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Report NEP-ORE-2017-03-26
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:
- Chang, C-L. & McAleer, M.J., 2016, "A Simple Test for Causality in Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-40, Nov.
- Chang, Jinyuan & Guo, Bin & Yao, Qiwei, 2015, "High dimensional stochastic regression with latent factors, endogeneity and nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 61886, Dec.
- Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017, "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-02, Jan.
- Peter Exterkate & Oskar Knapik, 2017, "A regime-switching stochastic volatility model for forecasting electricity prices," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-03, Jan.
- Martin Barbie & Marten Hillebrand, 2017, "Bubbly Markov Equilibria," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1703.
- Jesus Crespo Cuaresma & Florian Huber & Luca Onorante, 2017, "The macroeconomic effects of international uncertainty shocks," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp245, Mar.
- Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
- Item repec:qut:qubewp:wp050 is not listed on IDEAS anymore
- Søren Johansen & Morten Nyboe Tabor, 2017, "Cointegration between trends and their estimators in state space models and CVAR models," Discussion Papers, University of Copenhagen. Department of Economics, number 17-02, Mar.
- Carlos Sáenz-Royo, 2017, "A plausible Decision Heuristics Model: Fallibility of human judgment as an endogenous problem," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/04.
- Frank A Cowell & Martyna Kobus & Radoslaw Kurek, 2017, "Welfare and Inequality Comparisons for Uni- and Multi-dimensional Distributions of Ordinal Data," STICERD - Public Economics Programme Discussion Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 31, Jan.
- Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2017, "PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 04, Apr.
- Stefano BOSI & David DESMARCHELIER, 2017, "A simple method to study local bifurcations of three and four-dimensional systems: characterizations and economic applications," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 17-01.
- Boby Chaitanya Villari & Mohammed Shahid Abdulla, 2017, "effSAMWMIX: An efficient Stochastic Multi-Armed Bandit Algorithm based on a Simulated Annealing with Multiplicative Weights," Working papers, Indian Institute of Management Kozhikode, number 218, Jan.
- Pierani, P.; Tiezzi, S.;, 2017, "Rational addiction and time consistency:an empirical test," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 17/05, Mar.
- Scott French, 2017, "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers, School of Economics, The University of New South Wales, number 2017-05, Feb.