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Report NEP-ORE-2015-01-03
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:
- Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-29.
- Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
- Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014, "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-44, Nov.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10160, Sep.
- Claudia Pigini & Andrea Filippo Presbitero & Alberto Zazzaro, 2014, "State Dependence in Access to Credit," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 102, Dec.
- Mark Podolskij, 2014, "Ambit fields: survey and new challenges," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-51, Dec.
- Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014, "Impulse response matching estimators for DSGE models," CFS Working Paper Series, Center for Financial Studies (CFS), number 498.
- Klein, Torsten L., 2014, "Communicating quantitative information: tables vs graphs," MPRA Paper, University Library of Munich, Germany, number 60514, Dec.
- Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014, "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1971, Dec.
- Keilman, Nico & van Duin, Coen, 2014, "Stochastic Household Forecasts by Coherent Random Shares Predictions," Memorandum, Oslo University, Department of Economics, number 10/2014, Apr.
- Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014, "An M-estimator of Spatial Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-021.
- Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014, "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers, CIRANO, number 2014s-44, Dec.
- Item repec:cep:stiecm:/2014/578 is not listed on IDEAS anymore
- Britta Niehof, 2014, "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201458.
- Klein, Torsten L., 2014, "The small multiple in econometrics – a redesign," MPRA Paper, University Library of Munich, Germany, number 60521, Dec.
- Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014, "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:19.
- Freitag L., 2014, "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 038.