Report NEP-ORE-2021-08-30

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:

• Xuan Liang & Jiti Gao & Xiaodong Gong, 2021, "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/21.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/21.
• Wei Zhou & Eoghan O’Neill & Alice Moncaster & David Reiner & Peter Guthrie, 2020, "Forecasting Urban Residential Stock Turnover Dynamics using System Dynamics and Bayesian Model Averaging," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2016, Jun.
• Jan Willem Nijenhuis, 2021, "Estimation of ordered probit model with endogenous switching between two latent regimes," 2021 Stata Conference, Stata Users Group, number 22, Aug.
• Gorbunov, Vladimir, 2021, "Market demand: a holistic theory and its verification," MPRA Paper, University Library of Munich, Germany, number 109154, Aug.
• George Athanasopoulos & Nikolaos Kourentzes, 2021, "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/21.
• Magnus Reif, 2021, "Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation," CESifo Working Paper Series, CESifo, number 9271.
• Jooyoung Cha & Harold D. Chiang & Yuya Sasaki, 2021, "Inference in high-dimensional regression models without the exact or $L^p$ sparsity," Papers, arXiv.org, number 2108.09520, Aug, revised Dec 2022.
• Pedro Sant'Anna, 2021, "Estimation of average treatment effects in staggered difference-in-differences designs," 2021 Stata Conference, Stata Users Group, number 13, Aug.
• Aramayis Dallakyan, 2021, "glasso: Graphical lasso for learning sparse inverse covariance matrices," 2021 Stata Conference, Stata Users Group, number 18, Aug.
• Байкулаков Шалкар // Baikulakov Shalkar & Белгибаев Зангар // Belgibayev Zanggar, 2021, "Анализ рисков потребительских кредитов с помощью алгоритмов машинного обучения // Consumer credit risk analysis via machine learning algorithms," Working Papers, National Bank of Kazakhstan, number #2021-4.
• Sayani Gupta & Rob J Hyndman & Dianne Cook & Antony Unwin, 2020, "Visualizing Probability Distributions across Bivariate Cyclic Temporal Granularities," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 35/20.
• Jieyi Kang & David Reiner, 2021, "Identifying residential consumption patterns using data-mining techniques: A large-scale study of smart meter data in Chengdu, China," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2114, May.
• Seisho Sato & Naoto Kunimoto, 2021, "Frequency Regression and Smoothing for Noisy Nonstationary Time Series," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-519, Aug.
• Item repec:ris:msuecw:2021_002 is not listed on IDEAS anymore

• Eduardo Dávila & Ansgar Walther, 2021, "Corrective Regulation with Imperfect Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 29160, Aug.
• Dario Caldara & Chiara Scotti & Molin Zhong, 2021, "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1326, Aug, DOI: 10.17016/IFDP.2021.1326.
• Parvez, Rezwanul & Ali Meerza, Syed Imran & Hasan Khan Chowdhury, Nazea, 2021, "Forecasting student enrollment using time series models and recurrent neural networks," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 312912, Aug, DOI: 10.22004/ag.econ.312912.
• Item repec:ces:ceswps:_9253 is not listed on IDEAS anymore

• Simon Blöthner & Mario Larch, 2021, "Economic Determinants of Regional Trade Agreements Revisited Using Machine Learning," CESifo Working Paper Series, CESifo, number 9233.
• Chi Kong Chyong & David Reiner & Dhruvak Aggarwal, 2021, "Market power and long-term gas contracts: the case of Gazprom in Central and Eastern European Gas Markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2115, May.
• Royer, Julien, 2021, "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper, University Library of Munich, Germany, number 109118, Jul.
• Christopher P. Adams, 2021, "CBO's Simulation Model of New Drug Development: Working Paper 2021-09," Working Papers, Congressional Budget Office, number 57010, Aug.
• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
• Stephen Jenkins & Fernando Rios-Avila, 2021, "Measurement error and misclassification in linked earnings data: Estimation of the Kapteyn and Ypma model," 2021 Stata Conference, Stata Users Group, number 33, Aug.
• Kartik B. Athreya & Grey Gordon & John Bailey Jones & Urvi Neelakantan, 2021, "Incarceration, Earnings, and Race," Working Paper, Federal Reserve Bank of Richmond, number 21-11`, Jul, DOI: 10.21144/wp21-11.
• Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020, "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2020-14, May.
• Wei Zhou & Alice Moncaster & David Reiner & Peter Guthrie, 2020, "Developing a generic System Dynamics model for building stock transformation towards energy efficiency and low-carbon development," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2018, Jun.
• Qi Feng & Man Luo & Zhaoyu Zhang, 2021, "Deep Signature FBSDE Algorithm," Papers, arXiv.org, number 2108.10504, Aug, revised Aug 2022.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021, "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/21.
• Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021, "A Large Bayesian VAR of the United States Economy," Staff Reports, Federal Reserve Bank of New York, number 976, Aug.
• Farzana Afridi, & Sourav Bhattacharya, & Amrita Dhillon, & Eilon Solan,, 2021, "Electoral Competition, Accountability and Corruption:Theory and Evidence from India," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 569.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202117, Aug, revised Aug 2021.
• Laura Magazzini, 2021, "An LM test for the mean stationarity assumption in dynamic panel-data models," 2021 Stata Conference, Stata Users Group, number 8, Aug.
• Robin Boadway & Katherine Cuff, 2021, "Generalization of the Deaton Theorem: Piecewise Linear Income Taxation and Participation Decisions," CESifo Working Paper Series, CESifo, number 9265.
• Giancarlo Corsetti & Anna Lipinska & Giovanni Lombardo, 2021, "Sharing Asymmetric Tail Risk: Smoothing, Asset Prices and Terms of Trade," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1324, Aug, DOI: 10.17016/IFDP.2021.1324.
• Drago, Carlo, 2021, "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," MPRA Paper, University Library of Munich, Germany, number 109307, Aug.
• Letícia Nunes & Arthur Aguillar & Helyn Thami & Marcelo Sena & Pedro Tepedino & Beatriz Rache & Miguel Lago & Rudi Rocha, 2020, "Caracterização da Oferta e Vulnerabilidade da População no Estado do Rio de Janeiro frente à Propagação da COVID-19," Technical Notes, Instituto de Estudos para Políticas de Saúde, number 008, Apr.
• Xu, Wenli, 2020, "A Baseline DSGE model of Climate Change for Climate Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 109234, Sep.
• Zhihao Xu & Clifford M. Hurvich, 2021, "A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation," Papers, arXiv.org, number 2108.06093, Aug, revised Jun 2023.
• Tymon Słoczyński, 2021, "Using the package hettreatreg to interpret OLS estimates under treatment-effect heterogeneity," 2021 Stata Conference, Stata Users Group, number 11, Aug.

Report NEP-ORE-2021-08-30

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: