Report NEP-ORE-2017-02-05This 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.
The following items were announced in this report:
- George Kapetanios & M. Hashem Pesaran & Alexander Chudik, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas, revised 01 Nov 2016.
- Li Lin & Didier Sornette, 2016. "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series 16-61, Swiss Finance Institute.
- Cong Li & Qi Li & Jeffrey Racine & DAIQIANG ZHANG, 2017. "Optimal Model Averaging Of Varying Coefficient Models," Department of Economics Working Papers 2017-01, McMaster University.
- Enrique Martinez-Garcia, 2016. "Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy," Globalization Institute Working Papers 285, Federal Reserve Bank of Dallas, revised 01 Sep 2016.
- Matthieu Garcin & Clément Goulet, 2015. "Non-parameteric news impact curve: a variational approach," Documents de travail du Centre d'Economie de la Sorbonne 15086r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, 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 17.02, Universidad Pablo de Olavide, Department of Economics.
- Anton A. Cheremukhin & Paulina Restrepo-Echavarria & Antonella Tutino, 2016. "Targeted search in matching markets," Working Papers 1610, Federal Reserve Bank of Dallas, revised 20 May 2016.
- Nikolay A Andreev, 2017. "Boundedness of the Value Function of the Worst-Case Portfolio Selection Problem with Linear Constraints," HSE Working papers WP BRP 59/FE/2017, National Research University Higher School of Economics.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
- Kiranmoy Das & Bhuvanesh Pareek & Sarah Brown & Pulak Ghosh, 2017. "A Semiparametric Bayesian Approach to a New Dynamic Zero-Inflated Model," Working Papers 2017001, The University of Sheffield, Department of Economics.
- N. Kundan Kishor & Evan F. Koenig, 2016. "The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting," Working Papers 1613, Federal Reserve Bank of Dallas, revised 01 Nov 2016.
- 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 281, Federal Reserve Bank of Dallas, revised 31 Aug 2016.
- Patrick J. Kehoe & Yan Bai & Cristina Arellano, 2017. "Appendix for Financial Frictions and Fluctuations in Volatility," Staff Report 538, Federal Reserve Bank of Minneapolis.
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.