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Report NEP-FOR-2019-04-08
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:
- Tingting Cheng & Jiti Gao & Oliver Linton, 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/19.
- Novy Ann M. Etac & Roel F. Ceballos, 2019, "Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling," Papers, arXiv.org, number 1904.00749, Feb.
- Skreta, Vasiliki & Giacomini, Raffaella & Gaglianone, Wagner & Issler, Joao, 2019, "Incentive-driven Inattention," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13619, Mar.
- Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019, "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-04, Mar.
- Pauwels, Laurent & Radchenko, Peter & Vasnev, Andrey, 2019, "Higher Moment Constraints for Predictive Density Combinations," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-01, Mar.
- Fokin, Nikita (Фокин, Никита), 2019, "VAR-LASSO model for the Russian economy on a large data set
[Var-Lasso Модель Для Российской Экономики На Большом Массиве Данных]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 031951, Mar. - Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
- Chan, Felix & Pauwels, Laurent, 2019, "Equivalence of optimal forecast combinations under affine constraints," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-02, Mar.