Printed from https://ideas.repec.org/n/nep-ore/2018-02-19.html
Report NEP-ORE-2018-02-19
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:
- Raouf Boucekkine & Patrick A. Pintus & Benteng Zou, 2018, "Mean Growth and Stochastic Stability in Endogenous Growth Models," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1805, Feb.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
- Gerlach, Richard & Naimoli, Antonio & Storti, Giuseppe, 2018, "Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting," MPRA Paper, University Library of Munich, Germany, number 83893, Jan.
- Koop, G & Korobilis, D, 2018, "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21329, Jan.
- Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_01, Feb.