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Report NEP-ORE-2017-01-01
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:
- Christopher F. Parmeter & Valentin Zelenyuk, 2016, "A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis," Working Papers, University of Miami, Department of Economics, number 2016-10, Dec.
- Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2016, "Model Averaging Estimators for the Stochastic Frontier Model," Working Papers, University of Miami, Department of Economics, number 2016-09, Dec.
- Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016, "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1677, Dec.
- Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016, "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22976, Dec.
- Paola Stolfi & Mauro Bernardi & Lea Petrella, 2016, "Multivariate Method Of Simulated Quantiles," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0212, Dec.
- Gao, Jianwei & Zhao, Feng, 2016, "A new approach of stochastic dominance for ranking transformations on the discrete random variable," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-49.
- Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.