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Report NEP-ORE-2015-10-25
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:
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
- Badi H. Baltagi & Long Liu, 2015, "Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 183, Sep.
- Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia, 2015, "Composite likelihood inference for hidden Markov models for dynamic networks," MPRA Paper, University Library of Munich, Germany, number 67242, Oct.
- Dante Amengual & Luca Repetto, 2014, "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers, CEMFI, number wp2014_1410, Dec.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015, "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers, Federal Reserve Bank of St. Louis, number 2015-030, Oct, revised 10 Apr 2020, DOI: 10.20955/wp.2015.030.
- Dacorogna, Michel M & Kratz, Marie, 2015, "Living in a Stochastic World and Managing Complex Risks," MPRA Paper, University Library of Munich, Germany, number 67402, Jul.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2014, "A Spectral EM Algorithm for Dynamic Factor Models," Working Papers, CEMFI, number wp2014_1411, Dec.