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Report NEP-ORE-2018-01-15
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:
- Dominik Bertsche & Robin Braun, 2017, "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-11, Dec.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/17, Nov.
- Jakub Olejnik & Alicja Olejnik, 2017, "Improved asymptotic analysis of Gaussian QML estimators in spatial models," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 9/2017, Dec.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017, "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers, Center for Research in Economics and Statistics, number 2017-09, Jan.
- Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017, "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena, Department of Economics, University of Siena, number 761, Nov.
- Taisuke Otsu & Chen Qiu, 2018, "Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 595, Jan.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017, "Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-32, Dec.
- Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2017, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/17, Nov.
- PREMINGER Arie & STORTI Giuseppe, 2017, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017015, Apr.
- Jun-Ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2017, "Calibration of Distributionally Robust Empirical Optimization Models," Papers, arXiv.org, number 1711.06565, Nov, revised May 2020.
- Tandon, Suranjali & Rao, R. Kavita, 2017, "Tax Compliance in India: An Experimental Approach," Working Papers, National Institute of Public Finance and Policy, number 17/207, Nov.
- Sören Blomquist & Whitney Newey & Anil Kumar & Che-Yuan Liang, 2017, "On Bunching and Identification of the Taxable Income Elasticity," NBER Working Papers, National Bureau of Economic Research, Inc, number 24136, Dec.