Report NEP-ORE-2014-12-29

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.

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Other reports in NEP-ORE

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, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Alessandro Tampieri & Elena M. Parilina, 2014, "Stability and Cooperative Solution in Stochastic Games," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 14-26.
• Tobias Fissler & Mark Podolskij, 2014, "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-52, Dec.
• Davide Pettenuzzo & Francesco Ravazzolo, 2014, "Optimal portfolio choice under decision-based model combinations," Working Paper, Norges Bank, number 2014/15, Nov.
• 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, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2014, Nov.
• Kulaksizoglu, Tamer, 2014, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper, University Library of Munich, Germany, number 60456, Aug.
• Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014, "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers, European Regional Science Association, number ersa14p25, Nov.
• He, Y. & Einmahl, J.H.J., 2014, "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-035.
• Kratz, Marie & Nagel , Werner, 2014, "On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1416, Nov.
• Item repec:dgr:uvatin:20140149 is not listed on IDEAS anymore

• Sonia Di Giannatale Menegalli & Itza T. Q. Curiel-Cabral, 2013, "Compromises and Incentives," Working Papers, CIDE, División de Economía, number DTE 559, Sep.
• Item repec:hum:wpaper:sfb649dp2014-067 is not listed on IDEAS anymore