Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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1487: On the effect of ship arrival processes on jetty and storage capacity

Eelco van Asperen, Rommert Dekker, Mark Polman and H. de Swaan Arons

1480: Estimation of temporally aggregated multivariate GARCH models

Christian Hafner and J.V.K. Rombouts

1478: Temporal aggregation of multivariate GARCH processes

Christian Hafner

1476: A hierarchical Bayes error correction model to explain dynamic effects

Dennis Fok, Csilla Horváth, Richard Paap and Philip Hans Franses

1423: An efficient algorithm for a generalized joint replenishment problem

Hans Frenk, Marcel Kleijn and Rommert Dekker

1422: A note on a profit maximizing location model

Shuzhong Zhang

1421: Nonlinear Error-Correction Models for Interest Rates in The Netherlands

Dick van Dijk and Philip Hans Franses

1420: Do We Often Find ARCH Because Of Neglected Outliers?

Philip Hans Franses and Dick van Dijk

1419: New variants of finite criss-cross pivot algorithms for linear programming

Shuzhong Zhang

1418: Oil Price Shocks and Long Run Price and Import Demand Behavior

Frank Kleibergen, Jean-Pierre Urbain and Herman van Dijk

1417: Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995

Rob Eisinga, Philip Hans Franses and Marius Ooms

1416: Identification of System Behaviours by Approximation of Time Series Data

Wolfgang Scherrer and Christiaan Heij

1415: Self-Organization in Communication Networks

V. Bala and Sanjeev Goyal

1414: Bayesian Simultaneous Equations Analysis using Reduced Rank Structures

Frank Kleibergen and Herman van Dijk

1413: On the Calculation of the Stability Radius of an Optimal or an Approximate Schedule

Y.N. Sotskov, Albert Wagelmans and F. Werner

1412: Duality Results for Conic Convex Programming

Z-Q. Luo, J.F. Sturm and Shuzhong Zhang

1411: On Purchase Timing Models in Marketing

Hans Frenk and Stephen Zhang

1410: Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models

Frank Kleibergen

1409: Cusum charts for preliminary analysis of individual observations

Alex Koning and Ronald Does

1408: Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks

Rob Eisinga, Philip Hans Franses and Dick van Dijk

1407: Modelling Multiple Regimes in the Business Cycle

Dick van Dijk and Philip Hans Franses

1406: Fully Polynomial Approximation Schemes for Single-Item Capacitated Economic Lot-Sizing Problems

C.P.M. van Hoesel and Albert Wagelmans

1405: On the newsboy model with a cutoff transaction size

Rommert Dekker, Hans Frenk, Marcel Kleijn and A.G. de Kok

1404: Using break quantities for tactical optimisation in multistage distribution systems

Marcel Kleijn and Rommert Dekker

1403: Calculation of Stability Radii for Combinatorial Optimization Problems

N. Chakravarti and Albert Wagelmans

1402: On regenerative processes and inventory control

Hans Frenk and Marcel Kleijn

1401: On Classes of Generalized Convex Functions, Farkas-Type Theorems and Lagrangian Duality

Hans Frenk and G. Kassay

1400: On the extensions of the Frank-Worfe theorem

Z-Q. Luo and Stephen Zhang

1399: Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series

Miguel Ariño and Philip Hans Franses

1398: Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration

Frank Kleibergen and Richard Paap

1397: Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Arjan Berkelaar, J.F. Sturm and Shuzhong Zhang

1396: Equality Restricted Random Variables: Densities and Sampling Algorithms

Frank Kleibergen

1395: Testing for ARCH in the Presence of Additive Outliers

Dick van Dijk, Philip Hans Franses and Andre Lucas

1394: The Optimal Set and Optimal Partition Approach to Linear and Quadratic Programming

Arjan Berkelaar, K. Roos and T. Terlaky

1393: Dominating Sets for Convex Functions with some Applications

E. Carrizosa and Hans Frenk

1391: Superlinear convergence of an algorithm for monotone linear complementarity problems, when no strictly complementary solution exists

J.F. Sturm

1390: Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data

Philip Hans Franses, Teun Kloek and Andre Lucas

1389: On the long step path--following method for semidefinite programming

J.F. Sturm and Stephen Zhang

1388: On Weighted Centers for Semidefinite Programming

J.F. Sturm and Stephen Zhang

1387: Consistency of System Identification by Global Total Least Squares

Christiaan Heij and Wolfgang Scherrer

1386: Dynamic Influences in Multi-Component Maintenance

Ralph Wildeman and Rommert Dekker

1385: A Note on the Effect of Seasonal Dummies on the Periodogram Regression

Marius Ooms and Uwe Hassler

1384: A spare parts stocking policy based on equipment criticality

Rommert Dekker, Marcel Kleijn and P.J. de Rooij

1383: The break quantity rule in a 1-warehouse, N-retailers distribution system

Rommert Dekker, Marcel Kleijn and A.G. de Kok

1382: Testing for Smooth Transition Nonlinearity in the Presence of Outliers

Dick van Dijk, Philip Hans Franses and Andre Lucas

1381: Duality and Self-Duality for Conic Convex Programming

Z-Q. Luo, J.F. Sturm and Shuzhong Zhang

1380: Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa

Arjan Berkelaar, Benjamin Jansen, K. Roos and T. Terlaky

1379: Onzekerheid over de baten van de Betuwelijn

Christiaan Heij, M. van Regenmortel, Hens Steehouwer, V. Voeten and S. de Wijs

1376: An interior point subgradient method for linearly constrained nondifferentiable convex programming

Hans Frenk, J.F. Sturm and Shuzhong Zhang

1375: Sensitivity Analysis in (Degenerate) Quadratic Programming

Arjan Berkelaar, Benjamin Jansen, K. Roos and T. Terlaky