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Report NEP-ORE-2019-11-04
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:
- Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers, University of California at Riverside, Department of Economics, number 201908, Sep.
- Tae-Hwy Lee & Aman Ullah & He Wang, 2018, "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers, University of California at Riverside, Department of Economics, number 201910, Dec.
- Sergei Seleznev, 2019, "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series, Bank of Russia, number wps47, Oct.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers, University of California at Riverside, Department of Economics, number 201905, Sep.
- Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers, University of California at Riverside, Department of Economics, number 201907, Jul.
- Domenico Delli Gatti & Jakob Grazzini, 2019, "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series, CESifo, number 7894.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201906, Dec.
- Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019, "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 201977, Oct.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018, "Combined Estimation of Semiparametric Panel Data Models," Working Papers, University of California at Riverside, Department of Economics, number 201915, Jul.
- Tae-Hwy Lee & Yundong Tu, 2018, "Forecasting Using Supervised Factor Models," Working Papers, University of California at Riverside, Department of Economics, number 201909, Dec.
- Eibelshäuser, Steffen & Poensgen, David, 2019, "Markov Quantal Response Equilibrium and a Homotopy Method for Computing and Selecting Markov Perfect Equilibria of Dynamic Stochastic Games," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203603.
- Aman Ullah & Shujie Ma & Jeffrey Racine, 2019, "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers, University of California at Riverside, Department of Economics, number 201920, Sep.
- Gries, Thomas, 2019, "Income polarization and stagnation in a stochastic model of growth: When the demand side matters," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203576.
- Ruoyao Shi & Cheng Chou, 2019, "What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply," Working Papers, University of California at Riverside, Department of Economics, number 201912, Jan.
- Damir Filipović & Kathrin Glau & Yuji Nakatsukasa & Francesco Statti, 2019, "Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-54, Oct.
- Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019, "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203656.
- Banchongsan Charoensook, 2019, "On the Interaction between Small Decay, Agent Heterogeneity and Diameter of Minimal Strict Nash Networks in Two-way Flow Model: A Note," Working Papers, Fondazione Eni Enrico Mattei, number 2019.20, Jul.
- R. Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2019, "On Obvious Strategy-proofness and Single-peakedness," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 967.19, Oct.
- Quast, Josefine & Wolters, Maik H., 2019, "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203535.
- Stensholt, Eivind, 2019, "MMP-elections and the assembly size," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2019/15, Oct.
- Xuan Liang & Jiti Gao & Xiaodong Gong, 2019, "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/19.
- Leszek Pyra, 2019, "Virtue Ethics and Environment," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9110975, Jul.
- Alejandro Neme & R. Pablo Arribillaga & Jordi Massó, 2019, "On Obvious Strategy-Proofness and Single-Peakedness," Working Papers, Barcelona School of Economics, number 1122, Oct.
- Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019, "Prediction Regions for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 201921, Sep.
- Bell, Brian & Machin, Stephen, 2018, "Minimum wages and firm value," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88286, Jan.
- Tae-Hwy Lee & Yiyao Wang, 2018, "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers, University of California at Riverside, Department of Economics, number 201904, Aug.
- Marc Hallin & Davide La Vecchia & H Liu, 2019, "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-25, Oct.
- Nguyen-Ones , Mai & Steen, Frode, 2018, "Market Power in Retail Gasoline Markets," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 21/2019, Apr, revised 01 Jul 2019.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019, "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2019-006, Sep.
- Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019, "Bootstrap Aggregating and Random Forest," Working Papers, University of California at Riverside, Department of Economics, number 201918, Jul.
- Ruoyao Shi, 2018, "Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality," Working Papers, University of California at Riverside, Department of Economics, number 201914, Sep.
- González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019, "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 29054, Oct.
- Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.