Econometric Institute Report

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

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

EI 9924-/A: Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models

H.G. Neddermeijer, N. Piersma, G.J. van Oortmarssen, J.D.F. Habbema and Rommert Dekker

EI 9923-/A: Seasonal adjustment and the business cycle in unemployment

Ph.H.B.F. Franses and P. de Bruin

EI 9922-/A: Testing for Stochastic Unit Roots - Some Monte Carlo evidence

Robert Taylor and D.J.C. van Dijk

EI 9921/A: Finding a Feasible Solution for a Simple LP Problem using Agents

A. de Bruin, G.A.P. Kindervater, Tjark Vredeveld and A.P.M. Wagelmans

EI 9920-/A: LQ Control without Riccati Equations: Stochastic Systems

D.D. Yao, S. Zhang and X.Y. Zhou

EI 9919-/A: Arbitrage and sampling uncertainty in financial stochastic programming models

A.B. Berkelaar, H. Hoek and André Lucas

EI 9918-/A: A primal-dual decomposition based interior point approach to two-stage stochastic linear programming

A.B. Berkelaar, C.L. Dert, K.P.B. Oldenkamp and S. Zhang

EI 9917-/A: Testing for converging deterministic seasonal variation in European industrial production

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

EI 9916-/A: The Joint Estimation of Term Structures and Credit Spreads

Patrick Houweling, J. Hoek and Frank Kleibergen

EI 9915-/A: Neural network analysis of varying trends in real exchange rates

J.F. Kaashoek and H.K. van Dijk

EI 9914-/A: On SETAR non- linearity and forecasting

Michael Peter Clements, Ph.H.B.F. Franses and Jeremy Smith

EI 9913-/A: LQ control without Ricatti equations: deterministic systems

D.D. Yao, S. Zhang and X.Y. Zhou

EI 9910-/A: An adaptive optimal estimate of the tail index for MA(1) time series

J.L. Geluk and L. Peng

EI 9909-/A: Capacity planning of prisons in the Netherlands

R. Korporaal, Ad Ridder, P. Kloprogge and Rommert Dekker

EI 9907-/A: Do the US and Canada have a common nonlinear cycle in unemployment?

Richard Paap and Ph.H.B.F. Franses

EI 9906-/A: Cointegration in a periodic vector autoregression

Frank Kleibergen and Ph.H.B.F. Franses

EI 9905-/A: Testing common deterministic seasonality, with an application to industrial production

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

EI 9904-/A: How to deal with intercept and trend in pratical cointegration analysis?

Ph.H.B.F. Franses

EI 9902-/A: Unit root tests and assymmetric adjustment

R-P. Berben and D.J.C. van Dijk

EI 9857: Improved dynamic programs for batching problems with maximum lateness criterion

A.P.M. Wagelmans and A.E. Gerodimos

EI 9856: Media planning by optimizing contact frequencies

N. Piersma, S. Kapsenberg, P. Kloprogge and A.P.M. Wagelmans

EI 9854: A simple strategy to prune neural networks with an application to economic time series

J.F. Kaashoek and H.K. van Dijk

EI 9853: Conditional densities in econometrics

Frank Kleibergen

EI 9852: Modelling asymmetric persistence over the business cycle

Ph.H.B.F. Franses and Richard Paap

EI 9849: Conformism and diversity under social learning

S. Goyal and V. Bala

EI 9848: Inventory control and regenerative processes

E.M. Bazsa, J.B.G. Frenk and P. den Iseger

EI 9845: Minimax results and finite dimensional separation

J.B.G. Frenk and G. Kassay

EI 9844: An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators

Frank Kleibergen

EI 9842: A seasonal periodic long memory model for monthly river flows

Marius Ooms and Ph.H.B.F. Franses

EI 9841: Censored latent effects autoregression, with an application to US unemployment

Ph.H.B.F. Franses and Richard Paap

EI 9840: Modeling asymmetric volatility in weekly Dutch temperature data

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

EI 9838: An overview of inventory systems with several demand classes

M.J. Kleijn and Rommert Dekker

EI 9837: Inventory rationing in an (s, Q) inventory model with lost sales a two demand classes

Ph. Melchiors, Rommert Dekker and M.J. Kleijn

EI 9835: Bayesian and classical approaches to instrumental variable regression

Frank Kleibergen and E. Zivot

EI 9833: Quadratic maximization and semidefinite relaxation

S. Zhang

EI 9832: Nonlinearities and outliers: robust specification of STAR models

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

EI 9831: Estimation of factor models by realization-based and approximation methods

W. Scherrer and C. Heij

EI 9830: Global error bounds for convex conic problems

S. Zhang

EI 9829: Trade liberalization and the allocation over domestic and foreign supplies: a case study for Spanish manufacturing

P.M.C. de Boer, C. Martinez and R. Harkema

EI 9827: Stock rationing in a continuous review two-echelon inventory model

S. Axsäter,, M.J. Kleijn and T.G. de Kok

EI 9826: Second order regular variation and the domain of attraction of stable distributions

J.L. Geluk and L. Peng

EI 9823: On data transformations and evidence of nonlinearity

P. de Bruin and Ph.H.B.F. Franses

EI 9822: Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces

Luc Bauwens, Charles S. Bos and H.K. van Dijk

EI 9821: Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration

Frank Kleibergen and Richard Paap

EI 9820: On the role of seasonal intercepts in seasonal cointegration

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

EI 9819: Forecasting volatility with switching persistence GARCH models

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

EI 9815: Conic convex programming and self-dual embedding

Z-Q. Luo, J.F. Sturm and S. Zhang

EI 9814: Does the absence of cointegration explain the typical findings in long horizon regressions?

R-P. Berben and D.J.C. van Dijk

EI 9811: Long memory and level shifts: re-analysing inflation rates

Ph.H.B.F. Franses, Marius Ooms and Charles S. Bos

EI 9801: Analytic central path, sensitivity analysis and parametric linear programming

A.G. Holder, J.F. Sturm and S. Zhang