Printed from https://ideas.repec.org/n/nep-ore/2018-11-26.html
Report NEP-ORE-2018-11-26
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:
- Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
- Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
- Alexander Chudik & M. Hashem Pesaran, 2018, "Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 349, Nov, DOI: 10.24149/gwp349.
- Evgeniy M. Ozhegov & Daria Teterina, 2018, "The Ensemble Method For Censored Demand Prediction," HSE Working papers, National Research University Higher School of Economics, number WP BRP 200/EC/2018.
- Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
- Kurose, Kazuhiro & Yoshihara, Naoki, 2018, "The Heckscher—Ohlin—Samuelson Trade Theory and the Cambridge Capital Controversies: On the Validity of Factor Price Equalisation Theorem," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 686, Oct.
- Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018, "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia, Banco de la Republica de Colombia, number 1059, Nov, DOI: 10.32468/be.1059.
- Xu, Yongsheng & Yoshihara, Naoki, 2018, "An Equitable Nash Solution to Nonconvex Bargaining Problems," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 680, Oct.
- Marco M. Sorge, 2018, "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 514, Nov.
- Krzysztof Echaust, 2018, "Conditional VaR using GARCH-EVT approach with optimal tail selection," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 6910151, Oct.