Report NEP-ORE-2010-12-23This 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:
- Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper Series, The Rimini Centre for Economic Analysis 51_10, The Rimini Centre for Economic Analysis, revised Apr 2011.
- José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Elisa Pagani, 2010. "Multiobjective Lagrangian duality for portfolio optimization with risk measures," Working Papers, University of Verona, Department of Economics 18/2010, University of Verona, Department of Economics.
- Natalia Lukomska & Martin F. Quaas & Stefan Baumgärtner, 2010. "Bush encroachment control and risk management in semi-arid rangelands," Working Paper Series in Economics, University of LÃ¼neburg, Institute of Economics 191, University of Lüneburg, Institute of Economics.
- David E. Giles, 2010. "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria 1004, Department of Economics, University of Victoria.