Printed from https://ideas.repec.org/n/nep-for/2007-06-23.html
Report NEP-FOR-2007-06-23
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Rob J. Hyndman & Yeasmin Khandakar, 2007, "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/07, Jun.
- Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
- Item repec:dgr:uvatin:20070043 is not listed on IDEAS anymore
- Ralf Becker & Adam Clements, 2007, "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series, National Centre for Econometric Research, number 17, Jun.
- Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.
- Item repec:imf:imfwpa:07/123 is not listed on IDEAS anymore
- Cipollini, Andrea & Missaglia, Giuseppe, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper, University Library of Munich, Germany, number 3582, May.
- Jeremy J. Nalewaik, 2007, "Incorporating vintage differences and forecasts into Markov switching models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-23.
- Item repec:imf:imfwpa:07/135 is not listed on IDEAS anymore
- Item repec:got:cegedp:64 is not listed on IDEAS anymore