Report NEP-ORE-2018-08-20

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:

• Lai, Hung-pin & Kumbhakar, Subal C., 2018. "Estimation of Dynamic Stochastic Frontier Model using Likelihood-based Approaches," MPRA Paper 87830, University Library of Munich, Germany.
• Damien Ackerer & Damir Filipović, 2017. "Option Pricing with Orthogonal Polynomial Expansions," Swiss Finance Institute Research Paper Series 17-41, Swiss Finance Institute.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series 17-17, Swiss Finance Institute.
• Sílvia GONÇALVES & Benoit PERRON, 2018. "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche 10-2018, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Escañuela Romana, Ignacio, 2018. "Instability in the basic New Keynesian model under limited information," MPRA Paper 88015, University Library of Munich, Germany.
• Daniela Marella, 2018. "Pc Complex: Pc Algorithm For Complex Survey Data," Departmental Working Papers of Economics - University 'Roma Tre' 0240, Department of Economics - University Roma Tre.
• Yang, David, 2018. "Has the arrival of Amazon altered the market structure for consumer electronic goods in Australia?," MPRA Paper 88153, University Library of Munich, Germany.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017. "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series 17-26, Swiss Finance Institute.
• Guido Imbens & Konrad Menzel, 2018. "A Causal Bootstrap," NBER Working Papers 24833, National Bureau of Economic Research, Inc.
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".