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Report NEP-ORE-2017-05-14
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:
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017, "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 010, May, DOI: 10.26481/umagsb.2017010.
- Xiaohong Chen & Timothy M. Christensen, 2017, "Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/17, Feb.
- Elisa Alòs & Antoine Jacquier & Jorge A. León, 2017, "The implied volatility of forward starting options: ATM short-time level, skew and curvature," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1568, May.
- Abueg, Luisito, 2016, "A historical walkthrough with L’Hospital, from indeterminates to applied problems in mathematics," MPRA Paper, University Library of Munich, Germany, number 79011, Apr, revised Apr 2016.
- Federico A. Bugni & Joel L. Horowitz, 2017, "Permutation tests for equality of distributions of functional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/17, Apr.
- Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
- Christian Pierdzioch & Rangan Gupta, 2017, "Uncertainty and Forecasts of U.S. Recessions," Working Papers, University of Pretoria, Department of Economics, number 201732, May.
- Zi-Yi Guo, 2017, "International Real Business Cycle Models with Incomplete Information," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507458, Apr.
- Katarina Juselius, 2017, "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers, University of Copenhagen. Department of Economics, number 17-07, Apr.