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Report NEP-FOR-2010-09-25
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:
- Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 707, Sep.
- Martin Feldkircher, 2010, "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics, University of Salzburg, number 2010-14, Sep.
- Francesco Ravazzolo & Philip Rothman, 2010, "Oil and US GDP: A real-time out-of-sample examination," Working Paper, Norges Bank, number 2010/18, Sep.
- Item repec:rwi:repape:0201 is not listed on IDEAS anymore
- Dobrislav Dobrev & Pawel J. Szerszen, 2010, "The information content of high-frequency data for estimating equity return models and forecasting risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-45.
- Jeroen Rombouts & Lars Stentoft, 2010, "Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models," CIRANO Working Papers, CIRANO, number 2010s-38, Sep.
- Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
- Di Kuang & Bent Nielsen & Jens Perch Nielsen, 2010, "Forecasting in an extended chain-ladder-type model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2010-W05, Jun.
- James Feigenbaum & Geng Li, 2010, "A semiparametric characterization of income uncertainty over the life cycle," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-42.
- Item repec:pra:mprapa:25040 is not listed on IDEAS anymore
- Berg, Nathan & Biele, Guido & Gigerenzer, Gerd, 2010, "Does Consistency Predict Accuracy of Beliefs?: Economists Surveyed About PSA," MPRA Paper, University Library of Munich, Germany, number 24976, Aug.
- Bent Jesper Christensen & Paolo Santucci de Magistris, 2010, "Level Shifts in Volatility and the Implied-Realized Volatility Relation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-60, Sep.