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Report NEP-ORE-2021-03-15
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:
- Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
- Hagenbach, Jeanne & Koessler, Frédéric, 2021, "Selective memory of a psychological agent," Discussion Papers, Research Unit: Market Behavior, WZB Berlin Social Science Center, number SP II 2021-201.
- Wang, Wenjie, 2021, "Bootstrap Inference for Partially Linear Model with Many Regressors," MPRA Paper, University Library of Munich, Germany, number 106391, Mar.
- Yongyang Cai & Kenneth L. Judd, 2021, "A Simple but Powerful Simulated Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28502, Feb.
- Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
- Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020, "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-024.
- Francq, Christian & Zakoian, Jean-Michel, 2021, "Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models," MPRA Paper, University Library of Munich, Germany, number 106542.
- Federico Bassi & Tom Bauermann & Dany Lang & Mark Setterfield, 2020, "Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 56-2020.
- Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021, "The Transmission Channels of Government Spending Uncertainty," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2115, Mar.
- Wang, Weining & Wooldridge, Jeffrey M. & Xu, Mengshan, 2020, "Improved Estimation of Dynamic Models of Conditional Means and Variances," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-021.
- Bettina Klaus & Claudia Meo, 2021, "The core for housing markets with limited externalities," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.03a, Mar.
- Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021, "Pricing the exotic: Path-dependent American options with stochastic barriers," Borradores de Economia, Banco de la Republica de Colombia, number 1156, Mar, DOI: https://doi.org/10.32468/be.1156.
- Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
- Spilak, Bruno & Härdle, Wolfgang Karl, 2020, "Tail-risk protection: Machine Learning meets modern Econometrics," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-015.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper, University Library of Munich, Germany, number 106408, Mar.
- Treich, Nicolas & Yang, Yuting, 2021, "Public Safety under Imperfect Taxation," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1188, Feb.
- Harin, Alexander, 2021, "Behavioral economics. Forbidden zones. New method and models," MPRA Paper, University Library of Munich, Germany, number 106545, Mar.
- Youngsoo Jang & Soyoung Lee, 2021, "A Generalized Endogenous Grid Method for Default Risk Models," Staff Working Papers, Bank of Canada, number 21-11, Mar, DOI: 10.34989/swp-2021-11.
- Feng, Yuanhua & Härdle, Wolfgang Karl, 2020, "A data-driven P-spline smoother and the P-Spline-GARCH models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-016.
- Janssen, Aljoscha & Kasinger, Johannes, 2021, "Obfuscation and rational inattention in digitalized markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 306, DOI: 10.2139/ssrn.3779853.
- Doherr, Thorsten, 2021, "Disambiguation by namesake risk assessment," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-021.
- Stéphane Bonhomme, 2021, "Selection on Welfare Gains: Experimental Evidence from Electricity Plan Choice," Working Papers, Becker Friedman Institute for Research In Economics, number 2021-15.
- Kim, Kun Ho & Chao, Shih-Kang & Härdle, Wolfgang Karl, 2020, "Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-008.
- Keilbar, Georg & Zhang, Yanfen, 2020, "On Cointegration and Cryptocurrency Dynamics," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-012.
- Raphael Auer & Cyril Monnet & Hyun Song Shin, 2021, "Distributed ledgers and the governance of money," BIS Working Papers, Bank for International Settlements, number 924, Jan.
- Michele Belot & Philipp Kircher & Paul Muller, 2021, "Eliciting time preferences when income and consumption vary: Theory, validation & application to job search," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-013/V, Feb.
- Claver, Raúl, 2021, "Determinantes del tiempo de desplazamiento al trabajo en la población femenina auto-empleada de Dinamarca
[Pattern of Commuting time of female self-worked population in Denmark]," MPRA Paper, University Library of Munich, Germany, number 106373, Mar. - Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-006.
- Maximilien Germain & Mathieu Lauri`ere & Huy^en Pham & Xavier Warin, 2021, "DeepSets and their derivative networks for solving symmetric PDEs," Papers, arXiv.org, number 2103.00838, Mar, revised Jan 2022.
- Adam M. Lavecchia & Alisa Tazhitdinova, 2021, "Permanent and Transitory Responses to Capital Gains Taxes: Evidence from a Lifetime Exemption in Canada," NBER Working Papers, National Bureau of Economic Research, Inc, number 28514, Feb.
- Jenkins, Stephen P. & Rios-Avila, Fernando, 2021, "Measurement Error in Earnings Data: Replication of Meijer, Rohwedder, and Wansbeek's Mixture Model Approach to Combining Survey and Register Data," IZA Discussion Papers, IZA Network @ LISER, number 14172, Mar.
- Van, Germinal, 2021, "Equilibrium in the Production Process of a Two-Sector Model of the New Economy," MPRA Paper, University Library of Munich, Germany, number 106569, Mar.
- Peter Martey ADDO & Dominik BAUMANN & Juliet McMURREN & Stefaan G. VERHULST & Andrew YOUNG & Andrew J. ZAHURANEC, 2021, "Usages émergents des technologies au service du développement : un nouveau paradigme des intelligences," Working Paper, Agence française de développement, number 7bb48f92-bd96-40ac-9784-a, Mar.