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Report NEP-ORE-2014-09-29
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:
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2014, "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers, BBVA Bank, Economic Research Department, number 1424, Sep.
- Martinet, G.G. & McAleer, M.J., 2014, "On the Invertibility of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-22, Jul.
- Joseph P. Romano & Michael Wolf, 2014, "Resurrecting weighted least squares," ECON - Working Papers, Department of Economics - University of Zurich, number 172, Sep, revised Oct 2016.
- Minxian Yang, 2014, "Binary Choice Model with Endogeneity: Identification via Heteroskedasticity," Discussion Papers, School of Economics, The University of New South Wales, number 2014-34, Aug.
- Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-29, Aug.
- Juan Tomas Sayago-Gomez, 2014, "Matlab Code for Structural Decomposition Analysis," Working Papers, Regional Research Institute, West Virginia University, number Technical Document 2014-0, Mar, revised 05 May 2014.