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Report NEP-ORE-2019-02-18
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:
- Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-02, Jan.
- Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai Leung, 2018, "Estimating Multiple Breaks in Nonstationary Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 92074, Aug.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019, "Integer-valued stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 91962, Feb, revised 04 Feb 2019.
- Paolo Andreini & Donato Ceci, 2019, "A Horse Race in High Dimensional Space," CEIS Research Paper, Tor Vergata University, CEIS, number 452, Feb, revised 14 Feb 2019.
- Pierre Perron & Yohei Yamamoto, 2018, "Testing for Changes in Forecasting Performance," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-03, May, revised Dec 2018.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019, "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS59, Feb.
- Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018, "Semiparametrically efficient estimation of the average linear regression function," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/18, Nov.
- Dmitry Arkhangelsky & Susan Athey & David A. Hirshberg & Guido W. Imbens & Stefan Wager, 2019, "Synthetic Difference In Differences," NBER Working Papers, National Bureau of Economic Research, Inc, number 25532, Feb.
- Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2018, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 362, Nov.
- Vitaliy Oryshchenko & Richard J. Smith, 2018, "Improved density and distribution function estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP47/18, Jul.
- Nicky L. Grant & Richard J. Smith, 2019, "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/19, Jan.
- Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.