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Report NEP-ORE-2015-09-18
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:
- Jason Blevins & Shakeeb Khan, 2015, "Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata," 2015 Stata Conference, Stata Users Group, number 19, Aug.
- Davide Pettenuzzo & Francesco Ravazzolo, 2015, "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 9/2015, Aug.
- Qian, Hang, 2015, "Inequality Constrained State Space Models," MPRA Paper, University Library of Munich, Germany, number 66447, Sep.
- Bo E. Honore & Luojia Hu, 2015, "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-7, Sep.
- E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
- Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015, "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper, University Library of Munich, Germany, number 66492, Aug.
- Lovo , Stefano & Tomala , Tristan, 2015, "Markov Perfect Equilibria in Stochastic Revision Games," HEC Research Papers Series, HEC Paris, number 1093, Sep.
- Ludovic Goudenege & Andrea Molent & Antonino Zanette, 2015, "Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models," Papers, arXiv.org, number 1509.02686, Sep.