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Report NEP-ORE-2015-02-05
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:
- Dassios, Angelos & Zhao, Hongbiao, 2014, "A Markov chain model for contagion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60155, Nov.
- Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/14.
- Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, 2014, "Chasing Volatility. A Persistent Multiplicative Error Model With Jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0186, Sep.
- Andrew J. Buck & George M. Lady, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers, Department of Economics, Temple University, number 1506, Jan.
- Mark Setterfield & Shyam Gouri Suresh, 2014, "Multi-Agent Systems as a Tool for Analyzing Path-Dependent Macrodynamics," Working Papers, New School for Social Research, Department of Economics, number 1405, Dec.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014, "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58185, Jan.
- Robinson, Peter M. & Rossi, Francesca, 2014, "Improved Lagrange multiplier tests in spatial autoregressions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56049, Feb.
- Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin, 2015, "Testing the lag structure of assets’ realized volatility dynamics," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1501, Jan.
- KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015, "Confidence Sets for the Break Date Based on Optimal Tests," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-01, Jan.
- Komarova, Tatiana, 2013, "A new approach to identifying generalized competing risks models with application to second-price auctions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 50245, Jul.
- Michael Dietrich & Jackie Krafft & Jolian McHardy, 2015, "Real Firms, Transaction Costs and Firm Development: A Suggested Formalisation," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-08, Jan.
- Michael Dietrich & Jackie Krafft & Jolian Peter McHardy, 2015, "Real firms, transaction costs and firm development: a suggested formalisation," Working Papers, The University of Sheffield, Department of Economics, number 2015004, Jan.
- Cizek, P. & Aquaro, M., 2015, "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-002.