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Report NEP-ORE-2017-07-09
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:
- Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
- Item repec:bos:wpaper:wp2017-004 is not listed on IDEAS anymore
- Yukitoshi Matsushita & Taisuke Otsu, 2017, "Likelihood inference on semiparametric models: Average derivative and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 592, Jul.
- Biørn, Erik, 2017, "Identification and Method of Moments Estimation in Polynomial Measurement Error Models," Memorandum, Oslo University, Department of Economics, number 01/2017, Jan.
- Gilbert Mbara, 2017, "Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-13.
- Rengs, Bernhard & Scholz-Waeckerle, Manuel, 2017, "Consumption & Class in Evolutionary Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 80021, Mar.
- Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017, "Interest Rate Volatility and Sudden Stops : An Empirical Investigation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1209, Jul, DOI: 10.17016/IFDP.2017.1209.
- Siebert, Jan & Yang, Guanzhong, 2017, "Discoordination and miscoordination caused by sunspots in the laboratory," Working Papers on East Asian Studies, University of Duisburg-Essen, Institute of East Asian Studies IN-EAST, number 114/2017.
- Helmut Lütkepohl & Thore Schlaak, 2017, "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1672.
- Götz, Thomas B. & Knetsch, Thomas A., 2017, "Google data in bridge equation models for German GDP," Discussion Papers, Deutsche Bundesbank, number 18/2017.
- Luo, Yulei & Nie, Jun & Young, Eric, 2017, "Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium," MPRA Paper, University Library of Munich, Germany, number 80046, Jul.