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Report NEP-ORE-2015-08-13
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:
- Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2015, "Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1531, Jul, revised Jan 2018.
- Dimitris Korobilis., 2015, "Prior selection for panel vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2015_10, Apr.
- Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015, "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 46.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
- Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_08, Feb.
- Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2015, "npbr: A Package for Nonparametric Boundary Regression in R," TSE Working Papers, Toulouse School of Economics (TSE), number 15-576, May.
- Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015, "Treatment Effects with Many Covariates and Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-31, Jul.
- Le Yaouanq, Yves, 2015, "Anticipating Preference Reversal"," TSE Working Papers, Toulouse School of Economics (TSE), number 15-585, Jun.
- Ivan Fernandez-Val & Martin Weidner, 2015, "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/15, Apr.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015, "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2015, Jul.
- Kevin Fergusson & Eckhard Platen, 2015, "Application of Maximum Likelihood Estimation to Stochastic Short Rate Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 361, Jul.
- Roman Šperka & Irena Szarowská, 2015, "Impact of a Financial Transaction Tax on a Financial Market," Working Papers, Silesian University, School of Business Administration, number 0013, Jul.
- Vitoratou, Silia & Ntzoufras, Ioannis & Moustaki, Irini, 2016, "Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57685, Jan.
- Richard Arnott & Anatolii Kokoza & Mehdi Naji, 2015, "A Model of Rush-Hour Traffic in an Isotropic Downtown Area," Working Papers, University of California at Riverside, Department of Economics, number 201511, Jul.
- Item repec:hum:wpaper:sfb649dp2015-038 is not listed on IDEAS anymore
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/15, Mar.
- Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015, "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers, McMaster University, number 2015-10, Aug.
- Chau, Tak Wai, 2015, "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper, University Library of Munich, Germany, number 65888, Jul.
- Item repec:vie:viennp:1508 is not listed on IDEAS anymore
- Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.
- Filip Matejka & Colin Stewart & Jakub Steiner, 2015, "Rational Inattention Dynamics: Inertia and Delay in Decision-Making," 2015 Meeting Papers, Society for Economic Dynamics, number 307.
- Eleanor Sanderson & Frank Windmeijer, 2015, "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/15, Jun.
- Xinying Fu & Vincent van den Berg & Erik T. Verhoef, 2015, "Private Road Networks with Uncertain Demand," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-092/VIII, Aug, revised 28 Nov 2017.
- William Larson, 2015, "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers, The George Washington University, The Center for Economic Research, number 2015-002, Jul.
- Benteng Zou, 2015, "Differential Games with (A)symmetric Players and Heterogeneous Strategies," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-06.
- Maria Breitwieser, 2015, "Optimal Contracting with Reciprocal Agents in a Competitive Search Model," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-16, Jul.
- Cars Hommes & Daan in't Veld, 2015, "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-088/II, Jul.