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Report NEP-ORE-2016-08-28
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:
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-018, Jan, revised Nov 2015.
- Jiawen Xu & Pierre Perron, 2015, "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-012, Sep.
- Barnett, William & Aghababa, Hajar, 2016, "Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?," MPRA Paper, University Library of Munich, Germany, number 73240, Jul.
- Luis Filipe Martins & Pierre Perron, 2015, "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-014, Oct.
- Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
- Johansson, Per-Olov, 2016, "Tradable Permits in Cost–Benefit Analysis. A Numerical Illustration," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2016:14, May.
- Kardaras, Constantinos & Robertson, Scott, 2017, "Continuous-time perpetuities and time reversal of diffusions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67495, Jan.
- Rasmus T. Varneskov & Pierre Perron, 2015, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-015, Sep.
- Pierre Perron & Gabriel RodrÃguez, , "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-017, revised 19 Oct 2015.
- Francis X. Diebold & Minchul Shin, 2016, "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22516, Aug.