Report NEP-ORE-2019-10-21

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ORE

The following items were announced in this report:

• Beaumont, Paul & Smallwood, Aaron, 2019. "Inference for likelihood-based estimators of generalized long-memory processes," MPRA Paper 96313, University Library of Munich, Germany.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
• Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-37-19, University of Passau, Faculty of Business and Economics.
• Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Sevvandi Kandanaarachchi & Rob J Hyndman, 2019. "Dimension Reduction For Outlier Detection Using DOBIN," Monash Econometrics and Business Statistics Working Papers 17/19, Monash University, Department of Econometrics and Business Statistics.
• Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019. "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers 13974, C.E.P.R. Discussion Papers.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
• Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao, 2019. "A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance," LSE Research Online Documents on Economics 102043, London School of Economics and Political Science, LSE Library.
• Fritsch, Markus, 2019. "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-36-19, University of Passau, Faculty of Business and Economics.
• Julio-Román, Juan Manuel, 2019. "Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach," Working papers 21, Red Investigadores de Economía.
• Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2019. "Robust portfolio optimization with multi-factor stochastic volatility," Papers 1910.06872, arXiv.org, revised Jun 2020.
• Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," Ruhr Economic Papers 824, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• OH, Joonseok; ROGANTINI PICCO, Anna, 2019. "Macro uncertainty and unemployment risk," Economics Working Papers ECO 2019/02, European University Institute.
• Nicholas Economides & John Kwoka & Thomas Philippon & Robert Seamans & Hal Singer & Marshall Steinbaum & Lawrence J. White, 2019. "Assessing DOJ’s Proposed Remedy in Sprint/T-Mobile: Can Ex Ante Competitive Conditions in Wireless Markets Be Restored?," Working Papers 19-14, NET Institute.
• Rady, Sven & Keller, R Godfrey, 2019. "Undiscounted Bandit Games," CEPR Discussion Papers 14046, C.E.P.R. Discussion Papers.
• Godfrey Keller & Sven Rady, 2019. "Undiscounted Bandit Games," Economics Series Working Papers 882, University of Oxford, Department of Economics.
• Oliver Merz & Raphael Flepp & Egon Franck, 2020. "Sonic Thunder vs. Brian the Snail : Are people affected by uninformative racehorse names?," Working Papers 384, University of Zurich, Department of Business Administration (IBW).
• Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-38-19, University of Passau, Faculty of Business and Economics.
• Falbo, Paolo & Pelizzari, Cristian & Taschini, Luca, 2019. "Renewables, allowances markets, and capacity expansion in energy-only markets," LSE Research Online Documents on Economics 101704, London School of Economics and Political Science, LSE Library.
• Donald W.K. Andrews & Soonwoo Kwon, 2019. "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers 2184, Cowles Foundation for Research in Economics, Yale University, revised Oct 2019.
• Damir Filipovi'c & Kathrin Glau & Yuji Nakatsukasa & Francesco Statti, 2019. "Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing," Papers 1910.07241, arXiv.org.
• Francesco Cerigioni & Fabrizio Germano & Pedro Rey-Biel & Peio Zuazo-Garin, 2019. "Higher orders of rationality and the structure of games," Economics Working Papers 1672, Department of Economics and Business, Universitat Pompeu Fabra.
• Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
• Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2019. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," CEPR Discussion Papers 13970, C.E.P.R. Discussion Papers.
• Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019. "Does Costly Reversibility Matter for U.S. Public Firms?," NBER Working Papers 26372, National Bureau of Economic Research, Inc.
• Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
• Takanori IDA & Ryo OKUI, 2019. "Can information alleviate overconfidence? A randomized experiment on financial market predictions," Discussion papers e-19-005, Graduate School of Economics , Kyoto University.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2019. "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," CEPR Discussion Papers 13950, C.E.P.R. Discussion Papers.
• David M. Kaplan, 2019. "distcomp: Comparing distributions," Working Papers 1908, Department of Economics, University of Missouri.
• Matteo Brachetta & Claudia Ceci, 2019. "A BSDE-based approach for the optimal reinsurance problem under partial information," Papers 1910.05999, arXiv.org, revised May 2020.
• Tim Leung & Yang Zhou, 2019. "Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework," Papers 1910.06432, arXiv.org.
• Ayal Y. Chen-Zion & James E. Rauch, 2019. "History Dependence, Cohort Attachment, and Job Referrals in Networks of Close Relationships," NBER Working Papers 26358, National Bureau of Economic Research, Inc.
• Hakimov, Rustamdjan & Heller, Christian-Philipp & Kübler, Dorothea & Kurino, Morimitsu, 2019. "How to avoid black markets for appointments with online booking systems," Discussion Papers, Research Unit: Market Behavior SP II 2019-210, WZB Berlin Social Science Center.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Building Knowledge-Based Economies in Africa: A Systematic Review of Policies and Strategies," Working Papers of the African Governance and Development Institute. 19/072, African Governance and Development Institute..
• Spears, Dean & Budolfson, Mark, 2019. "Why Variable-Population Social Orderings Cannot Escape the Repugnant Conclusion: Proofs and Implications," IZA Discussion Papers 12668, Institute of Labor Economics (IZA).
• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019. "Pure Rank Preferences and Variation in Risk-Taking Behavior," IZA Discussion Papers 12637, Institute of Labor Economics (IZA).
• Stark, Oded & Budzinski, Wiktor & Jakubek, Marcin, 2019. "Pure rank preferences and variation in risk-taking behavior," University of Tübingen Working Papers in Business and Economics 123, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
• Hubertus Franke & Martina Hasseler & Denise Dick & Stephanie Krebs & Anna Lietz & Siegfried Bublitz, 2019. "The IT-value stream model for Hospital Networks," Proceedings of International Academic Conferences 9811065, International Institute of Social and Economic Sciences.
• Jacob Leshno & Philipp Strack, 2019. "Bitcoin: An Impossibility Theorem for Proof-of-Work based Protocols," Cowles Foundation Discussion Papers 2204, Cowles Foundation for Research in Economics, Yale University.
• Bolte, Jérôme & Pauwels, Edouard, 2019. "Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning," TSE Working Papers 19-1044, Toulouse School of Economics (TSE).
• Marques, Jorge & Pascoal, Rui, 2018. "Mathematical Economics - Marginal analysis in the consumer behavior theory," MPRA Paper 96442, University Library of Munich, Germany.
• Jan K. Brueckner & Achim I. Czerny & Alberto A. Gaggero, 2019. "Airline Mitigation of Propagated Delays: Theory and Empirics on the Choice of Schedule Buffers," CESifo Working Paper Series 7875, CESifo.
• Dwijayanti, Nita & Hady, Hamdy & Elfiswandi, Elfiswandi, 2019. "Pengaruh Struktur Modal Berdasarkan Profitabilitas, Pertumbuhan Aset, dan Ukuran Perusahaan pada Perusahaan Manufaktur [Effect of Capital Structure Based on Profitability, Asset Growth, and Company," MPRA Paper 96525, University Library of Munich, Germany.
• Wolfram F. Richter, 2019. "The Economics of the Digital Services Tax," CESifo Working Paper Series 7863, CESifo.
• Crosetto, P. & Filippin, A. & Katuscak, P. & Smith, J., 2019. "Central tendency bias in belief elicitation," Working Papers 2019-04, Grenoble Applied Economics Laboratory (GAEL).