-22.

Full description at Econpapers || Download paper

7
442007Optimal combination forecasts for hierarchical time series. (2007). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

Full description at Econpapers || Download paper

7
452003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine ; Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

Full description at Econpapers || Download paper

7
462007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

Full description at Econpapers || Download paper

7
472000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Snyder, Ralph ; Hyndman, Rob ; Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

Full description at Econpapers || Download paper

7
482007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

Full description at Econpapers || Download paper

7
492006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-22.

Full description at Econpapers || Download paper

6
502004Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions. (2004). Galagedera, Don ; faff, robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-8.

Full description at Econpapers || Download paper

6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

Full description at Econpapers || Download paper

11
22008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

Full description at Econpapers || Download paper

8
32008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

Full description at Econpapers || Download paper

7
42015A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction. (2015). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-10.

Full description at Econpapers || Download paper

6
52015How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries. (2015). Dumrongrittikul, Taya ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-4.

Full description at Econpapers || Download paper

5
62007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

Full description at Econpapers || Download paper

5
72018Probabilisitic forecasts in hierarchical time series. (2018). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-11.

Full description at Econpapers || Download paper

5
82016Grouped functional time series forecasting: An application to age-specific mortality rates. (2016). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-4.

Full description at Econpapers || Download paper

4
92013Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2013). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-28.

Full description at Econpapers || Download paper

4
102010Short-term load forecasting based on a semi-parametric additive model. (2010). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-17.

Full description at Econpapers || Download paper

3
112016Bayesian Indirect Inference and the ABC of GMM. (2016). Kristensen, Dennis ; GAO, Jiti ; Creel, Michael ; Hong, Han. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-1.

Full description at Econpapers || Download paper

3
122010A Primal Divisia Technical Change Index Based on the Output Distance Function. (2010). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-7.

Full description at Econpapers || Download paper

3
132004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

Full description at Econpapers || Download paper

3
141996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

Full description at Econpapers || Download paper

3
152015Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-7.

Full description at Econpapers || Download paper

3
162016Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models. (2016). McCabe, Brendan ; Robert, Christian P ; Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-09.

Full description at Econpapers || Download paper

2
171999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

Full description at Econpapers || Download paper

2
182015Point Optimal Testing: A Survey of the Post 1987 Literature. (2015). King, Maxwell ; Sriananthakumar, Sivagowry . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-5.

Full description at Econpapers || Download paper

2
192006Some Nonlinear Exponential Smoothing Models are Unstable. (2006). Hyndman, Rob ; Akram, Muhammad. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-3.

Full description at Econpapers || Download paper

2
202015Forecasting hierarchical and grouped time series through trace minimization. (2015). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-15.

Full description at Econpapers || Download paper

2
212018Meta-learning how to forecast time series. (2018). Talagala, Thiyanga ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-6.

Full description at Econpapers || Download paper

2
222005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

Full description at Econpapers || Download paper

2
232013Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18.

Full description at Econpapers || Download paper

2
242014Semiparametric Localized Bandwidth Selection in Kernel Density Estimation. (2014). GAO, Jiti ; Zhang, Xibin ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-14.

Full description at Econpapers || Download paper

2
252014Semiparametric Localized Bandwidth Selection for Kernel Density Estimation. (2014). Zhang, Xibin ; GAO, Jiti ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-27.

Full description at Econpapers || Download paper

2
261994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

Full description at Econpapers || Download paper

2
272015A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks. (2015). Zhang, Xiaohui ; GAO, Jiti ; Feng, Guohua ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-9.

Full description at Econpapers || Download paper

2
282017Bayesian estimation based on summary statistics: Double asymptotics and practice. (2017). Phillips, Peter ; GAO, Jiti ; Cb, Peter ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-4.

Full description at Econpapers || Download paper

2
292014A Computational Implementation of GMM. (2014). GAO, Jiti ; Hong, Han. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-24.

Full description at Econpapers || Download paper

2
302016The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification. (2016). Poskitt, Donald ; Zhao, Xueyan ; Li, Chuhui . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-16.

Full description at Econpapers || Download paper

2
312018Anomaly detection in streaming nonstationary temporal data. (2018). Hyndman, Rob ; Munoz, Mario A ; Kandanaarachchi, Sevvandi ; Smith-Miles, Kate ; Talagala, Priyanga Dilini. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-4.

Full description at Econpapers || Download paper

2
322001Comparison of Non-Stationary Time Series in the Frequency Domain.. (2001). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-1.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 7
YearTitle
2018Determinants of Agricultural Technology Adoption in Chókwè District, Mozambique. (2018). Ponguane, Sergio ; Mucavele, Nezia. In: MPRA Paper. RePEc:pra:mprapa:86284.

Full description at Econpapers || Download paper

2018Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models. (2018). Picchini, Umberto ; Samson, Adeline. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0770-y.

Full description at Econpapers || Download paper

2018Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors. (2018). Kosiorowski, Daniel ; Rydlewski, Jerzy P ; Mielczarek, Dominik. In: Papers. RePEc:arx:papers:1710.02669.

Full description at Econpapers || Download paper

2018The ABC of simulation estimation with auxiliary statistics. (2018). Ng, Serena ; Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

Full description at Econpapers || Download paper

2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

Full description at Econpapers || Download paper

2018Specification tests based on MCMC output. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:237-260.

Full description at Econpapers || Download paper

2018Variational Inference for high dimensional structured factor copulas. (2018). san Miguel, Pedro Galeano ; Nguyen, Hoang ; Ausin, Maria Concepcion. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27652.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

YearCiting document
2018Efficient generation of time series with diverse and controllable characteristics. (2018). Kang, Yanfei ; Li, Feng ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

Full description at Econpapers || Download paper

2018On normalization and algorithm selection for unsupervised outlier detection. (2018). Kandanaarachchi, Sevvandi ; Smith-Miles, Kate ; Hyndman, Rob J ; Munoz, Mario A. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-16.

Full description at Econpapers || Download paper

2018FFORMA: Feature-based forecast model averaging. (2018). Montero-Manso, Pablo ; Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-19.

Full description at Econpapers || Download paper

2018Cross-temporal coherent forecasts for Australian tourism. (2018). Kourentzes, Nikolaos ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-24.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models. (2016). Hyndman, Rob ; Url, Thomas ; Dokumentov, Alexander . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2016:i:510.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-14.

Full description at Econpapers || Download paper

2015Forecasting hierarchical and grouped time series through trace minimization. (2015). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-15.

Full description at Econpapers || Download paper

2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-16.

Full description at Econpapers || Download paper

2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:66362.

Full description at Econpapers || Download paper

2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin. In: School of Economics Discussion Papers. RePEc:sur:surrec:0315.

Full description at Econpapers || Download paper