Report NEP-ORE-2012-05-15This 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:
- Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
- Tom TRUYTS, 2012. "Stochastic signaling: information substitutes and complements," Center for Economic Studies - Discussion papers ces12.04, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- François-Charles Wolff, 2012. "Decomposition of non-linear models using simulated residuals," Working Papers hal-00694421, HAL.
- Eric Hillebrand & Tae-Hwy Lee, 2012. "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors," CREATES Research Papers 2012-18, School of Economics and Management, University of Aarhus.
- Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
- Stefan Lang & Nikolaus Umlauf & Peter Wechselberger & Kenneth Harttgen & Thomas Kneib, 2012. "Multilevel structured additive regression," Working Papers 2012-07, Faculty of Economics and Statistics, University of Innsbruck.