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Report NEP-ORE-2018-05-28
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:
- Yao Luo, 2018, "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers, University of Toronto, Department of Economics, number tecipa-606, May.
- Gabriele Fiorentini & Enrique Sentana, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_05, May.
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018, "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12930, May.
- Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
- Jörg Schwiebert, 2018, "A Bivariate Fractional Probit Model," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 381, Apr.
- Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018, "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 88.
- Matei Demetrescu & Sinem Hacioglu Hoke, 2018, "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers, Bank of England, number 723, May.
- Cassim, Lucius, 2018, "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper, University Library of Munich, Germany, number 86861, May.
- Hesamzadeh, M. & Holmberg, P. & Sarfati, M., 2018, "Simulation and Evaluation of Zonal Electricity Market Designs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1829, May.
- Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
- Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018, "Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1813, May.