Report NEP-ORE-2018-03-05

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:

• Xin Jin & John M. Maheu & Qiao Yang, 2018. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," Working Paper series 18-02, Rimini Centre for Economic Analysis.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018. "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers 0418, School of Economics, University of Surrey.
• Gabriele Fiorentini & Enrique Sentana, 2018. "Consistent non-Gaussian pseudo maximum likelihood estimators," Working Paper series 18-06, Rimini Centre for Economic Analysis.
• Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018. "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers 18-013/III, Tinbergen Institute.
• Compernolle, T. & Huisman, Kuno & Kort, Peter M. & Lavrutich, Maria & Nunes, Claudia & Thijssen, J.J.J., 2018. "Investment Decisions with Two-Factor Uncertainty," Discussion Paper 2018-003, Tilburg University, Center for Economic Research.
• Lorenzo Camponovo, 2018. "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers 0618, School of Economics, University of Surrey.
• Duarte, Pablo & Süßmuth, Bernd, 2018. "Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis," Working Papers 152, University of Leipzig, Faculty of Economics and Management Science.
• Jia, Kai & Kenney, Martin & Mattila, Juri & Seppälä, Timo, 2018. "The Application of Artificial Intelligence at Chinese Digital Platform Giants: Baidu, Alibaba and Tencent," ETLA Reports 81, The Research Institute of the Finnish Economy.
• Chung, Jeahan & Kim, Jeong-Yoo, 2018. "Cheap talk by multiple speakers in the presence of network externalities," Economics Discussion Papers 2018-9, Kiel Institute for the World Economy (IfW Kiel).
• Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.