Report NEP-ORE-2021-01-18

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:

• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series HIAS-E-104, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Andreas Dietrich & Christian Furtwängler & Christoph Weber, "undated". "Thesenpapier: Managing combined power and heat portfolios in sequential spot power markets under uncertainty," EWL Working Papers 2003, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
• Hao Dong & Taisuke Otsu & Luke Taylor, 2019. "Estimation of Varying Coefficient Models with Measurement Error," STICERD - Econometrics Paper Series 607, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020. "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series 614, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020. "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper 104504, University Library of Munich, Germany.
• Yukitoshi Matsushita & Taisuke Otsu, 2020. "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series 613, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021. "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202104, University of Kansas, Department of Economics, revised Jan 2021.
• Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series 27, Institute for Advanced Studies.
• Kozo Kiyota, 2020. "The Leontief Paradox Redux," Keio-IES Discussion Paper Series 2020-018, Institute for Economics Studies, Keio University.
• Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019. "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series 608, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021. "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers 14015, Institute of Labor Economics (IZA).
• Dassios, Angelos & Zhang, Junyi, 2021. "Exact simulation of two-parameter Poisson-Dirichlet random variables," LSE Research Online Documents on Economics 107937, London School of Economics and Political Science, LSE Library.
• V A Hajivassiliou, 2019. "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series 610, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Theologos Dergiades & Panos K. Pouliasis, 2021. "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series 2021_03, Department of Economics, University of Macedonia, revised Feb 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202103, University of Kansas, Department of Economics, revised Jan 2021.
• Kátay Gábor & Kerdelhué Lisa & Lequien Matthieu, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers 791, Banque de France.
• V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019. "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series 606, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Della Giusta, Marina & Bosworth, Steven J., 2020. "Bias and Discrimination: What Do We Know?," IZA Discussion Papers 13983, Institute of Labor Economics (IZA).
• Bednay, Dezső & Fleiner, Balázs & Tasnádi, Attila, 2020. "The Limit of the Non-dictatorship Index," Corvinus Economics Working Papers (CEWP) 2020/06, Corvinus University of Budapest.
• Wei Li & Denis Mike Becker, 2021. "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Papers 2101.05249, arXiv.org, revised Jul 2021.
• Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
• Yukitoshi Matsushita & Taisuke Otsu, 2020. "Second-order refinements for t-ratios with many instruments," STICERD - Econometrics Paper Series 612, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Drago, Carlo, 2020. "The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach," MPRA Paper 104462, University Library of Munich, Germany.
• Takeo Hori & Ryonghun Im, 2021. "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers 1052, Kyoto University, Institute of Economic Research.
• Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading With Coarse Contingencies," CRC TR 224 Discussion Paper Series crctr224_2020_254, University of Bonn and University of Mannheim, Germany.
• François Derrien & Mésonnier Jean-Stéphane & Vuillemey Guillaume, 2020. "Set-up Costs and the Financing of Young Firms," Working papers 792, Banque de France.
• Postepska, Agnieszka, 2021. "Beyond the Origin Dummy: Heterogeneity of Ethnicity and Human Capital Accumulation," IZA Discussion Papers 14019, Institute of Labor Economics (IZA).
• Deren Caglayan & Emin Karagözoglu & Kerim Keskin & Cagri Saglam, 2020. "Effort Comparisons for a Class of Four-Player Tournaments," CESifo Working Paper Series 8761, CESifo.
• Belaïd, Fateh & Rault, Christophe, 2021. "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," IZA Discussion Papers 14011, Institute of Labor Economics (IZA).
• Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Andreas Hefti & Julian Teichgräber, 2021. "Inequality in models with a competition for market shares," ECON - Working Papers 375, Department of Economics - University of Zurich.
• Michail Tsagris & Vangelis Tzouvelekas, 2021. "Nitrate Pollution and Efficiency Measurement in Intensive Farming Systems: A Parametric By-Production Technology Approach," Working Papers 2101, University of Crete, Department of Economics.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020. "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers 1051, Kyoto University, Institute of Economic Research.
• Linas Tarasonis & Bruno Decreuse, 2020. "Statistical Discrimination in a Search Equilibrium Model: Racial Wage and Employment Disparities in the US," Bank of Lithuania Working Paper Series 82, Bank of Lithuania.
• Juang, W-T. & Sabourian, H., 2021. "Rules and Mutation - A Theory of How Efficiency and Rawlsian Egalitarianism/Symmetry May Emerge," Cambridge Working Papers in Economics 2101, Faculty of Economics, University of Cambridge.
• Cipriani, Giam Pietro & Fioroni, Tamara, 2021. "Social Security and Endogenous Demographic Change: Child Support and Retirement Policies," IZA Discussion Papers 14018, Institute of Labor Economics (IZA).
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series 2510, European Central Bank.
• Hiroaki Niikura & Michio Naoi & Miki Seko, 2020. "Housing Search Methods and Residential Satisfaction," Keio-IES Discussion Paper Series 2020-019, Institute for Economics Studies, Keio University.
• Mourelatos, Evaggelos & Giannakopoulos, Nicholas & Tzagarakis, Manolis, 2020. "Productivity outcomes in online labor markets and within-task complexity and difficultly," GLO Discussion Paper Series 739, Global Labor Organization (GLO).
• Carl Singleton & Alex Bryson & Peter Dolton & J. James Reade & Dominik Schreyer, 2021. "What Can We Learn About Economics from Sport during Covid-19?," Economics Discussion Papers em-dp2021-01, Department of Economics, University of Reading.
• Till Ebner & Dr. Thomas Nellen & Dr. Jörn Tenhofen, 2021. "The rise of digital watchers," Working Papers 2021-01, Swiss National Bank.
• Peter D. Williams, 2020. "Inflation Expectations in the U.S.: Linking Markets, Households, and Businesses," IMF Working Papers 2020/240, International Monetary Fund.