Report NEP-FOR-2023-03-06
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:
- Hyeongwoo Kim & Jisoo Son, 2023, "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-02, Feb.
- Hana, Yuefeng & Chenb, Rong & Zhangb, Cun-Hui & Yao, Qiwei, 2023, "Simultaneous decorrelation of matrix time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117386, Jan.
- Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023, "Testing Quantile Forecast Optimality," Papers, arXiv.org, number 2302.02747, Feb, revised Oct 2023.
Printed from https://ideas.repec.org/n/nep-for/2023-03-06.html