Report NEP-FOR-2011-06-25This 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.
The following items were announced in this report:
- David Hendry & Grayham E. Mizon, 2011. "An Open-model Forecast-error Taxonomy," Economics Series Working Papers 552, University of Oxford, Department of Economics.
- Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers 11-04, Duke University, Department of Economics.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2011-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
- J. Isaac Miller, 2011. "Cointegrating MiDaS Regressions and a MiDaS Test," Working Papers 1104, Department of Economics, University of Missouri.