Report NEP-ORE-2021-11-15

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:

• Bernt P. Stigum, 2021. "Consumer Choice under Certainty and Uncertainty in Applied Econometrics," EERI Research Paper Series EERI RP 2021/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Colo, Philippe, 2021. "Expert-based Knowledge: Communicating over Scientific Models," MPRA Paper 110434, University Library of Munich, Germany.
• Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
• De Meza, David & Reito, Francesco, 2020. "Too much waste, not enough rationing: the failure of stochastic, competitive markets," LSE Research Online Documents on Economics 104084, London School of Economics and Political Science, LSE Library.
• Xiufeng Yan, 2021. "Multiplicative Component GARCH Model of Intraday Volatility," Papers 2111.02376, arXiv.org.
• T. N. Li & A. Tourin, 2021. "Optimal Pairs Trading with Time-Varying Volatility," Papers 2111.02834, arXiv.org.
• Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• USUKI Teppei & KONDO Satoshi & SHIRAKI Kengo & MASADA Takahiro & SUZAKI Kosuke & MIYAKAWA Daisuke, 2021. "Using Sparse Modeling to Detect Accounting Fraud (Japanese)," Discussion Papers (Japanese) 21049, Research Institute of Economy, Trade and Industry (RIETI).
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021. "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series 9382, CESifo.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021. "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," EERI Research Paper Series EERI RP 2021/02, Economics and Econometrics Research Institute (EERI), Brussels.
• Rasolomanana, Onjaniaina Mianin'Harizo, 2021. "Ensemble Neural Network Using A Small Dataset For The Prediction Of Bankruptcy : Combining Numerical And Textual Data," Discussion paper series. A 361, Graduate School of Economics and Business Administration, Hokkaido University.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021. "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Papers 2111.02023, arXiv.org.
• Winkelmann, Lars & Yao, Wenying, 2021. "Tests for jumps in yield spreads," Discussion Papers 2021/15, Free University Berlin, School of Business & Economics.
• Schulte, Elisabeth & Friehe, Tim & Langlais, Eric, 2021. "Firm Liability When Third Parties and Consumers Incur Cumulative Harm," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242339, Verein für Socialpolitik / German Economic Association.
• Lingxiao Huang & K. Sudhir & Nisheeth Vishnoi, 2021. "Coresets for Regressions with Panel Data," Cowles Foundation Discussion Papers 2309, Cowles Foundation for Research in Economics, Yale University.
• Valeriya Azarova & Mathias Mier, 2021. "Investor Type Heterogeneity in Bottom-Up Optimization Models," ifo Working Paper Series 362, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Reiß, Markus & Winkelmann, Lars, 2021. "Inference on the maximal rank of time-varying covariance matrices using high-frequency data," Discussion Papers 2021/14, Free University Berlin, School of Business & Economics.
• Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics-from A.L.Nagar to Now," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.
• Bakk, Zsuzsa & Di Mari, Roberto & Oser, Jennifer & Kuha, Jouni, 2022. "Two-stage multilevel latent class analysis with covariates in the presence of direct effects," LSE Research Online Documents on Economics 112510, London School of Economics and Political Science, LSE Library.
• Emanuel Hansen, 2021. "Political Competition with Endogenous Party Formation and Citizen Activists," CESifo Working Paper Series 9374, CESifo.
• Augurzky, Boris & Fischer, Martin & Schmidt, Christoph M., 2021. "7-Tage- oder Hospitalisierungsinzidenz? Die "risikoadjustierte Inzidenz" als alternativer Frühindikator," RWI Positionen 80, RWI - Leibniz-Institut für Wirtschaftsforschung.
• Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen, 2021. "Cross impact in derivative markets," Working Papers hal-03378903, HAL.
• Georgieva, Daniela & Bankova, Diyana, 2021. "Security and safety of tourists as a factor for sustainable tourism, based on the example of Bulgarian black sea resorts," MPRA Paper 110345, University Library of Munich, Germany, revised 2021.
• Ben J. Heijdra & Pim Heijnen, 2021. "Efficiency and Equity: A General Equilibrium Analysis of Rent-Seeking," CESifo Working Paper Series 9375, CESifo.
• Chang-Tai Hsieh & Esteban Rossi-Hansberg, 2021. "The Industrial Revolution in Services," Working Papers 21-34, Center for Economic Studies, U.S. Census Bureau.
• Hurley, James & Walker, Daniel, 2021. "Did the Covid-19 local lockdowns reduce business activity? Evidence from UK SMEs," Bank of England working papers 943, Bank of England.
• Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021. "Energy Transition Metals," MPRA Paper 110364, University Library of Munich, Germany.
• Yuan Deng & Jieming Mao & Balasubramanian Sivan & Kangning Wang, 2021. "Approximately Efficient Bilateral Trade," Papers 2111.03611, arXiv.org.
• Behrman, J. & Parker, S. & Todd, P. & Zhang, W., 2021. "Prospering through Prospera: CCT Impacts on Educational Attainment and Achievement in Mexico," Cambridge Working Papers in Economics 2178, Faculty of Economics, University of Cambridge.
• Thi Ngoc Nguyen & Felix Musgens, 2021. "What drives the accuracy of PV output forecasts?," Papers 2111.02092, arXiv.org.