Report NEP-ORE-2021-11-29
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, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- De Vos, Ignace & Stauskas, Ovidijus, 2021. "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers 2021:16, Lund University, Department of Economics.
- Dong Hwan Oh & Andrew J. Patton, 2021. "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series 2021-071, Board of Governors of the Federal Reserve System (U.S.).
- Campi, Luciano & Zabaljauregui, Diego, 2020. "Optimal market making under partial information with general intensities," LSE Research Online Documents on Economics 104612, London School of Economics and Political Science, LSE Library.
- Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021. "Empirical Bayes Control of the False Discovery Exceedance," Working Papers 2115, Federal Reserve Bank of Dallas.
- Duarte, Belmiro P.M. & Atkinson, Anthony C. & Granjo, Jose F.O & Oliveira, Nuno M.C, 2021. "A model-based framework assisting the design of vapor-liquid equilibrium experimental plans," LSE Research Online Documents on Economics 107448, London School of Economics and Political Science, LSE Library.
- Francis Bismans, 2021. "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA 2021-42, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Lokka, A. & Xu, Junwei, 2020. "Optimal liquidation trajectories for the Almgren-Chriss model," LSE Research Online Documents on Economics 106977, London School of Economics and Political Science, LSE Library.
- Kaddoura, Yousef & Westerlund, Joakim, 2021. "Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed," Working Papers 2021:15, Lund University, Department of Economics.
- Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021. "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers 2021-020, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Taining Wang & Feng Yao, 2021. "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers 21-01, Department of Economics, West Virginia University.
- Tae-Hwy Lee & He Wang & Zhou Xi & Ru Zhang, 2021. "Density Forecast of Financial Returns Using Decomposition and Maximum Entropy," Working Papers 202115, University of California at Riverside, Department of Economics.
- Vito Polito & Yunyi Zhang, 2021. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series 9395, CESifo.
- John Duffy & Lucie Lebeau & Daniela Puzzello, 2021. "Bargaining Under Liquidity Constraints: Nash vs. Kalai in the Laboratory," Working Papers 2113, Federal Reserve Bank of Dallas.
- Hamsa, K.R. & Umesh, K.B., 2021. "Technical Efficiency in Finger Millet and Paddy Crop in Southern Karnataka: Application of Data Envelop Analysis and Stochastic Frontier Approach," 2021 Conference, August 17-31, 2021, Virtual 315862, International Association of Agricultural Economists.
- Benjamin Lester & David A. Rivers & Giorgio Topa, 2021. "The Heterogeneous Impact of Referrals on Labor Market Outcomes," Working Papers 21-34, Federal Reserve Bank of Philadelphia.
- Hakan Kara & Cagri Sarikaya, 2021. "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers 2121, Koc University-TUSIAD Economic Research Forum.
- Claude Fluet & Thomas Lanzi, 2021. "Cross-Examination," Working Papers of BETA 2021-40, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Emilie Da Silva & Vincent Grossmann-Wirth & Benoit Nguyen & Miklos Vari, 2021. "Paying Banks to Lend? Evidence from the Eurosystem's TLTRO and the Euro Area Credit Registry," Working papers 848, Banque de France.
- Maria Gabriella Graziano & Marialaura Pesce & Maria Romaniello, 2021. "Two characterizations of Cost Share Equilibria," CSEF Working Papers 628, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 24 May 2023.
- Černý, Aleš & Czichowsky, Christoph & Kallsen, Jan, 2021. "Numeraire-invariant quadratic hedging and mean–variance portfolio allocation," LSE Research Online Documents on Economics 112612, London School of Economics and Political Science, LSE Library.
- Han Jiang & Aggey Simons, 2021. "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers 2113E Classification-H41., University of Ottawa, Department of Economics.
- Dupuy, Arnaud & Kennes, John & Lyng, Ran Sun, 2021. "The Market for CEOs: Building Legacy and Feeling Empowered Matter," IZA Discussion Papers 14803, Institute of Labor Economics (IZA).
- Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo, 2021. "Asymptotic in a class of network models with an increasing sub-Gamma degree sequence," Papers 2111.01301, arXiv.org, revised Nov 2023.
- Victor Lapshin, 2021. "Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments," HSE Working papers WP BRP 84/FE/2021, National Research University Higher School of Economics.
- Sebastian Edwards, 2021. "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers 29441, National Bureau of Economic Research, Inc.
- Blanchet, Jose H. & Reiman, Martin I. & Shah, Virag & Wein, Lawrence M. & Wu, Linjia, 2020. "Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities," Research Papers 3916, Stanford University, Graduate School of Business.
- Ennio Bilancini & Leonardo Boncinelli & Alessandro Tampieri, 2021. "Strategy Assortativity and the Evolution of Parochialism," DEM Discussion Paper Series 21-20, Department of Economics at the University of Luxembourg.
- Sepideh Mosaferi & Mark S. Kaiser, 2021. "Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory," Papers 2111.00972, arXiv.org, revised Aug 2022.