Report NEP-ORE-2016-08-07

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:

• Holden, Tom D., 2016. "Computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 144569, ZBW - Leibniz Information Centre for Economics.
• Philipp Renner & Karl Schmedders, 2016. "Dynamic Principal-Agent Models," Swiss Finance Institute Research Paper Series 16-26, Swiss Finance Institute.
• Sergey Ivashchenko & Rangan Gupta, 2016. "Forecasting using a Nonlinear DSGE Model," Working Papers 201659, University of Pretoria, Department of Economics.
• Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
• Damien Ackerer & Damir Filipović, 2016. "Linear Credit Risk Models," Swiss Finance Institute Research Paper Series 16-34, Swiss Finance Institute, revised Jun 2016.
• Robert F. Engle & Olivier Ledoit & Michael Wolf, 2016. "Large dynamic covariance matrices," ECON - Working Papers 231, Department of Economics - University of Zurich, revised Apr 2017.
• Breitmoser, Yves, 2016. "Stochastic choice, systematic mistakes and preference estimation," MPRA Paper 72779, University Library of Munich, Germany.