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.

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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 tecipa-638, University of Toronto, Department of Economics.
• Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 19-08, Federal Reserve Bank of Cleveland.
• Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
• 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 18-78, Swiss Finance Institute.
• 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 93634, University Library of Munich, Germany.
• Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
• Kaitong Hu & Zhenjie Ren & Junjian Yang, 2019. "Principal-agent problem with multiple principals," Working Papers hal-02088486, HAL.
• Babenko, Ilona & Bennett, Benjamin & Bizjak, John M. & Coles, Jeffrey L. & Sandvik, Jason J., 2019. "Clawback Provisions and Firm Risk," Working Paper Series 2019-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Olivier Ledoit & Michael Wolf, 2019. "The power of (non-)linear shrinking: a review and guide to covariance matrix estimation," ECON - Working Papers 323, Department of Economics - University of Zurich, 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 2019-06, Department of Economics and Business Economics, Aarhus University.
• Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2017. "Financial Engineering and Economic Development," Working Papers 16-29R, Federal Reserve Bank of Cleveland.
• Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2019. "A closed-form solution to the risk-taking motivation of subordinated debtholders," MPRA Paper 93698, University Library of Munich, Germany.
• Mansur, Alfan, 2018. "Measuring Systemic Risk on Indonesia’s Banking System," MPRA Paper 93300, University Library of Munich, Germany, revised 12 Apr 2018.
• Jens H. E. Christensen & Mark M. Spiegel, 2019. "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series 2019-15, Federal Reserve Bank of San Francisco.
• Jesús Fernández-Villaverde & Federico S. Mandelman & Yang Yu & Francesco Zanetti, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," FRB Atlanta Working Paper 2019-9, Federal Reserve Bank of Atlanta.
• Joshua S. Graff Zivin & Lisa B. Kahn & Matthew J. Neidell, 2019. "Incentivizing Learning-By-Doing: The Role of Compensation Schemes," NBER Working Papers 25799, National Bureau of Economic Research, Inc.
• Tianxu Chen, 2019. "Health Insurance Coverage and Marriage Behavior: Is There Evidence of Marriage Lock?," Working papers 2019-09, University of Connecticut, Department of Economics.
• Ezra Einy & Ori Haimanko & David Lagziel, 2019. "Strong Robustness To Incomplete Information And The Uniqueness Of A Correlated Equilibrium," Working Papers 1901, Ben-Gurion University of the Negev, Department of Economics.
• Emilio Colombo & Matteo Pelagatti, 2019. "Statistical Learning and Exchange Rate Forecasting," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1901, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
• Herings, P. Jean-Jacques & Peeters, Ronald & Tenev, Anastas & Thuijsman, Frank, 2019. "Naïve imitation and partial cooperation in a local public goods model," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).