Report NEP-ORE-2012-07-01
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:
- Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012, "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers, CEMFI, number wp2012_1201, Feb.
- Item repec:dgr:kubcen:2012047 is not listed on IDEAS anymore
- Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2312, Jun.
- Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-13, Jun.
Printed from https://ideas.repec.org/n/nep-ore/2012-07-01.html