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Report NEP-FOR-2016-03-23
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:
- Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.
- Dovern, Jonas & Hartmann, Matthias, 2016, "Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios," Working Papers, University of Heidelberg, Department of Economics, number 0611, Mar.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1609, Feb.
- Item repec:dnb:dnbwpp:507 is not listed on IDEAS anymore
- Item repec:bof:bofitp:urn:nbn:fi:bof-201506091268 is not listed on IDEAS anymore
- Yahia Salhi & Pierre-Emmanuel Thérond & Julien Tomas, 2016, "A Credibility Approach of the Makeham Mortality Law," Post-Print, HAL, number hal-01232683, DOI: 10.1007/s13385-016-0125-z.
- Corona, Francisco & Tena Horrillo, Juan de Dios & Wiper, Michael Peter, 2015, "On the importance of the probabilistic model in identifying the most decisive game in a tournament," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 21174, Jun.
- Davide Delle Monache & Ivan Petrella, 2016, "Adaptive models and heavy tails," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1052, Feb.
- Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano, 2016, "Dynamic Factor model with infinite dimensional factor space: forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11161, Mar.
- Brian K. Chen & Hawre Jalal & Hideki Hashimoto & Sze-Chuan Suen & Karen Eggleston & Michael Hurley & Lena Schoemaker & Jay Bhattacharya, 2016, "Forecasting Trends in Disability in a Super-Aging Society: Adapting the Future Elderly Model to Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 21870, Jan.
- Zeineb Affes & Rania Hentati-Kaffel, 2016, "Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16016, Feb.