Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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6931: Learning, Network Formation and Coordination

Sanjeev Goyal and F. Vega-Redondo

6919: Ridge regression revisited

Paul de Boer and Christian Hafner

6918: Forecast comparison of principal component regression and principal covariate regression

Christiaan Heij, Patrick Groenen and Dick van Dijk

6917: Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results

Dennis Fok, Philip Hans Franses and Richard Paap

6916: The t-median function on graphs

F.R. McMorris, Martyn Mulder and Robert Powers

6915: Generalized Solutions for the joint replenishment problem with correction factor

Eric Porras Musalem and Rommert Dekker

6914: New Bounds for the Joint Replenishment Problem: Tighter, but not always better

Eric Porras Musalem and Rommert Dekker

6913: Trends and cycles in economic time series: A Bayesian approach

Andrew Harvey, Thomas Trimbur and Herman van Dijk

6866: Splitting Orders in Fragmented Markets; evidence from cross-listed stocks

Albert Menkveld

6852: A comprehensive view on optimization: reasonable descent

Jan Brinkhuis

6851: Introducing the indirect addilog system in a computable general equilibrium model: a case study for Palestine

Paul de Boer and Marco Missaglia

6850: How to find frequent patterns?

Wim Pijls and W.A. Koster

6849: Semi-Parametric Modelling of Correlation Dynamics

Christian Hafner, Dick van Dijk and Philip Hans Franses

6848: On the Duality Theory of Convex Objects

Jan Brinkhuis and V. Tikhomirov

6845: Introduction to Convex and Quasiconvex Analysis

Hans Frenk and G. Kassay

6743: Real time estimates of GDP growth

Bert de Groot and Philip Hans Franses

6584: Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance

Robin Nicolai and Rommert Dekker

6563: Economic consequences of intifada

Paul de Boer and Marco Missaglia

6557: Dynamic lot sizing with product returns

Ruud Teunter, Pelin Bayindir and Wilco van den Heuvel

2007: On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks

Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk

2006: A comparison of inventory control policies for a joint manufacturing/Remanufacturing environment with remanufacturing yield loss

Pelin Bayindir, Ruud Teunter and Rommert Dekker

1943: Improved customer choice predictions using ensemble methods

Michiel van Wezel and Rob Potharst

1941: Operations research in passenger railway transportation

Dennis Huisman, Leo Kroon, Ramon Lentink and Michiel Vromans

1924: SymScal: symbolic multidimensional scaling of interval dissimilarities

Patrick Groenen, S. Winsberg, O. Rodriguez and E. Diday

1916: Generating artificial data with monotonicity constraints

Rob Potharst and Michiel van Wezel

1915: Bayesian approaches to cointegratrion

Gary Koop, Rodney Strachan, Herman van Dijk and Mattias Villani

1913: Perceptual mapping of mulitiple variable batteries by plotting supplementary variables in correspondence analysis of rating data

Antoni Torres and Michel van de Velden

1911: Modeling brand choice using boosted and stacked neural networks

Rob Potharst, M. van Rijthoven and Michiel van Wezel

1910: A unified approach to nonlinearity, structural change and outliers

Paolo Giordani, Robert Kohn and Dick van Dijk

1909: Regularity in individual shopping trips: Implications for duration models in marketing

Govert Bijwaard

1904: VIPSCAL: A combined vector ideal point model for preference data

K. van Deun, Patrick Groenen and L. Delbeke

1903: On the universal method to solve extremal problems

Jan Brinkhuis

1830: Optimise initial spare parts inventories: an analysis and improvement of an electronic decision tool

M.E. Trimp, S.M. Sinnema, Rommert Dekker and Ruud Teunter

1829: Quasi-random simulation of discrete choice models

Zsolt Sándor and Kenneth Train

1828: On price equilibrium with multi-product firms

Zsolt Sándor

1827: Leaps: an approach to the block structure of a graph

Martyn Mulder and L. Nebesky

1808: Optimisation of connections to a fibre network

Dirk Klaas Leegwater and J.D. de Groot

1801: Testing for causality in variance in the presence of breaks

Dick van Dijk, Denise Osborn and Marianne Sensier

1800: Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

Jaap Geluk and Casper de Vries

1799: On the complexity of the economic lot-sizing problem with remanufacturing options

Wilco van den Heuvel

1798: Bayes estimates of the cyclical component in twentieth centruy US gross domestic product

Andrew Harvey, Thomas Trimbur and Herman van Dijk

1797: Forecasting aggregates using panels of nonlinear time series

Dennis Fok, Dick van Dijk and Philip Hans Franses

1727: Functional approximations to posterior densities: a neural network approach to efficient sampling

Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk

1726: Optimal continuous order quantity (s,S) policies; the 45-degrees algorithm

Emö Bazsa-Oldenkamp and P. den Iseger

1725: Single item inventory models; time- and event-averages approach

Emö Bazsa-Oldenkamp and P. den Iseger

1724: A two level decentralized distribution system with compound renewal demand

Emö Bazsa-Oldenkamp and P. den Iseger

1722: Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods

Luc Bauwens, Charles Bos, Herman van Dijk and Rutger van Oest

1721: Analytical quasi maximum likelihood inference in multivariate volatility models

Christian Hafner and H. Herwartz

1720: Simple approximations for option pricing under mean reversion and stochastic volatility

Christian Hafner

1719: Assessing the benefits of remanufacturing option under one-way substitution and capacity constraint

Pelin Bayindir, Nesim Erkip and R. Gullu