Report NEP-ORE-2014-12-29This 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:
- Stefan Bruder, 2014. "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers 181, Department of Economics - University of Zurich, revised Dec 2015.
- Alessandro Tampieri & Elena M. Parilina, 2014. "Stability and Cooperative Solution in Stochastic Games," CREA Discussion Paper Series 14-26, Center for Research in Economic Analysis, University of Luxembourg.
- Tobias Fissler & Mark Podolskij, 2014. "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers 2014-52, Department of Economics and Business Economics, Aarhus University.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Kulaksizoglu, Tamer, 2014. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper 60456, University Library of Munich, Germany.
- Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
- Kratz, Marie & Nagel , Werner, 2014. "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²," ESSEC Working Papers WP1416, ESSEC Research Center, ESSEC Business School.
- Lin Zhao & Sweder van Wijnbergen, 2014. "Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition," Tinbergen Institute Discussion Papers 14-149/VI, Tinbergen Institute.
- Sonia Di Giannatale Menegalli & Itza T. Q. Curiel-Cabral, 2013. "Compromises and Incentives," Working papers DTE 559, CIDE, División de Economía.
- Vladimir Spokoiny & Mayya Zhilova, 2014. "Bootstrap confidence sets under model misspecification," SFB 649 Discussion Papers SFB649DP2014-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.