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Report NEP-ORE-2014-09-05
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:
- Andrew Foerster & Juan Rubio-Ramírez & Daniel F. Waggoner & Tao Zha, 2014, "Perturbation Methods for Markov-Switching DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20390, Aug.
- Willi Semmler & Lars Grüne & Marleen Stieler, 2013, "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013, EcoMod, number 5782, Jun.
- Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
- Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-22, Aug.
- Florian Huber, 2014, "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp179, Jul.
- Linlin Xu & Giray Okten, 2014, "High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods," Papers, arXiv.org, number 1408.5526, Aug.
- Erhan Bayraktar & Jiaqi Li, 2014, "Stochastic Perron for stochastic target games," Papers, arXiv.org, number 1408.6799, Aug, revised Apr 2016.
- Matias D. Cattaneo & Michael Jansson, 2014, "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-25, Jul.
- Joscha Beckmann & Rainer Schüssler, 2014, "Forecasting Exchange Rates under Model and Parameter Uncertainty," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3214, Aug.
- Andrew Gelman & Guido Imbens, 2014, "Why High-order Polynomials Should not be Used in Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20405, Aug.
- Paris, Quirino, , "Positive Mathematical Programming with Generalized Risk," Working Papers, University of California, Davis, Department of Agricultural and Resource Economics, number 181605, DOI: 10.22004/ag.econ.181605.