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