Report NEP-ORE-2019-04-15

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:

• Valeria Bignozzi & Matteo Burzoni & Cosimo Munari, 2018. "Risk Measures Based on Benchmark Loss Distributions," Swiss Finance Institute Research Paper Series 18-48, Swiss Finance Institute, revised Nov 2018.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
• Inderst, Roman & Opp, Marcus, 2019. "Only time will tell: A theory of deferred compensation," CEPR Discussion Papers 13643, C.E.P.R. Discussion Papers.
• Kris Boudt & Dries Cornilly & Tim Verdonck, 2019. "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/970, Ghent University, Faculty of Economics and Business Administration.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019. "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper 93048, University Library of Munich, Germany.
• M. Hashem Pesaran & Cynthia Fan Yang, 2019. "Estimation and inference in spatial models with dominant units," CESifo Working Paper Series 7563, CESifo.
• Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017. "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics 83780, London School of Economics and Political Science, LSE Library.
• Kang, Xinyu & Fryzlewicz, Piotr & Chu, Catherine & Kramer, Mark & Kolaczyk, Eric D., 2018. "Multiscale network analysis through tail-greedy bottom-up approximation, with applications in neuroscience," LSE Research Online Documents on Economics 90021, London School of Economics and Political Science, LSE Library.
• Daniel Bird & Alexander Frug, 2019. "Monotone Contracts," Working Papers 1085, Barcelona School of Economics.
• Bar Light, 2019. "Stochastic Comparative Statics in Markov Decision Processes," Papers 1904.05481, arXiv.org, revised Jan 2020.
• BELLEFLAMME Paul, & FORLIN Valeria,, 2019. "Endogenous vertical segmentation in a Cournot oligopoly," LIDAM Discussion Papers CORE 2019007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Matteo Brachetta & Claudia Ceci, 2019. "Optimal excess-of-loss reinsurance for stochastic factor risk models," Papers 1904.05422, arXiv.org.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series 18-71, Swiss Finance Institute.
• Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018. "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series 18-57, Swiss Finance Institute.
• Michael Schatz & Didier Sornette, 2018. "Inefficient Bubbles and Efficient Drawdowns in Financial Markets," Swiss Finance Institute Research Paper Series 18-49, Swiss Finance Institute.
• Danilov, Anastasia & Irlenbusch, Bernd & Harbring, Christine, 2019. "Helping under a Combination of Team and Tournament Incentives," IZA Discussion Papers 12267, Institute of Labor Economics (IZA).
• Carbajal-De-Nova, Carolina, 2017. "A proposed method to estimate dynamic panel models when either N or T or both are not large," MPRA Paper 93100, University Library of Munich, Germany, revised 02 Sep 2017.
• Bergantiños, Gustavo & Navarro, Adriana, 2019. "Characterization of the painting rule for multi-source minimal cost spanning tree problems," MPRA Paper 93266, University Library of Munich, Germany.
• Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi, 2019. "Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations," Papers 1904.03647, arXiv.org, revised Dec 2019.
• Michael W. McCracken, 2019. "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers 2019-11, Federal Reserve Bank of St. Louis.
• Harashima, Taiji, 2019. "A Pareto Inefficient Path to Steady State in Recession," MPRA Paper 93216, University Library of Munich, Germany.
• Takahiro Hoshino & Yuya Shimizu, 2019. "Doubly Robust-type Estimation of Population Moments and Parameters in Biased Sampling," Keio-IES Discussion Paper Series 2019-006, Institute for Economics Studies, Keio University.
• Florent Gallien & Serge Kassibrakis & Semyon Malamud, 2018. "Hedge or Rebalance: Optimal Risk Management with Transaction Costs," Swiss Finance Institute Research Paper Series 18-60, Swiss Finance Institute.
• Пигнастый, Олег & Koжевников, Георгий, 2019. "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии [Distributed dynamic PDE-model of a program control by utilization of t," MPRA Paper 93278, University Library of Munich, Germany, revised 02 Feb 2019.