How to merge videos by avconv?

Question

I have several chunks in folder.

0001.mp4
0002.mp4
0003.mp4
...
0112.mp4

I would like to merge them into full.mp4

I tried to use:

Answer 1

This method will do for concating raw *.avi files only, I suppose. But since lots of people willing to join avi files will end up viewing this question I'll post my answer here anyway:

cat *.avi > out_tmp.avi
avconv -i out_tmp.avi -c copy output.avi

One more time: works for uncompressed *.avi files only.