Report NEP-ORE-2011-06-04This 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:
- Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series, European Central Bank 1341, European Central Bank.
- Mohamed Boutahar & Rabeh Khalfaoui2, 2011. "Estimation of the long memory parameter in non stationary models: A Simulation Study," Working Papers, HAL halshs-00595057, HAL.
- Francesco Carravetta & Marco M. Sorge, 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers, University of Bonn, Germany bgse05_2011, University of Bonn, Germany.
- Pagliarani, Stefano & Pascucci, Andrea, 2011. "Analytical approximation of the transition density in a local volatility model," MPRA Paper 31107, University Library of Munich, Germany.
- James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers, Queen's University, Department of Economics 1268, Queen's University, Department of Economics.