Report NEP-ORE-2010-10-30

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010. "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," Documents de travail du Centre d'Economie de la Sorbonne 10067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Søren Johansen, 2010. "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers 10-28, University of Copenhagen. Department of Economics.
• Søren Johansen, 2010. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers 10-27, University of Copenhagen. Department of Economics.
• Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010. "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers 10-104/2/DSF 2, Tinbergen Institute, revised 29 Nov 2010.
• Larry Goldstein & Yosef Rinott & Marco Scarsini, 2010. "Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators," Discussion Paper Series dp556, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Reiter, Michael, 2010. "Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models," Economics Series 258, Institute for Advanced Studies.