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Report NEP-FOR-2018-02-26
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:
- David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018, "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/18.
- Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2017, "Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/17.
- Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
- Dreher, Sandra & Eichfelder, Sebastian & Noth, Felix, 2017, "Predicting earnings and cash flows: The information content of losses and tax loss carryforwards," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 30/2017.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018, "Mixed frequency models with MA components," Discussion Papers, Deutsche Bundesbank, number 02/2018.
- P. Gorgi & Siem Jan (S.J.) Koopman & R. Lit, 2018, "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-009/III, Jan.