Report NEP-ORE-2008-12-14
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Kleppe, Tore Selland & Skaug, Hans J., 2008, "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper, University Library of Munich, Germany, number 12022, Jul.
- Item repec:dgr:uvatin:20080096 is not listed on IDEAS anymore
- Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we086027, Nov.
- Item repec:dgr:umamet:2008043 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080102 is not listed on IDEAS anymore
Printed from https://ideas.repec.org/n/nep-ore/2008-12-14.html