Report NEP-ORE-2021-07-19

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:

• Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021, "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-057/III, Jun.
• Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021, "Exploiting Symmetry in High-Dimensional Dynamic Programming," CESifo Working Paper Series, CESifo, number 9161.
• Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg, 2021, "Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-056/III, Jun.
• Xuan, Liang & Jiti, Gao & xiaodong, Gong, 2021, "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," MPRA Paper, University Library of Munich, Germany, number 108497, Jan, revised 30 May 2021.
• Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021, "Exploiting Symmetry in High-Dimensional Dynamic Programming," NBER Working Papers, National Bureau of Economic Research, Inc, number 28981, Jul.
• Raoul Bouccekine & Fabien Prieur & Weihua Ruan & Benteng Zou, 2021, "Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-10.
• Njike Leunga, Charles Guy & Hainaut, Donatien, 2021, "Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021025, Jan.
• Jean-Pierre Fouque & Ruimeng Hu & Ronnie Sircar, 2021, "Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market," Papers, arXiv.org, number 2106.11510, Jun, revised Oct 2021.
• Le-Yu Chen & Sokbae (Simon) Lee, 2020, "Sparse Quantile Regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP30/20, Jun.
• Robert Hillman & Sebastian Barnes & George Wharf & Duncan MacDonald, 2021, "A new firm-level model of corporate sector interactions and fragility: The Corporate Agent-Based (CAB) model," OECD Economics Department Working Papers, OECD Publishing, number 1675, Jul, DOI: 10.1787/e9de0097-en.
• Victor Aguirregabiria & Jesus Carro, 2021, "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Working Papers, University of Toronto, Department of Economics, number tecipa-701, Jul.
• Julian Hinz & Amrei Stammann & Joschka Wanner, 2021, "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers, Center for Economic Policy Analysis, number 36, Jul, DOI: 10.25932/publishup-51191.
• Gongqiu Zhang & Lingfei Li, 2021, "A General Approach for Parisian Stopping Times under Markov Processes," Papers, arXiv.org, number 2107.06605, Jul.
• Konagane, Joji & Kono, Tatsuhito, 2021, "Heterogeneous Households’ Choices of Departure Time and Residential Location in a Multiple-origin Single-destination Rail System: Market Equilibrium and the First-best Solution," MPRA Paper, University Library of Munich, Germany, number 108507, Jun.
• Afees A. Salisu & Idris A. Adediran & Rangan Gupta, 2021, "A Note on the COVID-19 Shock and Real GDP in Emerging Economies: A Counterfactual Analysis from the Threshold-Augmented Global Vector Autoregressive Model," Working Papers, University of Pretoria, Department of Economics, number 202149, Jul.
• Holmberg, Johan, 2021, "Entrepreneurial Taxation with Endogenous Firm Entry and Unemployment," Umeå Economic Studies, Umeå University, Department of Economics, number 994, Jun.
• Hao, Shiming, 2021, "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper, University Library of Munich, Germany, number 108679, Jul.
• Hager Ben Romdhane, 2021, "Nowcasting in Tunisia using large datasets and mixed frequency models," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2021, Jun.
• Kraft, Emil & Russo, Marianna & Keles, Dogan & Bertsch, Valentin, 2021, "Stochastic optimization of trading strategies in sequential electricity markets," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 58, DOI: 10.5445/IR/1000134346.
• Aizhan Bolatbayeva, 2020, "A Multicountry Macroeconometric Model for the Eurasian Economic Union," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 11, Dec, revised Nov 2021.
• Hainaut, Donatien, 2021, "A fractional multi-states model for insurance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021019, Jan.
• Stéphane Bonhomme & Martin Weidner, 2020, "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/20, Jul.
• Weber, Daniel, 2021, "Exploring markets: Magic the gathering - a trading card game," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 3/2021.
• Albert Jan Hummel, 2021, "Unemployment and tax design," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-061/VI, Jul.
• Anna Dubinova & Andre Lucas & Sean Telg, 2021, "COVID-19, Credit Risk and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-059/III, Jun.
• Irene Botosaru & Chris Muris & Krishna Pendakur, 2020, "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/20, Jun.
• Tetsuya Kaji & Elena Manresa & Guillaume Pouliot, 2020, "An adversarial approach to structural estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/20, Jul.
• Osadchiy, Maksim, 2021, "Vasicek Model Extension. Premature default," MPRA Paper, University Library of Munich, Germany, number 108687, Jul.
• Alexander Mayer & Dominik Wied, 2021, "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers, arXiv.org, number 2107.03366, Jul, revised Dec 2022.
• Стайков, Ивайло, 2020, "Продължителност На Неплатения Отпуск По Чл. 160, Ал. 1 От Кодекса На Труда И Начин За Неговото Броене
  [Duration of the unpaid leave under Art. 160, para. 1 of the Labour Code and the manner of its counting]," MPRA Paper, University Library of Munich, Germany, number 108586.
• Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2021, "Short-term risk management for electricity retailers under rising shares of decentralized solar generation," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 57, DOI: 10.5445/IR/1000134345.
• Sebastian Barnes & Robert Hillman & George Wharf & Duncan MacDonald, 2021, "The impact of COVID-19 on corporate fragility in the United Kingdom: Insights from a new calibrated firm-level Corporate Sector Agent-Based (CAB) Model," OECD Economics Department Working Papers, OECD Publishing, number 1674, Jul, DOI: 10.1787/b6805eed-en.
• Mark Kamstra & Ruoyao Shi, 2021, "A Note on the GRS Test," Working Papers, University of California at Riverside, Department of Economics, number 202111, Jul.
• Kheng, Veasna & Pan, Lei, 2021, "The Dollarisation Paradox in Cambodia: Network Externalities Matter," MPRA Paper, University Library of Munich, Germany, number 108712, Jul.
• Item repec:pra:mprapa:108581 is not listed on IDEAS anymore

Report NEP-ORE-2021-07-19

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: