Report NEP-FOR-2013-07-15

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Gustavo A. Sánchez, 2013. "Forecasting tools in Stata," Mexican Stata Users' Group Meetings 2013 06, Stata Users Group.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5590845 is not listed on IDEAS anymore

• Johannes Tang Kristensen, 2013. "Diffusion Indexes with Sparse Loadings," CREATES Research Papers 2013-22, Department of Economics and Business Economics, Aarhus University.
• Laurent Ferrara & Clément Marsilli & Juan-Pablo Ortega, 2013. "Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?," EconomiX Working Papers 2013-19, University of Paris Nanterre, EconomiX.
• Andrew C Worthington & Helen Higgs, 2013. "Forecasting the impact of generation mix on wholesale electricity prices in Australia," Discussion Papers in Finance finance:201306, Griffith University, Department of Accounting, Finance and Economics.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
• Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modelling and Management: An Overview," KIER Working Papers 872, Kyoto University, Institute of Economic Research.
• Ardelean, Vlad & Pleier, Thomas, 2013. "Outliers & predicting time series: A comparative study," FAU Discussion Papers in Economics 05/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013. "Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility," CEIS Research Paper 285, Tor Vergata University, CEIS, revised 16 Dec 2013.
• Item repec:mpr:mprres:7811 is not listed on IDEAS anymore

• Asger Lunde & Anne Floor Brix, 2013. "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers 2013-23, Department of Economics and Business Economics, Aarhus University.
• Ben Jann, 2013. "Predictive Margins and Marginal Effects in Stata," German Stata Users' Group Meetings 2013 11, Stata Users Group.
• Gregor Wergen, 2013. "Modeling record-breaking stock prices," Papers 1307.2048, arXiv.org.