Report NEP-ORE-2015-09-18

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:

• Jason Blevins & Shakeeb Khan, 2015. "Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata," 2015 Stata Conference 19, Stata Users Group.
• Davide Pettenuzzo & Francesco Ravazzolo, 2015. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers No 9/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Qian, Hang, 2015. "Inequality Constrained State Space Models," MPRA Paper 66447, University Library of Munich, Germany.
• Bo E. Honore & Luojia Hu, 2015. "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series WP-2015-7, Federal Reserve Bank of Chicago.
• E. Otranto, 2015. "Adding Flexibility to Markov Switching Models," Working Paper CRENoS 201509, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
• Lovo , Stefano & Tomala , Tristan, 2015. "Markov Perfect Equilibria in Stochastic Revision Games," HEC Research Papers Series 1093, HEC Paris.
• Ludovic Goudenege & Andrea Molent & Antonino Zanette, 2015. "Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models," Papers 1509.02686, arXiv.org.