NEP-FOR-2009-05-23

This file is part of IDEAS, which uses RePEc data

Report NEP-FOR-2009-05-23

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were anounced in this report:

Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008. "Exponential smoothing and non-negative data," Working Papers 2008-003, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working Papers 0916, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
Boriss Siliverstovs, 2009. "Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time," KOF Working papers 09-226, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
Jan Piplack, 2009. "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers 09-08, Utrecht School of Economics. [Downloadable!]
Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0913, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Bayesian nonparametric estimators derived from conditional Gibbs structures," ICER Working Papers - Applied Mathematics Series 06-2008, ICER - International Centre for Economic Research. [Downloadable!]
Lönnbark, Carl, 2009. "On risk prediction," UmeÃ¥ Economic Studies 770, Umeå University, Department of Economics. [Downloadable!]

This page was last updated on 2009-11-29.

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