Report NEP-ORE-2008-04-04This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Wilkens, Marco & Memmel, Christoph & Entrop, Oliver & Zeisler, Alexander, 2008. "Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2008,01, Deutsche Bundesbank, Research Centre.
- I. Sulis & M. Porcu, 2008. "Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia 200804, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Masato Ubukata & Kosuke Oya, 2008. "A Test for Dependence and Covariance Estimator of Market Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP) 07-03-Rev.2, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
- Alejandro Rodriguez & Esther Ruiz, 2008. "Bootstrap prediction intervals in State Space models," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws081104, Universidad Carlos III, Departamento de Estadística y Econometría.