Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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1082: Valuing Euro rating-triggered step-up telecom bonds

Patrick Houweling, A.A. Mentink and Ton Vorst

1081: Comparing possible proxies of corporate bond liquidity

Patrick Houweling, A.A. Mentink and Ton Vorst

1080: Bayes model averaging of cyclical decompositions in economic time series

Richard Kleijn and Herman van Dijk

1077: Modeling purchases as repeated events

Govert Bijwaard, Philip Hans Franses and Richard Paap

1074: Airline Revenue Management with Shifting Capacity

K. Pak, Rommert Dekker and Gerard Kindervater

1068: Equilibrium Constrained Optimization Problems

Ilker Birbil, G. Bouza, Hans Frenk and G.J. Still

1058: A D-induced duality and its applications

Jan Brinkhuis and Shuzhong Zhang

1055: Asymptotics in the symmetrization inequality

Jaap Geluk

1054: A multi-level panel smooth transition autoregression for US sectoral production

Dennis Fok, Dick van Dijk and Philip Hans Franses

1049: Network analysis in the Caribbean

Albert Veenstra, Martyn Mulder and R.A. Sels

1048: Do we need all Euro denominations?

Jeanine Kippers and Philip Hans Franses

1047: Neural network approximations to posterior densities: an analytical approach

Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk

1046: How do we pay with euro notes? Empirical evidence from Monopoly experiments

Philip Hans Franses and Jeanine Kippers

1045: Explaining Adaptive Radial-Based Direction Sampling

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

944: Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi

K. van Deun and Patrick Groenen

943: Hybrid R&D

Sanjeev Goyal, Alexandr Konovalov and Jose Moraga-Gonzalez

909: Reverse logistics in a pharmaceutical company: a case study

Ruud Teunter, Karl Inderfurth, Stefan Minner and R. Kleber

908: Valuation of inventories in systems with product recovery

Ruud Teunter and Erwin van der Laan

907: Lot-sizing for inventory systems with product recovery

Ruud Teunter

906: The newsboy problem with resalable returns

Julien Mostard and Ruud Teunter

905: The multiple-job repair kit problem

Ruud Teunter

904: Risk managing bermudan swaptions in the libor BGM model

Raoul Pietersz and Antoon Pelsser

903: Rework and postponement: a comparison of bottling strategies

Ruud Teunter and S.D.P. Flapper

748: An empirical analysis of euro cash payments

Jeanine Kippers and Philip Hans Franses

729: An explanatory study on electronic commerce for reverse logistics

Angelika Kokkinaki, Rommert Dekker, Jo van Nunen and Costas Pappis

699: Retirement saving with contribution payments and labor income as a benchmark for investments

Arjan Berkelaar and Roy Kouwenberg

698: Investing in a real world with mean-reverting inflation

Arjan Berkelaar and Roy Kouwenberg

597: Logarithmic residues and sums of idempotents in the Banach algebra generated by the compact operators and the identity

Harm Bart, Torsten Ehrhardt and Bernd Silbermann

594: The correlation between the convergence of subdivision processes and solvability of refinement equations

Vladimir Protassov

593: Models and techniques for hotel revenue management using a rolling horizon

P. Goldman, Richard Freling, K. Pak and Nanda Piersma

592: Computing all integer solutions of a genus 1 equation

Roel Stroeker and Nikos Tzanakis

591: Tail behaviour of Gaussian processes with applications to the Brownian pillow

Alex Koning and Vladimir Protassov

590: Constancy of distributions: nonparametric monitoring of probability distributions over time

N.L. Hjort and Alex Koning

588: Robust inference on average economic growth

H. Peter Boswijk and Philip Hans Franses

586: Testing predictive performance of binary choice models

Bas Donkers and Bertrand Melenberg

585: A simple test for PPP among traded goods

Philip Hans Franses and Dick van Dijk

584: Airline revenue management: an overview of OR techniques 1982-2001

K. Pak and Nanda Piersma

583: On combining revealed and stated preferences to forecast customer behaviour: three case studies

Philip Hans Franses and Peter Verhoef

582: Estimating dynamic models from repeated cross-sections

Marno Verbeek and Francis Vella

581: Discrete vs continuous time for large extremes of Gaussian processes

Vladimir Piterbarg

580: From first submission to citation: an empirical analysis

Philip Hans Franses

579: Inflation rates; long-memoray, level shifts, or both?

Namwon Hyung and Philip Hans Franses

578: Common large innovations across nonlinear time series

Philip Hans Franses and Richard Paap

577: On Bayesian structural inference in a simultaneous equation model

Herman van Dijk

576: How to organise return handling; an exploratory study with nine retailer warehouses

René de Koster, Marisa de Brito and Masja van de Vendel

575: Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam

Philip Hans Franses and D.A. Patoir

573: On the number of categories in an ordered regression model

Philip Hans Franses and Jan Cramer

572: On the diffusion of scientific publications; the case of Econometrica 1987

Philip Hans Franses

571: Understanding the role of marketing communications in direct marketing

P. Naik and Nanda Piersma

570: A scenario aggregation based approach for determining a robust airline fleet composition

Ovidiu Listes and Rommert Dekker