Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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1718: A generalized dynamic conditional correlation model for many asset returns

Christian Hafner and Philip Hans Franses

1717: The value of structural information in the VAR model

Rodney Strachan and Herman van Dijk

1716: Forecasting industrial production with linear, nonlinear, and structural change models

Boriss Siliverstovs and Dick van Dijk

1715: Modeling category-level purchase timing with brand-level marketing variables

Dennis Fok and Richard Paap

1714: A sequential approach to testing seasonal unit roots in high frequency data

Paulo Rodrigues and Philip Hans Franses

1713: A structural version of the theorem of Hahn-Banach

Jan Brinkhuis

1712: An easy derivation of the order optimality condition for inventory systems with backordering

Ruud Teunter and Rommert Dekker

1710: Production planning and control of closed-loop supply chains

Karl Inderfurth and Ruud Teunter

1709: Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands

Alex Koning and Philip Hans Franses

1707: Bayesian model selection for a sharp null and a diffuse alternative with econometric applications

Rodney Strachan and Herman van Dijk

1706: Maximizing remanufacturing profit using product acquisition management

Daniel Guide, Ruud Teunter and Luk Van Wassenhove

1704: Logistic planning and control of reworking perishable production defectives

Ruud Teunter and S.D.P. Flapper

1703: Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy

Dick van Dijk and Philip Hans Franses

1702: A Bayesian analysis of the PPP puzzle using an unobserved components model

Richard Kleijn and Herman van Dijk

1701: Modeling and forecasting outliers and level shifts in absolute returns

Philip Hans Franses, Marco van der Leij and Richard Paap

1700: Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models

Patrick Groenen, P. Giaquinto and Henk Kiers

1698: A derivative based estimator for semiparametric index models

Bas Donkers and Marcia Schafgans

1697: Integrating a web-based system with business processes in closed loop supply chains

Angelika Kokkinaki, Rommert Dekker, R. Lee and Costas Pappis

1695: Does Africa grow slower than Asia and Latin America?

Richard Paap, Philip Hans Franses and Dick van Dijk

1694: Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry

Norman Swanson and Dick van Dijk

1693: Do we make better forecasts these days? A survey amongst academics

Philip Hans Franses

1692: Modelling product returns in inventory control - exploring the validity or general assumptions

Marisa de Brito and Rommert Dekker

1690: Alternate Samplingmethods for Estimating Multivariate Normal Probabilities

Zsolt Sándor and P. András

1689: Operations research supports container handling

P.J.M. Meersmans and Rommert Dekker

1687: Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting

Ben Pelzer, Rob Eisinga and Philip Hans Franses

1684: Multiple-Depot Integrated Vehicle and Crew Scheduling

Dennis Huisman, Richard Freling and Albert Wagelmans

1681: Generalized Reduced Rank Tests using the Singular Value Decomposition

Frank Kleibergen and Richard Paap

1680: Testing for common deterministic trend slopes

Timothy Vogelsang and Philip Hans Franses

1678: The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production

Philip Hans Franses and Dick van Dijk

1677: Structural breaks and long memory in US inflation rates: do they matter for forecasting?

Namwon Hyung and Philip Hans Franses

1676: The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series

Dick van Dijk, Birgit Strikholm and Timo Teräsvirta

1674: Short-term volatility versus long-term growth: evidence in US macroeconomic time series

Marianne Sensier and Dick van Dijk

1673: On the decay of infinite products of trigonometric polynomials

Vladimir Protassov

1672: Stochastic approaches for product recovery network design: a case study

Ovidiu Listes and Rommert Dekker

1671: Logarithmic residues of analytic Banach algebra valued functions possessing a simply meromorphic inverse

Harm Bart, Torsten Ehrhardt and Bernd Silbermann

1670: Neural networks as econometric tool

Johan Kaashoek and Herman van Dijk

1669: Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration

Lennart Hoogerheide and Herman van Dijk

1668: The stability of subdivision operator at its fixed point

Vladimir Protassov

1667: Constructing seasonally adjusted data with time-varying confidence intervals

Siem Jan Koopman and Philip Hans Franses

1666: On the complexity of the primal self-concordant barrier method

Jan Brinkhuis

1665: Estimting parameters of a microsimulation model for breast cancer screening using the score function method

S.Y.G.L. Tan, Gerrit van Oortmarssen and Nanda Piersma

1664: Determining the direct mailing frequency with dynamic stochastic programming

Nanda Piersma and Jedid-Jah Jonker

1663: Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice

Richard Paap, J.E.M. van Nierop, Harald van Heerde, Michel Wedel, Philip Hans Franses and K.J. Alsem

1662: From e-trash to e-treasure: how value can be created by the new e-business models for reverse logistics

Angelika Kokkinaki, Rommert Dekker, René de Koster and Costas Pappis

1661: Neural networks as econometric tool

Johan Kaashoek and Herman van Dijk

1660: A nonlinear long memory model for US unemployment

Dick van Dijk, Philip Hans Franses and Richard Paap

1659: Return handling options and order quantities for single period products

Dimitrios Vlachos and Rommert Dekker

1657: Daily exchange rate behaviour and hedging of currency risk

Charles Bos, Ronald Mahieu and Herman van Dijk

1656: Smooth transition autoregressive models - A survey of recent developments

Dick van Dijk, Timo Teräsvirta and Philip Hans Franses

1655: Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models

H.G. Neddermeijer, Gerrit van Oortmarssen, Nanda Piersma, Rommert Dekker and Dik Habbema