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Report NEP-ORE-2017-01-15
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:
- Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017, "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 75948, Jan.
- Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
- Sabastine Mushori & Delson Chikobvu, 2016, "A Stochastic Multi-stage Trading Cost model in optimal portfolio selection," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/23, Nov.
- Fuchs, Johann & Söhnlein, Doris & Weber, Brigitte & Weber, Enzo, 2017, "Forecasting labour supply and population: an integrated stochastic model," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201701.
- Javier Hualde & Morten Ø. Nielsen, 2019, "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Working Paper, Economics Department, Queen's University, number 1376, Mar.
- Hirsch, Tristan & Rinke, Saskia, 2017, "Changes in Persistence in Outlier Contaminated Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-583, Jan.