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Report NEP-FOR-2019-12-09
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:
- Nikolaos Kourentzes & George Athanasopoulos, 2019, "Elucidate Structure in Intermittent Demand Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/19.
- Arne Vogler & Florian Ziel, , "On The Evaluation Of Binary Event Probability Predictions In Electricity Price Forecasting," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1911.
- Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther, 2019, "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 29291, Nov.
- Wolfinger, Nicholas H., 2018, "An Alternative Method of Forecasting Divorce Rates Based on the Parametric Sickle Model," SocArXiv, Center for Open Science, number txqsm, Aug, DOI: 10.31219/osf.io/txqsm.
- Alberto Caruso & Laura Coroneo, 2019, "Predicting interest rates in real-time," Discussion Papers, Department of Economics, University of York, number 19/18, Nov.
- Jaroslav Pavlicek & Ladislav Kristoufek, 2019, "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/18, Jul, revised Jul 2019.