Report NEP-ORE-2010-01-16This 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:
- Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series 0917, Institute of Economic Research, Korea University.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
- Russell Davidson, 2009. "Testing for restricted stochastic dominance: some further results," Working Papers halshs-00443556, HAL.
- Tetsuya Takaishi, 2009. "Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo," Papers 1001.0024, arXiv.org.
- J. Carlos Escanciano, 2009. "Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series Models," Caepr Working Papers 2009-019, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.