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Report NEP-ORE-2012-03-28
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:
- Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
- Márcio Laurini, 2012, "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-01, Mar.
- Gong, Liutang & Zou, Heng-fu, 2012, "Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism," MPRA Paper, University Library of Munich, Germany, number 37426, Jan.
- Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel, 2011, "Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 37429, Jul.
- Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.