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Report NEP-ORE-2012-05-02
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:
- Federico Belotti & Giuseppe Ilardi, 2012, "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper, Tor Vergata University, CEIS, number 231, Apr, revised 18 Apr 2012.
- Mark J Jensen & John M Maheu, 2012, "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers, University of Toronto, Department of Economics, number tecipa-453, Apr.
- Pelenis, Justinas, 2012, "Bayesian Semiparametric Regression," Economics Series, Institute for Advanced Studies, number 285, Apr.
- Arturo Kohatsu-Higa & Salvador Ortiz-Latorre & Peter Tankov, 2012, "Optimal simulation schemes for L\'evy driven stochastic differential equations," Papers, arXiv.org, number 1204.4877, Apr.
- James Morley & Jeremy Piger & Pao-Lin Tien, 2012, "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers, School of Economics, The University of New South Wales, number 2012-23, Mar.
- Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012, "Unit roots, nonlinearities and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-14, Apr.
- Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.