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Report NEP-ORE-2019-04-15
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:
- Valeria Bignozzi & Matteo Burzoni & Cosimo Munari, 2018, "Risk Measures Based on Benchmark Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-48, Jan, revised Nov 2018.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-07, Mar.
- Inderst, Roman & Opp, Marcus, 2019, "Only time will tell: A theory of deferred compensation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13643, Apr.
- Kris Boudt & Dries Cornilly & Tim Verdonck, 2019, "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/970, Apr.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019, "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper, University Library of Munich, Germany, number 93048, Mar.
- M. Hashem Pesaran & Cynthia Fan Yang, 2019, "Estimation and inference in spatial models with dominant units," CESifo Working Paper Series, CESifo, number 7563.
- Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017, "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 83780, Oct.
- Kang, Xinyu & Fryzlewicz, Piotr & Chu, Catherine & Kramer, Mark & Kolaczyk, Eric D., 2018, "Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90021, Apr.
- Daniel Bird & Alexander Frug, 2019, "Monotone Contracts," Working Papers, Barcelona School of Economics, number 1085, Apr.
- Bar Light, 2019, "Stochastic Comparative Statics in Markov Decision Processes," Papers, arXiv.org, number 1904.05481, Apr, revised Jan 2020.
- BELLEFLAMME Paul, & FORLIN Valeria,, 2019, "Endogenous vertical segmentation in a Cournot oligopoly," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019007, Mar.
- Matteo Brachetta & Claudia Ceci, 2019, "Optimal excess-of-loss reinsurance for stochastic factor risk models," Papers, arXiv.org, number 1904.05422, Apr.
- Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
- Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018, "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-57, Aug.
- Michael Schatz & Didier Sornette, 2018, "Inefficient Bubbles and Efficient Drawdowns in Financial Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-49, Jul.
- Danilov, Anastasia & Irlenbusch, Bernd & Harbring, Christine, 2019, "Helping under a Combination of Team and Tournament Incentives," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12267, Mar.
- Carbajal-De-Nova, Carolina, 2017, "A proposed method to estimate dynamic panel models when either N or T or both are not large," MPRA Paper, University Library of Munich, Germany, number 93100, Sep, revised 02 Sep 2017.
- Bergantiños, Gustavo & Navarro, Adriana, 2019, "Characterization of the painting rule for multi-source minimal cost spanning tree problems," MPRA Paper, University Library of Munich, Germany, number 93266, Apr.
- Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019, "Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations," Papers, arXiv.org, number 1904.03647, Apr, revised Dec 2019.
- Michael W. McCracken, 2019, "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2019-11, Mar, DOI: 10.20955/wp.2019.011.
- Harashima, Taiji, 2019, "A Pareto Inefficient Path to Steady State in Recession," MPRA Paper, University Library of Munich, Germany, number 93216, Apr.
- Takahiro Hoshino & Yuya Shimizu, 2019, "Doubly Robust-type Estimation of Population Moments and Parameters in Biased Sampling," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2019-006, Feb.
- Florent Gallien & Serge Kassibrakis & Semyon Malamud, 2018, "Hedge or Rebalance: Optimal Risk Management with Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-60, Aug.
- Пигнастый, Олег & Koжевников, Георгий, 2019, "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии
[Distributed dynamic PDE-model of a program control by utilization of t," MPRA Paper, University Library of Munich, Germany, number 93278, Feb, revised 02 Feb 2019.