Report NEP-ORE-2022-02-28

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:

• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
• Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
• Item repec:cam:camjip:2111 is not listed on IDEAS anymore

• Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2022, "Extreme inflation and time-varying expected consumption growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 334, DOI: 10.2139/ssrn.4001498.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1301, Feb.
• Tzougas, George & Hong, Natalia & Ho, Ryan, 2022, "Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113616, Jan.
• Dassios, Angelos & Zhang, Junyi, 2022, "First hitting time of Brownian motion on simple graph with skew semiaxes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111021, Sep.
• Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2023, "A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112222, Jan.
• G. Cubadda & S. Grassi & B. Guardabascio, 2022, "The Time-Varying Multivariate Autoregressive Index Model," Papers, arXiv.org, number 2201.07069, Jan.
• Nezakati, Ensiyeh & Pircalabelu, Eugen, 2021, "Unbalanced distributed estimation and inference for precision matrices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021031, Jan.
• James G. MacKinnon, 2022, "Using Large Samples in Econometrics," Working Paper, Economics Department, Queen's University, number 1482, Feb.
• Illés, Tibor & Rigó, Petra Renáta & Török, Roland, 2022, "Unified approach of primal-dual interior-point algorithms for a new class of AET functions," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2022/02, Feb.
• Fan Yang & Yi Qian & Hui Xie, 2022, "Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 29708, Jan.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2021, "Asset Prices Under Knightian Uncertainty," Working Papers Series, Institute for New Economic Thinking, number inetwp172, Dec, DOI: 10.36687/inetwp172.
• Battulga Gankhuu, 2022, "Augmented Dynamic Gordon Growth Model," Papers, arXiv.org, number 2201.06012, Jan, revised Sep 2024.
• Nguyen, Cuong Viet & Vu, Linh Hoang, 2022, "Ownership Effects in Dictator Games: Evidence from an Experimental Study," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1032.
• Halpern, Joe & Heller, Yuval & Winter, Eyal, 2022, "The Benefits of Coarse Preferences," MPRA Paper, University Library of Munich, Germany, number 111670, Jan.
• Pircalabelu, Eugen, 2021, "A spline-based time-varying reproduction number for modelling epidemiological outbreaks," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021030, Apr.
• Villeneuve, Stéphane & Bolte, Jérôme & Miclo, Laurent, 2022, "Swarm gradient dynamics for global optimization: the mean-field limit case," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1302, Mar.
• Max Fuchs & Jochen Michaelis, 2022, "Is a Secondary Currency Essential? – On the Welfare Effects of a New Currency," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202205.
• Ralph S. J. Koijen & Motohiro Yogo, 2022, "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29679, Jan.
• Li, Bin, 2022, "How Various “Irrationalities” Proven to be Rational," MPRA Paper, University Library of Munich, Germany, number 111637, Jan.
• Saman Banafti & Tae-Hwy Lee, 2022, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers, arXiv.org, number 2201.06605, Jan, revised Sep 2023.
• Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon, 2022, "Black-box Bayesian inference for economic agent-based models," Papers, arXiv.org, number 2202.00625, Feb.
• Nguyen, Bao Hoang & Simar, Léopold & Zelenyuk, Valentin, 2021, "Data sharpening for improving CLT approximations for DEA-type efficiency estimators," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021033, Sep.
• Kang, Zi Yang & Vasserman, Shoshana, 2021, "Robust Bounds for Welfare Analysis," Research Papers, Stanford University, Graduate School of Business, number 4002, Dec.
• Paolo Bertoletti, 2022, "The dual of Bertrand with homogeneous products is Cournot with perfect complements," Working Papers, University of Milano-Bicocca, Department of Economics, number 490, Feb.
• Dzung Bui & Lena Draeger & Bernd Hayo & Giang Nghiem, 2022, "The Marginal Propensity to Consume During the COVID-19 Pandemic: Evidence from Thailand and Vietnam," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202207.

Report NEP-ORE-2022-02-28

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: