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Report NEP-FOR-2014-04-11
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:
- Jennifer Castle & David Hendry & Michael P. Clements, 2014, "Robust Approaches to Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 697, Jan.
- Li, Yushu & Andersson, Jonas, 2014, "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/12, Mar.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-05, Mar.
- Item repec:iwh:dispap:4-14 is not listed on IDEAS anymore
- Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014, "Information in the yield curve: A Macro-Finance approach," Working Paper Research, National Bank of Belgium, number 254, Mar.
- Item repec:pen:papers:14-011 is not listed on IDEAS anymore
- Christoph Bergmeir & Rob J Hyndman & Jose M Benitez, 2014, "Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/14.
- Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.