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Report NEP-ORE-2017-05-21
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:
- Babii, Andrii, 2017, "Honest confidence sets in nonparametric IV regression and other ill-posed models," TSE Working Papers, Toulouse School of Economics (TSE), number 17-803, May.
- Farmer, Leland & Toda, Alexis Akira, 2016, "Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments," MPRA Paper, University Library of Munich, Germany, number 78981, Nov.
- Chang, C-L. & McAleer, M.J., 2017, "The Fiction of Full BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-015/III, Jan.
- Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel, 2017, "New Bid-Ask Spread Estimators from Daily High and Low Prices," MPRA Paper, University Library of Munich, Germany, number 79102, May.
- Asai, M. & McAleer, M.J., 2017, "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-017/III, Jan.
- Jin Seo Cho & Halbert White, 2017, "Directionally Differentiable Econometric Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-103, Apr.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2017, "A New Way to Quantify the Effect of Uncertainty," Working Papers, Federal Reserve Bank of Dallas, number 1705, May, DOI: 10.24149/wp1705r1.
- Babii, Andrii & Florens, Jean-Pierre, 2017, "Are unobservables separable?," TSE Working Papers, Toulouse School of Economics (TSE), number 17-802, May.
- Karol Szafranek, 2017, "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers, Narodowy Bank Polski, number 262.
- Toda, Alexis Akira & Walsh, Kieran James, 2016, "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper, University Library of Munich, Germany, number 78980, Nov.
- Toda, Alexis Akira, 2017, "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper, University Library of Munich, Germany, number 78984, Mar.