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Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
Contact information at EDIRC.

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119936: A Column Generation Approach for the Integrated Crew Re-Planning Problem Downloads
Thomas Breugem, Twan Dollevoet and Dennis Huisman
119521: Panel Forecasting with Asymmetric Grouping Downloads
Didier Nibbering and Richard Paap
118667: Estimates of quarterly GDP growth using MIDAS regressions Downloads
Sailesh Bhaghoe, Gavin Ooft and Philip Hans Franses
118666: Professional Forecasters and January Downloads
Philip Hans Franses
118657: IMA(1,1) as a new benchmark for forecast evaluation Downloads
Philip Hans Franses
118656: Improved strategies for the maritime industry to target vessels for inspection and to select inspection priority areas Downloads
Sabine Knapp and Christiaan Heij
118655: Integrated Periodic Timetabling and Vehicle Circulation Scheduling Downloads
Rolf van Lieshout
118357: Do African economies grow similarly? Downloads
Philip Hans Franses
116745: New Misspecification Tests for Multinomial Logit Models Downloads
Dennis Fok and Richard Paap
116541: Real GDP growth in Africa, 1963-2016 Downloads
Philip Hans Franses and S. Vasilev (Simeon)
116533: Dynamic Time Window Adjustment Downloads
Kevin Dalmeijer, Remy Spliet and Albert Wagelmans
116490: Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions Downloads
Christiaan Heij and Sabine Knapp
115861: The trade-off between costs and carbon emissions from lot-sizing decisions Downloads
M. Turkensteen (Marcel) and Wilco van den Heuvel
115746: Drawbacks in the 3-Factor Approach of Fama and French (2018) Downloads
David Allen and Michael McAleer
115616: Risk Analysis of Energy in Vietnam Downloads
Duc Vo, Ngoc Phu Tran, Tam Nguyen-Tanh Duong and Michael McAleer
115615: Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany Downloads
David Allen and Michael McAleer
115614: The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures Downloads
Manabu Asai, Rangan Gupta and Michael McAleer
115613: Corporate Financial Distress of Industry Level Listings in an Emerging Market Downloads
Duc Vo, Binh Vo-Ninh Pham, Trung Vu-Thanh Pham and Michael McAleer
115612: What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model Downloads
Michael McAleer
115611: What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model Downloads
Michael McAleer
115610: Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan Downloads
Michael McAleer, Tamotsu Nakamura and Clinton Watkins
115609: CO2 Emissions, Energy Consumption and Economic Growth Downloads
Duc Hong Vo, Minh Nguyen, Anh The Vo and Michael McAleer
115608: Modelling the Relationship between Crude Oil and Agricultural Commodity Prices Downloads
Duc Hong Vo, Tan Vu, Anh The Vo and Michael McAleer
115607: Rent Seeking for Export Licenses: Application to the Vietnam Rice Market Downloads
Tan Vu, Duc Vo and Michael McAleer
115606: Energy Consumption and Economic Growth: Evidence from Vietnam Downloads
Minh Nguyen, Ngoc Hoang Bui, Duc Vo and Michael McAleer
115605: Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets Downloads
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer
115474: Fair allocations for cooperation problems in vaccination Downloads
Evelot Westerink-Duijzer, Loe Schlicher and Marieke Musegaas
115273: The Joint Network Vehicle Routing Game Downloads
Mathijs van Zon, Remy Spliet and Wilco van den Heuvel
115180: Resource location games Downloads
Loe Schlicher, Marieke Musegaas and Evelot Westerink-Duijzer
114971: Reducing Passenger Delays by Rolling Stock Rescheduling Downloads
Rowan Hoogervorst, Twan Dollevoet, Gábor Maróti and Dennis Huisman
114964: An Adjustable Robust Optimization Approach for Periodic Timetabling
Gert-Jaap Polinder, Thomas Breugem, Twan Dollevoet and Gábor Maróti
114947: Strategic Time Slot Management: A Priori Routing for Online Grocery Retailing Downloads
Thomas Visser and Martin Savelsbergh
114791: Spare Parts Inventory Control based on Maintenance Planning Downloads
Sha Zhu, Willem van Jaarsveld and Rommert Dekker
114114: A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling Downloads
Y. Wang (Ying), Z. Shang (Zheming), Dennis Huisman, Andrea D'Ariano and J.C. Zhang (Jinchuan)
114113: Evaluating heterogeneous forecasts for vintages of macroeconomic variables Downloads
Philip Hans Franses and Max Welz
113842: Reducing Passenger Delays by Rolling Stock Rescheduling Downloads
Rowan Hoogervorst, Twan Dollevoet, Gábor Maróti and Dennis Huisman
113303: An Adjustable Robust Optimization Approach for Periodic Timetabling Downloads
Gert-Jaap Polinder, Thomas Breugem, Twan Dollevoet and Gábor Maróti
113132: Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets Downloads
Anh The Vo, Loan Thi-Hong Van, Duc Hong Vo and Michael McAleer
112981: Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model Downloads
Gilian van den Hengel and Philip Hans Franses
112499: Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections Downloads
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
112492: Improving warehouse responsiveness by job priority management Downloads
Thai Young Kim
112486: Aggregate statistics on trafficker-destination relations in the Atlantic slave trade Downloads
Philip Hans Franses and Wilco van den Heuvel
112228: Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations Downloads
Rolf van Lieshout, Paul Bouman and Dennis Huisman
111616: Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks Downloads
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer
111615: Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains Downloads
WeiMing Mou, Wing-Keung Wong and Michael McAleer
111614: Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan Downloads
Michael McAleer, Tamotsu Nakamura and Clinton Watkins
111613: Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 Downloads
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
111557: Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 Downloads
Chia-Lin Chang, Michael McAleer and Wing-Keung Wong
111556: Long Run Returns Predictability and Volatility with Moving Averages Downloads
Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer
111555: Analyzing a Family of Formulations for Cyclic Crew Rostering Downloads
Thomas Breugem, Twan Dollevoet and Dennis Huisman
Page updated 2019-10-22
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