Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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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