Report NEP-ORE-2021-01-18

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:

• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
• Andreas Dietrich & Christian Furtwängler & Christoph Weber, , "Thesenpapier: Managing combined power and heat portfolios in sequential spot power markets under uncertainty," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2003.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 607, Nov.
• Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020, "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 614, Nov.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Yukitoshi Matsushita & Taisuke Otsu, 2020, "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 613, Aug.
• Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021, "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202104, Jan, revised Jan 2021.
• Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020, "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series, Institute for Advanced Studies, number 27, Dec.
• Kozo Kiyota, 2020, "The Leontief Paradox Redux," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2020-018, Oct.
• Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019, "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 608, Nov.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021, "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers, IZA Network @ LISER, number 14015, Jan.
• Dassios, Angelos & Zhang, Junyi, 2021, "Exact simulation of two-parameter Poisson-Dirichlet random variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107937.
• V A Hajivassiliou, 2019, "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 610, Nov.
• Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202103, Jan, revised Jan 2021.
• Gabor Katay & Lisa Kerdelhu & Matthieu Lequien, 2020, "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers, Banque de France, number 791.
• V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019, "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 606, Oct.
• Della Giusta, Marina & Bosworth, Steven J., 2020, "Bias and Discrimination: What Do We Know?," IZA Discussion Papers, IZA Network @ LISER, number 13983, Dec.
• Bednay, Dezső & Fleiner, Balázs & Tasnádi, Attila, 2020, "The Limit of the Non-dictatorship Index," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2020/06, Dec.
• Wei Li & Denis Mike Becker, 2021, "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Papers, arXiv.org, number 2101.05249, Jan, revised Jul 2021.
• Paul Ho & Thomas A. Lubik & Christian Matthes, 2020, "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper, Federal Reserve Bank of Richmond, number 20-10, Aug, DOI: 10.21144/wp20-10.
• Yukitoshi Matsushita & Taisuke Otsu, 2020, "Second-order refinements for t-ratios with many instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 612, May.
• Drago, Carlo, 2020, "The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach," MPRA Paper, University Library of Munich, Germany, number 104462, Dec.
• Takeo Hori & Ryonghun Im, 2021, "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1052, Jan.
• Item repec:bon:boncrc:crctr224_2020_254 is not listed on IDEAS anymore

• François Derrien & Jean-Stéphane Mésonnier & Guillaume Vuillemey, 2020, "Set-up Costs and the Financing of Young Firms," Working papers, Banque de France, number 792.
• Postepska, Agnieszka, 2021, "Beyond the Origin Dummy: Heterogeneity of Ethnicity and Human Capital Accumulation," IZA Discussion Papers, IZA Network @ LISER, number 14019, Jan.
• Deren Caglayan & Emin Karagözoglu & Kerim Keskin & Cagri Saglam, 2020, "Effort Comparisons for a Class of Four-Player Tournaments," CESifo Working Paper Series, CESifo, number 8761.
• Belaïd, Fateh & Rault, Christophe, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," IZA Discussion Papers, IZA Network @ LISER, number 14011, Jan.
• Mingyang Li & Linlin Niu & Andrew Pua, 2020, "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-12-30, Dec.
• Andreas Hefti & Julian Teichgräber, 2021, "Inequality in models with a competition for market shares," ECON - Working Papers, Department of Economics - University of Zurich, number 375, Jan.
• Michail Tsagris & Vangelis Tzouvelekas, 2021, "Nitrate Pollution and Efficiency Measurement in Intensive Farming Systems: A Parametric By-Production Technology Approach," Working Papers, University of Crete, Department of Economics, number 2101, Jan.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020, "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1051, Dec.
• Linas Tarasonis & Bruno Decreuse, 2020, "Statistical Discrimination in a Search Equilibrium Model: Racial Wage and Employment Disparities in the US," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 82, Dec.
• Juang, W-T. & Sabourian, H., 2021, "Rules and Mutation - A Theory of How Efficiency and Rawlsian Egalitarianism/Symmetry May Emerge," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2101, Jan.
• Cipriani, Giam Pietro & Fioroni, Tamara, 2021, "Social Security and Endogenous Demographic Change: Child Support and Retirement Policies," IZA Discussion Papers, IZA Network @ LISER, number 14018, Jan.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series, European Central Bank, number 2510, Jan.
• Hiroaki Niikura & Michio Naoi & Miki Seko, 2020, "Housing Search Methods and Residential Satisfaction," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2020-019, Oct.
• Mourelatos, Evaggelos & Giannakopoulos, Nicholas & Tzagarakis, Manolis, 2020, "Productivity outcomes in online labor markets and within-task complexity and difficultly," GLO Discussion Paper Series, Global Labor Organization (GLO), number 739.
• Carl Singleton & Alex Bryson & Peter Dolton & J. James Reade & Dominik Schreyer, 2021, "What Can We Learn About Economics from Sport during Covid-19?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-01, Jan.
• Till Ebner & Thomas Nellen & Jörn Tenhofen, 2021, "The rise of digital watchers," Working Papers, Swiss National Bank, number 2021-01.
• Peter D. Williams, 2020, "Inflation Expectations in the U.S.: Linking Markets, Households, and Businesses," IMF Working Papers, International Monetary Fund, number 2020/240, Nov.

Report NEP-ORE-2021-01-18

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: