> Verlagsreihe
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A robust residual-based test for structural changes in factor models Bin Peng, Liangjun Su, and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Revised version of efficient weighting schemes for auditing instant-runoff voting elections Alexander Ek, Philip B. Stark, Peter J. Stuckey, and Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Testing for restricted stochastic dominance under survey nonresponse with panel data theory and an evaluation of poverty in Australia Matthew J. Elias, Rami V. Tabri
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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The information projection in moment inequality models existence, dual representation, and approximation Rami V. Tabri
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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RLAs for 2-seat STV elections revisited? Michelle Blom, Peter J. Stuckey, Vanessa Teague, Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Efficient weighting schemes for auditing instant-runoff voting elections Alexander Ek, Philip B. Stark, Peter J. Stuckey, Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Statistical models for repeated categorical ratings the R package rater Jeffrey M. Pullin, Lyle C. Gurrin and Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Optimal forecast reconciliation with time series selection Xiaoqian Wang, Rob J Hyndman, Shanika L Wickramasuriya
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Estimation and inference for a class of generalized hierarchical models Chaohua Dong, Jiti Gao, Bin Peng and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Robust inference for high-dimensional panel data models Jiti Gao, Bin Peng, and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Invariant correlation under marginal transforms Takaaki Koike, Liyuan Lin, Ruodu Wang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Forecast linear augmented projection (FLAP) a free lunch to reduce forecast error variance Yangzhuoran Fin Yang, George Athanasopoulos, Rob J Hyndman, Anastasios Panagiotelis
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Improving the computational efficiency of adaptive audits of IRV elections Alexander Ek, Michelle Blom, Philip B. Stark, Peter J. Stuckey, Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Localized neural network modelling of time series a case study on us monetary policy Jiti Gao, Fei Liu, Bin Peng and Yanrong Yang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Sparse multiple index models for high-dimensional nonparametric forecasting Nuwani K Palihawadana, Rob J Hyndman, Xiaoqian Wang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], July 2024
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Risk sharing, measuring variability, and distortion riskmetrics Jean-Gabriel Lauzier, Liyuan Lin, Ruodu Wang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Estimation and inference for three-dimensional panel data models Guohua Feng, Jiti Gao, Fei Liu and Bin Peng
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2024]
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Risk-limiting audits for condorcet elections Michelle Blom, Peter J. Stuckey, Vanessa Teague, and Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Adaptively weighted audits of instant-runoff voting elections awaire Alexander Ek, Philip B. Stark, Peter J. Stuckey, and Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Estimation of random cycles in persistent time series Karim M. Abadir, Natalia Bailey, Walter Distaso, Liudas Giraitis
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Genetics and population analysis link-ancestors : fast simulation of local ancestry with tree sequence software Georgia Tsambos, Jerome Kelleher, Peter Ralph, Stephen Leslie, Damjan Vukcevic
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Robust M-estimation for additive single-index cointegrating time series models Chaohua Donga, Jiti Gao, Bin Peng and Yundong Tu
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Cross-temporal probabilistic forecast reconciliation Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo, Rob J Hyndman
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Does climate sensitivity differ across regions? a varying-coefficient approach Heather Anderson, Jiti Gao, Farshid Vahid, Wei Wei, and Yang Yang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Bayesian forecasting in the 21st century a modern review Gael M. Martin, David T. Frazier and Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering and Anastasios Panagiotelis
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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The incidence of positive bloodstream and urine cultures in five Australian hospitals during the COVID-19 pandemic Brett G. Mitchell, Andrew Stewardson, Lucille Kerr, John K. Ferguson, Stephanie Curtis, Lucy Busija, Kirsty Graham, Michael J. Lydeamore and Philip L. Russo
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Inference of grouped time-varying network vector autoregression models Degui Li, Bin Peng, Songqiao Tang, Weibiao Wu
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Bootstrap hausdorff confidence regions for average treatment effect identified sets D.S. Poskitt and Xueyan Zhao
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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A localised neural network with dependent data: estimation and inference Jiti Gao, Bin Peng and Yanrong Yang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Solving the forecast combination puzzle David T. Frazier, Ryan Covey, Gael M. Martin, and Donald Poskitt
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Higher-order expansions and inference for panel data models Jiti Gao, Bin Peng and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Estimation and inference for three-dimensional panel data models Guohua Feng, Jiti Gao, Fei Liu and Bin Peng
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Estimation of semiparametric multi- index models using deep neural networks Chaohua Dong, Jiti Gao, Bin Peng and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Eigen-analysis for high-dimensional time series clustering Bo Zhang, Jiti Gao, Guangming Pan, Yanrong Yang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Forecast reconciliation a review George Athanasopoulos, Rob J Hyndman, Nikolaos Kouretzes and Anastasios Panagiotelis
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Time-varying vector error-correction models estimation and inference Jiti Gao, Bin Peng and Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering Raffaele Mattera, George Athanasopoulos, Rob J Hyndman
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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A high-dimensional multinomial logit Didier Nibbering
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Does climate sensitivity differ across regions? a varying–coefficient approach Heather Anderson, Jiti Gao, Farshid Vahid, Wei Wei, and Yang Yang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Conditional normalization in time series analysis Puwasala Gamakumara, Edgar Santos-Fernandez, Priyanga Dilini Talagala, Rob J Hyndman, Kerrie Mengersen and Catherine Leigh
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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ABC-based forecasting in state space models Chaya Weerasinghe, Ruben Loaiza-Maya, Gael M. Martin and David T. Frazier
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors Yu Bai, Massimiliano Marcellino and George Kapetanios
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Familial inference tests for hypotheses on a family of centres Ryan Thompson, Catherine S. Forbes, Steven N. MacEachern and Mario Peruggia
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2023]
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Variational Bayes in state space models inferential and predictive accuracy David T. Frazier, Rub'en Loaiza-Maya and Gael M. Martin
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Familial inference Ryan Thompson, Catherine S. Forbes, Steven N. MacEachern, Mario Peruggia
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Multi-level panel data models estimation and empirical analysis Guohua Feng, Jiti Gao and Bin Peng
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Nonparametric estimation and testing for time-varying VAR models Jiti Gao, Bin Peng, Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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The impact of sampling variability on estimated combinations of distributional forecasts Ryan Zischke, Gael M. Martin, David T. Frazier, D.S. Poskitt
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach Heather M. Anderson, Jiti Gao, Guido Turnip, Farshid Vahid, Wei Wei
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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A simple bootstrap method for panel data inferences Jiti Gao, Bin Peng, Yayi Yan
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Time-varying multivariate causal processes Jiti Gao, Bin Peng, Wei Biao Wu
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Semiparametric single-index estimation for average treatment effects Difang Huang, Jiti Gao, Tatsushi Oka
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Risk-sharing tests with network transaction costs Christian Cox, Akanksha Negi, Digvijay Negi
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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A nonparametric panel model for climate data with seasonal and spatial variation Jiti Gao, Oliver Linton, Bin Peng
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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GMM estimation for high-dimensional panel data models Tingting Cheng, Chaohua Dong, Jiti Gao, Oliver Linton
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Estimation of heterogeneous treatment effects using quantile regression with interactive fixed effects Ruofan Xu, Jiti Gao, Tatsushi Oka, Yoon-Jae Whang
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Computing bayes from then 'til now Gael M. Martin, David T. Frazier, Christian P. Robert
[Victoria, Australia]: [Monash University, Department of Econometrics and Business Statistics], [2022]
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Interactive effects panel data models with general factors and regressors Bin Peng, Liangju Su, Joakim Westerlund and Yanrong Yang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2021
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Inequality in education a comparison of Australian indigenous and nonindigenous populations David Gunawan, William Griffiths and Duangkamon Chotikapanich
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2021
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Real options valuation of wind energy based on the empirical production uncertainty Didier Nibbering, Coos van Buuren and Wei Wei
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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Detecting distributional differences between temporal granularities for exploratory time series analysis Sayani Gupta, Rob J Hyndman and Dianne Cook
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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Asymptotics for time-varying vector MA (∞) processes Yayi Yan, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2021
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Approximating bayes in the 21st century Gael M. Martin, David T. Frazier and Christian P. Robert
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2021
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Productivity convergence in manufacturing a hierarchical panel data approach Guohua Feng, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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On time-varying VAR models estimation, testing and impulse response analysis Yayi Yan, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects Lina Zhang, David T. Frazier, D.S. Poskitt and Xueyan Zhao
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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A note on inequality measures for mixtures of double Pareto-lognormal distributions William Griffiths, Duangkamon Chotikapanich and Gholamreza Hajargasht
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2021
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Multiple-index nonstationary time series models robust estimation theory and practice Chaohua Dong, Jiti Gao, Bin Peng and Yundong Tu
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021
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A unified approach for jointly estimating the business and financial cycle, and the role of financial factors Tino Berger, Julia Richter and Benjamin Wong
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2021
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On the evaluation of hierarchical forecasts George Athanasopoulos and Nikolaos Kourentzes
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2021
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Probabilistic forecasts using expert judgement the road to recovery from COVID-19 George Athanasopoulos, Rob J. Hyndman, Nikolaos Kourentzes, Mitchell O'Hara-Wild
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2021
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Inexpensive heating reduces winter mortality Janjala Chirakijja, Seema Jayachandran and Pinchuan Ong
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, June 2021
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Leave-one-out kernel density estimates for outlier detection Sevvandi Kandanaarachchi, Rob J. Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2021
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Manifold learning with approximate nearest neighbors Fan Cheng, Rob J Hyndman, Anastasios Panagiotelis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2021
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Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients Xuan Liang, Jiti Gao and Xiaodong Gong
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2021
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Time series forecasting using a mixture of stationary and nonstationary predictors Sium Bodha Hannadige, Jiti Gao, Mervyn J Silvapulle and Param Silvapulle
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2021
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Decomposition of bilateral trade flows using a three-dimensional panel data model Yufeng Mao, Bin Peng, Mervyn Silvapulle, Param Silvapulle and Yanrong Yang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2021
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Loss-based variational Bayes prediction David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin and Bonsoo Koo
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2021
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Parameter stability testing for multivariate dynamic time-varying models Jiti Gao, Bin Peng and Yayi Yan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2021
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Comparisons of Australian mental health distributions David Gunawan, William Griffiths and Duangkamon Chotikapanich
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2021
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Conditional heteroscedasticity models with time-varying parameters estimation and asymptotics Armin Pourkhanali, Jonathan Keith and Xibin Zhang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2021
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Statistical modelling and forecast evaluation of the impact of extreme temperatures on wheat crops in North Western Victoria Natalia Bailey, Zvi Hochman, Yufeng Mao, Mervyn Silvapulle and Param Silvapulle
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2020
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Estimation and testing for high- dimensional near unit root time series Bo Zhang, Jiti Gao and Guangming Pan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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On time trend of COVID-19 a panel data study Chaohua Dong, Jiti Gao, Oliver Linton and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, June 2020
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Bounding program benefits when participation is misreported Denni Tommasi and Lina Zhang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, July 2020
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Probabilistic forecast reconciliation properties, evaluation and score optimisation Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2020
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Burning sage reversing the curse of dimensionality in the visualization of high-dimensional data Ursula Laa, Dianne Cook and Stuart Lee
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Forecasting for Social Good Bahman Rostami-Tabar, Mohammad M Ali, Tao Hong, Rob J Hyndman, Michael D Porter and Aris Syntetos
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Time of day, cognitive tasks and efficiency gains Alessio Gaggero and Denni Tommasi
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2020
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A class of time-varying vector moving average (∞) models Yayi Yan, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2020
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On GMM inference partial identification, identification strength, and non-standard asymptotics D. S. Poskitt
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2020
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Time-varying panel data models with an additive factor structure Fei Liu, Jiti Gao and Yanrong Yang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2020
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brolgar an R package to BRowse over longitudinal data graphically and analytically in R Nicholas John Tierney, Dianne Cook and Tania Prvan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2020
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Indirect inference for locally stationary models David T. Frazier and Bonsoo Koo
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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A homogeneous approach to testing for granger non-causality in heterogeneous panels Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Principles and algorithms for forecasting groups of time series locality and globality Pablo Montero-Manso and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2020
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Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects Lina Zhang, David T. Frazier, D.S. Poskitt and Xueyan Zhao
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Visualizing probability distributions across bivariate cyclic temporal granularities Sayani Gupta, Rob J Hyndman, Dianne Cook and Antony Unwin
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Focused Bayesian prediction Ruben Loaiza-Maya, Gael M. Martin and David T. Frazier
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020
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High-frequency jump tests which test should we use? Worapree Maneesoonthorn, Gael M. Martin and Catherine S. Forbes
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020
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Estimation of a nonparametric model for bond prices from cross-section and time series information Bonsoo Koo, Davide La Vecchia and Oliver Linton
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2020
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A linear estimator for factor-augmented fixed-t panels with endogenous regressors Arturas Juodis and Vasilis Sarafidis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2020
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Measurement of factor strength theory and practice Natalia Bailey, George Kapetanios and M. Hashem Pesaran
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2020
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Investor-herding and risk-profiles a State-Space model-based assessment Harminder B. Nath and Robert D. Brooks
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2020
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IV estimation of spatial dynamic panels with interactive effects large sample theory and an application on bank attitude toward risk Guowei Cui, Vasilis Sarafidis and Takashi Yamagata
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2020
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Sectoral employment dynamics in Australia Heather Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2020
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Most powerful test against high dimensional free alternatives Yi He, Sombut Jaidee and Jiti Gao
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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Updating variational Bayes fast sequential posterior inference Nathaniel Tomasetti, Catherine S. Forbes and Anastasios Panagiotelis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2020
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On income and price elasticities for energy demand a panel data study Jiti Gao, Bin Peng and Russell Smyth
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2020
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Distributed ARIMA models for ultra-long time series Xiaoqian Wang, Yanfei Kang, Rob J Hyndman and Feng Li
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2020
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Optimal probabilistic forecasts when do they work? Gael M. Martin, Rubén Loaiza-Maya, David T. Frazier, Worapree Maneesoonthorn and Andrés Ramírez Hassan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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Celebrating 40 years of panel data analysis past, present and future Vasilis Sarafidis and Tom Wansbeek
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2020
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Computing Bayes Bayesian computation from 1763 to the 21st century Gael M. Martin, David T. Frazier and Christian P. Robert
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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Bagging weak predictors Eric Hillebrand, Manuel Lukas, and Wei Wei
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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Novel utility-based life cycle models to optimise income in retirement in the presence of heterogeneous preferences Bonsoo Koo, Athanasios A. Pantelous and Yunxiao Wang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, June 2020
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The more the poorer resource sharing and scale economies in large families Rossella Calvi, Jacob Penglase, Denni Tommasi and Alexander Wolf
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2020
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On the evaluation of hierarchical forecasts George Athanasopoulos and Nikolaos Kourentzes
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem David Harris, Hsein Kew and A. M. Robert Taylor
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2020
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index Svetlana Litvinova and Mervyn J. Silvapulle
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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Identifying risk factors and their premia a study on electricity prices Wei Wei and Asger Lunde
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2020
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Hole or grain? a section pursuit index for finding hidden structure in multiple dimensions Ursula Laa, Dianne Cook, Andreas Buja and German Valencia
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020
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Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors Sium Bodha Hannadige, Jiti Gao, Mervyn J Silvapulle and Param Silvapulle
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2020
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Forecast reconciliation a geometric view with new insights on bias correction Anastasios Panagiotelis, George Athanasopoulos, Puwasala Gamakumara and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, June 2020
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Scalable Bayesian estimation in the multinomial probit model Ruben Loaiza-Maya and Didier Nibbering
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, July 2020
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Nonlinear mixed effects models for time series forecasting of smart meter demand Cameron Roach, Rob Hyndman and Souhaib Ben Taieb
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2020
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Binary response models for heterogeneous panel data with interactive fixed effects Jiti Gao, Fei Liu and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2020
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Forecasting the old-age dependency ratio to determine a sustainable pension age Rob J Hyndman, Yijun Zeng, Han Lin Shang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2020
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A feature-based framework for detecting technical outliers in waterquality data from in situ sensors Priyanga Dilini Talagala, Rob J. Hyndman, Catherine Leigh, Kerrie Mengersen and Kate Smith-Miles
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2019
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A near unit root test for high-dimensional nonstationary time series Bo Zhang, Jiti Gao and Guangming Pan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2019
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Hierarchical forecasting George Athanasopoulos, Puwasala Gamakumara, Anastasios Panagiotelis, Rob J Hyndman and Mohamed Affan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2019
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Extent pursuit for cross-sectional dependence in large panels Jiti Gao, Guangming Pan, Yanrong Yang and Bo Zhang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2019
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A new tidy data structure to support exploration and modeling of temporal data Earo Wang, Dianne Cook, Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2019
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Optimal bias correction of the logperiodogram estimator of the fractional paramete a Jackknife Approach K Nadarajah, Gael M Martin and D S Poskitt
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2019
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Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016 Jeremy Forbes, Dianne Cook, Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2019
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Forecasting Swiss exports using Bayesian forecast reconciliation Florian Eckert, Rob J Hyndman and Anastasios Panagiotelis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, July 2019
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Forecast reconciliation a @geometric view with new insights on bias correction Anastasios Panagiotelis, Puwasala Gamakumara, George Athanasopoulos and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2019
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Feature-based forecast-model performance prediction Thiyanga S Talagala, Feng Li and Yanfei Kang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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An integrated panel data approach to modelling economic growth Guohua Feng, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2019
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Optimal non-negative forecast reconciliation Shanika L Wickramasuriya, Berwin A Turlach and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2019
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A high-dimensional multinomial choice model Didier Nibbering
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2019
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A brief history of forecasting competitions Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2019
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Updating Variational Bayes fast sequential posterior inference Nathaniel Tomasetti, Catherine Forbes and Anastasios Panagiotelis
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2019
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Dimension reduction for outlier detection using DOBIN Sevvandi Kandanaarachchi and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2019
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Spiked eigenvalues of high-dimensional separable sample covariance matrices Bo Zhang, Jiti Gao, Guangming Pan and Yanrong Yang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Elucidate structure in intermittent demand series Nikolaos Kourentzes and George Athanasopoulos
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2019
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Fast forecast reconciliation using linear models Mahsa Ashouri, Rob J Hyndman, Galit Shmueli
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Nonparametric predictive regressions for stock return prediction Tingting Cheng, Jiti Gao and Oliver Linton
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2019
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Binary Outcomes, OLS, 2SLS and IV probit Chuhui Li, Donald S. Poskitt, Frank Windmeijer and Xueyan Zhao
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Calendar-based graphics for visualizing people's daily schedules Earo Wang, Dianne Cook, Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2019
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Seasonal functional autoregressive models Atefeh Zamani, Hossein Haghbin, Maryam Hashemi and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2019
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Anomaly detection in high dimensional data Priyanga Dilini Talagala, Rob J. Hyndman and Kate Smith-Miles
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Nonparametric estimation in panel data models with heterogeneity and time-varyingness Fei Liu, Jiti Gao and Yanrong Yang
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Forecasting observables with particle filters any filter will do! Patrick Leung, Catherine S Forbes, Gael M Martin and Brendan McCabe
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Identification and estimation of differentiated products models David P. Byrne, Susumu Imai, Neelam Jain, Vasilis Sarafidis and Masayuki Hirukawa
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Global temperatures and greenhouse gases a common features approach Li Chen, Jiti Gao and Farshid Vahid
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Semiparametric single-index predictive regression Weilun Zhou, Jiti Gao, David Harris and Hsein Kew
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Time-varying coefficient spatial autoregressive panel data model with fixed effects Xuan Liang, Jiti Gao and Xiaodong Gong
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2019
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Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone Isabel Casas, Jiti Gao, Bin Peng and Shangyu Xie
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Hypothesis testing based on a vector of statistics Maxwell L. King, Xibin Zhang and Muhammad Akram
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019
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Testing for common breaks in a multiple equations system Tatsushi Oka and Pierre Perron
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2018
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Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations Nicholas Tierney and Dianne Cook
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018
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Dynamic price jumps the performance of high frequency tests and measures, and the robustness of inference Worapree Maneesoonthorn, Gael M Martin and Catherine S Forbes
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018
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Regime Switching panel data models with interative fixed effects Tingting Cheng, Jiti Gao and Yayi Yan
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2018
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High dimensional semiparametric moment restriction models Chaohua Dong, Jiti Gao and Oliver Linton
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2018
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Approximate Bayesian forecasting David T. Frazier, Worapree Maneesoonthorn, Gael M. Martin and Brendan P. M. McCabe
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, February 2018
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Exponent of cross-sectional dependence for residuals Natalia Bailey, George Kapetanios and M. Hashem Pesaran
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018
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Efficient generation of time series with diverse and controllable characteristics Yanfei Kang, Rob J Hyndman, Feng Li
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018
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Modelling time-varying income elasticities of health care expenditure for the OECD Isabel Casas, Jiti Gao and Shangyu Xie
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2018
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Cross-temporal coherent forecasts for Australian tourism Nikolaos Kourentzes and George Athanasopoulos
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2018
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Anomaly detection in streaming nonstationary temporal data Priyanga Dilini Talagala, Rob J Hyndman, Kate Smith-Miles, Sevvandi Kandanaarachchi and Mario A Muñoz
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, March 2018
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Series estimation for single-index models under constraints Chaohua Dong, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2018
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On normalization and algorithm selection for unsupervised outlier detection Sevvandi Kandanaarachchi, Mario A Muñoz, Rob J Hyndman and Kate Smith-Miles
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, September 2018
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FFORMA: Feature-based Forecast Model Averaging Pablo Montero-Manso, George Athanasopoulos, Rob J Hyndman, Thiyanga S Talagala
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2018
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Inter-Regional spillover and intra-regional agglomeration effects among local labour markets in China Xiaodong Gong, Jiti Gao, Xuan Liang and Xin Meng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2018
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Varying-coefficient panel data models with partially observed factor structure Chaohua Dong, Jiti Gao and Bin Peng
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2018
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Meta-learning how to forecast time series Thiyanga S Talagala, Rob J Hyndman and George Athanasopoulos
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2018
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The determinants of bank loan recovery rates in good times and bad new evidence Hong Wang, Catherine S. Forbes, Jean-Pierre Fenech and John Vaz
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2018
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The behaviour of betting and currency markets on the night of the EU referendum Tom Auld and Oliver Linton
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, May 2018
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Probabilisitic forecasts in hierarchical time series Puwasala Gamakumara, Anastasios Panagiotelis, George Athanasopoulos and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2018
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Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions Svetlana Litvinova and Mervyn J Silvapulle
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2018
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Issues in the estimation of mis-specified models of fractionally integrated processes Gael M Martin, K Nadarajah and D S Poskitt
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, October 2018
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Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization Shanika L Wickramasuriya, George Athanasopoulos and Rob J Hyndman
[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2017
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Coherent probabilistic forecasts for hierarchical time series Souhaib Ben Taieb, James W. Taylor, Rob J. Hyndman
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2017
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Bayesian inference for a 1-factor copula model Ban Kheng Tan, Anastasios Panagiotelis, George Athanasopoulos
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2017
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Local logit regression for recovery rate Nithi Sopitpongstron, Param Silvapulle and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2017
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Robust Bayesian exponentially tilted empirical likelihood method Zhichao Liu, Catherine Forbes and Heather Anderson
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2017
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Construction and visualization of optimal confidence sets for frequentist distributional forecasts David Harris, Gael M. Martin, Indeewara Perera and D.S. Poskitt
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2017
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Kernel-based inference in time-varying coefficient models with multiple integrated regressors Degui Li, Peter C.B. Phillips and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2017
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Dynamic asset price jumps and the performance of high frequency tests and measures Worapree Maneesoonthorn, Gael M. Martin and Catherine S. Forbes
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2017
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Heterogeneous panel data models with cross-sectional dependence Jiti Gao and Kai Xia
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2017
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Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia Xiaodong Gong and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2017
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Estimation and inference in semiparametric quantile factor models Shujie Ma, Oliver Linton and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2017
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Inference on a semiparametric model with global power law and local nonparametric trends Jiti Gao, Oliver Linton and Bin Peng
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2017
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Asymptotic properties of approximate Bayesian computation D.T. Frazier, G.M. Martin, C.P. Robert and J. Rousseau
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2017
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High dimensional semiparametric moment restriction models Chaohua Dong, Jiti Gao and Oliver Linton
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2017
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A simple nonlinear predictive model for stock returns Biqing Cai and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2017
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Bayesian estimation based on summary statistics double asymptotics and practice Tingting Cheng, Jiti Gao and Peter C.B. Phillips
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2017
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Recursive estimation in large panel data models theory and practice Bin Jiang, Yanrong Yang, Jiti Gao and Cheng Hsiao
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2017
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Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction Tingting Cheng, Jiti Gao and Oliver Linton
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2017
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Bayesian assessment of Lorenz and stochastic dominance David Lander, David Gunawan, William Griffiths and Duangkamon Chotikapanich
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2017
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A panel data analysis of hospital variations in length of stay for hip replacements private versus public Yan Meng, Xueyan Zhao, Xibin Zhang and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2017
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A frequency approach to Bayesian asymptotics Tingting Cheng, Jiti Gao, Peter C.B. Phillips
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Singular spectrum analysis of Grenander processes and sequential time series reconstruction D.S. Poskitt
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2016
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification Chuhui Li, Donald S. Poskitt and Xueyan Zhao
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2016
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Asymptotic properties of approximate Bayesian computation D.T. Frazier, G.M. Martin, C.P. Robert and J. Rousseau
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2016
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Another look at single-index models based on series estimation Chaohua Dong, Jiti Gao and Bin Peng
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2016
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The Australian macro database an online resource for macroeconomic research in Australia Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob J. Hyndman and Farshid Vahid
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2016
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Bayesian rank selection in multivariate regression Bin Jiang, Anastasios Panagiotelis, George Athanasopoulos, Rob Hyndman and Farshid Vahid
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Nonparametric localized bandwidth selection in Kernel density estimation Tingting Cheng, Jiti Gao and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series Bo Zhang, Guangming Pan and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, July 2016
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Specification testing for nonlinear multivariate cointegrating regressions Chaohua Dong, Jiti Gao, Dag Tjøstheim and Jiying Yin
Victoria: Monash University, Department of Econometrics and Business Statistics, July 2016
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Data-driven particle filters for Particle Markov Chain Monte Carlo Patrick Leung, Catherine S. Forbes, Gael M. Martin and Brendan McCabe
Victoria: Monash University, Department of Econometrics and Business Statistics, August 2016
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Bayesian indirect inference and the ABC of GMM Michael Creel, Jiti Gao, Han Hong and Dennis Kristensen
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Long-term forecasts of age-specific participation rates with functional data models Thomas Url, Rob J. Hyndman, Alexander Dokumentov
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Grouped functional time series forecasting an application to age-specific mortality rates Han Lin Shang and Rob J. Hyndman
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Auxiliary likelihood-based approximate Bayesian computation in state space models Gael M. Martin, Brendon P.M. McCabe, David T. Frazier, Worapree Maneesoonthorn and Christian P. Robert
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2016
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Visualising forecasting algorithm performance using time series instance spaces Yanfei Kang, Rob J. Hyndman and Kate Smith-Miles
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2016
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Error-in-variables jump regression using local clustering Yicheng Kang, Xiaodong Gong, Jiti Gao, and Peihua Qiu
Victoria: Monash University, Department of Econometrics and Business Statistics, July 2016
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Estimation of technical change and price elasticities a categorical time-varying coefficient approach Guohua Feng, Jiti Gao, Xiaohui Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2016
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Inference on self-exciting jumps in prices and volatility using high frequency measures Worapree Maneesoonthorn, Catherine S. Forbes and Gael M. Martin
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2016
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Estimation of structural breaks in large panels with cross-sectional dependence Jiti Gao, Guangming Pan and Yanrong Yang
Victoria: Monash University, Department of Econometrics and Business Statistics, July 2016
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A quantile regression approach to panel data analysis of health care expenditure in OECD countries Fengping Tian, Jiti Gao and Ke Yang
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2016
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Macroeconomic forecasting for Australia using a large number of predictors Bin Jiang, George Athanasopoulos, Rob J. Hyndman, Anastasios Panagiotelis and Farshid Vahid
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2016
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Forecasting hierarchical and grouped time series through trace minimization Shanika L. Wickramasuriya, George Athanasopoulos and Rob J. Hyndman
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2015
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Point optimal testing a survey of the post 1987 Literature Maxwell L. King and Sivagowry Sriananthakumar
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2015
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Partially linear panel data models with cross-sectional dependence and nonstationarity Chaohua Dong, Jiti Gao and Bin Peng
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2015
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STR a seasonal-trend decomposition procedure based on regression Alexander Dokumentov and Rob J. Hyndman
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2015
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Consistent estimation in large heterogeneous panels with multifactor structure endogeneity G. Forchini, Bin Jiang and Bin Peng
Victoria: Monash University, Department of Econometrics and Business Statistics, July 2015
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On consistency of approximate Bayesian computation David T. Frazier, Gael M. Martin and Christian P. Robert
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2015
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Testing for a structural break in dynamic panel data models with common factors Huanjun Zhu, Vasilis Sarafidis, Mervyn Silvapulle, Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2015
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Common shocks in panels with endogenous regressors G. Forchini, Bin Jiang and Bin Peng
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2015
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Forecasting compositional time series a state space approach Ralph D. Snyder, J. Keith Ord, Anne B. koehler, Keith R. McLaren and Adrian Beaumont
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2015
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Probabilistic time series forecasting with boosted additive models an application to smart meter data Souhaib Ben Taieb, Raphael Huser, Rob J. Hyndman, Marc G. Genton
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2015
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Forecasting with temporal hierarchies George Athanasopoulos, Rob J. Hyndman, Nikolaos Kourentzes, Fotios Petropoulos
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2015
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Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index Jiti Gao, Bin Peng, Zhao Ren and Xiaohui Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2015
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A new class of bivariate threshold cointegration models Biqing Cai, Jiti Gao and Dag Tjøstheim
Victoria: Monash University, Department of Econometrics and Business Statistics, January 2015
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How do shocks to domestic factors affect real exchange rates of Asian developing countries? Taya Dumrongrittikul and Heather M. Anderson
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2015
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Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia Xiaodong Gong and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, March 2015
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Cross-sectional independence test for a class of parametric panel data models Guangming Pan, Jiti Gao, Yanrong Yang and Meihui Guo
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2015
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Orthogonal series estimation in nonlinear cointegrating models with endogeneity Biqing Cai, Chaohua Dong, Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2015
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A new approach to forecasting based on exponential smoothing with independent regressors Ahmad Farid Osman and Maxwell L. King
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2015
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Bayesian bandwidth estimation in nonparametric time-varying coefficient models Tingting Cheng, Jiti Gao and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, February 2015
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A varying-coefficient panel data model with fixed effects theory and an application to U.S. commercial banks Guohua Feng, Jiti Gao, Bin Peng and Xiaohui Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2015
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A note on the validity of cross-validation for evaluating time series prediction Christoph Bergmeir, Rob J. Hyndman, Bonsoo Koo
Victoria: Monash University, Department of Econometrics and Business Statistics, April 2015
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Semiparametric localized bandwidth selection in Kernel density estimation Tingting Cheng, Jiti Gao and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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Low-dimensional decomposition, smoothing and forecasting of sparse functional data Alexander Dokumentov and Rob J. Hyndman
Victoria: Monash University, Department of Econometrics and Business Statistics, May 2014
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Bias correction of persistence measures in fractionally integrated models Simone D. Grose, Gael M. Martin and D.S. Poskitt
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2014
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Approximate Bayesian computation in state space models Gael M. Martin, Brendan P.M. McCabe, Worapree Maneesoonrhorn and Christian P. Roberts
Victoria: Monash University, Department of Econometrics and Business Statistics, September 2014
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A model validation procedure Julia Polak, Maxwell L. King and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, October 2014
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A computational implementation of GMM Jiti Gao and Han Hong
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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Inference on self-exciting jumps in prices and volatility using high frequency measures Worapree Maneesoonthorn, Catherine S. Forbes and Gael M. Martin
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2014
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Semiparametric localized bandwidth selection in Kernel density estimation Tingting Cheng, Jiti Gao and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, May 2014
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations George Athanasopoulos, D.S. Poskitt, Farshid Vahid and Wenying Yao
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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Semiparametric model selection in panel data models with deterministic trends and cross-sectional dependence Jia Chen and Jiti Gao
Victoria: Monash University, Department of Econometrics and Business Statistics, May
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Fast computation of reconciled forecasts for hierarchical and grouped time series Rob J. Hyndman, Alan Lee, and Earo Wang
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2014
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The effects of productivity gains in Asian emerging economies a global perspective Taya Dumrongrittikul, Heather Anderson and Farshid Vahid
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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Nonparametric regression approach to Bayesian estimation Jiti Gao and Han Hong
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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High dimensional correlation matrices CLT and its applications Jiti Gao, Xiao Han, Guangming Pan and Yanrong Yang
Victoria: Monash University, Department of Econometrics and Business Statistics, November 2014
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Bayesian estimation for partially linear models with an application to household gasoline consumption Haotian Chen and Xibin Zhang
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2014
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Issues in the estimation of mMis-specified models of fractionally integrated processes K. Nadarajah, Gael M. Martin and D.S. Poskitt
Victoria: Monash University, Department of Econometrics and Business Statistics, June 2014
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Applications of information measures to assess convergence in the Central Limit Theorem Ranjani Atukorala, Maxwell L. King and Sivagowry Sriananthakumar
Victoria: Monash University, Department of Econometrics and Business Statistics, December 2014
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A new example of a closed form mean-variance representation Keith R. McLaren
Clayton: Dep. of Econometrics and Business Statistics, Monash Univ., 2009 ; Göttingen: Niedersächsische Staats- und Universitätsbibliothek, 2009
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions George Athanasopoulos; Osmani T. de C. Guillén; João V. Issler; Farshid Vahid
Clayton: Dep. of Econometrics and Business Statistics, Monash Univ., 2009 ; Göttingen: Niedersächsische Staats- und Universitätsbibliothek, 2009
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Nonparametric time series forecasting with dynamic updating Han Lin Shang and Rob J. Hyndman
Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009
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Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing James W. Taylor and Ralph D. Snyder
Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009
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Efficiency, technical change, and returns to scale in large US banks panel data evidence from an output distance function satisfying theoretical regularity Guohua Feng and Apostolos Serletis
Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009
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VARMA models for Malaysian monetary policy analysis Mala Raghavan; George Athanasopoulos; Param Silvapulle
Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009
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Optimal probabilistic forecasts for counts Brendan P. M. McCabe, Gael M. Martin and David Harris
Clayton: Dep. of Econometrics and Business Statistics, Univ. of Monash, 2009
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Econometric specification of input demand systems implied by cost function representations Keith R. McLaren and Xueyan Zhao
Clayton, Vic.: Dep. of Econometrics and Business Statistics, Monash Univ., 2009
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Exponential smoothing and the Akaike Information Criterion Ralph D. Snyder and J. Keith Ord
Clayton, Vic.: Dep. of Econometrics and Business Statistics, Monash Univ., 2009
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Rainbow plots, bagplots and boxplots for functional data Rob Hyndman and Han Lin Shang
Clayton, Vic.: Dep. of Econometrics and Business Statistics, Monash Univ., 2008 ; Göttingen: Niedersächsische Staats- und Universitätsbibliothek, 2008
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The tourism forecasting competition George Athanasopoulos; Rob Hyndman; Haiyan Song; Doris C. Wu
Clayton, Vic.: Dep. of Econometrics and Business Statistics, Monash Univ., 2008 ; Göttingen: Niedersächsische Staats- und Universitätsbibliothek, 2008
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Beyond point forecasting evaluation of alternative prediction intervals for tourist arrivals Jae H. Kim; Haiyan Song; Kevin Wong; George Athanasopoulos; Shen Liu
Clayton, Vic.: Dep. of Econometrics and Business Statistics, Monash Univ., 2008 ; Göttingen: Niedersächsische Staats- und Universitätsbibliothek, 2008