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Report NEP-ORE-2017-05-07
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:
- Abbring, Jaap & Campbell, J.R. & Tilly, J. & Yang, N., 2018, "Very Simple Markov-Perfect Industry Dynamics (revision of 2017-021) : Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-040.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017, "Markov-Switching Three-Pass Regression Filter," Staff Working Papers, Bank of Canada, number 17-13, DOI: 10.34989/swp-2017-13.
- Item repec:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n is not listed on IDEAS anymore
- Senarathne, Chamil W & Jayasinghe, Prabhath, 2017, "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper, University Library of Munich, Germany, number 78771, Mar, revised 04 Apr 2017.