Report NEP-ORE-2017-09-03

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:

• Li, Yong & Yu, Jun & Zeng, Tao, 2017. "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers 9-2017, Singapore Management University, School of Economics.
• Hiroyuki Watanabe, 2017. "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series DP2017-20, Research Institute for Economics & Business Administration, Kobe University.
• Sun, Hang & Bos, Jaap W.B. & Li, Zhuo, 2017. "In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market," Research Memorandum 019, Maastricht University, Graduate School of Business and Economics (GSBE).
• Giampiero M. Gallo & Edoardo Otranto, 2017. "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive 2017_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2017. "In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory," Economics and Statistics Working Papers 10-2017, Singapore Management University, School of Economics.
• Mogens Graf Plessen & Alberto Bemporad, 2017. "Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic?," Papers 1708.08857, arXiv.org, revised Oct 2017.
• Jungbin Hwang, 2017. "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers 2017-19, University of Connecticut, Department of Economics, revised Aug 2020.
• Bodnar, Taras & Mazur, Stepan & Muhinyuza, Stanislas & Parolya, Nestor, 2017. "On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions," Working Papers 2017:7, Örebro University, School of Business.
• Nyholm, Juho, 2017. "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper 81033, University Library of Munich, Germany.
• Bodnar, Taras & Mazur, Stepan & Ngailo, Edward & Parolya, Nestor, 2017. "Discriminant analysis in small and large dimensions," Working Papers 2017:6, Örebro University, School of Business.
• Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.