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Report NEP-ORE-2016-09-25
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:
- Manabu Asai & Chia-Lin Chang & Michael McAleer, 2016, "Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-15, Sep.
- G. Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito Author-Workplace-Name Scuola Superiore Sant'Anna, 2016, "The effects of Labour Market Reforms upon Unemployment and Income Inequalities : an agent based model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-24, Jul.
- GAO, Zhengyuan & HAFNER, Christian, 2016, "Looking Backward and Looking Forward," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016014, May.
- Sylvia Kaufmann, 2016, "Hidden Markov models in time series, with applications in economics," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.06, Sep.
- Manabu Asai & Michael McAleer, 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-14, Sep.
- Maheu, John M & Shamsi, Azam, 2016, "Nonparametric Dynamic Conditional Beta," MPRA Paper, University Library of Munich, Germany, number 73764, Sep.
- Anh Nguyen & Efthymios Pavlidis & David Alan Peel, 2016, "Modeling changes in U.S. monetary policy," Working Papers, Lancaster University Management School, Economics Department, number 127876159.
- Tanmay S. Patankar, 2016, "Asset Pricing in a Semi-Markov Modulated Market with Time-dependent Volatility," Papers, arXiv.org, number 1609.04907, Sep.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015, "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W09, Aug.
- Özge Dilaver & Robert Jump & Paul Levine, 2016, "Agent-based Macroeconomics and Dynamic Stochastic General Equilibrium Models: Where do we go from here?," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0116, Jan.
- Wu, Ximing & Sickles, Robin, 2014, "Semiparametric Estimation under Shape Constraints," Working Papers, Rice University, Department of Economics, number 15-021, Dec.
- Liza Charroin, 2016, "The effect of sequentiality and heterogeneity in network formation games," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1629.
- Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C., 2015, "A Spatial Autoregressive Stochastic Frontier Model for Panel Data with Asymmetric Efficiency Spillovers," Working Papers, Rice University, Department of Economics, number 15-014, Apr.
- Dominik Sachs & Aleh Tsyvinski & Nicolas Werquin, 2016, "Nonlinear Tax Incidence and Optimal Taxation in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 22646, Sep.