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: 2021-06-02 06:34:26]
5 Years H
15
Impact Factor
0.37
5 Years IF
0.27
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.14 0 0 13 13 45 0 0 0 0 0 0.07
1995 0.15 0.19 0.06 0.15 20 33 74 2 2 13 2 13 2 0 0 0.09
1996 0.12 0.21 0.1 0.12 19 52 122 5 7 33 4 33 4 0 1 0.05 0.11
1997 0.15 0.23 0.14 0.15 14 66 10 9 16 39 6 52 8 0 0 0.13
1998 0.15 0.25 0.08 0.09 18 84 59 7 23 33 5 66 6 0 0 0.15
1999 0.06 0.32 0.13 0.14 14 98 38 13 36 32 2 84 12 7 53.8 0 0.21
2000 0.25 0.46 0.23 0.2 11 109 54 25 61 32 8 85 17 7 28 2 0.18 0.2
2001 0.12 0.4 0.18 0.17 11 120 49 21 82 25 3 76 13 3 14.3 1 0.09 0.22
2002 0.32 0.42 0.28 0.19 21 141 40 35 121 22 7 68 13 12 34.3 3 0.14 0.23
2003 0.06 0.42 0.15 0.12 22 163 81 24 145 32 2 75 9 0 3 0.14 0.24
2004 0.23 0.47 0.27 0.28 27 190 69 51 196 43 10 79 22 10 19.6 6 0.22 0.27
2005 0.31 0.5 0.28 0.28 26 216 110 60 256 49 15 92 26 16 26.7 7 0.27 0.29
2006 0.32 0.48 0.26 0.3 22 238 97 60 317 53 17 107 32 9 15 3 0.14 0.27
2007 0.35 0.4 0.28 0.33 14 252 69 70 387 48 17 118 39 17 24.3 2 0.14 0.22
2008 0.17 0.46 0.19 0.27 9 261 54 50 437 36 6 111 30 2 4 4 0.44 0.23
2009 0.26 0.44 0.19 0.26 17 278 57 54 491 23 6 98 25 10 18.5 1 0.06 0.23
2010 0.35 0.38 0.2 0.24 23 301 58 61 552 26 9 88 21 15 24.6 5 0.22 0.19
2011 0.33 0.47 0.23 0.39 26 327 49 74 626 40 13 85 33 5 6.8 6 0.23 0.25
2012 0.22 0.51 0.22 0.26 20 347 33 75 701 49 11 89 23 12 16 7 0.35 0.26
2013 0.46 0.51 0.46 0.48 29 376 40 172 873 46 21 95 46 32 18.6 4 0.14 0.24
2014 0.18 0.54 0.24 0.35 30 406 28 99 972 49 9 115 40 24 24.2 4 0.13 0.28
2015 0.15 0.54 0.17 0.14 21 427 34 71 1043 59 9 128 18 16 22.5 5 0.24 0.27
2016 0.18 0.56 0.1 0.17 20 447 13 45 1088 51 9 126 22 2 4.4 1 0.05 0.28
2017 0.24 0.55 0.11 0.15 22 469 26 50 1138 41 10 120 18 5 10 1 0.05 0.28
2018 0.19 0.56 0.11 0.2 24 493 29 52 1190 42 8 122 24 7 13.5 4 0.17 0.28
2019 0.57 0.58 0.15 0.3 33 526 21 81 1271 46 26 117 35 16 19.8 5 0.15 0.35
2020 0.37 0.68 0.14 0.27 45 571 23 79 1350 57 21 120 32 13 16.5 16 0.36 0.65
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

40
41996A 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

35
52006Lee-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

35
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

33
71994A 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

27
81996Testing 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
92005Another 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
101998Nonparametric 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
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
132001Prediction 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
142008Rainbow 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

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
192009Efficiency, 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
201998U.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
212002Estimation 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
222004Inflation, 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

11
232020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

Full description at Econpapers || Download paper

11
241996The Robustness of Estimators for Dynamic Panel Data Models to Misspecification.. (1996). Matyas, Laszlo ; Harris, Mark ; Longmire, R. J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-9.

Full description at Econpapers || Download paper

11
252006VARMA 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
262004Inflation, 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

10
272000Bayesian 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
282004Value 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
292005Forecasting 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
302017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Taylor, James W ; Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

Full description at Econpapers || Download paper

9
312006Modelling 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

9
321996Growth 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
332020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

Full description at Econpapers || Download paper

9
342006Properties 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

9
352005Forecasting 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
362010Short-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

8
372000Bayesian 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
381998Lead 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
392010Do 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
402018Probabilisitic 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

8
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

8
422007The 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
432008Testing 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

7
442002A 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
452011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

Full description at Econpapers || Download paper

7
462003Diversification 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
472007Effective 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
482010A 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
492019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Sarafidis, Vasilis ; Cui, Guowei ; Yamagata, Takashi ; Norkute, Milda. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-32.

Full description at Econpapers || Download paper

7
502010What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types. (2010). Zhao, Xueyan ; Srivastava, Preety Pratima. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-1.

Full description at Econpapers || Download paper

7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Automatic 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

13
22020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

Full description at Econpapers || Download paper

11
32017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Taylor, James W ; Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

Full description at Econpapers || Download paper

9
42020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

Full description at Econpapers || Download paper

9
52019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Sarafidis, Vasilis ; Cui, Guowei ; Yamagata, Takashi ; Norkute, Milda. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-32.

Full description at Econpapers || Download paper

7
62018Probabilisitic 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

7
72018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

Full description at Econpapers || Download paper

5
82019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

Full description at Econpapers || Download paper

5
92018Meta-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

4
102017Estimation and inference in semiparametric quantile factor models. (2017). LINTON, OLIVER ; GAO, Jiti ; Ma, Shujie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-8.

Full description at Econpapers || Download paper

4
112015A 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

4
122019Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18.

Full description at Econpapers || Download paper

3
132010Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand. (2010). de Silva, Ashton ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-11.

Full description at Econpapers || Download paper

3
142011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

Full description at Econpapers || Download paper

3
152010What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types. (2010). Zhao, Xueyan ; Srivastava, Preety Pratima. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-1.

Full description at Econpapers || Download paper

3
162017Recursive estimation in large panel data models: Theory and practice. (2017). hsiao, cheng ; GAO, Jiti ; Yang, Yanrong ; Jiang, Bing ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Tan, Ban Kheng . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-5.

Full description at Econpapers || Download paper

3
172017Macroeconomic forecasting for Australia using a large number of predictors. (2017). Vahid, Farshid ; Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Jiang, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-2.

Full description at Econpapers || Download paper

3
182012Independence Test for High Dimensional Random Vectors. (2012). Yang, Yong ; gao, jassduke ; Pan, G. ; Guo, M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-1.

Full description at Econpapers || Download paper

3
192019Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness. (2019). GAO, Jiti ; Yang, Yanrong ; Liu, Fei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-24.

Full description at Econpapers || Download paper

3
202006Lee-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

3
212006Some 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

3
222013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-16.

Full description at Econpapers || Download paper

2
232020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-11.

Full description at Econpapers || Download paper

2
242013Inference 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

2
252016The 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
262010Automatic forecasting with a modified exponential smoothing state space framework. (2010). De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-10.

Full description at Econpapers || Download paper

2
272008Rainbow 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

2
282019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone. (2019). GAO, Jiti ; Casas, Isabel ; Xie, Shangyu ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-28.

Full description at Econpapers || Download paper

2
292018Varying-coefficient panel data models with partially observed factor structure. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-1.

Full description at Econpapers || Download paper

2
302019Optimal Non-negative Forecast Reconciliation. (2019). Hyndman, Rob J ; Turlach, Berwin A ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-15.

Full description at Econpapers || Download paper

2
312012Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods. (2012). Shang, Han Lin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-10.

Full description at Econpapers || Download paper

2
322019Elucidate Structure in Intermittent Demand Series. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-27.

Full description at Econpapers || Download paper

2
332000Implicit Bayesian Inference Using Option Prices.. (2000). Martin, Vance ; Forbes, Catherine. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-5.

Full description at Econpapers || Download paper

2
342014The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective. (2014). Vahid, Farshid ; Dumrongrittikul, Taya ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-23.

Full description at Econpapers || Download paper

2
352015A 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

2
Citing documents used to compute impact factor: 21
YearTitle
2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

Full description at Econpapers || Download paper

2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures. (2020). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:130-152.

Full description at Econpapers || Download paper

2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

Full description at Econpapers || Download paper

2020Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120.

Full description at Econpapers || Download paper

2020FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92.

Full description at Econpapers || Download paper

2020A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103.

Full description at Econpapers || Download paper

2020Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2020). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-23.

Full description at Econpapers || Download paper

2020On the Evaluation of Hierarchical Forecasts. (2020). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-2.

Full description at Econpapers || Download paper

2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

Full description at Econpapers || Download paper

2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

Full description at Econpapers || Download paper

2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827.

Full description at Econpapers || Download paper

2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-11.

Full description at Econpapers || Download paper

2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102488.

Full description at Econpapers || Download paper

2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

Full description at Econpapers || Download paper

2020An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104906.

Full description at Econpapers || Download paper

2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Sarafidis, Vasilis ; Yamagata, Takashi ; Norkute, Milda ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1101.

Full description at Econpapers || Download paper

2020Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130.

Full description at Econpapers || Download paper

2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

Full description at Econpapers || Download paper

2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

Full description at Econpapers || Download paper

2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

Full description at Econpapers || Download paper

2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Sarafidis, Vasilis ; Yamagata, Takashi ; Norkute, Milda ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1101.

Full description at Econpapers || Download paper

2020Indirect Inference for Locally Stationary Models. (2020). Koo, Bonsoo ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-30.

Full description at Econpapers || Download paper

2020Prediction of hierarchical time series using structured regularization and its application to artificial neural networks. (2020). Takano, Yuichi ; Kobayashi, Ken ; Shiratori, Tomokaze. In: PLOS ONE. RePEc:plo:pone00:0242099.

Full description at Econpapers || Download paper

2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102488.

Full description at Econpapers || Download paper

2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827.

Full description at Econpapers || Download paper

2020A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels. (2020). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:102992.

Full description at Econpapers || Download paper

2020Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751.

Full description at Econpapers || Download paper

2020An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104906.

Full description at Econpapers || Download paper

2020Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104908.

Full description at Econpapers || Download paper

2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037r.

Full description at Econpapers || Download paper

2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

Full description at Econpapers || Download paper

2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18.

Full description at Econpapers || Download paper

2019Elucidate Structure in Intermittent Demand Series. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-27.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. 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). Hyndman, Rob ; Smith-Miles, Kate ; Munoz, Mario A ; Kandanaarachchi, Sevvandi. 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). Hyndman, Rob ; Talagala, Thiyanga S ; Athanasopoulos, George ; Montero-Manso, Pablo. 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). Athanasopoulos, George ; Kourentzes, Nikolaos. 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