Report NEP-ORE-2012-03-28

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Márcio Laurini, 2012. "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers 2012-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers 8894, C.E.P.R. Discussion Papers.
• Márcio Laurini, 2012. "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers 2012-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Gong, Liutang & Zou, Heng-fu, 2012. "Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism," MPRA Paper 37426, University Library of Munich, Germany.
• Giraleas, Dimitris & Emrouznejad, Ali & Thanassoulis, Emmanuel, 2011. "Productivity change using growth accounting and frontier-based approaches – Evidence from a Monte Carlo analysis," MPRA Paper 37429, University Library of Munich, Germany.
• Mantalos, Panagiotis & Karagrigoriou, Alex, 2012. "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers 2012:4, Örebro University, School of Business.