Report NEP-ORE-2013-06-24This 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:
- Federico Bassetti & Roberto Casarin & Fabrizio Leisen, 2013. "Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference," Working Papers, Department of Economics, University of Venice "Ca' Foscari" 2013:13, Department of Economics, University of Venice "Ca' Foscari".
- Michael Creel & Dennis Kristensen, 2013. "Indirect Likelihood Inference (revised)," UFAE and IAE Working Papers, Unitat de Fonaments de l'AnÃ lisi EconÃ²mica (UAB) and Institut d'AnÃ lisi EconÃ²mica (CSIC) 931.13, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2013. "A generalized goodness-of-functional form test for binary and fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) 2013_09, University of Evora, CEFAGE-UE (Portugal).
- Masaaki Fujii & Akihiko Takahashi, 2013. "Making Mean-Variance Hedging Implementable in a Partially Observable Market," Papers, arXiv.org 1306.3359, arXiv.org, revised Nov 2013.
- Wei Chen, 2013. "Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty," Papers, arXiv.org 1306.4070, arXiv.org.
- Massimo Florio & Silvia Vignetti, 2013. "The use of ex post Cost-Benefit Analysis to assess the long-term effects of Major Infrastructure Projects," Working Papers, Centre for Industrial Studies (CSIL) 201302, Centre for Industrial Studies (CSIL).
- Albert Ferreiro-Castilla & Kees van Schaik, 2013. "Applying the Wiener-Hopf Monte Carlo simulation technique for Levy processes to path functionals such as first passage times, undershoots and overshoots," Papers, arXiv.org 1306.3923, arXiv.org, revised Mar 2014.
- Coublucq, Daniel, 2013. "Demand estimation with selection bias: A dynamic game approach with an application to the US railroad industry," DICE Discussion Papers, HeinrichâHeineâUniversitÃ¤t DÃ¼sseldorf, DÃ¼sseldorf Institute for Competition Economics (DICE) 94, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).