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Report NEP-ORE-2017-09-03
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:
- Yong Li & Jun Yu & Tao Zeng, 2017, "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2017, May.
- Hiroyuki Watanabe, 2017, "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2017-20, Aug.
- Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017, "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 019, Aug, DOI: 10.26481/umagsb.2017019.
- Giampiero M. Gallo & Edoardo Otranto, 2017, "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_05, Aug.
- Liang Jiang & Xiaohu Wang & Jun Yu, 2017, "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2017, May.
- Mogens Graf Plessen & Alberto Bemporad, 2017, "Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic?," Papers, arXiv.org, number 1708.08857, Aug, revised Oct 2017.
- Jungbin Hwang, 2017, "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers, University of Connecticut, Department of Economics, number 2017-19, Aug, revised Aug 2020.
- Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017, "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers, Örebro University, School of Business, number 2017:7, Aug.
- Nyholm, Juho, 2017, "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper, University Library of Munich, Germany, number 81033, Aug.
- Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017, "Discriminant analysis in small and large dimensions," Working Papers, Örebro University, School of Business, number 2017:6, Aug.
- Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.