Report NEP-ORE-2013-03-16This 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:
- Mark Andor & Frederik Hesse, 2013. "The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)," Ruhr Economic Papers 0394, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
- Szymon Kamiński, 2013. "The pricing of options on WIG20 using GARCH models," Working Papers 2013-06, Faculty of Economic Sciences, University of Warsaw.
- Maddalena Cavicchioli, 2013. "Determining the Number of Regimes in Markov-Switching VAR and VMA Models," Working Papers 2013:03, Department of Economics, University of Venice "Ca' Foscari".
- Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2013. "Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?," SFB 649 Discussion Papers SFB649DP2013-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- David F. Hendry & Grayham E. Mizon, 2013. "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.