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

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
17
Impact Factor (IF)
0.45
5 Years IF
0.28
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
1994 0 0.17 0 0 13 13 47 0 0 0 0 0 0.08
1995 0.15 0.22 0.06 0.15 20 33 73 2 2 13 2 13 2 0 0 0.13
1996 0.09 0.25 0.08 0.09 19 52 129 4 6 33 3 33 3 0 1 0.05 0.14
1997 0.15 0.28 0.14 0.15 14 66 10 9 15 39 6 52 8 0 0 0.15
1998 0.15 0.31 0.07 0.08 18 84 62 6 21 33 5 66 5 0 0 0.18
1999 0.06 0.39 0.13 0.14 14 98 42 13 34 32 2 84 12 7 53.8 0 0.25
2000 0.25 0.54 0.23 0.2 11 109 54 25 59 32 8 85 17 7 28 2 0.18 0.24
2001 0.12 0.49 0.18 0.18 11 120 53 22 81 25 3 76 14 3 13.6 1 0.09 0.27
2002 0.32 0.54 0.28 0.19 21 141 53 35 120 22 7 68 13 12 34.3 2 0.1 0.31
2003 0.13 0.53 0.16 0.15 22 163 84 26 146 32 4 75 11 0 3 0.14 0.3
2004 0.26 0.6 0.27 0.28 27 190 75 52 198 43 11 79 22 10 19.2 6 0.22 0.36
2005 0.31 0.6 0.31 0.33 26 216 122 67 265 49 15 92 30 16 23.9 7 0.27 0.36
2006 0.3 0.59 0.26 0.31 22 238 128 61 327 53 16 107 33 9 14.8 3 0.14 0.34
2007 0.35 0.52 0.29 0.34 14 252 84 72 399 48 17 118 40 17 23.6 2 0.14 0.29
2008 0.19 0.59 0.2 0.27 9 261 55 52 451 36 7 111 30 2 3.8 4 0.44 0.29
2009 0.26 0.58 0.21 0.28 17 278 61 57 508 23 6 98 27 11 19.3 1 0.06 0.33
2010 0.38 0.52 0.22 0.27 23 301 73 66 574 26 10 88 24 16 24.2 6 0.26 0.3
2011 0.38 0.61 0.25 0.42 26 327 60 81 655 40 15 85 36 7 8.6 8 0.31 0.37
2012 0.33 0.68 0.24 0.31 20 347 40 84 739 49 16 89 28 13 15.5 6 0.3 0.36
2013 0.5 0.67 0.47 0.52 29 376 48 177 916 46 23 95 49 33 18.6 5 0.17 0.35
2014 0.2 0.67 0.26 0.37 30 406 37 106 1022 49 10 115 43 27 25.5 4 0.13 0.34
2015 0.19 0.66 0.19 0.17 21 427 45 79 1101 59 11 128 22 16 20.3 7 0.33 0.36
2016 0.22 0.65 0.12 0.18 20 447 29 54 1155 51 11 126 23 6 11.1 5 0.25 0.35
2017 0.24 0.62 0.13 0.18 22 469 49 61 1216 41 10 120 21 7 11.5 3 0.14 0.35
2018 0.29 0.62 0.13 0.22 24 493 52 63 1279 42 12 122 27 11 17.5 4 0.17 0.35
2019 0.65 0.63 0.2 0.4 33 526 35 105 1384 46 30 117 47 23 21.9 6 0.18 0.37
2020 0.37 0.72 0.16 0.29 46 572 90 94 1478 57 21 120 35 15 16 18 0.39 0.78
2021 0.53 0.99 0.18 0.39 23 595 5 110 1588 79 42 145 56 4 3.6 1 0.04 0.41
2022 0.45 0.78 0.14 0.28 14 609 4 83 1671 69 31 148 42 5 6 1 0.07 0.25
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
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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62
21995Estimation 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
32007Automatic 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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46
41996Computers 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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44
52003A 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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40
61996A 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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36
71996Testing 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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30
82005Another 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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29
91994A 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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28
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.

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23
111999Does 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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22
122008Density 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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22
132005Robust 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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20
142001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
152008Rainbow 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
162017Coherent 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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19
172020A 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.

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18
182009The 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
192018Meta-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.

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14
202009Forecasting 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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14
212009Efficiency, 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
222010What 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.

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12
232002Estimation 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
242000Predicting 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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12
251998U.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
262004Inflation, 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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12
272004Inflation, 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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12
281996The 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.

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11
292010Do 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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11
302004Value 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
312000Bayesian 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
322002Cobb-Douglas Utility - Eventually!. (2002). Rimmer, Maureen ; Powell, Alan ; Pearson, Ken ; McLaren, Keith. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-12.

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10
332006VARMA 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
342018Probabilisitic 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.

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10
352011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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10
362020Celebrating 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.

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10
372020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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10
382005Forecasting 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
392018Testing 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.

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9
402006Modelling 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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9
412006Properties 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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9
422010Short-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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9
432005Forecasting 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
441996Growth 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
452013Functional 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.

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9
462000A 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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8
472005Autoregressive 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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8
482007The 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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8
492020The 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.

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8
502017Recursive 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.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

Full description at Econpapers || Download paper

11
22007Automatic 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

11
32020A 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.

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11
42020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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10
52017Coherent 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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9
62018Meta-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.

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8
72020Bounding Program Benefits When Participation is Misreported. (2020). Tommasi, Denni ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-24.

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8
82020The 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.

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8
92020Probabilistic 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.

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6
102020On the Evaluation of Hierarchical Forecasts. (2020). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-2.

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6
112018Testing 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.

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5
122021Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8.

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5
132020Celebrating 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.

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5
142020Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality. (2020). Hyndman, Rob J ; Montero-Manso, Pablo. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-45.

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4
152010Multivariate 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.

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4
162012Recursive 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.

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4
172019Hierarchical 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.

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4
182015STR: A Seasonal-Trend Decomposition Procedure Based on Regression. (2015). Hyndman, Rob ; Dokumentov, Alexander . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-13.

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4
192020Distributed ARIMA Models for Ultra-long Time Series. (2020). Li, Feng ; Hyndman, Rob J ; Kang, Yanfei ; Wang, Xiaoqian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-29.

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4
202022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza-Maya, Ruben ; Martin, Gael M ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-1.

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4
212020IV 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.

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3
222011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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3
232012Model Specification between Parametric and Nonparametric Cointegration. (2012). GAO, Jiti ; Tjostheim, Dag ; Yin, Jiying . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-18.

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3
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.

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3
251999Does 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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2
262020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2
272020Forecast 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.

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2
28200525 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-12.

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2
292001Unmasking the Theta Method.. (2001). Hyndman, Rob ; Billah, B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-5.

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

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312005Another 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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322022Computing Bayes: From Then `Til Now. (2022). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-14.

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332019Updating Variational Bayes: Fast Sequential Posterior Inference. (2019). Panagiotelis, Anastasios ; Forbes, Catherine ; Tomasetti, Nathaniel. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-13.

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342019An Integrated Panel Data Approach to Modelling Economic Growth. (2019). Peng, Bin ; Gao, Jiti ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-6.

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352020Bagging Weak Predictors. (2020). Wei, Wei ; Lukas, Manuel ; Hillebrand, Eric. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-16.

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362017Local logit regression for recovery rate. (2017). GAO, Jiti ; Silvapulle, Param ; Sopitpongstorn, Nithi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-19.

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372014Boosting multi-step autoregressive forecasts. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-13.

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382020Identifying Risk Factors and Their Premia: A Study on Electricity Prices. (2020). Lunde, Asger ; Wei, Wei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-10.

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392020Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-8.

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402018Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations. (2018). Cook, Dianne ; Tierney, Nicholas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-14.

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412018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

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Citing documents used to compute impact factor: 31
YearTitle
2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

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2022Computing Bayes: From Then `Til Now. (2022). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-14.

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2022Forecasting unemployment in Brazil: A robust reconciliation approach using hierarchical data. (2022). Lila, Mauricio Franca ; Meira, Erick ; Cyrino, Fernando Luiz. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:82:y:2022:i:pb:s0038012122000830.

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2022Evaluating quantile forecasts in the M5 uncertainty competition. (2022). Tsetlin, Ilia ; Gaba, Anil ; Chen, Zhi ; Winkler, Robert L. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1531-1545.

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2022Time-Varying Poisson Autoregression. (2022). Cavaliere, Giuseppe ; de Angelis, Luca ; D'Innocenzo, Enzo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2207.11003.

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2022Online hierarchical forecasting for power consumption data. (2022). Huard, Malo ; Bregere, Margaux. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:339-351.

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2022Difference-in-Differences with a Misclassified Treatment. (2022). Negi, Akanksha. In: Papers. RePEc:arx:papers:2208.02412.

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2022Misclassification in Difference-in-differences Models. (2022). D'esir'e K'edagni, ; Denteh, Augustine. In: Papers. RePEc:arx:papers:2207.11890.

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2022The Future of Assisted Reproductive Technology Live Births in the United States. (2022). Tierney, Katherine. In: Population Research and Policy Review. RePEc:kap:poprpr:v:41:y:2022:i:5:d:10.1007_s11113-022-09731-5.

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2022The M5 uncertainty competition: Results, findings and conclusions. (2022). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros ; Winkler, Robert L ; Tsetlin, Ilia ; Gaba, Anil ; Chen, Zhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1365-1385.

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2022.

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2022Oil price volatility forecasts: What do investors need to know?. (2022). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062100245x.

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2022To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7.

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2022Testing the volatility jumps based on the high frequency data. (2022). Lin, Jinguan ; Liu, Meiyao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:669-694.

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2022Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets. (2022). Li, Tao ; Zeng, Qing ; Lu, Xinjie ; Wu, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001787.

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2022An oil futures volatility forecast perspective on the selection of high-frequency jump tests. (2022). Ma, Feng ; Lu, Xinjie ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200487x.

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2022Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking. (2022). Lowe, Rachel ; Ranger, Nicola ; Hess, Jeremy J ; Funk, Sebastian ; Fournier-Tombs, Eleonore ; Bazo, Juan ; van Aalst, Maarten ; Stephens, Elisabeth ; de Perez, Erin Coughlan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:521-526.

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2022Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects. (2022). Wang, AO ; Mugnier, Martin. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1422.

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2022Forecasting with trees. (2022). Torkkola, Kari ; Wang, Yuyang ; Januschowski, Tim ; Gasthaus, Jan ; Hasson, Hilaf ; Erkkila, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1473-1481.

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2022.

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2022Income Sources, Intra-Household Allocation And Individual Poverty. (2022). Bargain, Oliver . In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:121.

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2022A Gendered Fiscal Incidence Analysis for Ethiopia : Evidence from Individual-Level Data. (2022). Ambel, Alemayehu ; Yonis, Manex Bule ; Tesfaye, Wondimagegn Mesfin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10130.

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2022Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

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2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

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2022Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects. (2022). Huang, Wei ; Sun, Yan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:1:d:10.1007_s00184-021-00825-2.

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2022An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:19-54.

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2022Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262.

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2022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza-Maya, Ruben ; Martin, Gael M ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-1.

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Recent citations
Recent citations received in 2022
YearCiting document
2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). Linton, Oliver ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9.

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Recent citations received in 2021
YearCiting document
2021Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24.

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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.

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

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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.

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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.

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2020A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels. (2020). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-32.

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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.

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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.

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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.

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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.

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

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

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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.

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

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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.

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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.

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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.

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

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2019Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices. (2019). GAO, Jiti ; Yang, Yanrong ; Pan, Guangming ; Zhang, BO. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-31.

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