Report NEP-ORE-2009-04-13This 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:
- Malik, Sheheryar & Pitt, Michael K, 2009. "Modelling Stochastic Volatility with Leverage and Jumps : A Simulated Maximum Likelihood Approach via Particle Filtering," The Warwick Economics Research Paper Series (TWERPS) 897, University of Warwick, Department of Economics.
- George A. Christodoulakis & Emmanuel C. Mamatzakis, 2009. "Labour Market Dynamics in EU: a Bayesian Markov Chain Approach," Discussion Paper Series 2009_07, Department of Economics, University of Macedonia, revised Apr 2009.
- Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley, 2009. "On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009. "Differential Evolution and Combinatorial Search for Constrained Index Tracking," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09032, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
- Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute for the Study of Labor (IZA).