Report NEP-ORE-2017-12-18This 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.
The following items were announced in this report:
- Bruno Feunou & Cédric Okou, 2017. "Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models," Staff Working Papers 17-55, Bank of Canada.
- Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017. "Probabilistic Forecasting of Thunderstorms in the Eastern Alps," Working Papers 2017-25, Faculty of Economics and Statistics, University of Innsbruck.
- Kleijnen, J.P.C., 2017. "Kriging : Methods and Applications," Discussion Paper 2017-047, Tilburg University, Center for Economic Research.
- Manuel Gebetsberger & Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2017. "Estimation methods for non-homogeneous regression models: Minimum continuous ranked probability score vs. maximum likelihood," Working Papers 2017-23, Faculty of Economics and Statistics, University of Innsbruck.
- Serhiy Kozak & Stefan Nagel & Shrihari Santosh, 2017. "Shrinking the Cross Section," NBER Working Papers 24070, National Bureau of Economic Research, Inc.
- Nadine McCloud & Christopher F. Parmeter, 2017. "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers 2017-14, University of Miami, Department of Economics.
- Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017. "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers 2017-15, University of Miami, Department of Economics.