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

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
18
Impact Factor (IF)
0.28
5 Years IF
0.21
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 0.16 0 0 13 13 48 0 0 0 0 0 0.08
1995 0.15 0.22 0.06 0.15 20 33 72 2 2 13 2 13 2 0 0 0.13
1996 0.09 0.25 0.08 0.09 19 52 131 4 6 33 3 33 3 0 1 0.05 0.14
1997 0.15 0.27 0.14 0.15 14 66 10 9 15 39 6 52 8 0 0 0.15
1998 0.15 0.32 0.07 0.08 18 84 62 6 21 33 5 66 5 0 0 0.18
1999 0.06 0.41 0.13 0.14 14 98 42 13 34 32 2 84 12 7 53.8 0 0.26
2000 0.25 0.56 0.23 0.2 11 109 54 25 59 32 8 85 17 7 28 2 0.18 0.25
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 0.55 0.28 0.19 21 141 52 36 121 22 7 68 13 12 33.3 2 0.1 0.31
2003 0.13 0.53 0.16 0.15 22 163 83 26 147 32 4 75 11 0 3 0.14 0.3
2004 0.26 0.6 0.27 0.28 27 190 75 52 199 43 11 79 22 10 19.2 6 0.22 0.36
2005 0.31 0.61 0.31 0.33 26 216 123 67 266 49 15 92 30 16 23.9 7 0.27 0.36
2006 0.3 0.58 0.26 0.3 22 238 137 60 327 53 16 107 32 9 15 3 0.14 0.34
2007 0.35 0.52 0.29 0.34 14 252 85 72 399 48 17 118 40 17 23.6 2 0.14 0.29
2008 0.19 0.58 0.2 0.27 9 261 55 51 450 36 7 111 30 2 3.9 4 0.44 0.29
2009 0.26 0.59 0.21 0.3 17 278 62 59 509 23 6 98 29 11 18.6 1 0.06 0.33
2010 0.38 0.52 0.22 0.27 23 301 78 66 575 26 10 88 24 16 24.2 6 0.26 0.3
2011 0.38 0.61 0.24 0.41 26 327 61 80 655 40 15 85 35 7 8.8 8 0.31 0.36
2012 0.33 0.67 0.24 0.31 20 347 47 85 740 49 16 89 28 13 15.3 7 0.35 0.36
2013 0.5 0.64 0.47 0.52 29 376 49 178 918 46 23 95 49 33 18.5 5 0.17 0.34
2014 0.2 0.67 0.26 0.37 30 406 38 106 1024 49 10 115 43 27 25.5 4 0.13 0.34
2015 0.19 0.65 0.19 0.17 21 427 49 79 1103 59 11 128 22 16 20.3 7 0.33 0.36
2016 0.22 0.63 0.12 0.18 20 447 29 54 1157 51 11 126 23 6 11.1 5 0.25 0.34
2017 0.24 0.61 0.13 0.18 22 469 55 61 1218 41 10 120 21 7 11.5 3 0.14 0.33
2018 0.29 0.6 0.13 0.22 24 493 62 63 1281 42 12 122 27 11 17.5 4 0.17 0.34
2019 0.65 0.6 0.2 0.4 33 526 38 106 1387 46 30 117 47 23 21.7 6 0.18 0.35
2020 0.37 0.68 0.17 0.29 46 572 118 96 1483 57 21 120 35 15 15.6 18 0.39 0.72
2021 0.57 0.91 0.19 0.41 24 596 9 113 1596 79 45 145 59 5 4.4 1 0.04 0.37
2022 0.44 0.66 0.14 0.28 14 610 11 85 1681 70 31 149 42 5 5.9 1 0.07 0.21
2023 0.13 0.5 0.09 0.2 22 632 7 57 1738 38 5 141 28 4 7 1 0.05 0.16
2024 0.28 0.53 0.08 0.21 21 653 1 55 1793 36 10 139 29 0 0 0.2
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 ; de Jong, Piet ; Tickle, Leonie ; Booth, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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71
21995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, John ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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54
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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47
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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32
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
102017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Ben Taieb, Souhaib ; Taylor, James W. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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24
111998Nonparametric 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
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
131999Does 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
142018Meta-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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20
152005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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20
162001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, John ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
172008Rainbow 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
182020A 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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19
192020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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18
202009The 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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15
212009Forecasting 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
222002Estimation 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
232000Predicting 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
241998U.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
252004Inflation, 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
262004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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12
272009Efficiency, 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
282018Probabilisitic 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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12
292010What 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
302020On 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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12
312011The 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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11
322010Do 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
332020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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11
341996The 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
352012Recursive 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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11
362013Functional 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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10
372018Testing 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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10
382004Value 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
392000Bayesian 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
402002Cobb-Douglas Utility - Eventually!. (2002). Rimmer, Maureen ; Powell, Alan ; McLaren, Keith. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-12.

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10
412006VARMA 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
422006Modelling 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
432020The More the Poorer? Resource Sharing and Scale Economies in Large Families. (2020). Wolf, Alexander ; Tommasi, Denni ; Calvi, Rossella ; Penglase, Jacob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-46.

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9
442006Properties 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
452010Short-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
462005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Gertig, Dorota M. ; Erbas, Bircan. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
471996Growth 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
482020Bounding 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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9
492005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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9
502019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-32.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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11
22020On 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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8
32017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Ben Taieb, Souhaib ; Taylor, James W. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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7
42018Meta-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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7
52022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; 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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6
62006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; de Jong, Piet ; Tickle, Leonie ; Booth, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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6
72012Recursive 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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5
82020Bounding 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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5
92023Forecast Reconciliation: A Review. (2023). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-8.

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4
102015STR: 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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3
112020Probabilistic 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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3
122022Computing Bayes: From Then `Til Now. (2022). Martin, Gael M ; Frazier, David T ; Robert, Christian P. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-14.

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3
132021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Westerlund, Joakim ; Su, Liangjun ; Yang, Yanrong ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-23.

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2
142018Testing 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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2
152020A 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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2
162018Probabilisitic 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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2
172012Model Specification between Parametric and Nonparametric Cointegration. (2012). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-18.

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2
182020Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. (2020). Taylor, Robert ; Kew, Hsein ; Harris, David ; Robert, A M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-8.

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2
192007Automatic 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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2
202010Automatic 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.

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2
212010Forecasting Compositional Time Series with Exponential Smoothing Methods. (2010). Snyder, Ralph ; Ord, John ; Koehler, Anne B. ; Beaumont, Adrian . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-20.

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2
Citing documents used to compute impact factor: 10
YearTitle
2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2024Variational Bayesian inference for bipartite mixed-membership stochastic block model with applications to collaborative filtering. (2024). Ye, Zifeng ; Zhang, Panpan ; Chen, Kun ; Liu, Jie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001470.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Enterprise digital transformation’s impact on stock liquidity: A corporate governance perspective. (2024). Liu, Hui ; Zhu, Jia ; Cheng, Huijie. In: PLOS ONE. RePEc:plo:pone00:0293818.

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2024Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. (2024). Kleppe, Tore Selland. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1206-1229.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151.

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

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