Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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562: Joint optimization of customer segmentation and marketing policy to maximize long-term profitability

Jedid-Jah Jonker, Nanda Piersma and Dirk Van den Poel

561: Reverse logistics

Marisa de Brito, S.D.P. Flapper and Rommert Dekker

560: Ecological panel inference in repeated cross sections

Ben Pelzer, Rob Eisinga and Philip Hans Franses

559: On modeling panels of time series

Philip Hans Franses

555: Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods

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

554: Inventory control with product returns: the impact of (mis)information

Marisa de Brito and Erwin van der Laan

553: On Q-derived polynomials

Roel Stroeker

551: Changes in variability of the business cycle in the G7 countries

Dick van Dijk, Denise Osborn and Marianne Sensier

550: Inverse correspondence analysis

Patrick Groenen and Michel van de Velden

548: Constancy of distributions: asymptotic efficiency of certain nonparametric tests of constancy

Alex Koning and N.L. Hjort

547: A D-induced duality and its applications

Jan Brinkhuis and Shuzhong Zhang

546: Testing for vector autoregressive dynamics under heteroskedasticity

Christian Hafner and H. Herwartz

545: An interior-point and decomposition approach to multiple stage stochastic programming

Shuzhong Zhang

544: Modeling dynamic effects of promotion on interpurchase times

Dennis Fok, Richard Paap and Philip Hans Franses

543: Reverse logistics - a framework

Marisa de Brito and Rommert Dekker

542: Instrumental variable estimation for duration data

Govert Bijwaard

541: On bootstrap sample size in extreme value theory

Jaap Geluk and Laurens de Haan

540: Cyclical components in economic time series

Andrew Harvey, Thomas Trimbur and Herman van Dijk

539: A decomposition approach to a stochastic model for supply-and-return network design

Ovidiu Listes

538: Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income

Richard Paap and Herman van Dijk

537: Generalized equilibrium in an economy without the survival assumption

Alexandr Konovalov and Valeriy Marakulin

536: Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management

Emö Bazsa-Oldenkamp and P. den Iseger

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

Emö Bazsa-Oldenkamp and P. den Iseger

534: Single item inventory models

Emö Bazsa-Oldenkamp and P. den Iseger

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

Emö Bazsa-Oldenkamp and P. den Iseger

527: On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems

Shu-Cherng Fang, J. Han, Zhen Huang and Ilker Birbil

526: Solving variational inequalities defined on a domain with infinitely many linear constraints

Shu-Cherng Fang, S. Wu and Ilker Birbil

525: Entropic regularization approach for mathematical programs with equilibrium constraints

Ilker Birbil, Shu-Cherng Fang and J. Han

524: Controlling inventories in a supply chain: a case study

Eric Porras Musalem and Rommert Dekker

267: Recursive Approximation of the High Dimensional max Function

Ilker Birbil, Shu-Cherng Fang, Hans Frenk and Shuzhong Zhang

260: Direct Mailing Decisions for a Dutch Fundraiser

Jedid-Jah Jonker, Nanda Piersma and Rob Potharst

240: On Borel Probability Measures and Noncooperative Game Theory

Hans Frenk, G. Kassay and Vladimir Protassov

172: An Empirical Comparison of Default Swap Pricing Models

Patrick Houweling and Ton Vorst