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Report NEP-ORE-2021-03-08
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:
- Dargel, Lukas, 2021, "Revisiting Estimation Methods for Spatial Econometric Interaction Models," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1192, Feb.
- Khowaja, Kainat & Shcherbatyy, Mykhaylo & Härdle, Wolfgang Karl, 2021, "Surrogate Models for Optimization of Dynamical Systems," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-001.
- Kukacka, Jiri & Sacht, Stephen, 2021, "Estimation of Heuristic Switching in Behavioral Macroeconomic Models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-01.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Moment tests of independent components," Working Papers, CEMFI, number wp2021_2102, Feb.
- Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021, "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-020/III, Feb.
- Chen, Likai & Wang, Weining & Wu, Wei Biao, 2020, "Inference of breakpoints in high-dimensional time series," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-019.
- Fryzlewicz, Piotr, 2020, "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103430, Dec.
- Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020, "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-004.
- Shi, Chengchun & Song, R & Lu, W, 2021, "Concordance and value information criteria for optimal treatment decision," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102105, Feb.
- Yan Peng & Jason Shachat & Lijia Wei & S. Sarah Zhang, 2020, "Speed Traps: Algorithmic Trader Performance Under Alternative Market Structures," Working Papers, Chapman University, Economic Science Institute, number 20-39.
- Khowaja, Kainat & Saef, Danial & Sizov, Sergej & Härdle, Wolfgang Karl, 2020, "Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-026.
- Item repec:baf:cbafwp:cbafwp20154 is not listed on IDEAS anymore
- Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020, "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-017.
- Item repec:lau:crdeep:21.03 is not listed on IDEAS anymore
- Richard Harrison & Matt Waldron, 2021, "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers, Bank of England, number 911, Feb.
- Jacob, Daniel, 2020, "Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-014.
- Kevin J. Lansing, 2024, "Replicating Business Cycles and Asset Returns with Sentiment and Low Risk Aversion," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-02, Jul, DOI: 10.24148/wp2021-02.
- Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers, Center for Research in Economics and Statistics, number 2021-05, Mar.
- Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
- André De Palma & Mogens Fosgerau & Julien Monardo, 2021, "The Inverse Product Differentiation Logit Model," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2021-04.
- James M. Nason & Gregor W. Smith, 2021, "UK Inflation Forecasts since the Thirteenth Century," Working Paper, Economics Department, Queen's University, number 1454, Feb.
- Jacopo Bizzotto & Eduardo Perez-Richet & Adrien Vigier, 2020, "Communication via Third Parties," Working Papers, Oslo Metropolitan University, Oslo Business School, number 202006, Jun, DOI: 10.2139/ssrn.3530804.
- Darvay, Zsolt & Rigó, Petra Renáta, 2021, "New predictor-corrector interior-point algorithm for symmetric cone horizontal linear complementarity problems," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2021/01, Mar.