Report NEP-ORE-2021-11-29

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:

• De Vos, Ignace & Stauskas, Ovidijus, 2021, "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers, Lund University, Department of Economics, number 2021:16, Nov.
• Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
• Campi, Luciano & Zabaljauregui, Diego, 2020, "Optimal market making under partial information with general intensities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104612, May.
• Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021, "Empirical Bayes Control of the False Discovery Exceedance," Working Papers, Federal Reserve Bank of Dallas, number 2115, Nov, DOI: 10.24149/wp2115.
• Duarte, Belmiro P.M. & Atkinson, Anthony C. & Granjo, Jose F.O & Oliveira, Nuno M.C, 2021, "A model-based framework assisting the design of vapor-liquid equilibrium experimental plans," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107448, Feb.
• Francis Bismans, 2021, "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-42.
• Lokka, A. & Xu, Junwei, 2020, "Optimal liquidation trajectories for the Almgren-Chriss model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106977, Nov.
• Kaddoura, Yousef & Westerlund, Joakim, 2021, "Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed," Working Papers, Lund University, Department of Economics, number 2021:15, Nov.
• Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021, "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-020.
• Taining Wang & Feng Yao, 2021, "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers, Department of Economics, West Virginia University, number 21-01, Oct.
• Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021, "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers, University of California at Riverside, Department of Economics, number 202115, Nov.
• Vito Polito & Yunyi Zhang, 2021, "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series, CESifo, number 9395.
• John Duffy & Lucie Lebeau & Daniela Puzzello, 2021, "Bargaining Under Liquidity Constraints: Nash vs. Kalai in the Laboratory," Working Papers, Federal Reserve Bank of Dallas, number 2113, Nov, DOI: 10.24149/wp2113.
• Hamsa, K.R. & Umesh, K.B., 2021, "Technical Efficiency in Finger Millet and Paddy Crop in Southern Karnataka: Application of Data Envelop Analysis and Stochastic Frontier Approach," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315862, Aug, DOI: 10.22004/ag.econ.315862.
• Benjamin Lester & David A. Rivers & Giorgio Topa, 2021, "The Heterogeneous Impact of Referrals on Labor Market Outcomes," Working Papers, Federal Reserve Bank of Philadelphia, number 21-34, Oct, DOI: 10.21799/frbp.wp.2021.34.
• Hakan Kara & Cagri Sarikaya, 2021, "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2121, Nov.
• Claude Fluet & Thomas Lanzi, 2021, "Cross-Examination," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-40.
• Emilie Da Silva & Vincent Grossmann-Wirth & Benoit Nguyen & Miklos Vari, 2021, "Paying Banks to Lend? Evidence from the Eurosystem's TLTRO and the Euro Area Credit Registry," Working papers, Banque de France, number 848.
• Maria Gabriella Graziano & Marialaura Pesce & Maria Romaniello, 2021, "Two characterizations of Cost Share Equilibria," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 628, Nov, revised 24 May 2023.
• Černý, Aleš & Czichowsky, Christoph & Kallsen, Jan, 2021, "Numeraire-invariant quadratic hedging and mean–variance portfolio allocation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112612.
• Han Jiang & Aggey Simons, 2021, "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers, University of Ottawa, Department of Economics, number 2113E Classification-H41..
• Dupuy, Arnaud & Kennes, John & Lyng, Ran Sun, 2021, "The Market for CEOs: Building Legacy and Feeling Empowered Matter," IZA Discussion Papers, IZA Network @ LISER, number 14803, Oct.
• Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo, 2021, "Asymptotic in a class of network models with an increasing sub-Gamma degree sequence," Papers, arXiv.org, number 2111.01301, Nov, revised Nov 2023.
• Victor Lapshin, 2021, "Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments," HSE Working papers, National Research University Higher School of Economics, number WP BRP 84/FE/2021.
• Sebastian Edwards, 2021, "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29441, Oct.
• Blanchet, Jose H. & Reiman, Martin I. & Shah, Virag & Wein, Lawrence M. & Wu, Linjia, 2020, "Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities," Research Papers, Stanford University, Graduate School of Business, number 3916, Dec.
• Ennio Bilancini & Leonardo Boncinelli & Alessandro Tampieri, 2021, "Strategy Assortativity and the Evolution of Parochialism," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-20.
• Sepideh Mosaferi & Mark S. Kaiser, 2021, "Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory," Papers, arXiv.org, number 2111.00972, Nov, revised Jan 2025.

Report NEP-ORE-2021-11-29

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: