[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]
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 | 0.13 | 0 | 0 | 13 | 13 | 46 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0.15 | 0.18 | 0.06 | 0.15 | 20 | 33 | 73 | 2 | 2 | 13 | 2 | 13 | 2 | 0 | 0 | 0.09 | ||
1996 | 0.12 | 0.21 | 0.1 | 0.12 | 19 | 52 | 123 | 5 | 7 | 33 | 4 | 33 | 4 | 0 | 1 | 0.05 | 0.12 | |
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 | 0.24 | 0.07 | 0.08 | 18 | 84 | 59 | 6 | 22 | 33 | 5 | 66 | 5 | 0 | 0 | 0.15 | ||
1999 | 0.06 | 0.32 | 0.13 | 0.14 | 14 | 98 | 39 | 13 | 35 | 32 | 2 | 84 | 12 | 7 | 53.8 | 0 | 0.21 | |
2000 | 0.25 | 0.44 | 0.23 | 0.2 | 11 | 109 | 54 | 25 | 60 | 32 | 8 | 85 | 17 | 7 | 28 | 2 | 0.18 | 0.2 |
2001 | 0.12 | 0.4 | 0.18 | 0.18 | 11 | 120 | 49 | 22 | 82 | 25 | 3 | 76 | 14 | 3 | 13.6 | 1 | 0.09 | 0.22 |
2002 | 0.32 | 0.42 | 0.28 | 0.19 | 21 | 141 | 41 | 35 | 121 | 22 | 7 | 68 | 13 | 12 | 34.3 | 3 | 0.14 | 0.23 |
2003 | 0.06 | 0.42 | 0.14 | 0.12 | 22 | 163 | 81 | 23 | 144 | 32 | 2 | 75 | 9 | 0 | 3 | 0.14 | 0.24 | |
2004 | 0.23 | 0.47 | 0.27 | 0.28 | 27 | 190 | 70 | 51 | 195 | 43 | 10 | 79 | 22 | 10 | 19.6 | 6 | 0.22 | 0.27 |
2005 | 0.31 | 0.49 | 0.28 | 0.29 | 26 | 216 | 111 | 61 | 256 | 49 | 15 | 92 | 27 | 16 | 26.2 | 7 | 0.27 | 0.29 |
2006 | 0.32 | 0.47 | 0.26 | 0.3 | 22 | 238 | 101 | 60 | 317 | 53 | 17 | 107 | 32 | 9 | 15 | 3 | 0.14 | 0.27 |
2007 | 0.35 | 0.39 | 0.28 | 0.33 | 14 | 252 | 75 | 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 | 0.43 | 0.19 | 0.26 | 17 | 278 | 57 | 54 | 491 | 23 | 6 | 98 | 25 | 10 | 18.5 | 1 | 0.06 | 0.22 |
2010 | 0.35 | 0.37 | 0.2 | 0.24 | 23 | 301 | 61 | 61 | 552 | 26 | 9 | 88 | 21 | 15 | 24.6 | 5 | 0.22 | 0.19 |
2011 | 0.33 | 0.46 | 0.23 | 0.39 | 26 | 327 | 49 | 74 | 626 | 40 | 13 | 85 | 33 | 5 | 6.8 | 6 | 0.23 | 0.25 |
2012 | 0.22 | 0.5 | 0.22 | 0.26 | 20 | 347 | 34 | 75 | 701 | 49 | 11 | 89 | 23 | 12 | 16 | 6 | 0.3 | 0.25 |
2013 | 0.46 | 0.5 | 0.46 | 0.48 | 29 | 376 | 43 | 172 | 873 | 46 | 21 | 95 | 46 | 32 | 18.6 | 4 | 0.14 | 0.24 |
2014 | 0.18 | 0.53 | 0.25 | 0.35 | 30 | 406 | 28 | 100 | 973 | 49 | 9 | 115 | 40 | 24 | 24 | 4 | 0.13 | 0.27 |
2015 | 0.15 | 0.53 | 0.16 | 0.14 | 21 | 427 | 35 | 70 | 1043 | 59 | 9 | 128 | 18 | 16 | 22.9 | 5 | 0.24 | 0.27 |
2016 | 0.18 | 0.54 | 0.1 | 0.17 | 20 | 447 | 14 | 45 | 1088 | 51 | 9 | 126 | 22 | 2 | 4.4 | 1 | 0.05 | 0.27 |
2017 | 0.24 | 0.54 | 0.11 | 0.15 | 22 | 469 | 31 | 50 | 1138 | 41 | 10 | 120 | 18 | 5 | 10 | 1 | 0.05 | 0.27 |
2018 | 0.19 | 0.53 | 0.11 | 0.2 | 24 | 493 | 34 | 52 | 1190 | 42 | 8 | 122 | 24 | 7 | 13.5 | 4 | 0.17 | 0.26 |
2019 | 0.57 | 0.55 | 0.15 | 0.3 | 33 | 526 | 26 | 81 | 1271 | 46 | 26 | 117 | 35 | 16 | 19.8 | 5 | 0.15 | 0.32 |
2020 | 0.35 | 0.63 | 0.14 | 0.26 | 46 | 572 | 40 | 80 | 1351 | 57 | 20 | 120 | 31 | 13 | 16.3 | 16 | 0.35 | 0.58 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1995 | Estimation 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 |
2 | 1996 | Computers 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 |
3 | 2003 | A 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 |
4 | 2007 | Automatic 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 | 39 |
5 | 2006 | Lee-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 | 39 |
6 | 1996 | A 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 |
7 | 1994 | A 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 | 28 |
8 | 1996 | Testing 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 | 27 |
9 | 2005 | Another 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 |
10 | 1998 | Nonparametric 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 |
11 | 2008 | Density 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 |
12 | 1999 | Does 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 | 21 |
13 | 2005 | Robust 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 | 19 |
14 | 2001 | Prediction 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 |
15 | 2008 | Rainbow 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 |
16 | 2009 | Forecasting 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 | 14 |
17 | 2009 | The 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 |
18 | 2020 | A 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 | 13 |
19 | 2000 | Predicting 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 |
20 | 2009 | Efficiency, 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 |
21 | 2017 | Coherent 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 | 12 |
22 | 1998 | U.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 |
23 | 2002 | Estimation 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 |
24 | 2004 | Inflation, 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 |
25 | 2004 | Inflation, 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 | 11 |
26 | 1996 | The 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 |
27 | 2000 | Bayesian 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 |
28 | 2004 | Value 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 |
29 | 2020 | Celebrating 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 | 10 |
30 | 2006 | VARMA 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 |
31 | 2005 | Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, JoÃÆão ; GuillÃÆén, Osmani ; GuillÃÆÃÆÃâén, 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 |
32 | 2006 | Modelling 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 |
33 | 1996 | Growth 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 |
34 | 2006 | Properties 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 |
35 | 2005 | Forecasting 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 |
36 | 2018 | Probabilisitic 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 | 9 |
37 | 2000 | Bayesian 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 |
38 | 1998 | Lead 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 |
39 | 2013 | Inference 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 | 8 |
40 | 2019 | Instrumental 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 | 8 |
41 | 2010 | Multivariate 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 | 8 |
42 | 2010 | Short-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 |
43 | 2005 | Autoregressive 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 |
44 | 2018 | Meta-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 | 8 |
45 | 2010 | Do 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 |
46 | 2007 | The 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 |
47 | 2008 | Testing 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 |
48 | 2010 | A 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 |
49 | 2002 | A 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 |
50 | 2007 | Effective 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2007 | Automatic 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 | 18 |
2 | 2020 | A 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 | 13 |
3 | 2017 | Coherent 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 | 12 |
4 | 2020 | Celebrating 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 | 10 |
5 | 2019 | Instrumental 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 | 8 |
6 | 2018 | Probabilisitic 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 |
7 | 2006 | Lee-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 | 7 |
8 | 2018 | Testing 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 | 6 |
9 | 2019 | Hierarchical 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 | 6 |
10 | 2010 | Multivariate 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 | 6 |
11 | 2018 | Meta-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 | 6 |
12 | 2020 | The More the Poorer? Resource Sharing and Scale Economies in Large Families. (2020). Wolf, Alexander ; Calvi, Rossella ; Tommasi, Denni ; Penglase, Jacob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-46. Full description at Econpapers || Download paper | 4 |
13 | 2017 | Recursive 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 | 4 |
14 | 2017 | Estimation 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 |
15 | 2020 | Bounding Program Benefits When Participation is Misreported. (2020). Tommasi, Denni ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-24. Full description at Econpapers || Download paper | 4 |
16 | 2015 | A 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 |
17 | 2013 | Inference 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 |
18 | 2010 | What 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 |
19 | 2011 | The 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 |
20 | 2019 | Nonparametric 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 |
21 | 2017 | Macroeconomic 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 |
22 | 2012 | Independence 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 |
23 | 2006 | Some 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 |
24 | 2019 | Time-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 | 3 |
25 | 2019 | Forecast 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 |
26 | 2000 | Implicit 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 |
27 | 2020 | Forecast 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 | 2 |
28 | 2008 | Rainbow 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 |
29 | 2012 | Point 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 |
30 | 2012 | Recursive and direct multi-step forecasting: the best of both worlds. (2012). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-19. Full description at Econpapers || Download paper | 2 |
31 | 2015 | How 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 | 2 |
32 | 2019 | Optimal 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 |
33 | 2019 | Nonparametric Predictive Regressions for Stock Return Prediction. (2019). Linton, Oliver ; Gao, Jiti ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-4. Full description at Econpapers || Download paper | 2 |
34 | 2020 | Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation. (2020). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-26. Full description at Econpapers || Download paper | 2 |
35 | 2019 | Elucidate 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 |
36 | 1994 | A 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 |
37 | 2013 | Functional 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 |
38 | 1996 | Testing 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 | 2 |
39 | 2016 | The 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 |
40 | 1999 | Does 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 |
41 | 2020 | Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information. (2020). Linton, Oliver ; la Vecchia, Davide ; Koo, Bonsoo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-4. Full description at Econpapers || Download paper | 2 |
42 | 2018 | Anomaly detection in streaming nonstationary temporal data. (2018). Talagala, Priyanga ; Hyndman, Rob ; Munoz, Mario A ; Kandanaarachchi, Sevvandi ; Smith-Miles, Kate. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-4. Full description at Econpapers || Download paper | 2 |
43 | 2020 | IV 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 |
44 | 2014 | The 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 |
45 | 2010 | Automatic 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 |
46 | 2018 | Varying-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 |
47 | 2020 | On 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 | 2 |
48 | 2015 | A 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 |
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2020 | Looking 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 | |
2020 | Inference 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 | |
2020 | Monetary 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 | |
2020 | Fast 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 | |
2020 | FFORMA: 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 | |
2020 | A 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 | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Forecast 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 | |
2020 | On 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 | |
2020 | On 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 | |
2020 | Adaptative 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 | |
2020 | Two-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 | |
2020 | IV 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 | |
2020 | IV 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 | |
2020 | Celebrating 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 | |
2020 | An 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 | |
2020 | Two-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 | |
2020 | Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130. Full description at Econpapers || Download paper | |
2020 | Binary 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 | |
2020 | Are 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 |
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2020 | Recent 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 | |
2020 | Text-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 | |
2020 | Two-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 | |
2020 | Indirect 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 | |
2020 | Prediction 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 | |
2020 | IV 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 | |
2020 | Two-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 | |
2020 | A 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 | |
2020 | Essays 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 | |
2020 | An 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 | |
2020 | Online 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 | |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper |
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2019 | A 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 | |
2019 | Machine Learning for Forecasting Excess Stock Returns ââ¬â 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 | |
2019 | Forecast 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 | |
2019 | Elucidate 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 |
Year | Citing document | |
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2018 | Efficient 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 | |
2018 | On 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 | |
2018 | FFORMA: 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 | |
2018 | Cross-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 |
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2017 | Posterior 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 |