Report NEP-ORE-2019-11-04

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:

• Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2018. "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers 201910, University of California at Riverside, Department of Economics.
• Sergei Seleznev, 2019. "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series wps47, Bank of Russia.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Working Papers 201905, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction," Working Papers 201907, University of California at Riverside, Department of Economics.
• Domenico Delli Gatti & Jakob Grazzini, 2019. "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series 7894, CESifo.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "A Combined Random Effect and Fixed Effect Forecast for Panel Data Models," Working Papers 201906, University of California at Riverside, Department of Economics.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2019. "High-Frequency Volatility Forecasting of US Housing Markets," Working Papers 201977, University of Pretoria, Department of Economics.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Yundong Tu, 2018. "Forecasting Using Supervised Factor Models," Working Papers 201909, University of California at Riverside, Department of Economics.
• Eibelshäuser, Steffen & Poensgen, David, 2019. "Markov Quantal Response Equilibrium and a Homotopy Method for Computing and Selecting Markov Perfect Equilibria of Dynamic Stochastic Games," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203603, Verein für Socialpolitik / German Economic Association.
• Aman Ullah & Shujie Ma & Jeffrey Racine, 2019. "Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models," Working Papers 201920, University of California at Riverside, Department of Economics.
• Gries, Thomas, 2019. "Income polarization and stagnation in a stochastic model of growth: When the demand side matters," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203576, Verein für Socialpolitik / German Economic Association.
• Ruoyao Shi & Cheng Chou, 2019. "What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply," Working Papers 201912, University of California at Riverside, Department of Economics.
• Damir Filipović & Kathrin Glau & Yuji Nakatsukasa & Francesco Statti, 2019. "Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing," Swiss Finance Institute Research Paper Series 19-54, Swiss Finance Institute.
• Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019. "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203656, Verein für Socialpolitik / German Economic Association.
• Banchongsan Charoensook, 2019. "On the Interaction between Small Decay, Agent Heterogeneity and Diameter of Minimal Strict Nash Networks in Two-way Flow Model: A Note," Working Papers 2019.20, Fondazione Eni Enrico Mattei.
• R. Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2019. "On Obvious Strategy-proofness and Single-peakedness," UFAE and IAE Working Papers 967.19, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Quast, Josefine & Wolters, Maik H., 2019. "Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203535, Verein für Socialpolitik / German Economic Association.
• Stensholt, Eivind, 2019. "MMP-elections and the assembly size," Discussion Papers 2019/15, Norwegian School of Economics, Department of Business and Management Science.
• Xuan Liang & Jiti Gao & Xiaodong Gong, 2019. "Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects," Monash Econometrics and Business Statistics Working Papers 26/19, Monash University, Department of Econometrics and Business Statistics.
• Leszek Pyra, 2019. "Virtue Ethics and Environment," Proceedings of International Academic Conferences 9110975, International Institute of Social and Economic Sciences.
• R. Pablo Arribillaga & Jordi Massó & Alejandro Neme, 2019. "On Obvious Strategy-Proofness and Single-Peakedness," Working Papers 1122, Barcelona School of Economics.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019. "Prediction Regions for Interval-valued Time Series," Working Papers 201921, University of California at Riverside, Department of Economics.
• Bell, Brian & Machin, Stephen, 2018. "Minimum wages and firm value," LSE Research Online Documents on Economics 88286, London School of Economics and Political Science, LSE Library.
• Tae-Hwy Lee & Yiyao Wang, 2018. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Working Papers 201904, University of California at Riverside, Department of Economics.
• Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
• Nguyen-Ones , Mai & Steen, Frode, 2018. "Market Power in Retail Gasoline Markets," Discussion Paper Series in Economics 21/2019, Norwegian School of Economics, Department of Economics, revised 01 Jul 2019.
• Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
• Tae-Hwy Lee & Aman Ullah & Ran Wang, 2019. "Bootstrap Aggregating and Random Forest," Working Papers 201918, University of California at Riverside, Department of Economics.
• Ruoyao Shi, 2018. "Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality," Working Papers 201914, University of California at Riverside, Department of Economics.
• González-Rivera, Gloria & Luo, Yun, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de Estadística.
• Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.