Report NEP-ORE-2022-02-21

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
• Schlicht, Ekkehart, 2022. "VCwrapper," Discussion Papers in Economics 84584, University of Munich, Department of Economics.
• Yuen, Christine & Fryzlewicz, Piotr, 2022. "Exploiting disagreement between high-dimensional variable selectors for uncertainty visualization," LSE Research Online Documents on Economics 112480, London School of Economics and Political Science, LSE Library.
• Holehouse, James & Moran, José, 2022. "Exact time-dependent dynamics of discrete binary choice models," INET Oxford Working Papers 2022-03, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
• Chen, Yunxiao & Li, Xiaoou, 2022. "Determining the number of factors in high-dimensional generalized latent factor models," LSE Research Online Documents on Economics 111574, London School of Economics and Political Science, LSE Library.
• Barnett, William A. & Eryilmaz, Unal, 2022. "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," MPRA Paper 111567, University Library of Munich, Germany.
• Jinyong Hahn & Hyungsik Roger Moon & Ruoyao Shi, 2022. "Test of Neglected Heterogeneity in Dyadic Models," Working Papers 202206, University of California at Riverside, Department of Economics.
• Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022. "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers 2022-04, Department of Economics and Business Economics, Aarhus University.
• Li, Xiaoou & Chen, Yunxiao & Chen, Xi & Liu, Jingchen & Ying, Zhiliang, 2021. "Optimal stopping and worker selection in crowdsourcing: an adaptive sequential probability ratio test framework," LSE Research Online Documents on Economics 100873, London School of Economics and Political Science, LSE Library.
• Patrik Guggenberge & Frank Kleibergen & Sophocles Mavroeidis, 2022. "A Test for Kronecker Product Structure Covariance Matrix," Economics Series Working Papers 962, University of Oxford, Department of Economics.
• Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Working Papers 2022_06, Business School - Economics, University of Glasgow.
• Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
• Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Working Papers 2022_05, Business School - Economics, University of Glasgow.
• Chen, Yudong & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional, multiscale online changepoint detection," LSE Research Online Documents on Economics 113665, London School of Economics and Political Science, LSE Library.
• ferrara, giancarlo & campagna, arianna & bucci, valeria & atella, vincenzo, 2021. "Presumptive taxation and firms’ efficiency: an integrated approach for tax compliance analysis," MPRA Paper 111516, University Library of Munich, Germany.
• Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
• Schlicht, Ekkehart, 2022. "Estimating time-varying coefficients with Gretl using the VC method," Discussion Papers in Economics 84611, University of Munich, Department of Economics.
• Kallina, Dennis & Siegfried, Patrick, 2021. "Optimization of Supply Chain Network using Genetic Algorithms based on Bill of materials," MPRA Paper 111397, University Library of Munich, Germany.
• Ole Linnemann Nielsen & Anders Merrild Posselt, 2022. "Betting on mean reversion in the VIX? Evidence from ETP flows," CREATES Research Papers 2022-06, Department of Economics and Business Economics, Aarhus University.
• Luke De Clerk & Sergey Savl'ev, 2022. "A machine learning search for optimal GARCH parameters," Papers 2201.03286, arXiv.org.
• Jurkatis, Simon, 2022. "Why you should not use the LSV herding measure," Bank of England working papers 959, Bank of England.
• Thomas R. Cook & Greg Gupton & Zach Modig & Nathan M. Palmer, 2021. "Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values," Research Working Paper RWP 21-12, Federal Reserve Bank of Kansas City.
• Roman Frydman & Halina Frydman, 2022. "Why Diagnostic Expectations Cannot Replace REH," Working Papers Series inetwp175, Institute for New Economic Thinking.
• Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021. "When do investors go green? Evidence from a time-varying asset-pricing model," Working Papers 2021-13, Joint Research Centre, European Commission.
• bucci, valeria & ferrara, giancarlo & resce, giuliano, 2022. "Fiscal decentralization and efficiency: empirical evidence from Italian municipalities," MPRA Paper 111515, University Library of Munich, Germany.
• Ricardo Martínez & Juan D. Moreno-Ternero, 2022. "Compensation and sacrifice in the probabilistic rationing of indivisible units," Working Papers 22.01, Universidad Pablo de Olavide, Department of Economics.
• Javier Alejo & Gabriel Montes Rojas & Walter Sosa Escudero, 2021. "RIF Regression via Sensitivity Curves," Working Papers 159, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
• Cetin, Umut & Danilova, Albina, 2021. "On pricing rules and optimal strategies in general Kyle-Back models," LSE Research Online Documents on Economics 113003, London School of Economics and Political Science, LSE Library.
• Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
• Giulio Bottazzi & Daniele Giachini, 2022. "Strategically biased learning in market interactions," LEM Papers Series 2022/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Müller, Jan Philipp, 2022. "Stochastic Service Network Design for Intermodal Freight Transportation," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 130494, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Pramanik, Subhajit, 2021. "An Essay on Labor Supply Decisions and Reference Dependent Preferences," MPRA Paper 111499, University Library of Munich, Germany, revised 26 Dec 2021.
• Banker, Rajiv & Park, Han-Up & Sahoo, Biresh, 2022. "A statistical foundation for the measurement of managerial ability," MPRA Paper 111832, University Library of Munich, Germany.