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Report NEP-ORE-2015-11-21
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:
- Willi Mutschler, 2015, "Higher-order statistics for DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4315, Nov.
- Boriss Siliverstovs, 2015, "Dissecting Models' Forecasting Performance," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-397, Nov, DOI: 10.3929/ethz-a-010692101.
- Marczak, Martyna & Proietti, Tommaso & Grassi, Stefano, 2015, "A data-cleaning augmented Kalman filter for robust estimation of state space models," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 13-2015.
- Tommaso Proietti, 2015, "Exponential Smoothing, Long Memory and Volatility Prediction," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-51, Jun.
- Sanchez-Perez, Joss, 2015, "A decomposition for the space of games with externalities," MPRA Paper, University Library of Munich, Germany, number 67932.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015, "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers, School of Economics, University College Dublin, number 201523, Oct.
- Hill, Jonathan B. & Prokhorov, Artem, 2015, "GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2015-03, Sep.
- Valerio Scalone, 2015, "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working Papers, Sapienza University of Rome, DISS, number 6/15, Nov.
- Demuynck, T., 2015, "Bounding average treatment effects : a linear programming approach," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 027, Jan, DOI: 10.26481/umagsb.2015027.