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Report NEP-FOR-2017-09-17
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:
- Mawuli Segnon & Mark Trede, 2017, "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6617, Sep.
- Sebastian Fossati, 2017, "Testing for State-Dependent Predictive Ability," Working Papers, University of Alberta, Department of Economics, number 2017-09, Sep.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2017, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/17.
- Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017, "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers, University of California at Riverside, Department of Economics, number 201709, Jul.
- Item repec:nex:wpaper:shorttermtrafficforecasting is not listed on IDEAS anymore
- David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt, 2017, "Construction and visualization of optimal confidence sets for frequentist distributional forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/17.
- Alireza Ermagun & Snigdhansu Chatterjee & David Levinson, 2017, "Using Temporal Detrending to Observe the Spatial Correlation of Traffic," Working Papers, University of Minnesota: Nexus Research Group, number 000161, DOI: 10.1371/journal.pone.0176853.
- George Kapetanios & Simon Price & Garry Young, 2017, "A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-58, Sep.