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Report NEP-FOR-2011-02-12
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:
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011, "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche, CIRPEE, number 1104.
- Bhattacharya, Kaushik, 2011, "Role of Rules of Thumb in Forecasting Foreign Tourist Arrival: A Case Study of India," MPRA Paper, University Library of Munich, Germany, number 28515, Jan.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011, "Modelling and Forecasting Noisy Realized Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 758, Jan.
- ROMBOUTS, Jeroen V. K. & STENTOFT, Lars, 2010, "Option pricing with asymmetric heteroskedastic normal mixture models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010049, Aug.
- Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011, "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/05, Jan.
- Zafer Dilaver & Lester C Hunt, 2010, "Modelling and Forecasting Turkish Residential Electricity Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 131, Nov.
- Badi H. Baltagi & Alain Pirotte, 2010, "Seemingly Unrelated Regressions with Spatial Error Components," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 125, Sep.