Report NEP-ORE-2015-08-13

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:

• Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2015. "Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying," AMSE Working Papers 1531, Aix-Marseille School of Economics, France, revised Jan 2018.
• Dimitris Korobilis., 2015. "Prior selection for panel vector autoregressions," Working Papers 2015_10, Business School - Economics, University of Glasgow.
• Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2015. "Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models," FinMaP-Working Papers 46, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
• Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
• Daouia, Abdelaati & Laurent, Thibault & Noh, Hohsuk, 2015. "npbr: A Package for Nonparametric Boundary Regression in R," TSE Working Papers 15-576, Toulouse School of Economics (TSE).
• Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015. "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers 2015_15, Business School - Economics, University of Glasgow.
• Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Treatment Effects with Many Covariates and Heteroskedasticity," CREATES Research Papers 2015-31, Department of Economics and Business Economics, Aarhus University.
• Le Yaouanq, Yves, 2015. "Anticipating Preference Reversal"," TSE Working Papers 15-585, Toulouse School of Economics (TSE).
• Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
• Kevin Fergusson & Eckhard Platen, 2015. "Application of Maximum Likelihood Estimation to Stochastic Short Rate Models," Research Paper Series 361, Quantitative Finance Research Centre, University of Technology, Sydney.
• Roman Šperka & Irena Szarowská, 2015. "Impact of a Financial Transaction Tax on a Financial Market," Working Papers 0013, Silesian University, School of Business Administration.
• Vitoratou, Silia & Ntzoufras, Ioannis & Moustaki, Irini, 2016. "Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions," LSE Research Online Documents on Economics 57685, London School of Economics and Political Science, LSE Library.
• Richard Arnott & Anatolii Kokoza & Mehdi Naji, 2015. "A Model of Rush-Hour Traffic in an Isotropic Downtown Area," Working Papers 201511, University of California at Riverside, Department of Economics.
• Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015. "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers 2015-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers CWP13/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Shujie Ma & Jeffrey S. Racine & Aman Ullah, 2015. "Nonparametric Regression-Spline Random Effects Models," Department of Economics Working Papers 2015-10, McMaster University.
• Chau, Tak Wai, 2015. "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper 65888, University Library of Munich, Germany.
• Mariya Teteryatnikova & James Tremewan, 2015. "Stability in Network Formation Games with Streams of Payoffs: An Experimental Study," Vienna Economics Papers 1508, University of Vienna, Department of Economics.
• Benjamin Wong & Varang Wiriyawit, 2015. "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series DP2015/02, Reserve Bank of New Zealand.
• Filip Matejka & Colin Stewart & Jakub Steiner, 2015. "Rational Inattention Dynamics: Inertia and Delay in Decision-Making," 2015 Meeting Papers 307, Society for Economic Dynamics.
• Eleanor Sanderson & Frank Windmeijer, 2015. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP31/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xinying Fu & Vincent van den Berg & Erik T. Verhoef, 2015. "Private Road Networks with Uncertain Demand," Tinbergen Institute Discussion Papers 15-092/VIII, Tinbergen Institute, revised 28 Nov 2017.
• William Larson, 2015. "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers 2015-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Benteng Zou, 2015. "Differential Games with (A)symmetric Players and Heterogeneous Strategies," DEM Discussion Paper Series 15-06, Department of Economics at the University of Luxembourg.
• Maria Breitwieser, 2015. "Optimal Contracting with Reciprocal Agents in a Competitive Search Model," Working Paper Series of the Department of Economics, University of Konstanz 2015-16, Department of Economics, University of Konstanz.
• Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.