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Report NEP-ORE-2016-05-21
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:
- Hampf, Benjamin, 2015, "Estimating the materials balance condition: A stochastic frontier approach," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 226.
- Andrew J. Buck & George M. Lady, 2016, "Estimating a Falsified Model," DETU Working Papers, Department of Economics, Temple University, number 1601, May.
- Stelios D. Bekiros & Alessia Paccagnini, 2014, "Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model," Open Access publications, School of Economics, University College Dublin, number 10197/7588, Oct.
- Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," Working Papers Series, Institute for New Economic Thinking, number 42, Apr, DOI: 10.2139/ssrn.2772133.
- Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016, "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 201639, May.
- Zeineb Affes & Rania Hentati-Kaffel, 2016, "Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16026, Mar.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016, "A robust confidence interval of historical Value-at-Risk for small sample," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16034, Apr.
- Robert Kollmann, 2016, "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-15, Mar.