Report NEP-ORE-2018-09-10

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:

• Cavaliere, Giuseppe & Ørregaard Nielsen, Morten & Taylor, A.M. Robert, 2016. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," Queen's Economics Department Working Papers 274649, Queen's University - Department of Economics.
• Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
• Bayer, Christian & Luetticke, Ralph, 2018. "Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods," CEPR Discussion Papers 13071, C.E.P.R. Discussion Papers.
• Youngsub Chun & Duygu Yengin, 2018. "Characterizing Envy-Free, Strategy Proof, and Monotonic Mechanisms in Queueing Problem," School of Economics and Public Policy Working Papers 2018-10, University of Adelaide, School of Economics and Public Policy.
• Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
• Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018. "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers 2018-16, Faculty of Economics and Statistics, Universität Innsbruck.
• Guglielmo Maria Caporale & Timur Zekokh, 2018. "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series 7167, CESifo.
• Stamatopoulos, Giorgos, 2018. "On the gamma-core of asymmetric aggregative games," MPRA Paper 88722, University Library of Munich, Germany.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
• Nicolas S. Lambert & Giorgio Martini & Michael Ostrovsky, 2018. "Quadratic Games," NBER Working Papers 24914, National Bureau of Economic Research, Inc.
• Rodwell Kufakunesu & Calisto Guambe, 2018. "On the optimal investment-consumption and life insurance selection problem with an external stochastic factor," Papers 1808.04608, arXiv.org.