Econometric Institute Report

from Erasmus University Rotterdam, Econometric Institute
Series data maintained by Anneke Kop ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

1765017159: Forecasting Sales

Ph.H.B.F. Franses

1765017106: Generalized canonical correlation analysis with missing values

M. van de Velden and Y. Takane

1765017018: Macroeconomic forecasting with real-time data: an empirical comparison

C. Heij, D.J.C. van Dijk and P.J.F. Groenen

1765017017: Modeling and prediction of surgical procedure times

P. S. Stepaniak, C. Heij and G. de Vries

1765017016: Labour Market Status and Migration Dynamics

G.E. Bijwaard

1765016746: Railway Crew Rescheduling with Retiming

L.P. Veelenturf, D. Potthoff, D. Huisman and L.G. Kroon

1765016722: The effect of changes in wind strength and wave heights on the safety of vessels in shipping

S. Knapp and J. Shen

1765016709: Real-time inflation forecasting in a changing world

Jan J. J. Groen and R. Paap

1765016708: Estimating the impact of whaling on global whale watching

Kuo, H-I., Chen, C-C. and Michael McAleer

1765016707: A framework for closed-loop supply chains of reusable articles

Carrasco-Gallego, R., Ponce-Cueto, E. and Rommert Dekker

1765016675: On the Economic Order Quantity Model With Transportation Costs

S.. Birbil, K. Bulbul, J.B.G. Frenk and H.M. Mulder

1765016513: How Volatile is ENSO?

L.F. Chu, Michael McAleer and Chen, C-C.

1765016512: What Happened to Risk Management During the 2008-09 Financial Crisis?

Michael McAleer, Jimenez-Marin, J-. A. and Perez-Amaral, T.

1765016331: ICT as an Enabler for Innovation Adoption

M. Verkerk, G. van der Pijl and E. van Asperen

1765016265: Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes

W.L. van Jaarsveld and Rommert Dekker

1765016264: How Accurate are Government Forecast of Economic Fundamentals?

Chia-Lin Chang, Ph.H.B.F. Franses and Michael McAleer

1765016216: Testing Changing Harmonic Regressors

Ph.H.B.F. Franses

1765016107: Forecasting volatility and spillovers in crude oil spot, forward and future markets

Chia-Lin Chang, Michael McAleer and R. Tansuchat

1765016105: Modelling conditional correlations for risk diversification in crude oil markets

Chia-Lin Chang, Michael McAleer and R. Tansuchat

1765016100: Yet another bidirectional algorithm for shortest paths

W.H.L.M. Pijls and H. Post

1765015779: Cointegration in a historical perspective

Ph.H.B.F. Franses and D.J.C. van Dijk

1765015564: Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog

P.M.C. de Boer and R. Paap

1765015112: A Bayesian approach to two-mode clustering

A. van Dijk, J.M. van Rosmalen and Richard Paap

1765014861: Testing for seasonal unit roots in monthly panels of time series

Robert M. Kunst and Ph.H.B.F. Franses

1765014823: Does ratification matter and do major conventions improve safety and decrease pollution in shipping?

S. Knapp and Ph.H.B.F. Franses

1765014704: A method to measure flag performance for the shipping industry

M. Perepelkin, S. Knapp, G. Perepelkin and M.D. de Pooter

1765014454: Risk-based stock decisions for projects

W.L. van Jaarsveld and Rommert Dekker

1765014423: Column generation with dynamic duty selection for railway crew rescheduling

D. Potthoff, D. Huisman and G. Desaulniers

1765014351: Economic Lot-Sizing Problem with Bounded Inventory and Lost-Sales

Hwang, H-C.

1765014154: Moment-bases estimation of smooth transition regression models with endogenous variables

W.D. Areosa, Michael McAleer and Marcelo C. Medeiros

1765013992: A simple expected volatility (SEV) index: application to SET50 index options

C. Wiphatthanananthakul and Michael McAleer

1765013986: A decision rule to minimize daily capital charges in forecasting value-at-risk

Michael McAleer, Jimenez-Marin, J- A. and Perez-Amaral, T.

1765013980: Does the ROMC have expertise, and can it forecast?

Ph.H.B.F. Franses, Michael McAleer and R. Legerstee

1765013910: The ten commandments for optimizing value-at-risk and daily capital charges

Michael McAleer

1765013904: Asymmetry and leverage in realized volatility

Manabu Asai, Michael McAleer and Marcelo C. Medeiros

1765013902: Expert opinion versus expertise in forecasting

Ph.H.B.F. Franses, Michael McAleer and R. Legerstee

1765013901: A new bidirectional algorithm for shortest paths

W.H.L.M. Pijls and H. Post

1765013780: Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

S.M. Hammoudeh, Y. Yuan and Michael McAleer

1765013778: Managerial implications and suitability of a master surgical scheduling approach

J.M. van Oostrum, E. Bredenhoff and E.W. Hans

1765013777: A method for clustering surgical cases to allow master surgical scheduling

J.M. van Oostrum, T. Parlevliet, A.P.M. Wagelmans and G. Kazemier

1765013776: Mining frequent itemsets a perspective from operations research

W.H.L.M. Pijls and W.A. Kosters

1765013775: Lack of peaceful resolution with Israel: economic cost for Palestinians

P.M.C. de Boer

1765013773: Modelling sustainable international tourism demand to the Brazilian Amazon

J. A. Divino and Michael McAleer

1765013771: An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

Michael McAleer, Huang, B-W., Kuo, H-I., Chen, C-C. and Chia-Lin Chang

1765013768: Axiomatic characterization of the interval function of a graph

H.M. Mulder and L. Nebesky

1765013767: The new Dutch timetable: The OR revolution

L.G. Kroon, D. Huisman, E.J.W. Abbink, Fioole, P-J., M. Fischetti, G. Maroti, A. Schrijver, A. Steenbeek and R. Ybema

1765013100: Product bundling in global ocean transportation

M. Acciaro and H.E. Haralambides

1765013055: Bayesian near-boundary analysis in basic macroeconomic time series models

M.D. de Pooter, Francesco Ravazzolo, Rene Segers and H.K. van Dijk

1765013053: The AdMit Package

David Ardia, L.F. Hoogerheide and H.K. van Dijk

1765013052: Immigrant gender convergence in education and on the labor market

J. Veenman and C. Heij