Report NEP-ORE-2016-11-13

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:

• Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
• Chia-Lin Chang & Michael McAleer, 2016. "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers 16-094/III, Tinbergen Institute.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2016. "Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data," CEPA Working Papers Series WP062016, School of Economics, University of Queensland, Australia.
• Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
• Zbonakova, Lenka & Härdle, Wolfgang Karl & Wang, Weining, 2016. "Time varying quantile Lasso," SFB 649 Discussion Papers 2016-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.