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Content
2023
- 22/23 Eigen-Analysis for High-Dimensional Time Series Clustering
by Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang - 21/23 Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks
by Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan - 20/23 Estimation and Inference for Three-Dimensional Panel Data Models
by Guohua Feng & Jiti Gao & Fei Liu & Bin Peng - 19/23 A High-dimensional Multinomial Logit Model
by Didier Nibbering - 18/23 Solving the Forecast Combination Puzzle
by David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt - 17/23 Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering
by George Athanasopoulos & Rob J Hyndman & Raffaele Mattera - 16/23 Familial Inference: Tests for Hypotheses on a Family of Centres
by Ryan Thompson & Catherine S. Forbes & Steven N. MacEachern & Mario Peruggia - 15/23 Higher-order Expansions and Inference for Panel Data Models
by Jiti Gao & Bin Peng & Yayi Yan - 13/23 Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors
by Yu Bai & Massimiliano Marcellino & George Kapetanios - 12/23 ABC-based Forecasting in State Space Models
by Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier - 11/23 Time-Varying Vector Error-Correction Models: Estimation and Inference
by Jiti Gao & Bin Peng & Yayi Yan - 10/23 Conditional Normalization in Time Series Analysis
by Puwasala Gamakumara & Edgar Santos-Fernandez & Priyanga Dilini Talagala & Rob J Hyndman & Kerrie Mengersen & Catherine Leigh - 9/23 Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets
by Donald S. Poskitt & Xueyan Zhao - 8/23 Forecast Reconciliation: A Review
by George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis - 7/23 Does Climate Sensitivity Differ Across Regions?
by Heather Anderson & Jiti Gao & Farshid Vahid & Wei Wei & Yang Yang - 6/23 Cross-temporal Probabilistic Forecast Reconciliation
by Daniele Girolimetto & George Athanasopoulos & Tommaso Di Fonzo & Rob J Hyndman - 5/23 Inference of Grouped Time-Varying Network Vector Autoregression Models
by Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu - 4/23 The incidence of positive bloodstream and urine cultures in five Australian hospitals during the COVID-19 pandemic
by Brett G. Mitchell & Andrew Stewardson & Lucille Kerr & John K. Ferguson & Stephanie Curtis & Lucy Busija & Kirsty Graham & Michael J. Lydeamore & Philip L. Russo & Christopher M. Baker - 3/23 Modelling the impact of hybrid immunity on future COVID-19 epidemic waves
by Thao P. Le & Isobel Abell & Eamon Conway & Patricia T. Campbell & Alexandra B. Hogan & Michael J. Lydeamore & Jodie McVernon & Ivo Mueller & Camelia R. Walker & Christopher M. Baker - 2/23 Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - 1/23 Bayesian Forecasting in the 21st Century: A Modern Review
by Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis
2022
- 14/22 Computing Bayes: From Then `Til Now
by Gael M. Martin & David T. Frazier & Christian P. Robert - 13/22 Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects
by Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang - 12/22 Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach
by Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei - 11/22 GMM Estimation for High-Dimensional Panel Data Models
by Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton - 10/22 Semiparametric Single-Index Estimation for Average Treatment Effects
by Difang Huang & Jiti Gao & Tatsushi Oka - 9/22 A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation
by Jiti Gao & Oliver Linton & Bin Peng - 8/22 Time-Varying Multivariate Causal Processes
by Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan - 7/22 A Simple Bootstrap Method for Panel Data Inferences
by Jiti Gao & Bin Peng & Yayi Yan - 6/22 The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts
by Ryan Zischke & Gael M. Martin & David T. Frazier & Donald S. Poskitt - 5/22 Risk-Sharing Tests with Network Transaction Costs
by Christian Cox & Akanksha Negi & Digvijay Negi - 4/22 Multi-Level Panel Data Models: Estimation and Empirical Analysis
by Guohua Feng & Jiti Gao & Bin Peng - 3/22 Nonparametric Estimation and Testing for Time-Varying VAR Models
by Jiti Gao & Bin Peng & Yayi Yan - 2/22 Familial Inference
by Ryan Thompson & Catherine S. Forbes & Steven N. MacEachern & Mario Peruggia - 1/22 Variational Bayes in State Space Models: Inferential and Predictive Accuracy
by David T. Frazier & Gael M. Martin & Ruben Loaiza-Maya
2021
- 24/21 Approximating Bayes in the 21st Century
by Gael M. Martin & David T. Frazier & Christian P. Robert - 23/21 Interactive Effects Panel Data Models with General Factors and Regressors
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - 22/21 Asymptotics for Time-Varying Vector MA(∞) Processes
by Yayi Yan & Jiti Gao & Bin Peng - 21/21 Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects
by Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao - 20/21 Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis
by Sayani Gupta & Rob J Hyndman & Dianne Cook - 19/21 Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty
by Didier Nibbering & Coos van Buuren & Wei Wei - 18/21 Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
by Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu - 17/21 On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis
by Yayi Yan & Jiti Gao & Bin Peng - 16/21 Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
by Guohua Feng & Jiti Gao & Bin Peng - 15/21 Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics
by Armin Pourkhanali & Jonathan Keith & Xibin Zhang - 14/21 A Note on Inequality Measures for Mixtures of Double Pareto-Lognormal Distributions
by William Griffiths & Duangkamon Chotikapanich & Gholamreza Hajargasht - 13/21 Inequality in Education: A Comparison of Australian Indigenous and Nonindigenous Populations
by David Gunawan & William Griffiths & Duangkamon Chotikapanich - 12/21 Comparisons of Australian Mental Health Distributions
by David Gunawan & William Griffiths & Duangkamon Chotikapanich - 11/21 Parameter Stability Testing for Multivariate Dynamic Time-Varying Models
by Jiti Gao & Bin Peng & Yayi Yan - 10/21 On the Evaluation of Hierarchical Forecasts
by George Athanasopoulos & Nikolaos Kourentzes - 9/21 Inexpensive Heating Reduces Winter Mortality
by Janjala Chirakijja & Seema Jayachandran & Pinchuan Ong - 8/21 Loss-Based Variational Bayes Prediction
by David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo - 7/21 Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
by Yufeng Mao & Bin Peng & Mervyn J Silvapulle & Param Silvapulle & Yanrong Yang - 6/21 Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors
by Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle - 5/21 Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
by Xuan Liang & Jiti Gao & Xiaodong Gong - 4/21 A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors
by Tino Berger & Julia Richter & Benjamin Wong - 3/21 Manifold Learning with Approximate Nearest Neighbors
by Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis - 2/21 Leave-one-out Kernel Density Estimates for Outlier Detection
by Sevvandi Kandanaarachchi & Rob J Hyndman - 1/21 The Road to Recovery from COVID-19 for Australian Tourism
by George Athanasopoulos & Rob J Hyndman & Mitchell O'Hara-Wild
2020
- 46/20 The More the Poorer? Resource Sharing and Scale Economies in Large Families
by Rossella Calvi & Jacob Penglase & Denni Tommasi & Alexander Wolf - 45/20 Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality
by Pablo Montero-Manso & Rob J Hyndman - 44/20 Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects
by Jiti Gao & Fei Liu & Bin peng - 43/20 brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R
by Nicholas John Tierney & Dianne Cook & Tania Prvan - 42/20 Time-Varying Panel Data Models with an Additive Factor Structure
by Fei Liu & Jiti Gao & Yanrong Yang - 41/20 Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand
by Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb - 40/20 On GMM Inference: Partial Identification, Identification Strength, and Non-Standard
by Don S. Poskitt - 39/20 A Class of Time-Varying Vector Moving Average (infinity) Models
by Yayi Yan & Jiti Gao & Bin peng - 38/20 Time of Day, Cognitive Tasks and Efficiency Gains
by Alessio Gaggero & Denni Tommasi - 37/20 Forecasting for Social Good
by Bahman Rostami-Tabar & Mohammad M Ali & Tao Hong & Rob J Hyndman & Michael D Porter & Aris Syntetos - 36/20 Burning Sage: Reversing the Curse of Dimensionality in the Visualization of High-Dimensional Data
by Ursula Laa & Dianne Cook & Stuart Lee - 35/20 Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities
by Sayani Gupta & Rob J Hyndman & Dianne Cook & Antony Unwin - 34/20 Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects
by Lina Zhang & David T. Frazier & Don S. Poskitt & Xueyan Zhao - 33/20 Optimal probabilistic forecasts: When do they work?
by Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan - 32/20 A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis - 31/20 Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age
by Rob J Hyndman & Yijun Zeng & Han Lin Shang - 30/20 Indirect Inference for Locally Stationary Models
by David T. Frazier & Bonsoo Koo - 29/20 Distributed ARIMA Models for Ultra-long Time Series
by Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li - 28/20 On Income and Price Elasticities for Energy Demand: A Panel Data Study
by Jiti Gao & Bin peng & Russell Smyth - 27/20 Updating Variational Bayes: Fast Sequential Posterior Inference
by Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis - 26/20 Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - 25/20 Scalable Bayesian Estimation in the Multinomial Probit Model
by Ruben Loaiza-Maya & Didier Nibbering - 24/20 Bounding Program Benefits When Participation is Misreported
by Denni Tommasi & Lina Zhang - 23/20 Forecast Reconciliation: A geometric View with New Insights on Bias Correction
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - 22/20 On Time Trend of COVID-19: A Panel Data Study
by Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng - 21/20 Novel Utility-based Life Cycle Models to Optimise Income in Retirement in the Presence of Heterogeneous Preferences
by Bonsoo Koo & Athanasios A. Pantelous & Yunxiao Wang - 20/20 Sectoral Employment Dynamics in Australia
by Heather Anderson & Giovanni Caggiano & Farshid Vahid & Benjamin Wong - 19/20 Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors
by Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle - 18/20 Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria
by Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle - 17/20 Hole or grain? A Section Pursuit Index for Finding Hidden Structure in Multiple Dimensions
by Ursula Laa & Dianne Cook & Andreas Buja & German Valencia - 16/20 Bagging Weak Predictors
by Eric Hillebrand & Manuel Lukas & Wei Wei - 15/20 Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
by Svetlana Litvinova & Mervyn J. Silvapulle - 14/20 Computing Bayes: Bayesian Computation from 1763 to the 21st Century
by Gael M. Martin & David T. Frazier & Christian P. Robert - 13/20 Most Powerful Test against High Dimensional Free Alternatives
by Yi He & Sombut Jaidee & Jiti Gao - 12/20 Estimation and Testing for High-Dimensional Near Unit Root Time Series
by Bo Zhang & Jiti Gao & Guangming Pan - 11/20 IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - 10/20 Identifying Risk Factors and Their Premia: A Study on Electricity Prices
by Wei Wei & Asger Lunde - 9/20 Investor-herding and risk-profiles: A State-Space Model-based Assessment
by Harminder B. Nath & Robert D. Brooks - 8/20 Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem
by David Harris & Hsein Kew & A. M. Robert Taylor - 7/20 Measurement of Factor Strength: Theory and Practice
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - 6/20 Celebrating 40 Years of Panel Data Analysis: Past, Present and Future
by Vasilis Sarafidis & Tom Wansbeek - 5/20 A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors
by Arturas Juodis & Vasilis Sarafidis - 4/20 Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information
by Bonsoo Koo & Davide La Vecchia & Oliver Linton - 3/20 High-Frequency Jump Tests: Which Test Should We Use?
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes - 2/20 On the Evaluation of Hierarchical Forecasts
by George Athanasopoulos & Nikolaos Kourentzes - 1/20 Focused Bayesian Prediction
by Ruben Loaiza-Maya & Gael M Martin & David T. Frazier
2019
- 33/19 Identification and Estimation of Differentiated Products Models
by David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa - 32/19 Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure
by Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui - 31/19 Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices
by Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang - 30/19 Hypothesis Testing Based on a Vector of Statistics
by Maxwell King & Xibin Zhang & Muhammad Akram - 29/19 Fast Forecast Reconciliation Using Linear Models
by Mahsa Ashouri & Rob J Hyndman & Galit Shmueli - 28/19 Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone
by Isabel Casas & Jiti Gao & Bin Peng & Shangyu Xie - 27/19 Elucidate Structure in Intermittent Demand Series
by Nikolaos Kourentzes & George Athanasopoulos - 26/19 Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects
by Xuan Liang & Jiti Gao & Xiaodong Gong - 25/19 Semiparametric Single-index Predictive Regression
by Weilun Zhou & Jiti Gao & David Harris & Hsein Kew - 24/19 Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness
by Fei Liu & Jiti Gao & Yanrong Yang - 23/19 Global Temperatures and Greenhouse Gases: A Common Features Approach
by Li Chen & Jiti Gao & Farshid Vahid - 22/19 Forecasting Observables with Particle Filters: Any Filter Will Do!
by Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe - 21/19 Feature-based Forecast-Model Performance Prediction
by Thiyanga S. Talagala & Feng Li & Yanfei Kang - 20/19 Anomaly Detection in High Dimensional Data
by Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles - 19/19 A High-dimensional Multinomial Choice Model
by Didier Nibbering - 18/19 Forecast Reconciliation: A geometric View with New Insights on Bias Correction
by Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman - 17/19 Dimension Reduction For Outlier Detection Using DOBIN
by Sevvandi Kandanaarachchi & Rob J Hyndman - 16/19 Seasonal Functional Autoregressive Models
by Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman - 15/19 Optimal Non-negative Forecast Reconciliation
by Shanika L Wickramasuriya & Berwin A Turlach & Rob J Hyndman - 14/19 Forecasting Swiss Exports Using Bayesian Forecast Reconciliation
by Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis - 13/19 Updating Variational Bayes: Fast Sequential Posterior Inference
by Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis - 12/19 A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data
by Earo Wang & Dianne Cook & Rob J Hyndman - 11/19 Calendar-based Graphics for Visualizing People's Daily Schedules
by Earo Wang & Dianne Cook & Rob J Hyndman - 10/19 A Near Unit Root Test for High-Dimensional Nonstationary Time Series
by Bo Zhang & Jiti Gao & Guangming Pan - 9/19 An Integrated Panel Data Approach to Modelling Economic Growth
by Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang - 8/19 Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016
by Jeremy Forbes & Dianne Cook & Rob J Hyndman - 7/19 Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach
by Kanchana Nadarajah & Gael M Martin & Donald S Poskitt - 6/19 An Integrated Panel Data Approach to Modelling Economic Growth
by Guohua Feng & Jiti Gao & Bin Peng - 5/19 Binary Outcomes, OLS, 2SLS and IV Probit
by Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao - 4/19 Nonparametric Predictive Regressions for Stock Return Prediction
by Tingting Cheng & Jiti Gao & Oliver Linton - 3/19 A Brief History of Forecasting Competitions
by Rob J Hyndman - 2/19 Hierarchical Forecasting
by George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan - 1/19 A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors
by Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles
2018
- 24/18 Cross-temporal coherent forecasts for Australian tourism
by Nikolaos Kourentzes & George Athanasopoulos - 23/18 High dimensional semiparametric moment restriction models
by Chaohua Dong & Jiti Gao & Oliver Linton - 22/18 Modelling time-varying income elasticities of health care expenditure for the OECD
by Isabel Casas & Jiti Gao & Shangyu Xie - 21/18 Regime switching panel data models with interative fixed effects
by Tingting Cheng & Jiti Gao & Yayi Yan - 20/18 Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China
by Xiaodong Gong & Jiti Gao & Xuan Liang & Xin Meng - 19/18 FFORMA: Feature-based forecast model averaging
by Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala - 18/18 Issues in the estimation of mis-specified models of fractionally integrated processes
by Gael M Martin & K. Nadarajah & Donald S Poskitt - 17/18 Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference
by Worapree Maneesoonthorn & Gael M Martin & Catherine S Forbes - 16/18 On normalization and algorithm selection for unsupervised outlier detection
by Sevvandi Kandanaarachchi & Mario A Munoz & Rob J Hyndman & Kate Smith-Miles - 15/18 Efficient generation of time series with diverse and controllable characteristics
by Yanfei Kang & Rob J Hyndman & Feng Li - 14/18 Expanding tidy data principles to facilitate missing data exploration, visualization and assessment of imputations
by Nicholas Tierney & Dianne Cook - 13/18 Exponent of cross-sectional dependence for residuals
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - 12/18 Bootstrapping tail statistics: Tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
by Svetlana Litvinova & Mervyn J Silvapulle - 11/18 Probabilisitic forecasts in hierarchical time series
by Puwasala Gamakumara & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman - 10/18 The behaviour of betting and currency markets on the night of the EU referendum
by Tom Auld & Oliver Linton - 9/18 Regime switching in the presence of endogeneity
by Tingting Cheng & Jiti Gao & Yayi Yan - 8/18 On endogeneity and shape invariance in extended partially linear single index models
by Jiti Gao & Namhyun Kim & Patrick W. Saart - 7/18 The determinants of bank loan recovery rates in good times and bad -- new evidence
by Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz - 6/18 Meta-learning how to forecast time series
by Thiyanga S Talagala & Rob J Hyndman & George Athanasopoulos - 5/18 Series estimation for single-index models under constraints
by Chaohua Dong & Jiti Gao & Bin Peng - 4/18 Anomaly detection in streaming nonstationary temporal data
by Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz - 3/18 Testing for common breaks in a multiple equations system
by Tatsushi Oka & Pierre Perron - 2/18 Approximate Bayesian forecasting
by David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe - 1/18 Varying-coefficient panel data models with partially observed factor structure
by Chaohua Dong & Jiti Gao & Bin Peng
2017
- 22/17 Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
by Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman - 21/17 Robust Bayesian exponentially tilted empirical likelihood method
by Zhichao Liu & Catherine Forbes & Heather Anderson - 20/17 A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public
by Yan Meng & Xueyan Zhao & Xibin Zhang & Jiti Gao - 19/17 Local logit regression for recovery rate
by Nithi Sopitpongstorn & Param Silvapulle & Jiti Gao - 18/17 A simple nonlinear predictive model for stock returns
by Biqing Cai & Jiti Gao - 17/17 High dimensional semiparametric moment restriction models
by Chaohua Dong & Jiti Gao & Oliver Linton - 16/17 Heterogeneous panel data models with cross-sectional dependence
by Jiti Gao & Kai Xia - 15/17 Bayesian assessment of Lorenz and stochastic dominance
by David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich - 14/17 Dynamic asset price jumps and the performance of high frequency tests and measures
by Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes - 13/17 Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
by Tingting Cheng & Jiti Gao & Oliver Linton - 12/17 Asymptotic properties of approximate Bayesian computation
by David T. Frazier & Gael M. Martin & Christian P. Robert & Judith Rousseau - 11/17 Kernel-based inference in time-varying coefficient models with multiple integrated regressors
by Degui Li & Peter CB Phillips & Jiti Gao - 10/17 Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends
by Jiti Gao & Oliver Linton & Bin Peng - 9/17 Construction and visualization of optimal confidence sets for frequentist distributional forecasts
by David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt - 8/17 Estimation and inference in semiparametric quantile factor models
by Shujie Ma & Oliver Linton & Jiti Gao - 7/17 Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
by Xiaodong Gong & Jiti Gao - 6/17 Bayesian Inference for a 1-Factor Copula Model
by Ban Kheng Tan & Anastasios Panagiotelis & George Athanasopoulos - 5/17 Recursive estimation in large panel data models: Theory and practice
by Bing Jiang & Yanrong Yang & Jiti Gao & Cheng Hsiao - 4/17 Bayesian estimation based on summary statistics: Double asymptotics and practice
by Tingting Cheng & Jiti Gao & Peter CB Phillips - 3/17 Coherent Probabilistic Forecasts for Hierarchical Time Series
by Souhaib Ben Taieb & James W. Taylor & Rob J. Hyndman - 2/17 Macroeconomic forecasting for Australia using a large number of predictors
by Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid - 1/17 The Australian Macro Database: An online resource for macroeconomic research in Australia
by Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid
2016
- 20/16 A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries
by Fengping Tian & Jiti Gao & Ke Yang - 19/16 Another Look at Single-Index Models Based on Series Estimation
by Chaohua Dong & Jiti Gao & Bin Peng - 18/16 Asymptotic Properties of Approximate Bayesian Computation
by D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau - 17/16 Data-driven particle Filters for particle Markov Chain Monte Carlo
by Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe - 16/16 The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification
by Chuhui Li & Donald S. Poskitt & Xueyan Zhao - 15/16 Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction
by D.S. Poskitt - 14/16 Specification Testing for Nonlinear Multivariate Cointegrating Regressions
by Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin - 13/16 Error-in-Variables Jump Regression Using Local Clustering
by Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu - 12/16 CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence
by Jiti Gao & Guangming Pan & Yanrong Yang - 11/16 CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series
by Bo Zhang & Guangming Pan & Jiti Gao - 10/16 Visualising forecasting Algorithm Performance using Time Series Instance Spaces
by Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles - 09/16 Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
by Gael M. Martin & Brendan P.M. McCabe & David T. Frazier & Worapree Maneesoonthorn & Christian P. Robert - 8/16 Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures
by Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin - 7/16 Nonparametric Localized Bandwidth Selection for Kernel Density Estimation
by Tingting Cheng & Jiti Gao & Xibin Zhang - 6/16 Bayesian Rank Selection in Multivariate Regression
by Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid