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.
- 19445: Delay Management with Re-Routing of Passengers

- Twan Dollevoet, Dennis Huisman, Marie Schmidt and Anita Schöbel
- 19442: Estimated Incident Cost Savings in Shipping Due to Inspections

- Sabine Knapp, Govert Bijwaard and Christiaan Heij
- 19414: On noncooperative games and minimax theory
- Hans Frenk and G. Kassay
- 19412: A note on the dual of an unconstrained (generalized) geometric programming problem
- Hans Frenk and G.J. Still
- 19410: A note on the paper Fractional Programming with convex quadratic forms and functions by H.P.Benson
- Hans Frenk
- 19363: IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

- Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
- 19362: Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia

- Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
- 19360: Inequality amongst the wealthiest and its link with economic growth

- Philip Hans Franses and S. Vermeer
- 19359: Decomposing bias in expert forecast

- Philip Hans Franses
- 19358: Are Forecast Updates Progressive?

- Chia-Lin Chang, Philip Hans Franses and Michael McAleer
- 18640: A Continuous Review Inventory Model with Advance Policy Change and Obsolescence

- Çerağ Pinçe and Rommert Dekker
- 18639: Flexibility in Port Selection: A Quantitative Approach Using Floating Stocks

- Eelco van Asperen and Rommert Dekker
- 18637: Correcting for Survey Effects in Pre-election Polls

- Christiaan Heij and Philip Hans Franses
- 18604: Evaluating Macroeconomic Forecast: A Review of Some Recent Developments

- Philip Hans Franses, Michael McAleer and Rianne Legerstee
- 18601: Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand

- Yaovarate Chaovanapoonphol, Christine Lim, Michael McAleer and Aree Wiboonpongse
- 18591: Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging

- Hark-Chin Hwang and Wilco van den Heuvel
- 18590: Integrating Reliability Centered Maintenance and Spare Parts Stock Control

- Willem van Jaarsveld and Rommert Dekker
- 18588: Service Parts Inventory Control with Lateral Transshipment that Takes Time

- Guangyuan Yang and Rommert Dekker
- 18332: End-of-Life Inventory Decisions for Consumer Electronics Service Parts

- Morteza Pourakbar, Hans Frenk and Rommert Dekker
- 18331: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

- Chia-Lin Chang and Michael McAleer
- 18329: Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets

- Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
- 18261: Axiomatic Characterization of the Mean Function on Trees

- F.R. McMorris, Martyn Mulder and Oscar Ortega
- 18260: Diffusion of Original and Counterfeit Products in a Developing Country

- Philip Hans Franses and Madesta Lede
- 18259: Approximating the DGP of China's Quarterly GDP

- Philip Hans Franses and Heleen Mees
- 18255: A Branch-and-Price Approach for a Ship Routing Problem with Multiple Products and Inventory Constraints

- Rutger de Mare, Remy Spliet and Dennis Huisman
- 18254: Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model

- Peter Exterkate, Dick van Dijk, Christiaan Heij and Patrick Groenen
- 18252: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models

- Massimiliano Caporin and Michael McAleer
- 18250: Modeling household behavior in a CGE model: linear expenditure system or indirect addilog?

- Paul de Boer
- 18192: The Bayesian Score Statistic

- Frank Kleibergen, Richard Kleijn and Richard Paap
- 18045: Estimating obsolescence risk from demand data - a case study

- Willem van Jaarsveld
- 18043: Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

- Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer
- 18038: Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach

- Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong
- 18036: Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

- Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer
- 18032: Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity

- Kiyotaka Sato, Zhaoyong Zhang and Michael McAleer
- 18017: A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time

- Wilco van den Heuvel and Albert Wagelmans
- 17524: Algorithmic Support for Railway Disruption Management

- Leo Kroon and Dennis Huisman
- 17523: Block Structure Multivariate Stochastic Volatility Models

- Manabu Asai and Massimiliano Caporin
- 17522: Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity

- Kiyotaka Sato, Zhaoyong Zhang and Michael McAleer
- 17513: Genetic and memetic algorithms for scheduling railway maintenance activities

- Gabriella Budai-Balke, Rommert Dekker and Uzay Kaymak
- 17350: The Vehicle Rescheduling Problem

- Remy Spliet, Adriana Gabor and Rommert Dekker
- 17346: Testing Earning Management

- Dennis Fok and Philip Hans Franses
- 17313: Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

- Chia-Lin Chang and Michael McAleer
- 17312: Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan

- Chia-Lin Chang and Michael McAleer
- 17310: A Panel Threshold Model of Tourism Specialization and Economic Development

- Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
- 17309: It Pays to Violate: How Effective are the Basel Accord Penalties?

- Bernardo da Veiga, Felix Chan and Michael McAleer
- 17308: Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

- Shawkat Hammoudeh, Yun Yuan, Michael McAleer and Mark Thompson
- 17303: Forecasting Realized Volatility with Linear and Nonlinear Models

- Michael McAleer and Marcelo Medeiros
- 17299: Interdependence of international tourism demand and volatility in leading ASEAN destinations

- Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer and Roengchai Tansuchat
- 17298: Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

- Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer
- 17297: Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

- Thanchanok Khamkaew, Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer
| |