Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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22235: "Borrowing money costs money": Yes, but why not tell how much?

Philip Hans Franses and Anita Vlam

22234: Financial innumeracy

Philip Hans Franses and Anita Vlam

22216: Structure and Asymptotic theory for Nonlinear Models with GARCH Errors

Felix Chan, Michael McAleer and Marcelo Medeiros

22151: Asymmetric Adjustment in the Ethanol and Grains Markets

Chia-Lin Chang, Li-Hsueh Chen, Shawkat Hammoudeh and Michael McAleer

22150: Testing the Box-Cox Parameter for an Integrated Process

Jian Huang, Masahito Kobayashi and Michael McAleer

21949: Dynamic Conditional Correlations for Asymmetric Processes

Manabu Asai and Michael McAleer

21946: What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?

Chia-Lin Chang, Michael McAleer and Les Oxley

21944: Evaluating Combined Non-Replicable Forecast

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

21942: On the use of installed base information for spare parts logistics: a revieuw of ideas and industry practice

Rommert Dekker, Çerağ Pinçe, Rob Zuidwijk and Muhammad Jalil

21939: ORTEC Predicts the Payback Period for its Workforce Scheduling Software

Eelco van Asperen, Rommert Dekker and Patrick van der Schalk

21936: Economic lot-sizing with remanufacturing: complexity and efficient formulations

Mathijn Jan Retel Helmrich, Raf Jans, Wilco van den Heuvel and Albert Wagelmans

21933: Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"

Wilco van den Heuvel, Jose Miguel Gutierrez and Hark-Chin Hwang

21730: Alternative Asymmetric Stochastic Volatility Models

Manabu Asai and Michael McAleer

21727: A Trinomial Test for Paired Data When There are Many Ties

Guorui Bian, Michael McAleer and Wing-Keung Wong

21725: Journal Impect Factor Versus Eigenfactor and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

21723: A Trinomial Test for Paired Data When There are Many Ties

Guorui Bian, Michael McAleer and Wing-Keung Wong

21722: Robust Estimation and Forecasting of the Capital Asset Pricing Model

Guorui Bian, Michael McAleer and Wing-Keung Wong

21711: Solving Large Scale Crew Scheduling Problems in Practice

Erwin Abbink, L. Albino, Twan Dollevoet, Dennis Huisman, J. Roussado and Ricardo Saldanha

21112: Robust Estimation and Forecasting of the Capital Asset Pricing Model

Guorui Bian, Michael McAleer and Wing-Keung Wong

21106: Moment Restriction-based Econometric Methods: An Overview

Naoto Kunitomo, Michael McAleer and Yoshihiko Nishiyama

20978: Asymmetry and Long Memory in Volatility Modelling

Manabu Asai, Michael McAleer and Marcelo Medeiros

20967: Physician Incentive Management in University Hospitals: Inducing Efficient Behavior Through the Allocation of Research Facilities

Kristiaan Glorie, Jeroen van Oostrum, Robert Dur, Geert Kazemier and Albert Wagelmans

20964: GFC-Robust Risk Management Strategies under the Basel Accord

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

20940: Model Selection and Testing of Conditional and Stochastic Volatility Models

Massimiliano Caporin and Michael McAleer

20937: Ranking Models in Conjoint Analysis

Kar Yin Lam, Alex Koning and Philip Hans Franses

20788: Modeling the Effect of Oil Price on Global Fertilizer Prices

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

20785: Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents

Chia-Lin Chang, Sung-Po Chang and Michael McAleer

20773: The Lp-function on trees

F.R. McMorris, Martyn Mulder and Oscar Ortega

20744: Does Disagreement Amongst Forecasters have Predictive Value?

Rianne Legerstee and Philip Hans Franses

20741: Financial Development and Convergence Clubs

Nalan Baştürk, Richard Paap and Dick van Dijk

20377: Modeling the Volatility in Global Fertilizer Prices

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

20376: How does Zinfluence Affect Article Influence?

Chia-Lin Chang, Michael McAleer and Les Oxley

20375: Greening Supply Chains: Impact on Cost and Design

Ioannis Mallidis, Rommert Dekker and Dimitrios Vlachos

20374: Greening Supply Chains: Impact on Cost and Design

Ioannis Mallidis, Dimitrios Vlachos and Rommert Dekker

20167: Ten Things We Should Know About Time Series

Michael McAleer and Les Oxley

20166: Risk management of precious metals

Shawkat Hammoudeh, Farooq Malik and Michael McAleer

20165: Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan

Chia-Lin Chang, Michael McAleer and Christine Lim

20160: Modelling the Asymmetric Volatility in Hog Prices in Taiwan

Chia-Lin Chang, Bing-Wen Huang and Meng-Gu Chen

20158: What Makes a Great Journal Great in Economics? The Singer Not the Song

Chia-Lin Chang, Michael McAleer and Les Oxley

20156: Combining Non-Replicable Forecasts

Chia-Lin Chang, Michael McAleer and Philip Hans Franses

20148: Article Influence Score = 5YIF divided by 2

Chia-Lin Chang, Michael McAleer and Les Oxley

20147: The hemline and the economy: is there any match?

Marjolein van Baardwijk and Philip Hans Franses

20146: Does news on real Chinese GDP growth impact stock markets?

Philip Hans Franses and Heleen Mees

20144: An sxiomatization of the median procedure on the n-cube

Martyn Mulder and Beth Novick

20136: Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname

Philip Hans Franses and Madesta Lede

19920: Ship Inspection Strategies: Effects on Maritime Safety and Environmental Protection

Christiaan Heij, Govert Bijwaard and Sabine Knapp

19455: Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong

19452: Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH

Massimiliano Caporin and Michael McAleer

19449: Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

Shawkat Hammoudeh, Yun Yuan and Michael McAleer

19447: Ranking multivariate GARCH models by problem dimension

Massimiliano Caporin and Michael McAleer