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Report NEP-ORE-2017-02-05
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:
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 290, Nov, DOI: 10.24149/gwp290.
- Li Lin & Didier Sornette, 2016, "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-61, Oct.
- Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017, "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers, McMaster University, number 2017-01, Jan.
- Enrique Martínez García, 2016, "Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 285, Sep, DOI: 10.24149/gwp285r2.
- Matthieu Garcin & Clément Goulet, 2015, "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15086r, Sep, revised Jul 2016.
- J. Ignacio García-Pérez & Josep Mestres Domènech, 2017, "The Impact of the 2012 Spanish Labour Market Reform on Unemployment Inflows and Outflows: a Regression Discontinuity Analysis using Duration Models," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 17.02, Feb.
- Anton Cheremukhin & Paulina Restrepo-Echavarria & Antonella Tutino, 2016, "Targeted search in matching markets," Working Papers, Federal Reserve Bank of Dallas, number 1610, May, DOI: 10.24149/wp1610r1.
- Nikolay A Andreev, 2017, "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints," HSE Working papers, National Research University Higher School of Economics, number WP BRP 59/FE/2017.
- Manuel Arellano & Stéphane Bonhomme, 2017, "Sample Selection in Quantile Regression: A Survey," Working Papers, CEMFI, number wp2017_1702, Jan.
- Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh, 2017, "A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model," Working Papers, The University of Sheffield, Department of Economics, number 2017001, Jan.
- N. Kundan Kishor & Evan F. Koenig, 2016, "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers, Federal Reserve Bank of Dallas, number 1613, Nov, DOI: 10.24149/wp1613.
- Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016, "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 281, Aug, DOI: 10.24149/gwp281.
- Cristina Arellano & Yan Bai & Patrick J. Kehoe, 2017, "Appendix for Financial Frictions and Fluctuations in Volatility," Staff Report, Federal Reserve Bank of Minneapolis, number 538, Jan.
- Enrique Sentana, 2015, "Finite Underidentification," Working Papers, CEMFI, number wp2015_1508, Nov.