Report NEP-ORE-2021-08-16

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:

• Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021, "A dynamic leverage stochastic volatility model," Working Papers, Örebro University, School of Business, number 2021:14, May.
• Chen, Yunxiao & Li, Xiaoou, 2023, "Compound sequential change-point detection in parallel data streams," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111010, Jan.
• Li, Erqian & Härdle, Wolfgang & Dai, Xiaowen & Tian, Maozai, 2021, "Penalized weigted competing risks models based on quantile regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-013.
• Jason R. Blevins & Minhae Kim, 2021, "Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games," Papers, arXiv.org, number 2108.02182, Aug, revised Jan 2023.
• Adam Lee & Geert Mesters, 2021, "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers, Barcelona School of Economics, number 1278, Jul.
• Gapeev, Pavel V., 2022, "Discounted optimal stopping problems in continuous hidden Markov models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110493, Apr.
• Ruf, Johannes & Wang, Weiguan, 2022, "Hedging with linear regressions and neural networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107811, Oct.
• Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021, "Dynamic clustering of multivariate panel data," Working Paper Series, European Central Bank, number 2577, Jul.
• Sofonias A. Korsaye & Alberto Quaini & Fabio Trojani, 2021, "Smart Stochastic Discount Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-51, Jul.
• Pesaran, M. H. & Xie, Y., 2021, "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2158, Aug.
• Budhi Arta Surya, 2021, "Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling," Papers, arXiv.org, number 2108.01243, Aug, revised Jul 2022.
• Katsikatsou, Myrsini & Moustaki, Irini & Md Jamil, Haziq, 2022, "Pairwise likelihood estimation for confirmatory factor analysis models with categorical variables and data that are missing at random," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108933, Feb.
• Fernando E. Alvarez & Katarína Borovičková & Robert Shimer, 2021, "Consistent Evidence on Duration Dependence of Price Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29112, Jul.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2021, "Momentum-managed equity factors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 317, DOI: 10.2139/ssrn.3423287.
• Ali al-Nowaihi & Sanjit Dhami, 2021, "Preferences over Time and under Uncertainty: Theoretical Foundations," CESifo Working Paper Series, CESifo, number 9215.
• Kit Baum & Miguel Henry, 2021, "Drivers of COVID-19 outcomes: Evidence from a heterogeneous SAR panel-data model," 2021 Stata Conference, Stata Users Group, number 34, Aug.
• Adjin, K. Christophe & Henning, Christian H. C. A., 2020, "Climate variability and farm inefficiency: A spatial stochastic frontier analysis of Senegalese agriculture," Working Papers of Agricultural Policy, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy, number WP2020-09.
• Szabolcs Deak & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2021, "Is Price Level Targeting a Robust Monetary Rule?," Discussion Papers, University of Exeter, Department of Economics, number 2104, Aug.
• Fortuna Casoria & Marianna Marino & Pierpaolo Parrotta & Davide Sala, 2021, "Local government and innovation: The case of Italian provinces," Discussion Paper series in Regional Science & Economic Geography, Gran Sasso Science Institute, Social Sciences, number 2021-06, Apr, revised Apr 2021.
• Jaqueson K. Galimberti, 2021, "Initial beliefs uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-68, Jul.
• Hern√°n Vallejo, 2021, "A Model of Oligopoly," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19428, Jul.
• Chaoran Sun & David Pérez-Castrillo, 2021, "The Proportional Ordinal Shapley Solution for Pure Exchange Economies," Working Papers, Barcelona School of Economics, number 1274, Jul.
• Chang, Jinyuan & Kolaczyk, Eric D. & Yao, Qiwei, 2022, "Estimation of subgraph densities in noisy networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104684, Jan.
• Foresti, Pasquale & Napolitano, Oreste, 2022, "Risk sharing in the EMU: a time-varying perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111483, Mar.
• Kline, Patrick & Rose, Evan K. & Walters, Christopher R., 2021, "Systemic Discrimination among Large U.S. Employers," IZA Discussion Papers, IZA Network @ LISER, number 14634, Aug.
• Marta Bernardini & Paolo Massaro & Francesca Pepe & Francesco Tocco, 2021, "The market notices published by the Italian Stock Exchange: a machine learning approach for the selection of the relevant ones," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 632, Jul.
• Promit Kanti Chaudhuri, 2021, "Strategic inattention and divisionalization in duopoly," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2021-020, Jul.
• Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021, "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-65, Jul.
• Andrea Bergesio & Pablo Koch-Medina & Cosimo Munari, 2021, "Limited Liability and the Demand for Coinsurance by Individuals and Corporations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-57, May.
• Papp, Gábor & Kondor, Imre & Caccioli, Fabio, 2021, "Optimizing expected shortfall under an ℓ1 constraint—an analytic approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111051, May.

Report NEP-ORE-2021-08-16

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: