Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
Contact information at EDIRC.
Bibliographic data for series maintained by RePub ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

7757: Theoretical restrictions on the parameters of the indirect addilog system revisited

Paul de Boer, J. Brocker, B.S. Jensen and J. van Daal

7756: On noncooperative games, minimax theorems and equilibrium problems

Hans Frenk and G. Kassay

7755: An integrated approach to single-leg airline revenue management: The role of robust optimization

Ilker Birbil, Hans Frenk, Joaquim Gromicho and Shuzhong Zhang

7754: A note on stock sampling and maximum duration

Govert Bijwaard

7753: Estimation of income elasticities and their use in a CGE model in Palestine

Paul de Boer and Marco Missaglia

7743: Gibbs sampling in econometric practice

Michiel De Pooter, Rene Segers and Herman van Dijk

7722: Finding a Feasible Solution for a Simple LP Problem using Agents

Arie de Bruin, Gerard Kindervater, Tjark Vredeveld and Albert Wagelmans

7712: Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

Luc Bauwens, Charles Bos and Herman van Dijk

7677: Generalized centrality in trees

Martyn Mulder, M.J. Pelsmajer and K.B. Reid

7676: Formalizing judgemental adjustment of model-based forecasts

Philip Hans Franses

7675: Testing changes in consumer confidence indicators

Philip Hans Franses and Rutger van Oest

7666: Stability through cycles

Bert de Groot and Philip Hans Franses

7665: Hedonic price models and indices based on boosting applied to the Dutch housing market

Martijn Kagie and Michiel van Wezel

7659: The Global View on Port State Control

Sabine Knapp and Philip Hans Franses

7591: Optimal redesign of the Dutch road network

M. Snelder, Albert Wagelmans, J.M. Schrijver, Henk van Zuylen and Lambertus Immers

7582: Measuring volatility with the realized range

Martin Martens and Dick van Dijk

7581: Improved Construction of diffusion indexes for macroeconomic forecasting

Christiaan Heij, Dick van Dijk and Patrick Groenen

7580: Jan Tinbergen (1903-1994)

P.A. Cornelisse and Herman van Dijk

7453: Explaining individual response using aggregated data

Richard Paap and Bram van Dijk

7452: "Rotterdam econometrics": publications of the econometric institute 1956-2005

Herman van Dijk, Johan Kaashoek and Albert Wagelmans

7446: Model uncertainty and Bayesian model averaging in vector autoregressive processes

Rodney Strachan and Herman van Dijk

7248: Decision support for crew rostering at NS

Anneke Hartog, Dennis Huisman, Erwin Abbink and Leo Kroon

7247: Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data

Lennart Hoogerheide, Frank Kleibergen and Herman van Dijk

7246: Long-term forecast for the Dutch economy

Philip Hans Franses and Bert de Groot

7244: "Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004

Herman van Dijk, Johan Kaashoek and Albert Wagelmans

7149: A column generation approach to solve the crew re-scheduling problem

Dennis Huisman

7148: Migration dynamics of immigrants: who leaves, who returns and how quick?

Govert Bijwaard

7147: It support for mass customization

Eelco van Asperen, T. Pinchetti and Michiel van Wezel

7146: Visualizing clickstream data with multidimensional scaling

J. Azaria, Michiel van Wezel and Wim Pijls

7145: Boosting the accuracy of hedonic pricing models

Michiel van Wezel, Martijn Kagie and Rob Potharst

7142: Reinforcement learning and its application to Othello

Michiel van Wezel and Nees Jan van Eck

7040: Retrieving unobserved consideration sets from household panel data

J.E.M. van Nierop, Richard Paap, B. Bronnenberg, Philip Hans Franses and Michel Wedel

7038: Solving and interpreting binary classification problems in marketing with SVMs

Cor Bioch, Patrick Groenen and Georgi Nalbantov

7037: Modeling the diffusion of scientific publications

Dennis Fok and Philip Hans Franses

7032: Seasonality on non-linear price effects in scanner-data based market-response models

Dennis Fok and Philip Hans Franses

7031: Goodness-of-fit tests for a heavy tailed distribution

Alex Koning and Liang Peng

7030: An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming

Ilker Birbil, Hans Frenk and G.J. Still

7029: Does work-related training reduce the discrepancy between function requirements and competencies?

E.R. Kappe and Govert Bijwaard

7028: A simple test for GARCH against a stochastic volatility

Philip Hans Franses, Marco van der Leij and Richard Paap

7027: Weakly informative priors and well behaved Bayes factors

Rodney Strachan and Herman van Dijk

7026: Novel insights into the multiplier rule

Jan Brinkhuis and Vladimir Protassov

7025: Matrix convex functions with applications to weighted centers for semidefinite programming

Jan Brinkhuis, Z-Q. Luo and Stephen Zhang

7024: A simple view on convex analysis and its applications

Jan Brinkhuis and V. Tikhomirov

7023: Optimalisering in financiering, economie en wiskunde: welke toepassingen zijn overtuigend?

Jan Brinkhuis

7022: Global Optimization strategies for two-mode clustering

Joost van Rosmalen, Patrick Groenen, Javier Trejos and W. Castilli

6945: R&D Networks

Sanjeev Goyal and Jose Moraga-Gonzalez

6942: Cycles in basic innovations

Bert de Groot and Philip Hans Franses

6941: Random-Coefficient periodic autoregression

Philip Hans Franses and Richard Paap

6940: Real time estimates of GDP growth, based on two-regime models

Bert de Groot and Philip Hans Franses

6932: Networks of Collaboration in Oligopoly

Sanjeev Goyal and S. Joshi