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Report NEP-ORE-2017-11-26
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:
- Beili Zhu, 2017, "Forecasting the Real Price of Oil Under Alternative Specifications of Constant and Time-Varying Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-71, Nov.
- Karun Adusumilli & Taisuke Otsu & Yoon-Jae Whang, 2017, "Inference on distribution functions under measurement error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 594, Nov.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-09, Mar.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017, "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers, Brandeis University, Department of Economics and International Business School, number 116, Oct.
- Lorenzo Camponovo & Taisuke Otsu, 2017, "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 593, Nov.
- Alexander Chudik & M. Hashem Pesaran, 2017, "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 327, Sep, revised 27 Mar 2021, DOI: 10.24149/gwp327r2.
- D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017, "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 25819, Nov.
- Simon Freyaldenhoven, 2017, "A Generalized Factor Model with Local Factors," 2017 Papers, Job Market Papers, number pfr361, Nov.
- Dimitris Korobilis & Davide Pettenuzzo, 2017, "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers, Brandeis University, Department of Economics and International Business School, number 115, Sep.
- Taku Yamamoto & Hiroaki Chigira, 2017, "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808110, Oct.
- Mantobaye Moundigbaye & Clarisse Messemer & Richard W. Parks & W. Robert Reed, 2017, "Bootstrap Methods for Inference in the Parks Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/09, Nov.
- Reinhard Neck & Sohbet Karbuz, 2017, "Dynamic Optimization under Uncertainty: A Case Study for Austrian Macroeconomic Policies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808250, Oct.
- Wong, Shiu Fung & Tong, Howell & Siu, Tak Kuen & Lu, Zudi, 2017, "A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 78515, Mar.
- Chirok Han & Goeun Lee, 2017, "Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects," Discussion Paper Series, Institute of Economic Research, Korea University, number 1707.
- Arthur Brackmann Netto, 2017, "The Double Edge of Case-Studies: A Frame-Based Definition of Economic Models," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_21, Oct.