Report NEP-ORE-2020-08-31

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:

• Francesca Rossi & Peter M. Robinson, 2020, "Higher-Order Least Squares Inference for Spatial Autoregressions," Working Papers, University of Verona, Department of Economics, number 04/2020, Mar.
• Kylie-Anne Richards & William T. M. Dunsmuir & Gareth W. Peters, 2019, "Score Test for Marks in Hawkes Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 405, May.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020, "Modeling Portfolio Loss by Interval Distributions," MPRA Paper, University Library of Munich, Germany, number 102219, Jul.
• Humberto Barreto, 2020, "A Covid-19 Teaching Example: Pooled Testing with Microsoft Excel," Working Papers, DePauw University, School of Business and Leadership and Department of Economics and Management, number 2020-01, Aug.
• Ryan Cumings-Menon & Minchul Shin, 2020, "Probability Forecast Combination via Entropy Regularized Wasserstein Distance," Working Papers, Federal Reserve Bank of Philadelphia, number 20-31/R, Aug, DOI: 10.21799/frbp.wp.2020.31.
• Item repec:ohe:conrep:002284 is not listed on IDEAS anymore

• Glocker, Christian & Kaniovski, Serguei, 2020, "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 101874, Jul.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2020, Apr.
• Rongju Zhang & Nicolas Langrené & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2019, "Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach," Post-Print, HAL, number hal-02909207, DOI: 10.1080/14697688.2018.1524155.
• Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2249, Aug.
• Chao Ying, 2020, "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers, Job Market Papers, number pyi149, Aug.
• Josef Klement & Adela Zubikova & Miroslav Sevcik & Tomas Lejsek, 2020, "The Impact of the Global COVID-19 Pandemic on the Stock Market Indices of Selected Countries," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 10913113, Jul.
• Federico Huneeus & Richard Rogerson, 2020, "Heterogeneous Paths of Industrialization," NBER Working Papers, National Bureau of Economic Research, Inc, number 27580, Jul.
• Charles Hodgson & Gregory Lewis, 2020, "You Can Lead a Horse to Water: Spatial Learning and Path Dependence in Consumer Search," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2246, Aug.
• Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020, "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2251, Aug.
• Kabiraj, Tarun & Chatterjee, Rittwik & Chattopadhyay, Srobonti, 2020, "Free Licensing in a Differentiated Duopoly," MPRA Paper, University Library of Munich, Germany, number 101984, Jun.
• Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
• Okpara, Godwin Chigozie, 2020, "News on Stock Market Returns and Conditional Volatility in Nigeria: An EGARCH-in-Mean Approach," MPRA Paper, University Library of Munich, Germany, number 102381, Aug, revised 12 Aug 2020.
• Nicolas Van de Sijpe & Frank Windmeijer, 2020, "On the Power Curves of the Conditional Likelihood Ratio and Related Tests for Instrumental Variables Regression with Weak Instruments," Working Papers, The University of Sheffield, Department of Economics, number 2020007, Aug.
• Tiziano De Angelis & Nikita Merkulov & Jan Palczewski, 2020, "On the value of non-Markovian Dynkin games with partial and asymmetric information," Papers, arXiv.org, number 2007.10643, Jul, revised Feb 2021.
• Ruijun Bu & Jihyun Kim & Bin Wang, 2020, "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers, University of Liverpool, Department of Economics, number 202021, Jul.
• Xiangyu Wang & Jianming Xia & Zuo Quan Xu & Zhou Yang, 2020, "Minimal Quantile Functions Subject to Stochastic Dominance Constraints," Papers, arXiv.org, number 2008.02420, Aug, revised Aug 2022.
• Streekstra, Leanne & Trudeau, Christian, 2020, "Stable source connection and assignment problems as multi-period shortest path problems," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2020, Aug.
• Eric Bahel & Yves Sprumont, 2020, "Strategy-proof Choice under Monotonic Additive Preferences," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 16-2020, May.
• Federico Huneeus, 2020, "Heterogeneous Paths of Industrialization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2253, Aug.
• Tommasi, Denni & Zhang, Lina, 2020, "Bounding Program Benefits When Participation Is Misreported," IZA Discussion Papers, IZA Network @ LISER, number 13430, Jun.
• Chen, Yunxiao & Li, Xiaoou & Zhang, Siliang, 2019, "Structured latent factor analysis for large-scale data: identifiability, estimability, and their implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101122, Jul.
• Jean-Franc{c}ois Renaud & Clarence Simard, 2020, "A stochastic control problem with linearly bounded control rates in a Brownian model," Papers, arXiv.org, number 2007.06330, Jul.
• Szekeres, Szabolcs, 2020, "The real solution of the Weitzman-Gollier Puzzle," MPRA Paper, University Library of Munich, Germany, number 102344, Aug.
• Ratula Chakraborty, 2018, "Do Retailers Manipulate Prices to Favour Private Label over Brands?," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2018-02, Oct.
• Fernando Fernandes & Rodrigo De Losso, Rogerio Oliveira, Angelo J D Soto, Pedro D Cavalcanti, Gabriel M S Campos, 2020, "Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_13, Aug.
• Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2019, "Multiple Yield Curve Modelling with CBI Processes," Working Papers, University of Verona, Department of Economics, number 19/2019, Nov.
• Morgan Kelly, 2020, "Direct Standard Errors for Regressions with Spatially Autocorrelated Residuals," Working Papers, School of Economics, University College Dublin, number 202006, Mar.
• Sean Horan & Yves Sprumont, 2020, "Two-Stage Majoritarian Choice," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 13-2020, May.
• Dzemski, Andreas & Okui, Ryo, 2020, "Convergence rate of estimators of clustered panel models with misclassication," Working Papers in Economics, University of Gothenburg, Department of Economics, number 790, Aug.
• Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101944, Jul.
• Di Casola, Paola & Sichlimiris, Spyridon, 2020, "TFP news, stock market booms and the business cycle: Revisiting the evidence with VEC models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 388, Mar.
• Bhattacharjee, A. & Ditzen, J. & Holly, S., 2020, "Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2075, Aug.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019, "The Microstructure of Endogenous Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 402, Nov.
• Jean-François KOBIANE & Bassiahi Abdramane SOURA & Ali SIE & Idrissa OUILI & Idrissa KABORE & Sibi GUISSOU, 2020, "Les inégalités au Burkina Faso à l’aune de la pandémie de la COVID-19 : quelques réflexions prospectives," Working Paper, Agence française de développement, number 64632c29-a73e-46e3-b5dc-5, Aug.
• John Eric Humphries & Christopher Neilson & Gabriel Ulyssea, 2020, "Information Frictions and Access to the Paycheck Protection Program," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2247, Aug.
• Charis Vlados & Dimos Chatzinikolaou, 2019, "Developments on Helix Theory: Exploring a Micro-Evolutionary Repositioning in Stra.Tech.Man Terms," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 23-2019, Oct.
• Ricardo Gonçalves & Peyman Khezr & Flavio Menezes, 2020, "Partial Vertical Ownership with Asymmetric Information," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 634, Aug.
• Tangerås, Thomas, 2020, "Competition for Flexible Distribution Resources in a ’Smart’ Electricity Distribution Network," Working Paper Series, Research Institute of Industrial Economics, number 1351, Aug.
• Christian Fieberg & Lars Hornuf & Gerrit Liedtke & Thorsten Poddig, 2020, "Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis," CESifo Working Paper Series, CESifo, number 8377.
• Erland Hejn Nielsen & Steen Nielsen, 2020, "Preparing students for careers using business analytics and data-driven decision making," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2020-08, Aug.
• Rodger Barros Antunes Campos & Carlos Roberto Azzoni, 2019, "Dispersão Concentrada do Emprego: Uma Incursão Sobre os Modelos Teóricos e Abordagens Empíricas," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 3-2019.
• Mark L. Egan & Shan Ge & Johnny Tang, 2020, "Conflicting Interests and the Effect of Fiduciary Duty — Evidence from Variable Annuities," NBER Working Papers, National Bureau of Economic Research, Inc, number 27577, Jul.
• Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020, "Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market," Research Technical Papers, Central Bank of Ireland, number 04/RT/20, Jul.
• Maulana, Ardian & Situngkir, Hokky, 2020, "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper, University Library of Munich, Germany, number 101957, Jun.
• Eduardo Amaral Haddad & Fernando Perobelli & Inácio Fernandes de Araújo, 2019, "Matriz de Insumo-Produto para Angola, 2012 (Nota Técnica)," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 8-2019.
• Lennart Oelschlager & Timo Adam, 2020, "Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models," Papers, arXiv.org, number 2007.14874, Jul.

Report NEP-ORE-2020-08-31

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: