Report NEP-ORE-2017-12-18

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.

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Other reports in NEP-ORE

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, Bank of Canada, number 17-55, DOI: 10.34989/swp-2017-55.
• Thorsten Simon & Peter Fabsic & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2017, "Probabilistic forecasting of thunderstorms in the Eastern Alps," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-25, Dec.
• Kleijnen, J.P.C., 2017, "Kriging : Methods and Applications," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-047.
• 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, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-23, Nov.
• Serhiy Kozak & Stefan Nagel & Shrihari Santosh, 2017, "Shrinking the Cross Section," NBER Working Papers, National Bureau of Economic Research, Inc, number 24070, Nov.
• Nadine McCloud & Christopher F. Parmeter, 2017, "Calculating Degrees of Freedom in Multivariate Local Polynomial Regression," Working Papers, University of Miami, Department of Economics, number 2017-14, Nov.
• Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017, "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers, University of Miami, Department of Economics, number 2017-15, Oct.