Report NEP-ORE-2022-04-25

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:

• Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis, 2022. "On Testing for Bubbles During Hyperinflations," Department of Economics Working Papers 2022_02, Universidad Torcuato Di Tella.
• Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022. "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers 2022-09, Center for Research in Economics and Statistics.
• Gao, Z. & Pesaran, M. H., 2022. "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.
• De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
• Tzougas, George & di Cerchiara, Alice Pignatelli, 2021. "Bivariate mixed Poisson regression models with varying dispersion," LSE Research Online Documents on Economics 114327, London School of Economics and Political Science, LSE Library.
• Bongers, Anelí & Molinari, Benedetto & Torres, José L., 2022. "Computers, Programming and Dynamic General Equilibrium Macroeconomic Modeling," MPRA Paper 112505, University Library of Munich, Germany.
• Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Working Papers 2022-08, Center for Research in Economics and Statistics.
• Hao Wu & David Levinson, 2022. "The Ensemble Approach to Forecasting: A Review and Synthesis," Working Papers 2021-10, University of Minnesota: Nexus Research Group.
• Daniel J. Lewis & Karel Mertens, 2022. "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers 2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
• Gottlieb, Daniel & Moreira, Humberto, 2022. "Simple contracts with adverse selection and moral hazard," LSE Research Online Documents on Economics 114348, London School of Economics and Political Science, LSE Library.
• Bambino-Contreras, Carlos & Morales-Oñate, Víctor, 2021. "Exposición al default: estimación para un portafolio de tarjeta de crédito [Exposure to default: estimation for a credit card portfolio]," MPRA Paper 112333, University Library of Munich, Germany.
• Berlingieri, Giuseppe & Marcolin, Luca & Ornelas, Emanuel, 2021. "Service offshoring and export experience," LSE Research Online Documents on Economics 114380, London School of Economics and Political Science, LSE Library.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.
• Andrea Gamba & Alessio Saretto, 2022. "Endogenous Option Pricing," Working Papers 2202, Federal Reserve Bank of Dallas.
• Morales-Oñate, Víctor & Morales-Oñate, Bolívar, 2021. "MTest: a bootstrap test for multicollinearity," MPRA Paper 112332, University Library of Munich, Germany.
• Alessandro Casini, 2022. "Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”," CEIS Research Paper 536, Tor Vergata University, CEIS, revised 02 Apr 2022.
• Evans, R. & Reiche, S., 2022. "When is a Contrarian Adviser Optimal?," Cambridge Working Papers in Economics 2222, Faculty of Economics, University of Cambridge.
• Sproule, Robert & Karras, Michael, 2022. "Two Conditions Which Induce Giffen Behavior In Any Numerical Analysis When Applied To The Wold-Juréen (1953) Utility Function," MPRA Paper 112558, University Library of Munich, Germany.
• Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
• Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
• Julian Martinez-Iriarte & YiXiao Sun, 2022. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: an Unconditional MTE Approach," Working Papers 131, Red Nacional de Investigadores en Economía (RedNIE).
• Nyassoke Titi Gaston Clément & Jules Sadefo-Kamdem & Louis Aimé Fono, 2022. "Dynamic Optimal Hedge Ratio Design when Price and Production are stochastic with Jump," Post-Print hal-02417401, HAL.
• Min Dai & Cong Qin & Neng Wang, 2022. "Dynamic Trading with Realization Utility," NBER Working Papers 29821, National Bureau of Economic Research, Inc.
• Miyake, Yusuke, 2022. "Endogenous childcare costs in R&D based model," MPRA Paper 112491, University Library of Munich, Germany.
• Miyake, Yusuke, 2022. "Endogenous childcare costs in R&D based model," MPRA Paper 112489, University Library of Munich, Germany.
• Johannes Huber, 2022. "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series 343, Universitaet Augsburg, Institute for Economics.
• Hammond, Peter J., 2022. "Prerationality as Avoiding Predictably Regrettable Consequences," The Warwick Economics Research Paper Series (TWERPS) 1401, University of Warwick, Department of Economics.
• Ramaharo, Franck M., 2021. "A simple macroeconomic framework for Madagascar," MPRA Paper 112092, University Library of Munich, Germany.
• Massaro, Alessandro & Magaletti, Nicola & Giardinelli, Vito O. M. & Cosoli, Gabriele & Leogrande, Angelo & Cannone, Francesco, 2022. "Original Data Vs High Performance Augmented Data for ANN Prediction of Glycemic Status in Diabetes Patients," MPRA Paper 112638, University Library of Munich, Germany.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022. "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper 112574, University Library of Munich, Germany.
• Rujiwattanapong, W. Similan, 2022. "Unemployment insurance and labour productivity over the business cycle," LSE Research Online Documents on Economics 114314, London School of Economics and Political Science, LSE Library.
• Furkan Sezer & Ceyhun Eksin, 2022. "Information Preferences of Individual Agents in Linear-Quadratic-Gaussian Network Games," Papers 2203.13056, arXiv.org.