Report NEP-ORE-2014-03-01

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:

• Poudel, Diwakar & Sandal, Leif K., 2014. "Stochastic Optimization for Multispecies Fisheries in the Barents Sea," Discussion Papers 2014/2, Norwegian School of Economics, Department of Business and Management Science.
• Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014. "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper 53874, University Library of Munich, Germany.
• Aase, Knut K., 2014. "Recursive utility using the stochastic maximum principle," Discussion Papers 2014/3, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
• Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, Department of Economics and Business Economics, Aarhus University.
• Katarzyna Lasak & Carlos Velasco, 2014. "Fractional Cointegration Rank Estimation," Tinbergen Institute Discussion Papers 14-021/III, Tinbergen Institute.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
• Marcello Galeotti, 2014. "Computing the distribution of the sum of dependent random variables via overlapping hypercubes," Working Papers - Mathematical Economics 2014-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014. "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper 53769, University Library of Munich, Germany.
• Norkute, Milda, 2014. "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers 2014:7, Lund University, Department of Economics.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.