Report NEP-ORE-2016-05-08

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:

• Hecq, A.W. & Lieb, L.M. & Telg, J.M.A., 2015. "Identification of Mixed Causal-Noncausal Models : How Fat Should We Go?," Research Memorandum 035, Maastricht University, Graduate School of Business and Economics (GSBE).
• Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
• Kollmann, Robert, 2016. "Tractable Likelihood-Based Estimation of Non-Linear DSGE Models Using Higher-Order Approximations," MPRA Paper 70350, University Library of Munich, Germany.
• Kazuhiro Kurose & Naoki Yoshihara, 2016. "The Heckscher-Ohlin-Samuelson model and the Cambridge capital controversies," Working Papers SDES-2016-4, Kochi University of Technology, School of Economics and Management, revised Apr 2016.
• Elena Andreou, 2016. "On the use of high frequency measures of volatility in MIDAS regressions," University of Cyprus Working Papers in Economics 03-2016, University of Cyprus Department of Economics.
• Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
• Sandrine Jacob Leal & Mauro Napoletano, 2016. "Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High- Frequency Trading," SciencePo Working papers Main hal-03459346, HAL.