Report NEP-ORE-2016-10-09
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:
- Patrick Leung & Catherine S. Forbes & Gael M. Martin & Brendan McCabe, 2016. "Data-driven particle Filters for particle Markov Chain Monte Carlo," Monash Econometrics and Business Statistics Working Papers 17/16, Monash University, Department of Econometrics and Business Statistics.
- Yang, Yuan & Wang, Lu, 2015. "An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models," Dynare Working Papers 47, CEPREMAP.
- Oliver de Groot, 2016. "What order? Perturbation methods for stochastic volatility asset pricing and business cycle models," Discussion Paper Series, School of Economics and Finance 201611, School of Economics and Finance, University of St Andrews.
- Oliver de Groot, 2016. "What order? Perturbation methods for stochastic volatility asset pricing and business cycle models," CDMA Working Paper Series 201606, Centre for Dynamic Macroeconomic Analysis, revised 29 Jan 2019.
- Yoseph Yilma Getachew, 2016. "Credit Constraints, Growth and Inequality Dynamics," Working Papers 201672, University of Pretoria, Department of Economics.
- D.T. Frazier & G.M. Martin & C.P. Robert & J. Rousseau, 2016. "Asymptotic Properties of Approximate Bayesian Computation," Monash Econometrics and Business Statistics Working Papers 18/16, Monash University, Department of Econometrics and Business Statistics.
- Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "A spectral EM algorithm for dynamic factor models," Working Papers 1619, Banco de España.
- Troy Davig & Aaron Smalter Hall, 2016. "Recession forecasting using Bayesian classification," Research Working Paper RWP 16-6, Federal Reserve Bank of Kansas City.