Report NEP-ORE-2019-10-21

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:

• Beaumont, Paul & Smallwood, Aaron, 2019, "Inference for likelihood-based estimators of generalized long-memory processes," MPRA Paper, University Library of Munich, Germany, number 96313, Sep.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
• Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019, "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-37-19.
• Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
• Sevvandi Kandanaarachchi & Rob J Hyndman, 2019, "Dimension Reduction For Outlier Detection Using DOBIN," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/19.
• Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019, "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13974, Aug.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
• Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2019, "A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102043, Dec.
• Fritsch, Markus, 2019, "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-36-19.
• Julio-Román, Juan Manuel, 2019, "Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach," Working papers, Red Investigadores de Economía, number 21, Oct.
• Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2019, "Robust portfolio optimization with multi-factor stochastic volatility," Papers, arXiv.org, number 1910.06872, Oct, revised Jun 2020.
• Florian Huber & Katrin Rabitsch, 2019, "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp295, Oct.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019, "Nonparametric estimation of the random coefficients model: An elastic net approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 824, DOI: 10.4419/86788957.
• OH, Joonseok; ROGANTINI PICCO, Anna, 2019, "Macro uncertainty and unemployment risk," Economics Working Papers, European University Institute, number ECO 2019/02.
• Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2019, "Assessing DOJ’s Proposed Remedy in Sprint/T-Mobile: Can Ex Ante Competitive Conditions in Wireless Markets Be Restored?," Working Papers, NET Institute, number 19-14, Oct.
• Rady, Sven & Keller, R Godfrey, 2019, "Undiscounted Bandit Games," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14046, Oct.
• Godfrey Keller & Sven Rady, 2019, "Undiscounted Bandit Games," Economics Series Working Papers, University of Oxford, Department of Economics, number 882, Oct.
• Oliver Merz & Raphael Flepp & Egon Franck, 2020, "Sonic Thunder vs. Brian the Snail : Are people affected by uninformative racehorse names?," Working Papers, University of Zurich, Department of Business Administration (IBW), number 384, Nov.
• Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019, "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-38-19.
• Falbo, Paolo & Pelizzari, Cristian & Taschini, Luca, 2019, "Renewables, allowances markets, and capacity expansion in energy-only markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101704, Nov.
• Donald W.K. Andrews & Soonwoo Kwon, 2019, "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2184, Jul, revised Oct 2019.
• Damir Filipovi'c & Kathrin Glau & Yuji Nakatsukasa & Francesco Statti, 2019, "Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing," Papers, arXiv.org, number 1910.07241, Oct.
• Francesco Cerigioni & Fabrizio Germano & Pedro Rey-Biel & Peio Zuazo-Garin, 2019, "Higher orders of rationality and the structure of games," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1672, Aug.
• Stefania Albanesi & Domonkos F. Vamossy, 2019, "Predicting Consumer Default: A Deep Learning Approach," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-056, Sep.
• Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13970, Aug.
• Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019, "Firm-level Irreversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26372, Oct.
• Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019, "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2019/13, Oct.
• Takanori IDA & Ryo OKUI, 2019, "Can information alleviate overconfidence? A randomized experiment on financial market predictions," Discussion papers, Graduate School of Economics , Kyoto University, number e-19-005, Oct.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13950, Aug.
• David M. Kaplan, 2019, "distcomp: Comparing distributions," Working Papers, Department of Economics, University of Missouri, number 1908.
• Matteo Brachetta & Claudia Ceci, 2019, "A BSDE-based approach for the optimal reinsurance problem under partial information," Papers, arXiv.org, number 1910.05999, Oct, revised May 2020.
• Tim Leung & Yang Zhou, 2019, "Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework," Papers, arXiv.org, number 1910.06432, Oct.
• Ayal Y. Chen-Zion & James E. Rauch, 2019, "History Dependence, Cohort Attachment, and Job Referrals in Networks of Close Relationships," NBER Working Papers, National Bureau of Economic Research, Inc, number 26358, Oct.
• Hakimov, Rustamdjan & Heller, Christian-Philipp & Kübler, Dorothea & Kurino, Morimitsu, 2019, "How to avoid black markets for appointments with online booking systems," Discussion Papers, Research Unit: Market Behavior, WZB Berlin Social Science Center, number SP II 2019-210.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Building Knowledge-Based Economies in Africa: A Systematic Review of Policies and Strategies," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/072, Jan.
• Spears, Dean & Budolfson, Mark, 2019, "Why Variable-Population Social Orderings Cannot Escape the Repugnant Conclusion: Proofs and Implications," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12668, Oct.
• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019, "Pure Rank Preferences and Variation in Risk-Taking Behavior," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12637, Sep.
• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019, "Pure rank preferences and variation in risk-taking behavior," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 123, DOI: 10.15496/publikation-34265.
• Hubertus Franke & Martina Hasseler & Denise Dick & Stephanie Krebs & Anna Lietz & Siegfried Bublitz, 2019, "The IT-value stream model for Hospital Networks," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9811065, Oct.
• Jacob Leshno & Philipp Strack, 2019, "Bitcoin: An Impossibility Theorem for Proof-of-Work based Protocols," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2204, Oct.
• Bolte, Jérôme & Pauwels, Edouard, 2019, "Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1044, Oct.
• Marques, Jorge & Pascoal, Rui, 2018, "Mathematical Economics - Marginal analysis in the consumer behavior theory," MPRA Paper, University Library of Munich, Germany, number 96442.
• Jan K. Brueckner & Achim I. Czerny & Alberto A. Gaggero, 2019, "Airline Mitigation of Propagated Delays: Theory and Empirics on the Choice of Schedule Buffers," CESifo Working Paper Series, CESifo, number 7875.
• Dwijayanti, Nita & Hady, Hamdy & Elfiswandi, Elfiswandi, 2019, "Pengaruh Struktur Modal Berdasarkan Profitabilitas, Pertumbuhan Aset, dan Ukuran Perusahaan pada Perusahaan Manufaktur
  [Effect of Capital Structure Based on Profitability, Asset Growth, and Company," MPRA Paper, University Library of Munich, Germany, number 96525, Oct.
• Wolfram F. Richter, 2019, "The Economics of the Digital Services Tax," CESifo Working Paper Series, CESifo, number 7863.
• Crosetto, P. & Filippin, A. & Katuscak, P. & Smith, J., 2019, "Central tendency bias in belief elicitation," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2019-04.

Report NEP-ORE-2019-10-21

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: