Report NEP-ORE-2018-05-28

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:

• Yao Luo, 2018. "Unobserved Heterogeneity in Auctions under Restricted Stochastic Dominance," Working Papers tecipa-606, University of Toronto, Department of Economics.
• Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
• Lettau, Martin & Pelger, Markus, 2018. "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers 12926, C.E.P.R. Discussion Papers.
• Jörg Schwiebert, 2018. "A Bivariate Fractional Probit Model," Working Paper Series in Economics 381, University of Lüneburg, Institute of Economics.
• Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018. "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers 88, Universitat de les Illes Balears, Departament d'Economía Aplicada.
• Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
• Cassim, Lucius, 2018. "Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm," MPRA Paper 86861, University Library of Munich, Germany.
• Hesamzadeh, M. & Holmberg, P. & Sarfati, M., 2018. "Simulation and Evaluation of Zonal Electricity Market Designs," Cambridge Working Papers in Economics 1829, Faculty of Economics, University of Cambridge.
• Cristiana Tudor, 2018. "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences 7508377, International Institute of Social and Economic Sciences.
• Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2018. "Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case," AMSE Working Papers 1813, Aix-Marseille School of Economics, France.