Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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137107: Gaussian Copula Regression in the Presence of Thresholds

Christine Eckert, J. Hohberger (Jan) and Philip Hans Franses

137081: Exploration of machine learning algorithms for maritime risk applications

Sabine Knapp and Michel van de Velden

136996: Microscopic Simulation of Decentralized Dispatching Strategies in Railways

Rolf van Lieshout, J.M. van den Akker, R. Mendes Borges, T. Druijf and Egidio Quaglietta

135596: The effect of algorithm capabilities on cooperative games

Mathijs van Zon, Remy Spliet and Wilco van den Heuvel

135594: Comparison between LP bound of the Two-Index and the Three-Index Vehicle Flow Formulation for the Capacitated Vehicle Routing Problem

M.N. Pham (Minh Ngoc)

134554: Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis

Sabine Knapp, Philip Hans Franses and B. Whitby (Bruce)

134553: Resource-robust valid inequalities for set covering and set partitioning models

Ymro Hoogendoorn and Kevin Dalmeijer

133303: Quantification and analysis of risk exposure in the maritime industry

Sabine Knapp

129317: Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets

Myrthe van Dieijen, Abhishek Borah, Gerard Tellis and Philip Hans Franses

129315: A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines

Rolf van Lieshout, Paul Bouman, Marjan van den Akker and Dennis Huisman

127709: The path programming problem and a partial path relaxation

Twan Dollevoet, Diego Pecin and Remy Spliet

126706: An introduction to time-varying lag autoregression

Philip Hans Franses

125962: The Cash Use of the Malaysian Ringgit

Philip Hans Franses and Max Welz

125158: Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?

Philip Hans Franses and Max Welz

124352: Estimating persistence for irregularly spaced historical data

Philip Hans Franses

123963: Solution Approaches for Vehicle and Crew Scheduling with Electric Buses

Shyam Perumal, Twan Dollevoet, Dennis Huisman, Richard Lusby, Jesper Larsen and Morten Riis

123417: Forecasting own brand sales: Does incorporating competition help?

Wei Li, Dennis Fok and Philip Hans Franses

123411: A p-step formulation for the capacitated vehicle routing problem

Twan Dollevoet, Pedro Munari and Remy Spliet

122716: A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling

Rowan Hoogervorst, Twan Dollevoet, Gábor Maróti and Dennis Huisman

122072: Penalized Estimation of Panel Vector Autoregressive Models

Annika Schnücker

120337: Forecasting Annual Inflation in Suriname

Gavin Ooft, Sailesh Bhaghoe and Philip Hans Franses

119936: A Column Generation Approach for the Integrated Crew Re-Planning Problem

Thomas Breugem, Twan Dollevoet and Dennis Huisman

119521: Panel Forecasting with Asymmetric Grouping

Didier Nibbering and Richard Paap

118667: Estimates of quarterly GDP growth using MIDAS regressions

Sailesh Bhaghoe, Gavin Ooft and Philip Hans Franses

118666: Professional Forecasters and January

Philip Hans Franses

118657: IMA(1,1) as a new benchmark for forecast evaluation

Philip Hans Franses

118656: Improved strategies for the maritime industry to target vessels for inspection and to select inspection priority areas

Sabine Knapp and Christiaan Heij

118655: Integrated Periodic Timetabling and Vehicle Circulation Scheduling

Rolf van Lieshout

118357: Do African economies grow similarly?

Philip Hans Franses

116745: New Misspecification Tests for Multinomial Logit Models

Dennis Fok and Richard Paap

116541: Real GDP growth in Africa, 1963-2016

Philip Hans Franses and S. Vasilev (Simeon)

116533: Dynamic Time Window Adjustment

Kevin Dalmeijer, Remy Spliet and Albert Wagelmans

116490: Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions

Christiaan Heij and Sabine Knapp

115861: The trade-off between costs and carbon emissions from lot-sizing decisions

M. Turkensteen (Marcel) and Wilco van den Heuvel

115746: Drawbacks in the 3-Factor Approach of Fama and French (2018)

David Allen and Michael McAleer

115616: Risk Analysis of Energy in Vietnam

Duc Hong 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

David Allen and Michael McAleer

115614: The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

Manabu Asai, Rangan Gupta and Michael McAleer

115613: Corporate Financial Distress of Industry Level Listings in an Emerging Market

Duc Hong 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

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

Michael McAleer

115610: Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan

Michael McAleer, Tamotsu Nakamura and Clinton Watkins

115609: CO2 Emissions, Energy Consumption and Economic Growth

Duc Hong Vo, Minh Nguyen, Anh The Vo and Michael McAleer

115608: Modelling the Relationship between Crude Oil and Agricultural Commodity Prices

Duc Hong Vo, Tan Vu, Anh The Vo and Michael McAleer

115607: Rent Seeking for Export Licenses: Application to the Vietnam Rice Market

Tan Vu, Duc Hong Vo and Michael McAleer

115606: Energy Consumption and Economic Growth: Evidence from Vietnam

Minh Nguyen, Ngoc Hoang Bui, Duc Hong Vo and Michael McAleer

115605: Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets

Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila and Michael McAleer

115474: Fair allocations for cooperation problems in vaccination

Evelot Westerink-Duijzer, Loe Schlicher and Marieke Musegaas

115273: The Joint Network Vehicle Routing Game

Mathijs van Zon, Remy Spliet and Wilco van den Heuvel

115180: Resource location games

Loe Schlicher, Marieke Musegaas and Evelot Westerink-Duijzer