Report NEP-ORE-2014-09-29

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2014. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," Working Papers 1424, BBVA Bank, Economic Research Department.
• Martinet, G.G. & McAleer, M.J., 2014. "On the Invertibility of EGARCH," Econometric Institute Research Papers EI2014-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
• Minxian Yang, 2014. "Binary Choice Model with Endogeneity: Identification via Heteroskedasticity," Discussion Papers 2014-34, School of Economics, The University of New South Wales.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014. "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers 2014-29, Department of Economics and Business Economics, Aarhus University.
• Juan Tomas Sayago-Gomez, 2014. "Matlab Code for Structural Decomposition Analysis," Working Papers Technical Document 2014-0, Regional Research Institute, West Virginia University, revised 05 May 2014.