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Report NEP-ORE-2018-02-26
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:
- Reyes-García, Nallely Jacqueline & Venegas-Martínez, Francisco & Cruz-Aké, Salvador, 2018, "Un análisis comparativo entre GARCH-M, EGARCH y PJ-RS-EV para modelar la volatilidad de Índice de precios y cotizaciones de la Bolsa Mexicana de Valores
[A Comparative Analysis among GARCH-M, EGARCH and PJ-RS-SV (Poisson Jumps - Regime Switching -," MPRA Paper, University Library of Munich, Germany, number 84304, Jan. - David T. Frazier & Worapree Maneesoonthorn & Gael M. Martin & Brendan P.M. McCabe, 2018, "Approximate Bayesian forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/18.
- Fabian Goessling, 2018, "Randomized Quasi Sequential Markov Chain Monte Carlo²," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7018, Feb.
- Sentana, Enrique & Fiorentini, Gabriele, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12682, Feb.
- Bauder, David & Bodnar, Taras & Mazur, Stepan & Okhrin, Yarema, 2018, "Bayesian inference for the tangent portfolio," Working Papers, Örebro University, School of Business, number 2018:2, Feb.
- Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018, "Generalized Recovery," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12665, Jan.
- Manzini, Paola & Mariotti, Marco & Ülkü, Levent, 2018, "Stochastic Complementarity," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11296, Jan.
- Johnstone, I. M & Onatski, A., 2018, "Testing in High-Dimensional Spiked Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1806, Jan.
- Baharad, Eyal & Danziger, Leif, 2018, "Voting in Hiring Committees: Which "Almost" Rule Is Optimal?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11287, Jan.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018, "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers, Bank for International Settlements, number 690, Jan.
- James Bessen, 2018, "AI and Jobs: the role of demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 24235, Jan.
- Chaohua Dong & Jiti Gao & Bin Peng, 2018, "Varying-coefficient panel data models with partially observed factor structure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/18.
- Demuynck, Thomas & Herings, P. Jean-Jacques & Saulle, Riccardo D. & Seel, Christian, 2018, "Bertrand Competition with Asymmetric Costs: A Solution in Pure Strategies," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 002, Feb, DOI: 10.26481/umagsb.2018002.
- P. Gorgi & Siem Jan (S.J.) Koopman & R. Lit, 2018, "The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-009/III, Jan.
- Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018, "Volatility Jumps: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201805, Jan.
- Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga, 2018, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 335, Jan, DOI: 10.24149/gwp335.
- Alan Krause, 2018, "Locally Optimal Three-Bracket Piecewise Linear Income Taxation," Discussion Papers, Department of Economics, University of York, number 18/02, Feb.
- Tsuyoshi Toshimitsu & Tetsuya Nakajima, 2018, "On the merger paradox and asymmetric product differentiation," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 173, Feb, revised Feb 2018.