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Report NEP-ORE-2019-02-04
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:
- Zhiyi Shen & Chengguo Weng, 2019, "A Backward Simulation Method for Stochastic Optimal Control Problems," Papers, arXiv.org, number 1901.06715, Jan.
- Dong, C. & Gao, J. & Linton, O., 2018, "High Dimensional Semiparametric Moment Restriction Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1881, Nov.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-08, Jan.
- Kunpeng Li & Qi Li & Lina Lu, 2018, "Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-2, Apr.
- Chen, J. & Li, D. & Linton, O., 2018, "A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1876, Oct.
- Hafner, C. & Linton, O. & Tang, H., 2018, "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1878, Sep.