Report NEP-ORE-2019-10-28

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:

• Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019. "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers 22/19, Monash University, Department of Econometrics and Business Statistics.
• Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
• Shakeeb Khan & Denis Nekipelov, 2019. "On Uniform Inference in Nonlinear Models with Endogeneity," Boston College Working Papers in Economics 986, Boston College Department of Economics.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019. "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers 25/19, Monash University, Department of Econometrics and Business Statistics.
• Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
• Vondra, Marek & Touš, Michal & Teng, Sin Yong, 2019. "Digestate Evaporation Treatment in Biogas Plants: A Techno-economic Assessment by Monte Carlo, Neural Networks and Decision Trees," MPRA Paper 95770, University Library of Munich, Germany.
• Amit Gandhi & Jean-François Houde, 2019. "Measuring Substitution Patterns in Differentiated-Products Industries," NBER Working Papers 26375, National Bureau of Economic Research, Inc.
• Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019. "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers 21/19, Monash University, Department of Econometrics and Business Statistics.
• Blazsek, Szabolcs & Licht, Adrian, 2019. "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics 29030, Universidad Carlos III de Madrid. Departamento de Economía.
• Carol Dahl & Ben Gilbert & Ian Lange, 2019. "Prospects for Mining Asteroids: Into this World or Out of the Question," Working Papers 2019-03, Colorado School of Mines, Division of Economics and Business, revised Jan 2021.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019. "Information, VARs and DSGE Models," School of Economics Discussion Papers 1619, School of Economics, University of Surrey.
• Christophe Chorro & R.H. Fanirisoa Zazaravaka, 2019. "Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures," Documents de travail du Centre d'Economie de la Sorbonne 19014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2019. "Does Costly Reversibility Matter for U.S. Public Firms?," Working Paper Series 2019-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Building Knowledge-Based Economies in Africa: A Systematic Review of Policies and Strategies," Working Papers 19/072, European Xtramile Centre of African Studies (EXCAS).
• Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019. "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper 96621, University Library of Munich, Germany.
• Teng, Sin Yong & Loy, Adrian Chun Minh & Leong, Wei Dong & How, Bing Shen & Chin, Bridgid Lai Fui & Máša, Vítězslav, 2019. "Catalytic thermal degradation of Chlorella Vulgaris: Evolving deep neural networks for optimization," MPRA Paper 95772, University Library of Munich, Germany.
• Bettina Klaus & Alexandru Nichifor, 2019. "Serial Dictatorship Mechanisms with Reservation Prices:Heterogeneous Objects," Cahiers de Recherches Economiques du Département d'économie 19.07, Université de Lausanne, Faculté des HEC, Département d’économie.
• Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles, 2019. "Anomaly Detection in High Dimensional Data," Monash Econometrics and Business Statistics Working Papers 20/19, Monash University, Department of Econometrics and Business Statistics.
• Ilias Georgakopoulos, 2019. "Fiscal Policy Experiments," EERI Research Paper Series EERI RP 2019/11, Economics and Econometrics Research Institute (EERI), Brussels.
• Frank Bosserhoff & Mitja Stadje, 2019. "Robustness of Delta Hedging in a Jump-Diffusion Model," Papers 1910.08946, arXiv.org, revised Apr 2022.
• Dai Zusai, 2019. "Gains in evolutionary dynamics: A unifying and intuitive approach to linking static and dynamic stability," DETU Working Papers 1903, Department of Economics, Temple University.
• Marilia R. Nepomuceno & Cássio M. Turra, 2019. "Assessing the quality of self-reported education in Brazil with intercensal survivorship ratios," MPIDR Working Papers WP-2019-022, Max Planck Institute for Demographic Research, Rostock, Germany.
• Jushan Bai & Sung Hoon Choi & Yuan Liao, 2019. "Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations," Papers 1910.09004, arXiv.org, revised Aug 2020.
• Pietro Battiston & Pier Luigi Sacco & Luca Stanca, 2019. "Cover Effects on Citations Uncovered: Evidence from Nature," Working Papers 420, University of Milano-Bicocca, Department of Economics, revised Oct 2019.
• Ding, Sitong, 2018. "Bounded rationality in rules of price adjustment and the Phillips Curve," LSE Research Online Documents on Economics 102080, London School of Economics and Political Science, LSE Library.
• Bharat K. Chandar & Ali Hortaçsu & John A. List & Ian Muir & Jeffrey M. Wooldridge, 2019. "Design and Analysis of Cluster-Randomized Field Experiments in Panel Data Settings," NBER Working Papers 26389, National Bureau of Economic Research, Inc.
• Maake, Tebogo & Bonga-Bonga, Lumengo, 2019. "The relationship between carry trade and asset markets in South Africa," MPRA Paper 96667, University Library of Munich, Germany.
• Bharat Chandar & Uri Gneezy & John A. List & Ian Muir, 2019. "The Drivers of Social Preferences: Evidence from a Nationwide Tipping Field Experiment," NBER Working Papers 26380, National Bureau of Economic Research, Inc.
• Nikolas Kuschnig & Lukas Vashold, 2019. "BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R," Department of Economics Working Papers wuwp296, Vienna University of Economics and Business, Department of Economics.
• Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
• Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," NBER Working Papers 26374, National Bureau of Economic Research, Inc.
• Yanfei Bai & Zhongbao Zhou & Helu Xiao & Rui Gao & Feimin Zhong, 2019. "A hybrid stochastic differential reinsurance and investment game with bounded memory," Papers 1910.09834, arXiv.org.
• E. Bacchiega & M. Colucci & M. Magnani, 2019. "What goes around, comes around: Reciprocal effects and double-sided moral hazard in the choice of brand licensing," Working Papers wp1136, Dipartimento Scienze Economiche, Universita' di Bologna.
• Marcella Scrimitore, 2019. "Endogenizing managerial delegation: A new result under Nash bargaining and network effects," EERI Research Paper Series EERI RP 2019/15, Economics and Econometrics Research Institute (EERI), Brussels.
• Daniel Muller & Tshilidzi Marwala, 2019. "Relative Net Utility and the Saint Petersburg Paradox," Papers 1910.09544, arXiv.org, revised May 2020.
• Kutlu, Levent & Sickles, Robin & Tsionas, Mike G., 2019. "Heterogeneous Decision-Making and Market Power," Working Papers 19-008, Rice University, Department of Economics.
• Andrea Salustri, 2019. "Resilienza, innovazione e crescita: un modello teorico," Public Finance Research Papers 39, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome.
• Andriy Zapechelnyuk, 2019. "Optimal Quality Certification," Discussion Paper Series, School of Economics and Finance 201904, School of Economics and Finance, University of St Andrews.
• James Alm, 2019. "Can Indonesia Reform Its Tax System? Problems And Options," Working Papers 1906, Tulane University, Department of Economics.
• Bnaya Dreyfuss & Ori Heffetz & Matthew Rabin, 2019. "Expectations-Based Loss Aversion May Help Explain Seemingly Dominated Choices in Strategy-Proof Mechanisms," NBER Working Papers 26394, National Bureau of Economic Research, Inc.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Sean J. Ericson & Daniel T. Kaffine & Peter Maniloff, 2019. "Costs of increasing oil and gas setbacks are initially modest but rise sharply," Working Papers 2019-06, Colorado School of Mines, Division of Economics and Business.
• Stijn Claessens, 2019. "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers 815, Bank for International Settlements.
• Samuel Drapeau & Yunbo Zhang, 2019. "Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model," Papers 1910.08344, arXiv.org, revised May 2020.
• Katherine Baicker & Theodore Svoronos, 2019. "Testing the Validity of the Single Interrupted Time Series Design," CID Working Papers 364, Center for International Development at Harvard University.
• Morgenroth, Edgar, 2019. "Brexit Impacts: Opportunities for German-Irish Trade," MPRA Paper 96602, University Library of Munich, Germany.
• Sriket, Hongsilp & Suen, Richard M. H., 2019. "Sources of Economic Growth in Models with Non-Renewable Resources," MPRA Paper 96544, University Library of Munich, Germany.
• Dejan Trifunovic, 2019. "Heuristic and Equilibrium Strategies in Premium Auctions," Proceedings of International Academic Conferences 9411761, International Institute of Social and Economic Sciences.
• C. Y. Kelvin Yuen & Ping Wang, 2019. "Minimum Wage in a Multi-Tier Search and Wage-Posting Model with Cross-Market Substitutions," NBER Working Papers 26378, National Bureau of Economic Research, Inc.
• Montinaro, Marta & Scrimitore, Marcella, 2019. "Per unit and ad valorem royalties in a patent licensing game," MPRA Paper 96642, University Library of Munich, Germany.
• Pavlov, Oscar, 2019. "Multi-product firms and increasing marginal costs," Working Papers 2019-05, University of Tasmania, Tasmanian School of Business and Economics.
• Stanislaw Maciej Kot, 2019. "Deriving The Parameter Of Inequality Aversion From A Parametric Distribution Of Incomes," GUT FME Working Paper Series A 58, Faculty of Management and Economics, Gdansk University of Technology.
• Kouadio, Jean Joel & Mwamba, Muteba & Bonga-Bonga, Lumengo, 2019. "Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange," MPRA Paper 96570, University Library of Munich, Germany.
• Christophe J. GODLEWSKI, 2019. "How legal and institutional environments shape the private debt renegotiation process?," Working Papers of LaRGE Research Center 2019-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Dobbie, Will & Liberman, Andres & Paravisini, Daniel & Pathania, Vikram, 2019. "Measuring Bias in Consumer Lending," Working Paper Series rwp19-029, Harvard University, John F. Kennedy School of Government.
• Rablen, Matthew D., 2019. "Foundations of the Rank-Dependent Probability Weighting Function," IZA Discussion Papers 12701, Institute of Labor Economics (IZA).
• Fischer, Martin & Gerdtham, Ulf-G & Heckley, Gawain & Karlsson, Martin & Kjellsson, Gustav & Nilsson, Therese, 2019. "Education and Health: Long-run Effects of Peers, Tracking and Years," Working Paper Series 1300, Research Institute of Industrial Economics.
• Aïleen Lotz, 2019. "An Economic Approach To The Self : The Dual Agent," Working Papers hal-02314663, HAL.
• Adriana Csikósová & Katarína ?ulková & Mária Jano?ková, 2019. "Consumer behaviour in the tourism market typology," Proceedings of Business and Management Conferences 8612324, International Institute of Social and Economic Sciences.
• Roberto Antonietti & Sandro Montresor, 2019. "Regional diversification patterns and Key Enabling Technologies (KETs) in Italian regions," Papers in Evolutionary Economic Geography (PEEG) 1928, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2019.
• Lucie Schmidt & Lara Shore-Sheppard & Tara Watson, 2019. "The Impact of the ACA Medicaid Expansion on Disability Program Applications," Department of Economics Working Papers 2019-22, Department of Economics, Williams College.