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Econometric Institute Report
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EI 2004-36: Analyzing the effects of past prices on reference price formation
R.D. van Oest and Richard Paap
EI 2004-34: Simple heuristics for push and pull remanufacturing policies
Erwin A. van der Laan and R.H. Teunter
EI 2004-33: On the efficiency of optimal algorithms for the joint replenishment problem: a comparative study
E. Porras Musalem and Rommert Dekker
EI 2004-32: On the effect of ship arrival processes on jetty and storage capacity
E. van Asperen , Rommert Dekker , M. Polman and H. de Swaan Arons
EI 2004-30: Estimation of temporally aggregated multivariate GARCH models
Christian Matthias Hafner and Jeroen VK Rombouts
EI 2004-29: Temporal aggregation of multivariate GARCH processes
Christian Matthias Hafner
EI 2004-27: A hierarchical Bayes error correction model to explain dynamic effects
Dennis Fok , C. Horváth, , Richard Paap and Ph.H.B.F. Franses
EI 2004-23: Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Rodney W. Strachan and H.K. van Dijk
EI 2004-21: Semiparametric multivariate volatility models
Christian Matthias Hafner and Jeroen VK Rombouts
EI 2004-20: Testing for causality in variance using multivariate GARCH models
Christian Matthias Hafner and H. Herwartz
EI 2004-19: Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
L.F. Hoogerheide , J.F. Kaashoek and H.K. van Dijk
EI 2004-18: Improper priors with well defined Bayes Factors
Rodney W. Strachan and H.K. van Dijk
EI 2004-17: Floating stocks in FMCG supply chains
G. Ochtman , Rommert Dekker , E. van Asperen and W. Kusters
EI 2004-16: Arrival processes in port modeling: insights from a case study
E. van Asperen , Rommert Dekker , M. Polman and H. de Swaan Arons
EI 2004-15: Multidimensional scaling
Patrick Groenen and M. van de Velden
EI 2004-14: On linear programming duality and necessary and sufficient conditions in minimax theory
J.B.G. Frenk , P. Kas and G. Kassay
EI 2004-13: Vehicle and crew scheduling: solving large real-world instances with an integrated approach
S.W. de Groot and Dennis Huisman
EI 2004-12: Experimental investigation of consumer price evaluations
Z. Sándor, and Ph.H.B.F. Franses
EI 2004-11: Rank reduction of correlation matrices by majorization
Raoul Pietersz and Patrick Groenen
EI 2004-10: Profitability of price promotions if stockpilling increases consumption
L.H. Teunter and R.H. Teunter
EI 2004-09: Determining optimal disassembly and recovery strategies
R.H. Teunter
EI 2004-08: Determination of recovery effort for a probabilistic recovery system under various inventory control policies
Z.P. Bayindir , Rommert Dekker and E. Porras Musalem
EI 2004-07: On the econometrics of the Koyck model
Ph.H.B.F. Franses and R.D. van Oest
EI 2004-06: A new model for visualizing interactions in analysis of variance
Patrick Groenen and A.J. Koning
EI 2004-05: Generalized bi-additive modelling for categorical data
Patrick Groenen and A.J. Koning
EI 2004-04: A note on "Khouja and Park, optimal lot sizing under continuous decrease, Omega 31 (2003)"
R.H. Teunter
EI 2004-03: Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis
G. Gurkan and O.L. Listes
EI 2004-02: A solution approach for dynamic vehicle and crew scheduling
Dennis Huisman and A.P.M. Wagelmans
EI 2004-01: Twentieth century shocks, trends and cycles in industrialized nations
H.K. van Dijk
EI 2003-52: An efficient optimal solution method for the joint replenishment problem with minimum order quantities
E. Porras Musalem and Rommert Dekker
EI 2003-51: Pricing default swaps: empirical evidence
Patrick Houweling and Ton Vorst
EI 2003-50: Valuing Euro rating-triggered step-up telecom bonds
Patrick Houweling , A.A. Mentink and Ton Vorst
EI 2003-49: Comparing possible proxies of corporate bond liquidity
Patrick Houweling , A.A. Mentink and Ton Vorst
EI 2003-48: Bayes model averaging of cyclical decompositions in economic time series
R.H. Kleijn and H.K. van Dijk
EI 2003-45: Modeling purchases as repeated events
Govert Ewout Bijwaard , Ph.H.B.F. Franses and Richard Paap
EI 2003-44: Asymptotics in the symmetrization inequality
J.L. Geluk
EI 2003-43: A multi-level panel smooth transition autoregression for US sectoral production
Dennis Fok , D.J.C. van Dijk and Ph.H.B.F. Franses
EI 2003-42: A D-induced duality and its applications
J. Brinkhuis and S. Zhang
EI 2003-40: Network analysis in the Caribbean
A.W. Veenstra , H.M. Mulder and R.A. Sels
EI 2003-39: Do we need all Euro denominations?
J. Kippers and Ph.H.B.F. Franses
EI 2003-38: Neural network approximations to posterior densities: an analytical approach
L.F. Hoogerheide , J.F. Kaashoek and H.K. van Dijk
EI 2003-37: Explaining Adaptive Radial-Based Direction Sampling
Luc Bauwens , Charles S. Bos , H.K. van Dijk and R.D. van Oest
EI 2003-35: Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi
K. van Deun and Patrick Groenen
EI 2003-34: Hybrid R&D
S. Goyal , Alexandr Alexandrovich Konovalov and Jose Luis Moraga-Gonzalez
EI 2003-33: Risk managing bermudan swaptions in the libor BGM model
Raoul Pietersz and Antoon A. J. Pelsser
EI 2003-32: How do we pay with euro notes? Empirical evidence from Monopoly experiments
Ph.H.B.F. Franses and J. Kippers
EI 2003-31: The multiple-job repair kit problem
R.H. Teunter
EI 2003-30: Reverse logistics in a pharmaceutical company: a case study
R.H. Teunter , K. Inderfurth , S. Minner and R. Kleber
EI 2003-29: Valuation of inventories in systems with product recovery
R.H. Teunter and Erwin A. van der Laan
EI 2003-28: Lot-sizing for inventory systems with product recovery
R.H. Teunter