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Report NEP-ORE-2014-12-13
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:
- Lombardo, Giovanni & Uhlig, Harald, 2014, "A theory of pruning," Working Paper Series, European Central Bank, number 1696, Jul.
- Gael M. Martin & Brendan P.M. McCabe & Worapree Maneesoonthorn & Christian P. Robert, 2014, "Approximate Bayesian Computation in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/14.
- Diana Barro & Elio Canestrelli & Fabio Lanza, 2014, "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:18.
- Svetlana Boyarchenko & Sergei Levendorskii, 2011, "Preemption Games under Levy Uncertainty," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 131101, May, revised Oct 2014.
- Gregor Semieniuk & Ellis Scharfenaker, 2014, "A Bayesian Latent Variable Mixture Model for Filtering Firm Profit Rate," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 2014-1, Feb.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014, "Financial regimes and uncertainty shocks," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1404, Oct.
- Malik, Muhammad Irfan & Rehman, Atiq-ur-, 2014, "Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 59973, Nov.
- Martin Meermeyer, 2014, "LinRegInteractive: An R Package for the Interactive Interpretation of Linear Regression Models," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP14014, Nov.
- Radev, Deyan, 2014, "Assessing systemic fragility: A probabilistic perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 70, DOI: 10.2139/ssrn.2514279.
- Morten Ø. Nielsen & Michal Ksawery Popiel, 2018, "A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1330, May.
- Phillipp Eisenhauer & James J. Heckman & Stefano Mosso, 2014, "Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20622, Oct.
- Francesca Di Iorio & Stefano Fachin, 2014, "Dealing with unobservable common trends in small samples: a panel cointegration approach," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/5, Nov.
- Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
- Ulrich Faigle & Michel Grabisch, 2013, "A Note on Values for Markovian Coalition Processes," Post-Print, HAL, number halshs-00912889.