Printed from https://ideas.repec.org/n/nep-ore/2017-11-05.html
Report NEP-ORE-2017-11-05
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:
- Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong, 2017, "Specification Testing of Production in a Stochastic Frontier Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-097/III, Oct.
- Rotermann, Benedikt & Wilfling, Bernd, 2017, "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168210.
- Federico Belotti & Giuseppe Ilardi, 2017, "Consistent inference in fixed-effects stochastic frontier models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1147, Oct.
- Alexander Chudik & M. Hashem Pesaran, 2017, "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series, CESifo, number 6688.
- Morten Ø. Nielsen & S Johansen, 2017, "Testing The Cvar In The Fractional Cvar Model," Working Paper, Economics Department, Queen's University, number 1394, Oct.
- Janys, Lena, 2017, "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168077.
- Conrad, Christian, 2017, "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168200.
- Benjamin Wong, 2017, "Historical Decompositions for Nonlinear Vector Autoregression Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-62, Oct.