Report NEP-ORE-2020-05-25

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:

• Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
• Dieter Wang & Julia Schaumburg, 2020, "Smooth marginalized particle filters for dynamic network effect models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-023/III, May.
• Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020, "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-02, Mar.
• Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020, "Risk Matters: Breaking Certainty Equivalence," CESifo Working Paper Series, CESifo, number 8250.
• Dimitris Korobilis & Davide Pettenuzzo, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers, Business School - Economics, University of Glasgow, number 2020_09, Apr.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2020, "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper, University Library of Munich, Germany, number 100234, Apr.
• Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2020, "All Symmetric Equilibria in Differential Games with Public Goods," CESifo Working Paper Series, CESifo, number 8246.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020, "Diffusion Copulas: Identification and Estimation," Papers, arXiv.org, number 2005.03513, May.
• Mattia Guerini & Patrick Musso & Lionel Nesta, 2020, "Estimation of Threshold Distributions for Market Participation," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-21, May.
• Mattia Guerini & Patrick Musso & Lionel Nesta, 2020, "Estimation of Threshold Distributions for Market Participation," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2020-15, May.
• Nicolaj N. Mühlbach, 2020, "Tree-based Synthetic Control Methods: Consequences of moving the US Embassy," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-04, May.
• Christopher Heiberger & Daniel Fehrle, 2020, "The return on everything and the business cycle in production economies," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 338, May.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," Working Papers, Business School - Economics, University of Glasgow, number 2020_08, Feb.
• Arthur Lewbel & Krishna Pendakur, 2020, "Inefficient Collective Households: Cooperation and Consumption," Boston College Working Papers in Economics, Boston College Department of Economics, number 1000, Feb, revised 15 Oct 2021.
• Wallimann, Hannes & Imhof, David & Huber, Martin, 2020, "A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 513, Apr.
• Schulke, Arne, 2020, "The Balanced Scorecard - Dinosaur or Giant?," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 6/2020.
• Torben M. Andersen & Joydeep Bhattacharya & Qing Liu, 2020, "Reference-Dependent Preferences, Time Inconsistency, and Unfunded Pensions," CESifo Working Paper Series, CESifo, number 8260.
• Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020, "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-10.
• Bolanos, Jose A., 2019, "Energy, uncertainty, and entrepreneurship: John D Rockefeller’s sequential approach to transaction costs management in the early oil industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100852, Sep.
• Taisuke Ehara & Kaoru Kuramoto & Yosuke Kurihara & Toshiyuki Matsumoto & Satoshi Kumagai, 2020, "Optimization of an Information Diffusion Model of Influencer Marketing -Evaluation of Speed- and Cost-oriented Marketing based on Influencer-Market Elasticity-," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012455, Feb.
• Patrick Arni & Davide Dragone & Lorenz Goette & Nicolas R. Ziebarth, 2020, "Biased Health Perceptions and Risky Health Behaviors: Theory and Evidence," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1146, May.
• Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
• Michal BURZYNSKI & Christoph DEUSTER & Frédéric DOCQUIER & Jaime DE MELO, 2019, "Climate change, Inequality and Human Migration," Working Paper, Agence française de développement, number e357047f-8d6d-4a17-9022-7, Oct.
• Jesús Fernández-Villaverde & Charles I. Jones, 2020, "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities," NBER Working Papers, National Bureau of Economic Research, Inc, number 27128, May.
• Hensvik, Lena & Le Barbanchon, Thomas & Rathelot, Roland, 2020, "Job Search during the COVID-19 Crisis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1267.
• Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
• Nakao, Keisuke, 2020, "Rationalist Explanations for Two-Front War," MPRA Paper, University Library of Munich, Germany, number 100426, May.
• Devjani Chatterjee & Akhil Pratap Singh, 2020, "Zone of Possible Agreement in Negotiation: Impact of Gender and Personality," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012557, Feb.
• Erik Ens & Craig Johnston, 2020, "Scenario Analysis and the Economic and Financial Risks from Climate Change," Discussion Papers, Bank of Canada, number 2020-3, May, DOI: 10.34989/sdp-2020-3.
• Takuji Arai, 2020, "Al\`os type decomposition formula for Barndorff-Nielsen and Shephard model," Papers, arXiv.org, number 2005.07393, May, revised Sep 2020.
• Hasan, Zubair, 2020, "Mirakhor on uncertainty and Islamic finance: Comment," MPRA Paper, University Library of Munich, Germany, number 100157, Apr.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2020, "The Variance Risk Premium in Equilibrium Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 27108, May.
• Karen Clay & Ethan J. Schmick, 2020, "Early Life Shocks, Market Adjustments, and Black-White Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27101, May.
• Florian Huber & Michael Pfarrhofer, 2020, "Dynamic shrinkage in time-varying parameter stochastic volatility in mean models," Papers, arXiv.org, number 2005.06851, May.
• Keita Nishio & Takashi Kaburagi & Satoshi Kumagai & Toshiyuki Matsumoto & Yosuke Kurihara, 2020, "Unconstrained Cardiac Sound Measurement Method Utilizing a Pneumatic Sensing Method," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012622, Feb.
• Batabyal, Amitrajeet & Beladi, Hamid, 2020, "A Game-Theoretic Model of Sexual Harassment," MPRA Paper, University Library of Munich, Germany, number 100181, Feb, revised 15 Apr 2020.
• Lavergne, Pascal & Bertail, Patrice, 2020, "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1102, May.
• Johansson, Per-Olov, 2020, "The 2018 Reform of EU ETS: Consequences for Project Appraisal," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2020:11, May.
• Arthur Lewbel & Jin-Young Choi & Zhuzhu Zhou, 2019, "Over-Identified Doubly Robust Identification and Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 1003, Dec, revised 15 Jan 2022.
• Adena, Maja & Huck, Steffen, 2020, "Voluntary 'donations' versus reward-oriented 'contributions': Two experiments on framing in funding mechanisms," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2016-308r, revised 2020.
• Kurnia, Arif, 2020, "Relocation of capital city: contemporary research on impact on Borneo’s economy," MPRA Paper, University Library of Munich, Germany, number 100379, Apr.
• Andreas Karpf & Antoine Mandel & Stefano Battiston, 2018, "Price and network dynamics in the European carbon market," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01905985, Sep, DOI: 10.1016/j.jebo.2018.06.019.
• Shuaizhang Feng & Jiandong Sun, 2020, "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-029, May.
• Layard, Richard & Clark, Andrew E. & De Neve, Jan-Emmanuel & Krekel, Christian & Fancourt, Daisy & Hey, Nancy & O'Donnell, Gus, 2020, "When to release the lockdown: a wellbeing framework for analysing costs and benefits," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104276, Apr.
• Lagakos, David & Marshall, Samuel & Mobarak, Ahmed Mushfiq & Vernot, Corey & Waugh, Michael E., 2020, "Migration Costs and Observational Returns to Migration in the Developing World," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1265.

Report NEP-ORE-2020-05-25

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: