Report NEP-FOR-2010-12-18
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:
- Hideyuki Takamizawa, 2010, "Term Structure Models Can Predict Interest Rate Volatility. But How?," Tsukuba Economics Working Papers, Faculty of Humanities and Social Sciences, University of Tsukuba, number 2010-008, Nov.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers, Kyoto University, Institute of Economic Research, number 744, Dec.
- Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010, "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series, European Central Bank, number 1277, Dec.
- Leung, Charles Ka Yui & Chow, Kenneth & Yiu, Matthew & Tam, Dickson, 2010, "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting," MPRA Paper, University Library of Munich, Germany, number 27367.
- Item repec:acb:camaaa:2010-34 is not listed on IDEAS anymore
- Item repec:kie:kieliw:1666 is not listed on IDEAS anymore
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010, "Nowcasting," Working Paper Series, European Central Bank, number 1275, Dec.
- Skribans, Valerijs, 2010, "Construction industry forecasting system dynamic model," MPRA Paper, University Library of Munich, Germany, number 27323.
- Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
- J. Kivinen & M. Warmuth, 2010, "Using Experts for Predicting Continuous Outcomes," Levine's Working Paper Archive, David K. Levine, number 574, Dec.
Printed from https://ideas.repec.org/n/nep-for/2010-12-18.html