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Details about George Athanasopoulos
Access statistics for papers by George Athanasopoulos.
Last updated 2009-06-09. Update your information in the RePEc Author Service.
Short-id: pat48
Jump to Journal Articles
Working Papers
2009
- Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2007
- Hierarchical forecasts for Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
- Optimal combination forecasts for hierarchical time series
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
2006
- A Complete VARMA Modelling Methodology Based on Scalar Components
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
See also Journal Article in Journal of Time Series Analysis (2008)
- Modelling and forecasting Australian domestic tourism
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
- VARMA versus VAR for Macroeconomic Forecasting
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
See also Journal Article in Journal of Business & Economic Statistics (2008)
2005
- Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
2002
- Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 
See also Journal Article in Journal of Applied Econometrics (2007)
2001
- Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
Journal Articles
2008
- A complete VARMA modelling methodology based on scalar components
Journal of Time Series Analysis, 2008, 29, (3), 533-554 
See also Working Paper (2006)
- VARMA versus VAR for Macroeconomic Forecasting
Journal of Business & Economic Statistics, 2008, 26, 237-252 View citations
See also Working Paper (2006)
2007
- Nonlinear autoregressive leading indicator models of output in G-7 countries
Journal of Applied Econometrics, 2007, 22, (1), 63-87 View citations
See also Working Paper (2002)
2003
- Statistical Inference and Changes in Income Inequality in Australia
The Economic Record, 2003, 79, (247), 412-424 View citations
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