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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics

0.27

Impact Factor

0.15

5-Years IF

15

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14131342003 (7.1%)0.06
19950.150.170.15203320.067413213227 (36.5%)0.1
19960.120.220.12195240.081033343341 (1%)0.09
19970.130.220.15146680.12103955281 (10%)0.09
19980.150.240.08188460.07603356658 (13.3%)0.12
19990.060.30.141498120.123732284122 (5.4%)0.15
20000.250.360.2411109250.235332885207 (13.2%)20.180.14
20010.120.360.1711120210.1849253761310 (20.4%)10.090.16
20020.320.370.2221141390.284022768159 (22.5%)30.140.18
20030.060.390.1222163240.15773227593 (3.9%)30.140.19
20040.230.40.2827190490.2666431079228 (12.1%)60.220.18
20050.240.420.2626216560.261124912922412 (10.7%)70.270.2
20060.320.450.322238610.268953171073217 (19.1%)30.140.19
20070.350.380.3514252690.275548171184113 (23.6%)20.140.16
20080.170.390.289261510.255366111313 (5.5%)40.440.17
20090.260.360.2617278530.195623698257 (12.5%)10.060.17
20100.350.340.2723301600.249269882410 (20.4%)60.260.15
20110.330.40.4426327750.23424013853714 (33.3%)50.190.19
20120.220.440.2620347750.2225491189239 (36%)60.30.2
20130.410.490.49293761700.45294619954713 (44.8%)40.140.2
20140.240.520.3830406980.24244912115445 (20.8%)40.130.23
20150.190.540.1821427690.16195911128236 (31.6%)50.240.24
20160.160.60.1620447410.091051812620 (%)10.050.27
20170.270.640.1522469490.12411112018 (%)10.050.28
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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: 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.

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55
22003A 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.

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39
31996Computers 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.

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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.

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30
52005Another 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.

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25
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.

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25
71996A 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.

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24
81994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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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.

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23
102008Density 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.

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20
112008Rainbow 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.

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19
122007Automatic 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.

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19
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.

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19
142005Robust 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.

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18
151999Does 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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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10
232000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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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.

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10
252006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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10
261996Growth 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.

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9
272005Forecasting 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.

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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.

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9
292004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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9
302000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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8
311998Lead 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.

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8
322008Testing 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.

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8
332010Short-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.

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8
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.

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8
352004Inflation, 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.

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8
362007Optimal 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.

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7
372002A 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.

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7
382007The 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.

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7
392007Effective 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.

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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.

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7
412011Bayesian semiparametric GARCH models. (2011). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-24.

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7
422010Do 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.

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7
432003Diversification 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.

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7
442005Autoregressive 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.

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7
452000A 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.

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7
462005Realized 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.

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7
472001Strategy Similarity and Coordination.. (2001). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

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7
482006Parameterisation 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.

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6
492004Modelling 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.

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6
502003Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves. (2003). Hyndman, Rob ; Hall, Peter G. ; Fan, Yanan . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-12.

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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.

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11
22008Density 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

6
32008Rainbow 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

5
42007Automatic 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.

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5
52016Grouped 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.

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4
62015A 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.

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4
72004Inflation, 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.

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4
82014Semiparametric 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.

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3
92012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors. (2012). Yao, Wenying ; Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-11.

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3
102014Semiparametric 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.

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3
112005Another 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.

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3
122013Non- 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.

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3
132015Forecasting 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.

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2
142000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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2
152016Auxiliary 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.

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2
162014Fast computation of reconciled forecasts for hierarchical and grouped time series. (2014). Hyndman, Rob ; Lee, Alan ; Wang, Earo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-17.

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2
172010Short-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.

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2
182015Partially 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.

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2
192014A Computational Implementation of GMM. (2014). GAO, Jiti ; Hong, Han. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-24.

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2
202017Bayesian 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.

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2
212013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors. (2013). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-13.

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2
222014Approximate Bayesian Computation in State Space Models. (2014). McCabe, Brendan ; Martin, Gael ; Brendan P. M. McCabe, ; Maneesoonthorn, Worapree ; Robert, Christian P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-20.

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2
232013Inference 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.

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2
242016Bayesian 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.

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2
252013Gaussian kernel GARCH models. (2013). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-19.

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2
262010Probabilistic Forecasts of Volatility and its Risk Premia. (2010). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree ; Grose, Simone. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-22.

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2
271994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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2
282015Common Shocks in panels with Endogenous Regressors. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-8.

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2

Citing documents used to compute impact factor 11:

YearTitle
2017The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265.

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2017Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods. (2017). Shang, Han Lin. In: Population Research and Policy Review. RePEc:kap:poprpr:v:36:y:2017:i:1:d:10.1007_s11113-016-9413-1.

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2017Grouped multivariate and functional time series forecasting:An application to annuity pricing. (2017). Shang, Han Lin ; Haberman, Steven . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:166-179.

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2017Stochastic Period and Cohort Effect State-Space Mortality Models Incorporating Demographic Factors via Probabilistic Robust Principal Components. (2017). Toczydlowska, Dorota ; Shevchenko, Pavel V ; Fung, Man Chung ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:42-:d:106077.

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2017Hierarchical Nonlinear Spatio-temporal Agent-Based Models for Collective Animal Movement. (2017). McDermott, Patrick L ; Millspaugh, Joshua ; Wikle, Christopher K. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:22:y:2017:i:3:d:10.1007_s13253-017-0289-2.

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2017Composite forecasting approach, application for next-day electricity price forecasting. (2017). Mirakyan, Atom ; Koch, Andreas ; Meyer-Renschhausen, Martin . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:228-237.

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2017Comparative analysis of data-driven methods online and offline trained to the forecasting of grid-connected photovoltaic plant production. (2017). Adinolfi, G ; Graditi, G ; Ferlito, S. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:116-129.

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2017Coherent 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.

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2017Forecasting with temporal hierarchies. (2017). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:60-74.

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2017Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377.

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2017Heterogeneous panel data models with cross-sectional dependence. (2017). GAO, Jiti ; Xia, Kai. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-16.

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Recent citations (cites in year: CiY)

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.

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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.

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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.

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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.

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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.

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

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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.

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Recent citations received in 2014
YearCiting document
2014Intrahousehold distribution in migrant-sending families. (2014). Piccoli, Luca ; Perali, Federico ; Mangiavacchi, Lucia. In: Working Papers. RePEc:inq:inqwps:ecineq2014-344.

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2014Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420.

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2014Bias Correction of Persistence Measures in Fractionally Integrated Models. (2014). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-19.

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2014Intrahousehold distribution in migrant-sending families. (2014). Piccoli, Luca ; Perali, Federico ; Mangiavacchi, Lucia. In: DEA Working Papers. RePEc:ubi:deawps:63.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team