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Report NEP-ORE-2019-05-13
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:
- Martin Burda & Louis Belisle, 2019, "Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo," Working Papers, University of Toronto, Department of Economics, number tecipa-638, Apr.
- Carsen Jentsch & Kurt Graden Lunsford, 2019, "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers, Federal Reserve Bank of Cleveland, number 19-08, May, DOI: 10.26509/frbc-wp-201908.
- Adam Golinski & Peter Spencer, 2019, "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers, Department of Economics, University of York, number 19/05, May.
- Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh, 2018, "Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-78, Dec.
- Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
- Kerem Tuzcuoglu, 2019, "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers, Bank of Canada, number 19-16, May, DOI: 10.34989/swp-2019-16.
- Kaitong Hu & Zhenjie Ren & Junjian Yang, 2019, "Principal-agent problem with multiple principals," Working Papers, HAL, number hal-02088486, Apr.
- Babenko, Ilona & Bennett, Benjamin & Bizjak, John M. & Coles, Jeffrey L. & Sandvik, Jason J., 2019, "Clawback Provisions and Firm Risk," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-13, Apr.
- Olivier Ledoit & Michael Wolf, 2019, "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers, Department of Economics - University of Zurich, number 323, May, revised Feb 2020.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "The analysis of marked and weighted empirical processes of estimated residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-06, Apr.
- Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2017, "Financial Engineering and Economic Development," Working Papers, Federal Reserve Bank of Cleveland, number 16-29R, Jun, DOI: 10.26509/frbc-wp-201629r.
- Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2019, "A closed-form solution to the risk-taking motivation of subordinated debtholders," MPRA Paper, University Library of Munich, Germany, number 93698, Apr.
- Mansur, Alfan, 2018, "Measuring Systemic Risk on Indonesia’s Banking System," MPRA Paper, University Library of Munich, Germany, number 93300, Jan, revised 12 Apr 2018.
- Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
- Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2019-9, May, DOI: 10.29338/wp2019-09.
- Joshua S. Graff Zivin & Lisa B. Kahn & Matthew J. Neidell, 2019, "Incentivizing Learning-By-Doing: The Role of Compensation Schemes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25799, May.
- Tianxu Chen, 2019, "Health Insurance Coverage and Marriage Behavior: Is There Evidence of Marriage Lock?," Working papers, University of Connecticut, Department of Economics, number 2019-09, May.
- Ezra Einy & Ori Haimanko & David Lagziel, 2019, "Strong Robustness To Incomplete Information And The Uniqueness Of A Correlated Equilibrium," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1901.
- Emilio Colombo & Matteo Pelagatti, 2019, "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS), number dis1901.
- Herings, P. Jean-Jacques & Peeters, Ronald & Tenev, Anastas & Thuijsman, Frank, 2019, "Naïve imitation and partial cooperation in a local public goods model," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Apr, DOI: 10.26481/umagsb.2019013.