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.

1374: Behavioural Approximation of Stochastic Processes by Rank Reduced Spectra

Christiaan Heij and Wolfgang Scherrer

1373: Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming

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

1372: A Review of Multi-Component Maintenance Models with Economic Dependence

Rommert Dekker, Frank van der Duyn Schouten and Ralph Wildeman

1371: A note on the marginal cost approach in maintenance

Hans Frenk, Rommert Dekker and Marcel Kleijn

1370: A unified treatment of single component replacement models

Hans Frenk, Rommert Dekker and Marcel Kleijn

1369: The innovation cumulative sum chart

Alex Koning

1368: Models and Algorithms for Vehicle Scheduling

Richard Freling, José Pinto Paixão and Albert Wagelmans

1367: Complete Solution of a Thue inequality

B.M.M. de Weger

1366: One Diophantine Equation

B.M.M. de Weger

1365: An O(n log n) Algorithm for the K-Template Travelling Salesman Problem

Jack A. van der Veen, Gerhard Woeginger and Shuzhong Zhang

1364: Symmetric primal-dual path following algorithms for semidefinite programming

J.F. Sturm and Shuzhong Zhang

1363: Bayesian Analysis of ARMA models using Noninformative Priors

Frank Kleibergen and Henk Hoek

1362: Learning from Neighbors

V. Bala and Sanjeev Goyal

1361: On the use of break quantities in multi--echelon distribution systems

Rommert Dekker, Hans Frenk, Marcel Kleijn, Nanda Piersma and Ton de Kok

1360: An interior point method, based on rank-one updates, for linear programming

J.F. Sturm and Shuzhong Zhang

1359: An Efficient Optimal Solution Method for the Joint Replenishment Problem

Rommert Dekker, Hans Frenk and Ralph Wildeman

1358: A General Approach for the Coordination of Maintenance Frequencies

Rommert Dekker, R. van Egmond, Hans Frenk and Ralph Wildeman

1357: A Dynamic Policy for Grouping Maintenance Activities

Ralph Wildeman, Rommert Dekker and A.C.J.M. Smit

1356: Equal Binomial Coefficients

B.M.M. de Weger

1355: On Sums of Consecutive Squares

Alexandra Bremner, Roel Stroeker and Nikos Tzanakis

1354: Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts

Philip Hans Franses, Henk Hoek and Richard Paap

1353: An Algorithm for Single-item Capacitated Economic Lot Sizing with Piecewise Linear Production Costs and General Holding Costs

D.X. Shaw and Albert Wagelmans

1352: Consistency of global total least squares in stochastic system identification

Christiaan Heij and Wolfgang Scherrer

1351: Flexible Seasonal Long Memory and Economic Time Series

Marius Ooms

1346: System Identification by Dynamic Factor Models

Christiaan Heij, Wolfgang Scherrer and M. Destler

1325: Generalized Fractional Programming With User Interaction

Ilker Birbil, Hans Frenk and Shuzhong Zhang

1288: Valuing structure, model uncertainty and model averaging in vector autoregressive processes

Rodney Strachan and Herman van Dijk

1286: Semiparametric multivariate volatility models

Christian Hafner and J.V.K. Rombouts

1285: Testing for causality in variance using multivariate GARCH models

Christian Hafner and H. Herwartz

1281: Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models

Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk

1277: Improper priors with well defined Bayes Factors

Rodney Strachan and Herman van Dijk

1276: Floating stocks in FMCG supply chains

G. Ochtman, Rommert Dekker, Eelco van Asperen and W. Kusters

1275: Arrival processes in port modeling: insights from a case study

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

1274: Multidimensional scaling

Patrick Groenen and Michel van de Velden

1219: On linear programming duality and necessary and sufficient conditions in minimax theory

Hans Frenk, P. Kas and G. Kassay

1204: Vehicle and crew scheduling: solving large real-world instances with an integrated approach

Sebastiaan de Groot and Dennis Huisman

1203: Experimental investigation of consumer price evaluations

Zsolt Sándor and Philip Hans Franses

1202: Rank reduction of correlation matrices by majorization

Raoul Pietersz and Patrick Groenen

1198: Profitability of price promotions if stockpilling increases consumption

Linda Teunter and Ruud Teunter

1195: Determining optimal disassembly and recovery strategies

Ruud Teunter

1194: Generalized bi-additive modelling for categorical data

Patrick Groenen and Alex Koning

1191: Determination of recovery effort for a probabilistic recovery system under various inventory control policies

Pelin Bayindir, Rommert Dekker and Eric Porras Musalem

1190: On the econometrics of the Koyck model

Philip Hans Franses and Rutger van Oest

1189: A new model for visualizing interactions in analysis of variance

Patrick Groenen and Alex Koning

1184: A note on "Khouja and Park, optimal lot sizing under continuous decrease, Omega 31 (2003)"

Ruud Teunter

1183: Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis

G. Gurkan and Ovidiu Listes

1182: A solution approach for dynamic vehicle and crew scheduling

Dennis Huisman and Albert Wagelmans

1181: Twentieth century shocks, trends and cycles in industrialized nations

Herman van Dijk

1084: An efficient optimal solution method for the joint replenishment problem with minimum order quantities

Eric Porras Musalem and Rommert Dekker

1083: Pricing default swaps: empirical evidence

Patrick Houweling and Ton Vorst