Report NEP-ORE-2015-01-03

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:

• Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE 2014-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
• Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, Department of Economics and Business Economics, Aarhus University.
• Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers 10160, C.E.P.R. Discussion Papers.
• Claudia Pigini & Andrea Filippo Presbitero & Alberto Zazzaro, 2014. "State Dependence in Access to Credit," Mo.Fi.R. Working Papers 102, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Mark Podolskij, 2014. "Ambit fields: survey and new challenges," CREATES Research Papers 2014-51, Department of Economics and Business Economics, Aarhus University.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014. "Impulse response matching estimators for DSGE models," CFS Working Paper Series 498, Center for Financial Studies (CFS).
• Klein, Torsten L., 2014. "Communicating quantitative information: tables vs graphs," MPRA Paper 60514, University Library of Munich, Germany.
• Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014. "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.
• Keilman, Nico & van Duin, Coen, 2014. "Stochastic Household Forecasts by Coherent Random Shares Predictions," Memorandum 10/2014, Oslo University, Department of Economics.
• Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014. "An M-estimator of Spatial Tail Dependence," Discussion Paper 2014-021, Tilburg University, Center for Economic Research.
• Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014. "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers 2014s-44, CIRANO.
• Item repec:cep:stiecm:/2014/578 is not listed on IDEAS anymore

• Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Klein, Torsten L., 2014. "The small multiple in econometrics – a redesign," MPRA Paper 60521, University Library of Munich, Germany.
• Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
• Freitag L., 2014. "Default probabilities, CDS premiums and downgrades : A probit-MIDAS analysis," Research Memorandum 038, Maastricht University, Graduate School of Business and Economics (GSBE).