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Report NEP-FOR-2018-05-28
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:
- Marcelo Cajias, 2017, "Is there room for another hedonic model? –The advantages of the GAMLSS approach in real estate research," ERES, European Real Estate Society (ERES), number eres2017_226, Jul.
- Matei Demetrescu & Sinem Hacioglu Hoke, 2018, "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers, Bank of England, number 723, May.
- Melody Y. Huang & Randall R. Rojas & Patrick D. Convery, 2018, "News Sentiment as Leading Indicators for Recessions," Papers, arXiv.org, number 1805.04160, May, revised May 2018.
- Laura Liu, 2018, "Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective," Papers, arXiv.org, number 1805.04178, May, revised Oct 2021.
- Huiwen Wang & Shan Lu & Jichang Zhao, 2018, "Aggregating multiple types of complex data in stock market prediction: A model-independent framework," Papers, arXiv.org, number 1805.05617, May.