Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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78320: An ABC-Problem for Location and Consensus Functions on Graphs

F.R. McMorris, Beth Novick, Martyn Mulder and Robert Powers

78189: Symbolic Multidimensional Scaling

Patrick Groenen and Y. Terada

78155: A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

78151: How to gain brain for Suriname

Tina Dulam and Philip Hans Franses

78143: International Technology Diffusion of Joint and Cross-border Patents

Chia-Lin Chang, Michael McAleer and Ju-Ting Tang

78127: Risk attitudes in the board room and company performance: Evidence for an emerging economy

Denice Bodeutsch and Philip Hans Franses

78126: On the Invertibility of EGARCH(p,q)

Guillaume Gaetan Martinet and Michael McAleer

78069: Frontiers in Time Series and Financial Econometrics

Shiqing Ling, Michael McAleer and Howell Tong

78068: The Impact of Jumps and Leverage in Forecasting Co-Volatility

Manabu Asai and Michael McAleer

78067: Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting

Chia-Lin Chang and Michael McAleer

78066: Risk attitudes in company boardrooms in a developing country

Denice Bodeutsch and Philip Hans Franses

78065: Return migration of high skilled workers

Philip Hans Franses

78064: Econometric Analysis of Financial Derivatives

Chia-Lin Chang and Michael McAleer

78063: The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model

Rutger van Oest and Philip Hans Franses

77759: Asymmetry and Leverage in Conditional Volatility Models

Michael McAleer

77757: Least-squares Bilinear Clustering of Three-way Data

Pieter Schoonees, Patrick Groenen and Michel van de Velden

77641: Repairing non-monotone ordinal data sets by changing class labels

Wim Pijls and Rob Potharst

77640: A Novel Approach to Measuring Consumer Confidence

Bert de Bruijn, Rene Segers and Philip Hans Franses

77639: Axiomatic Characterization of the Median and Antimedian Functions on Cocktail-Party Graphs and Complete Graphs

Manoj Changat, Divya Lekha, Martyn Mulder and Ajitha Subhamathi

77638: GenSVM: A Generalized Multiclass Support Vector Machine

Gertjan van den Burg and Patrick Groenen

77181: The life cycle of social media

Philip Hans Franses

77168: A Multivariate Model for Multinomial Choices

Koen Bel and Richard Paap

77167: Parameter Estimation in Multivariate Logit models with Many Binary Choices

Koen Bel, Dennis Fok and Richard Paap

77166: A method to measure enforcement effort in shipping with incomplete information

Xichen Ji, Jan Brinkhuis and Sabine Knapp

77010: Cluster Correspondence Analysis

Michel van de Velden, A. Iodice D' Enza and F. Palumbo

76073: Microeconomic determinants of skilled migration: The case of Suriname

Tina Dulam and Philip Hans Franses

51750: On the Invertibility of EGARCH

Guillaume Gaetan Martinet and Michael McAleer

51749: Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge

Janet Carey, Sabine Knapp and Paul Irving

51748: A multi-layered risk exposure assessment approach for the shipping industry

Stephen Vander Hoorn and Sabine Knapp

51747: Effects of wind strength and wave height on ship incident risk: regional trends and seasonality

Christiaan Heij and Sabine Knapp

51746: Does a financial crisis make consumers increasingly prudent?

Liesbeth Noordegraaf-Eelens and Philip Hans Franses

51745: Axiomatic characterization of the interval function of a block graph

Kannan Balakrishnan, Manoj Changat, Anandavally Lakshmikuttyamma, Joseph Mathews and Martyn Mulder

51744: Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations

Chia-Lin Chang and Michael McAleer

51743: Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan

Chia-Lin Chang, Wei Chen and Michael McAleer

51742: A One Line Derivation of EGARCH

Michael McAleer and Christian Hafner

51344: Five axioms for location functions on median graphs

F.R. McMorris, Martyn Mulder, Beth Novick and Robert Powers

51318: Integrating Timetabling and Crew

Lucas Bach, Twan Dollevoet and Dennis Huisman

51317: Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?

Liesbeth Noordegraaf-Eelens and Philip Hans Franses

51315: The Roadside Healthcare Facility Location Problem

Harwin de Vries, Joris van de Klundert and Albert Wagelmans

51314: A Tourism Financial Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

50643: Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations

Chia-Lin Chang and Michael McAleer

50642: Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

Michael McAleer

50641: Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences

Chia-Lin Chang and Michael McAleer

50640: A Tourism Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

50639: The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency

Denice Bodeutsch and Philip Hans Franses

50638: Health Benets of Roadside Healthcare Services

Harwin de Vries, Joris van de Klundert and Albert Wagelmans

50213: The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations

Kazumitsu Nawata and Michael McAleer

50163: Some Tools for Robustifying Econometric Analyses

Victor Hoornweg

50133: Impact and relevance of transit disturbances on planning in intermodal container networks

Bart van Riessen, Rudy Negenborn, Rommert Dekker and Gabriel Lodewijks

50132: Size and value effects in Suriname

Denice Bodeutsch and Philip Hans Franses