Report NEP-ORE-2018-12-24

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:

• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part I: Concept Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1869, Nov.
• Sarfatia, M. & M., Hesamzadeha. & Holmberg, P., 2018, "Increase-Decrease Game under Imperfect Competition in Two-stage Zonal Power Markets Part II: Solution Algorithm," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1870, Nov.
• Tingting Cheng & Jiti Gao & Yayi Yan, 2018, "Regime switching in the presence of endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/18.
• Giacomo Bonanno & Elias Tsakas, 2017, "Qualitative analysis of common belief of rationality in strategic-form games," Working Papers, University of California, Davis, Department of Economics, number 181, May.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper, University Library of Munich, Germany, number 90516, Nov.
• Jaap H. Abbring & Jeffrey R. Campbell & Jan Tilly & Nan Yang, 2018, "Very Simple Markov-Perfect Industry Dynamics: Empirics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-17, Jul, DOI: 10.21033/wp-2018-17.
• Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018, "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-11.
• Carpinteyro, Martha & Venegas-Martínez, Francisco & Martínez-García, Miguel Ángel, 2018, "Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains," MPRA Paper, University Library of Munich, Germany, number 90549, Dec.
• Marco Bee & Julien Hambuckers & Luca Trapin, 2018, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," DEM Working Papers, Department of Economics and Management, number 2018/08.
• Chaohua Dong & Jiti Gao & Oliver Linton, 2018, "High dimensional semiparametric moment restriction models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/18.
• Jang, Tae-Seok & Sacht, Stephen, 2018, "Forecast heuristics, consumer expectations, and new-Keynesian macroeconomics: A horse race," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-09.
• Offer Lieberman & Peter C.B. Phillips, 2018, "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2151, Jun.
• Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018, "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/18.
• Jitendra Kumar & Varun Agiwal, 2018, "Merger and Acquire of Series: A New Approach of Time Series Modeling," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/16, Dec.
• Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
• D.M. Nachane, , "Time-varying spectral analysis: Theory and applications," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2018-025.
• Benjamin Hébert & Michael Woodford, 2018, "Information Costs and Sequential Information Sampling," NBER Working Papers, National Bureau of Economic Research, Inc, number 25316, Nov.
• Tan, Fei, 2018, "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper, University Library of Munich, Germany, number 90487, Oct.
• Akamatsu, Takashi & Wada, Kentaro & Iryo, Takamasa & Hayashi, Shunsuke, 2018, "Departure time choice equilibrium and optimal transport problems," MPRA Paper, University Library of Munich, Germany, number 90361, Dec.
• Yulei Luo & Jun Nie & Eric Young, 2018, "Growth and Welfare Gains from Financial Integration Under Model Uncertainty," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-12, Dec, DOI: 10.18651/RWP2018-12.