Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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13055: Bayesian near-boundary analysis in basic macroeconomic time series models

Michiel De Pooter, Francesco Ravazzolo, Rene Segers and Herman van Dijk

13053: The AdMit Package

David David, Lennart Hoogerheide and Herman van Dijk

13052: Immigrant gender convergence in education and on the labor market

Justus Veenman and Christiaan Heij

13051: Incorporating responsiveness to marketing efforts in brand choice modelling

Dennis Fok, Richard Paap and Philip Hans Franses

13050: Risk measures and their applications in asset management

Ilker Birbil, Hans Frenk, B. Kaynar and Nilay N. Nilay

13049: Energy decomposition analysis: the generalized Fisher index revisited

Paul de Boer

12552: Model selection for forecast combination

Philip Hans Franses

12548: A holding cost bound for the economic lot-sizing problem with time-invariant cost parameters

Wilco van den Heuvel and Albert Wagelmans

12211: Seasonality in revisions of macroeconomic data

Philip Hans Franses and Rene Segers

12016: The Lagrange multiplier rule revisited

Jan Brinkhuis and Vladimir Protassov

12011: SVM-Maj: a majorization approach to linear support vector machines with different hinge errors

Patrick Groenen, Georgi Nalbantov and Cor Bioch

11918: Area Biplots

John Gower, Patrick Groenen and Michel van de Velden

11892: Measuring weekly consumer confidence

Rene Segers and Philip Hans Franses

11891: Duality and calculi without exceptions for convex objects

Jan Brinkhuis

11890: Econometric analysis of ship life cycles - are safety inspections effective?

Govert Bijwaard and Sabine Knapp

11723: Modeling regional house prices

Bram van Dijk, Philip Hans Franses, Richard Paap and Dick van Dijk

11718: The two-dimensional cutting stock problem within the roller blind production process

E.R. de Gelder and Albert Wagelmans

11707: Analyzing preferences ranking when there are too many alternatives

Kar Yin Lam, Alex Koning and Philip Hans Franses

11706: On a conic approach to convex analysis

Jan Brinkhuis

11705: Outliers and judgemental adjustment of time series forecasts

Philip Hans Franses

11701: Solving large scale crew scheduling problems by using iterative partitioning

Erwin Abbink

10905: Mathematical modeling of floating stock policy in FMCG supply chains

Morteza Pourakbar, Andrei Sleptchenko and Rommert Dekker

10904: Range-based covariance estimation using high-frequency data: The realized co-range

Karim Bannouh, Dick van Dijk and Martin Martens

10878: The ship recycling conundrum: an econometric analysis of market dynamics and industry trends

Sabine Knapp, Shashi Kumar and Anna Bobo-Remijn

10876: Experts' adjustment to model-based forecasts: Does the forecast horizon matter?

Philip Hans Franses and Rianne Legerstee

10875: Evaluation of survey effects in pre-election polls

Peter Clarijs, Bas Hogeling, Philip Hans Franses and Christiaan Heij

10874: On the optimality of expert-adjusted forecasts

Philip Hans Franses, Henk Kranendonk and Debby Lanser

10859: Worst case analysis for a general class of on-line lot-sizing heuristics

Wilco van den Heuvel and Albert Wagelmans

10776: Integrated market selection and production planning: complexity and solution approaches

Wilco van den Heuvel, Erhun Kundakcioglu, Joseph Geunes, Edwin Romeijn, Thomas Sharkey and Albert Wagelmans

10753: Optimal Scaling of Interaction Effects in Generalized Linear Models

Joost van Rosmalen, Alex Koning and Patrick Groenen

10565: What drives the relevance and quality of experts' adjustment to model-based forecasts?

Philip Hans Franses and Rianne Legerstee

10563: Experts adjusting model-based forecasts and the law of small numbers

Philip Hans Franses

10561: Detecting response styles by using dual scaling of successive categories

Michel van de Velden

10559: Seriation by constrained correspondence analysis: a simulation study

Michel van de Velden, Patrick Groenen and Jeroen Poblome

10558: Economic consequences of intifada: a sequel

Paul de Boer and Marco Missaglia

10557: Does experts' adjustment to model-based forecasts contribute to forecast quality?

Philip Hans Franses and Rianne Legerstee

10556: Median computation in graphs using consensus strategies

Kannan Balakrishnan, Manoj Changat and Martyn Mulder

10470: Panel design effects on response rates and response quality

R. Seger and Philip Hans Franses

10469: Competence and confidence effects in experts' forecast adjustments

Rianne Legerstee and Philip Hans Franses

10468: Dynamics of expert adjustment to model-based forecast

Philip Hans Franses and Rianne Legerstee

10467: Evaluating real-time forecasts in real-time

Dick van Dijk, Philip Hans Franses and Francesco Ravazzolo

10466: Visualization of differences across port state control regimes by means of correspondence analysis

Sabine Knapp and Michel van de Velden

10465: Vector valued logarithmic residues and the extraction of elementary factors

Harm Bart, Torsten Ehrhardt and Bernd Silbermann

10452: Four equivalent lot-sizing models

Wilco van den Heuvel and Albert Wagelmans

10451: Predictive gains from forecast combinations using time-varying model weights

Francesco Ravazzolo, Herman van Dijk and Marno Verbeek

10443: Modelling the time on unemployment insurance benefits

Govert Bijwaard

10442: Unequal changes on the transitional labour market, the case of the Netherlands

Govert Bijwaard and Justus Veenman

10437: Modelling and optimizing imperfect maintenance of coatings on steel structures

Robin Nicolai, Hans Frenk and Rommert Dekker

10381: Oblique rotation in correspondence analysis: a step forward in the simplest interpretation

Urbano Lorenzo-Seva, Michel van de Velden and Henk Kiers

10348: Improved forecasting with leading indicators: the principal covariate index

Christiaan Heij