Advanced Search
MyIDEAS: Login

Publications

by members of

Afdeling Econometrie
Faculteit der Economische Wetenschappen en Bedrijfskunde
Vrije Universiteit
Amsterdam, Netherlands

(Department of Econometrics, Faculty of Economic Sciences, Business Administration and Econometrics, VU University Amsterdam))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

Undated material is listed at the end

2014

  1. Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and forecasting economic growth in the euro area using principal components," DNB Working Papers, Netherlands Central Bank, Research Department 415, Netherlands Central Bank, Research Department.
  2. Brian Blankespoor & Alan Basist & Ariel Dinar & Shlomi Dinar & Harold Houba & Neil Thomas, 2014. "Assessing the Economic and Political Impacts of Climate Change on International River Basins using Surface Wetness in the Zambezi and Mekong Basins," Tinbergen Institute Discussion Papers 14-005/II, Tinbergen Institute.
  3. Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers 2014-15, School of Economics and Management, University of Aarhus.
  4. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 2014-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.

2013

  1. Brink, R. van den & Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2013. "The Average Tree Permission Value for Games with a Permission Tree," Discussion Paper, Tilburg University, Center for Economic Research 2013-001, Tilburg University, Center for Economic Research.
  2. Harold Houba & Gerard van der Laan & Yuyu Zeng, 2013. "Asymmetric Nash Solutions in the River Sharing Problem," Tinbergen Institute Discussion Papers 13-051/II, Tinbergen Institute.
  3. Harold Houba & Gerard van der Laan, 2013. "International Environmental Agreements for River Sharing Problems," Tinbergen Institute Discussion Papers 13-157/II, Tinbergen Institute.
  4. Harold Houba & Roland Iwan Luttens & Hans-Peter Weikard, 2013. "Saving Private Pareto," Tinbergen Institute Discussion Papers 13-053/II, Tinbergen Institute.
  5. Harold Houba & Evgenia Motchenkova, 2013. "Legal Principles in Antitrust Enforcement," Tinbergen Institute Discussion Papers 13-178/II, Tinbergen Institute.
  6. Harold Houba & Erik Ansink, 2013. "Sustainable Agreements on Stochastic River Flow," Tinbergen Institute Discussion Papers 13-182/II, Tinbergen Institute.
  7. Katarzyna Lasak & Carlos Velasco, 2013. "Fractional cointegration rank estimation," CREATES Research Papers 2013-08, School of Economics and Management, University of Aarhus.
  8. Zdravko Botev & Ad Ridder & Leonardo Rojas-Nandayapa, 2013. "Semiparametric Cross Entropy for Rare-Event Simulation," Tinbergen Institute Discussion Papers 13-127/III, Tinbergen Institute.
  9. Radislav Vaisman & Zdravko Botev & Ad Ridder, 2013. "Sequential Monte Carlo for Counting Vertex Covers in General Graphs," Tinbergen Institute Discussion Papers 13-122/III, Tinbergen Institute.

2012

  1. Gerard van der Laan & Nigel Moes, 2012. "Transboundary Externalities and Property Rights: An International River Pollution Model," Tinbergen Institute Discussion Papers 12-006/1, Tinbergen Institute.
  2. Mikel Alvarez-Mozos & Rene van den Brink & Gerard van der Laan & Oriol Tejada, 2012. "Share Functions for Cooperative Games with Levels Structure of Cooperation," Tinbergen Institute Discussion Papers 12-052/1, Tinbergen Institute.
  3. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2012. "A Strategic Implementation of the Average Tree Solution for Cycle-Free Graph Games," Tinbergen Institute Discussion Papers 12-050/1, Tinbergen Institute.
  4. Genjiu Xu & Ren� van den Brink & Gerard van der Laan & Hao Sun, 2012. "Associated Consistency Characterization of Two Linear Values for TU Games by Matrix Approach," Tinbergen Institute Discussion Papers 12-105/II, Tinbergen Institute.
  5. Siem Jan Koopman & Thuy Minh Nguyen, 2012. "Fast Efficient Importance Sampling by State Space Methods," Tinbergen Institute Discussion Papers 12-008/4, Tinbergen Institute.
  6. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
  7. Suncica Vujic & Jacques Commandeur & Siem Jan Koopman, 2012. "Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia," Tinbergen Institute Discussion Papers 12-007/4, Tinbergen Institute.
  8. Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
  9. Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
  10. Koopman, Siem Jan & Lucas, André & Schwaab, Bernd, 2012. "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series, European Central Bank 1459, European Central Bank.
  11. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012. "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers 12-059/4, Tinbergen Institute.
  12. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
  13. Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012. "Regime switches in the volatility and correlation of financial institutions," Working Paper Research, National Bank of Belgium 227, National Bank of Belgium.
  14. Siem Jan Koopman & Rutger Lit, 2012. "A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League," Tinbergen Institute Discussion Papers 12-099/III, Tinbergen Institute.
  15. Geert Mesters & Siem Jan Koopman, 2012. "A Forty Year Assessment of Forecasting the Boat Race," Tinbergen Institute Discussion Papers 12-110/III, Tinbergen Institute.
  16. Istvan Barra & Lennart Hoogerheide & Siem Jan Koopman & Andre Lucas, 2012. "Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 13-050/III, Tinbergen Institute.
  17. Houba, Harold & Pham Do, Kim Hang & Zhu, Xueqin, 2012. "Transboundary Water Management: A joint management approach to the Mekong River Basin," 2012 Conference (56th), February 7-10, 2012, Freemantle, Australia, Australian Agricultural and Resource Economics Society 125063, Australian Agricultural and Resource Economics Society.
  18. Yukihiko Funaki & Harold Houba & Evgenia Motchenkova, 2012. "Market Power in Bilateral Oligopoly Markets with Nonexpandable Infrastructures," Tinbergen Institute Discussion Papers 12-139/II, Tinbergen Institute.
  19. Rene van den Brink & Chris Dietz, 2012. "Games with a Local Permission Structure: Separation of Authority and Value Generation," Tinbergen Institute Discussion Papers 12-126/II, Tinbergen Institute.
  20. Rene van den Brink & Miklos Pinter, 2012. "On Axiomatizations of the Shapley Value for Assignment Games," Tinbergen Institute Discussion Papers 12-092/II, Tinbergen Institute.
  21. Rene van den Brink & Chris Dietz, 2012. "Multi-Player Agents in Cooperative TU-Games," Tinbergen Institute Discussion Papers 12-001/1, Tinbergen Institute.
  22. Conrado Manuel & Enrique Gonzalez-Aranguena & Rene van den Brink|, 2012. "Players Indifferent to Cooperate and Characterizations of the Shapley Value," Tinbergen Institute Discussion Papers 12-036/1, Tinbergen Institute.
  23. Rene van den Brink & Youngsub Chun & Yukihiko Funaki & Boram Park, 2012. "Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games," Tinbergen Institute Discussion Papers 12-136/II, Tinbergen Institute.
  24. Ren� van den Brink & Frank Steffen, 2012. "On the Measurement of Success and Satisfaction," Tinbergen Institute Discussion Papers 12-030/1, Tinbergen Institute.
  25. Arantza Est�vez-Fern�ndez & Mar�a Gloria Fiestras-Janeiro & Manuel Alfredo Mosquera & Estela S�nchez- Rodr�guez, 2012. "A Bankruptcy Approach to the Core Cover," Tinbergen Institute Discussion Papers 12-012/1, Tinbergen Institute.
  26. Arantza Estevez-Fernandez & Hans Reijnierse, 2012. "On the Core of Cost-Revenue Games: Minimum Cost Spanning Tree Games with Revenues," Tinbergen Institute Discussion Papers 12-101/II, Tinbergen Institute.
  27. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, School of Economics and Management, University of Aarhus.
  28. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, School of Economics and Management, University of Aarhus.
  29. Ad Ridder & Bruno Tuffin, 2012. "Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques," Tinbergen Institute Discussion Papers 12-103/III, Tinbergen Institute.
  30. Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank, Research Centre.
  31. Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
  32. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.

2011

  1. Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2011. "Games on Union Closed Systems," Tinbergen Institute Discussion Papers 11-036/1, Tinbergen Institute.
  2. Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Efficient and Fair Solution for Communication Graph Games," Tinbergen Institute Discussion Papers 11-052/1, Tinbergen Institute.
  3. Rene van den Brink & Anna Khmelnitskaya & Gerard van der Laan, 2011. "An Owen-Type Value for Games with Two-Level Communication Structures," Tinbergen Institute Discussion Papers 11-089/1, Tinbergen Institute.
  4. Rene van den Brink & Arantza Estevez-Fernandez & Gerard van der Laan & Nigel Moes, 2011. "Independence Axioms for Water Allocation," Tinbergen Institute Discussion Papers 11-128/1, Tinbergen Institute.
  5. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2011. "Two Values for Transferable Utility Games with Coalition and Graph Structure," Tinbergen Institute Discussion Papers 11-164/1, Tinbergen Institute.
  6. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011. "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers 11-090/4, Tinbergen Institute.
  7. Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas, 2011. "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," Tinbergen Institute Discussion Papers 11-042/2/DSF16, Tinbergen Institute.
  8. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011. "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers 11-078/2/DSF22, Tinbergen Institute.
  9. Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
  10. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011. "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series, European Central Bank 1327, European Central Bank.
  11. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
  12. Siem Jan Koopman & Marcel Scharth, 2011. "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures," Tinbergen Institute Discussion Papers 11-132/4, Tinbergen Institute.
  13. Pawel Janus & Siem Jan Koopman & Andr� Lucas, 2011. "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers 11-175/2/DSF28, Tinbergen Institute.
  14. Harold Houba & Evgenia Motchenkova & Quan Wen, 2011. "Antitrust Enforcement and Marginal Deterrence," Tinbergen Institute Discussion Papers 11-166/1, Tinbergen Institute.
  15. Houba, Harold & Pham Do, Kim Hang & Zhu, Xueqin, 2011. "Saving the Mekong River Basin," MPRA Paper 37407, University Library of Munich, Germany.
  16. Charles S. Bos, 2011. "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers 11-048/4, Tinbergen Institute.
  17. Charles S. Bos, 2011. "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers 11-049/4, Tinbergen Institute.
  18. René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  19. René Van Den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Dictator and Opinion Leader Properties," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00633881, HAL.
  20. Encarnacion Algaba & Jesus Mario Bilbao & Rene van den Brink, 2011. "Harsanyi Power Solutions for Games on Union Stable Systems," Tinbergen Institute Discussion Papers 11-182/1, Tinbergen Institute.
  21. Encarnacion Algaba & Jesus Mario Bilbao & Rene van den Brink & Jorge J. Lopez, 2011. "The Myerson Value and Superfluous Supports in Union Stable Systems," Tinbergen Institute Discussion Papers 11-127/1, Tinbergen Institute.
  22. Lindner, Ines & Strulik, Holger, 2011. "From Tradition to Modernity: Economic Growth in a Small World," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-478, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  23. Arantza Estevez-Fernandez, 2011. "New Characterizations for Largeness of the Core," Tinbergen Institute Discussion Papers 11-086/1, Tinbergen Institute.
  24. Paul Dupuis & Bahar Kaynar & Ad Ridder & Reuven Rubinstein & Radislav Vaisman, 2011. "Counting with Combined Splitting and Capture-Recapture Methods," Tinbergen Institute Discussion Papers 11-062/4, Tinbergen Institute.

2010

  1. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2010. "Combinatorial integer labeling theorems on finite sets with applications," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3764045, Tilburg University.
  2. Rene van den Brink & Gerard van der Laan & Nigel Moes, 2010. "Fair Agreements for Sharing International Rivers with Multiple Springs and Externalities," Tinbergen Institute Discussion Papers 10-096/1, Tinbergen Institute.
  3. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
  4. Drew Creal & Siem Jan Koopman & Andr� Lucas, 2010. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers 10-032/2, Tinbergen Institute.
  5. Charles S. Bos & Siem Jan Koopman, 2010. "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers 10-017/4, Tinbergen Institute.
  6. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers, Banque de France 275, Banque de France.
  7. Siem Jan Koopman & Andre Lucas & Bernd Schwaab, 2010. "Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective," Tinbergen Institute Discussion Papers 10-004/2, Tinbergen Institute, revised 24 Aug 2010.
  8. Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010. "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers 10-104/2/DSF 2, Tinbergen Institute, revised 29 Nov 2010.
  9. Houba, H.E.D. & Motchenkova, E. & Wen, Q., 2010. "Antitrust Enforcement Under Endogenous Fines and Price-Dependent Detection Probabilities," Discussion Paper, Tilburg University, Tilburg Law and Economic Center 2010-020, Tilburg University, Tilburg Law and Economic Center.
  10. Harold Houba & Evgenia Motchenkova & Quan Wen, 2010. "Competitive Prices as Profit-Maximizing Cartel Prices," Tinbergen Institute Discussion Papers 10-047/1, Tinbergen Institute.
  11. P. Jean-Jacques Herings & Harold Houba, 2010. "The Condorcet Paradox Revisited," Tinbergen Institute Discussion Papers 10-026/1, Tinbergen Institute.
  12. Erik Ansink & Harold Houba, 2010. "Market Power in Water Markets," Tinbergen Institute Discussion Papers 10-054/1, Tinbergen Institute, revised 16 May 2011.
  13. Rene van den Brink & Youngsub Chun, 2010. "Balanced Consistency and Balanced Cost Reduction for Sequencing Problems," Tinbergen Institute Discussion Papers 10-035/1, Tinbergen Institute.
  14. Rene van den Brink & Yukihiko Funaki, 2010. "Axiomatization and Implementation of Discounted Shapley Values," Tinbergen Institute Discussion Papers 10-065/1, Tinbergen Institute.
  15. Maurice Koster & Ines Lindner & Gordon McCormick & Guillermo Owen, 2010. "Terrorist Targeting, Information, and Secret Coalitions," Tinbergen Institute Discussion Papers 10-001/1, Tinbergen Institute.
  16. Ramón Jesús Flores Díaz & Maurice Koster & Ines Lindner & Elisenda Molina, 2010. "Networks and collective action," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws104830, Universidad Carlos III, Departamento de Estadística y Econometría.
  17. Arantza Estevez-Fernandez & Peter Borm & Herbert Hamers, 2010. "A Note on Passepartout Problems," Tinbergen Institute Discussion Papers 10-031/1, Tinbergen Institute.
  18. Martin Paldam & Laurent Callot, 2010. "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers, School of Economics and Management, University of Aarhus 2010-01, School of Economics and Management, University of Aarhus.
  19. Laurent A.F. Callot, 2010. "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers 2010-75, School of Economics and Management, University of Aarhus.
  20. Bahar Kaynar & Arno Berger & Theodore P. Hill & Ad Ridder, 2010. "Finite-State Markov Chains obey Benford's Law," Tinbergen Institute Discussion Papers 10-030/4, Tinbergen Institute.
  21. Chris Dietz & Dinard van der Laan & Ad Ridder, 2010. "Approximate Results for a Generalized Secretary Problem," Tinbergen Institute Discussion Papers 10-092/4, Tinbergen Institute.
  22. Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y., 2010. "Variance Reduction Techniques in Monte Carlo Methods," Discussion Paper, Tilburg University, Center for Economic Research 2010-117, Tilburg University, Center for Economic Research.
  23. Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele, 2010. "Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino
    [Structural Equation Models for the assessment of the University experience at the University
    ," MPRA Paper 43412, University Library of Munich, Germany.

2009

  1. Rene van den Brink & Ilya Katsev & Gerard van der Laan, 2009. "Axiomatizations of Two Types of Shapley Values for Games on Union Closed Systems," Tinbergen Institute Discussion Papers 09-064/1, Tinbergen Institute.
  2. B. Jungbacker & S.J. Koopman & M. van der Wel, 2009. "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011.
  3. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, School of Economics and Management, University of Aarhus.
  4. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
  5. Harold Houba & Hans Kremers, 2009. "Environmental Damage and Price Taking Behaviour by Firms and Consumers," Tinbergen Institute Discussion Papers 09-029/1, Tinbergen Institute.
  6. Harold Houba & Evgenia Motchenkova & Quan Wen, 2009. "The Effects of Leniency on Maximal Cartel Pricing," Tinbergen Institute Discussion Papers 09-081/1, Tinbergen Institute.
  7. Harold Houba & Hans-Peter Weikard, 2009. "Stone Age Equilibrium," Tinbergen Institute Discussion Papers 09-092/1, Tinbergen Institute.
  8. Michel Beine & Charles S. Bos & Serge Coulombe, 2009. "Does the Canadian Economy suffer from Dutch Disease?," Tinbergen Institute Discussion Papers 09-096/4, Tinbergen Institute.
  9. Rene van der Brink & Agnieszka Rusinowska & Frank Steffen, 2009. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Properties of the Qualified Majority Case," Working Papers, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure 0901, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  10. Rene van den Brink, 2009. "Efficiency and Collusion Neutrality of Solutions for Cooperative TU-Games," Tinbergen Institute Discussion Papers 09-065/1, Tinbergen Institute.
  11. Arantza Est�vez-Fern�ndez, 2009. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Tinbergen Institute Discussion Papers 09-090/1, Tinbergen Institute.
  12. David E. Allen & Michael McAleer & Marcel Scharth, 2009. "Realized Volatility Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-693, CIRJE, Faculty of Economics, University of Tokyo.
  13. Bahar Kaynar & Ad Ridder, 2009. "The Cross-Entropy Method With Patching For Rare-Event Simulation Of Large Markov Chains," Tinbergen Institute Discussion Papers 09-084/4, Tinbergen Institute.
  14. Parrini, Alessandro, 2009. "Algoritmi di flusso massimo al minimo costo
    [Maximum flow - minimum cost algorithms]
    ," MPRA Paper 39759, University Library of Munich, Germany.

2008

  1. Gerard van der Laan & Zaifu Yang, 2008. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Tinbergen Institute Discussion Papers 08-017/1, Tinbergen Institute.
  2. René van den Brink & Ilya Katsev & Gerard van der Laan, 2008. "Computation of the Nucleolus for a Class of Disjunctive Games with a Permission Structure," Tinbergen Institute Discussion Papers 08-060/1, Tinbergen Institute.
  3. Rene van den Brink & Yukihiko Funaki & Gerard van der Laan, 2008. "The Reverse Talmud Rule for Bankruptcy Problems," Tinbergen Institute Discussion Papers 08-026/1, Tinbergen Institute, revised 27 Mar 2008.
  4. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Tinbergen Institute Discussion Papers 08-083/1, Tinbergen Institute.
  5. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Discussion Paper, Tilburg University, Center for Economic Research 2008-105, Tilburg University, Center for Economic Research.
  6. René van den Brink & Ilya Katsev & Gerard van der Laan, 2008. "An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure," Tinbergen Institute Discussion Papers 08-104/1, Tinbergen Institute.
  7. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2008. "The average tree solution for cycle-free graph games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-377604, Tilburg University.
  8. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  9. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  10. Borus Jungbacker & Siem Jan Koopman, 2008. "Likelihood-based Analysis for Dynamic Factor Models," Tinbergen Institute Discussion Papers 08-007/4, Tinbergen Institute, revised 20 Mar 2014.
  11. Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
  12. Siem Jan Koopman & Andr� Lucas & Bernd Schwaab, 2008. "Forecasting Cross-Sections of Frailty-Correlated Default," Tinbergen Institute Discussion Papers 08-029/4, Tinbergen Institute.
  13. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
  14. Drew Creal & Siem Jan Koopman & Andr� Lucas, 2008. "A General Framework for Observation Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 08-108/4, Tinbergen Institute.
  15. Siem Jan Koopman & Soon Yip Wong, 2008. "Spline Smoothing over Difficult Regions," Tinbergen Institute Discussion Papers 08-114/4, Tinbergen Institute.
  16. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter," Working Papers, University of Washington, Department of Economics UWEC-2008-15-FC, University of Washington, Department of Economics.
  17. Harold Houba & Dinard van der Laan & Dirk Veldhuizen, 2008. "The Unique-lowest Sealed-bid Auction," Tinbergen Institute Discussion Papers 08-049/1, Tinbergen Institute.
  18. Harold Houba & Evgenia Motchenkova & Quan Wen, 2008. "Maximal Cartel Pricing and Leniency Programs," Tinbergen Institute Discussion Papers 08-120/1, Tinbergen Institute.
  19. Charles S. Bos, 2008. "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers 08-011/4, Tinbergen Institute.
  20. Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, School of Economics and Management, University of Aarhus.
  21. Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, School of Economics and Management, University of Aarhus.
  22. Enrique Gonz�lez-Arang�ena & Conrado Manuel & Daniel Gomez & Ren� van den Brink, 2008. "A Value for Directed Communication Situations," Tinbergen Institute Discussion Papers 08-006/1, Tinbergen Institute.
  23. René van den Brink & Frank Steffen, 2008. "Axiomatizations of a Positional Power Score and Measure for Hierarchies," Tinbergen Institute Discussion Papers 08-115/1, Tinbergen Institute.

2007

  1. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2007. "Distributing Dividends in Games with Ordered Players," Tinbergen Institute Discussion Papers 06-114/1, Tinbergen Institute.
  2. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2007. "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Discussion Paper, Tilburg University, Center for Economic Research 2007-88, Tilburg University, Center for Economic Research.
  3. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2007. "Socially structured games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-195975, Tilburg University.
  4. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2007. "A vector labeling method for solving discrete zero point and complementarity problems," Open Access publications from Tilburg University urn:nbn:nl:ui:12-284192, Tilburg University.
  5. Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007. "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers 07-027/4, Tinbergen Institute.
  6. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute.
  7. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
  8. Harold Houba & Quan Wen, 2007. "Extreme Equilibria in a General Negotiation Model," Tinbergen Institute Discussion Papers 07-070/1, Tinbergen Institute.
  9. Charles S. Bos & Phillip Gould, 2007. "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers 07-025/4, Tinbergen Institute.
  10. Rene van den Brink & Rene Levinsky & Miroslav Zeleny, 2007. "The balanced solution for cooperative transferable utility games," Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics 2007-073, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  11. René van den Brink & Frank Steffen, 2007. "Positional Power in Hierarchies," Tinbergen Institute Discussion Papers 07-038/1, Tinbergen Institute.
  12. René van den Brink & Yukihiko Funaki & Yuan Ju, 2007. "Consistency, Monotonicity and Implementation of Egalitarian Shapley Values," Tinbergen Institute Discussion Papers 07-062/1, Tinbergen Institute.
  13. Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão, Department of Economics PUC-Rio (Brazil) 548, Department of Economics PUC-Rio (Brazil).

2006

  1. Jurjen Kamphorst & Gerard van der Laan, 2006. "Learning in a Local Interaction Hawk-Dove Game," Tinbergen Institute Discussion Papers 06-034/1, Tinbergen Institute.
  2. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
  3. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006. "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers 06-023/2, Tinbergen Institute.
  4. Siem Jan Koopman & Soon Yip Wong, 2006. "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers 06-105/4, Tinbergen Institute.
  5. Harold Houba & Quan Wen, 2006. "Perfect Equilibria in a Negotiation Model with Different Time Preferences," Vanderbilt University Department of Economics Working Papers 0706, Vanderbilt University Department of Economics.
  6. Harold Houba, 2006. "Computing Alternating Offers and Water Prices in Bilateral River Basin Management," Tinbergen Institute Discussion Papers 06-095/1, Tinbergen Institute.
  7. René van den Brink, 2006. "On Hierarchies and Communication," Tinbergen Institute Discussion Papers 06-056/1, Tinbergen Institute.
  8. Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2006. "On the Core of Routing Games with Revenues," Discussion Paper, Tilburg University, Center for Economic Research 2006-43, Tilburg University, Center for Economic Research.
  9. Estevez Fernandez, M.A. & Mosquera, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2006. "Proportionate Flow Shop Games," Discussion Paper, Tilburg University, Center for Economic Research 2006-63, Tilburg University, Center for Economic Research.
  10. Estevez Fernandez, M.A., 2006. "Cooperative Behavior, Competition and Operations Research," Open Access publications from Tilburg University urn:nbn:nl:ui:12-189734, Tilburg University.
  11. Marcel Scharth & Marcelo Cunha Medeiros, 2006. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão, Department of Economics PUC-Rio (Brazil) 532, Department of Economics PUC-Rio (Brazil).

2005

  1. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Computing Integral Solutions of Complementarity Problems," Tinbergen Institute Discussion Papers 05-006/1, Tinbergen Institute.
  2. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2005. "The Component Fairness Solution for Cycle-free Graph Games," Tinbergen Institute Discussion Papers 05-114/1, Tinbergen Institute.
  3. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Tinbergen Institute Discussion Papers 05-106/1, Tinbergen Institute.
  4. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005. "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 05-091/4, Tinbergen Institute.
  5. Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
  6. B. Jungbacker & S.J. Koopman, 2005. "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers 05-002/4, Tinbergen Institute.
  7. Siem Jan Koopman & André Lucas & Robert Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers 05-060/4, Tinbergen Institute.
  8. Siem Jan Koopman & André Lucas & André Monteiro, 2005. "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers 05-071/4, Tinbergen Institute, revised 04 Jul 2005.
  9. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
  10. Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute.
  11. Borus Jungbacker & Siem Jan Koopman, 2005. "On Importance Sampling for State Space Models," Tinbergen Institute Discussion Papers 05-117/4, Tinbergen Institute.
  12. Harold Houba, 2005. "Stochastic Orders of Proposing Players in Bargaining," Tinbergen Institute Discussion Papers 05-063/1, Tinbergen Institute.
  13. Michel Beine & Charles S. Bos & Sebastian Laurent, 2005. "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers 05-103/4, Tinbergen Institute.
  14. Hendrickx, R.L.P. & Borm, P.E.M. & Brink, J.R. van den & Owen, G., 2005. "The V L Value for Network Games," Discussion Paper, Tilburg University, Center for Economic Research 2005-65, Tilburg University, Center for Economic Research.
  15. Rene van den Brink & Pieter H.M. Ruys, 2005. "Positional Wages, Market Wages and Firm Size," Tinbergen Institute Discussion Papers 05-020/1, Tinbergen Institute.
  16. René van den Brink & Peter Borm & Ruud Hendrickx & Guillermo Owen, 2005. "Characterizations of Network Power Measures," Tinbergen Institute Discussion Papers 05-061/1, Tinbergen Institute.
  17. LINDNER, Ines, 2005. "Voting games with abstention : A probabilistic characterization of power and a special case of Penrose’s Limit Theorem," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2005078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. LINDNER, Ines, 2005. "Preference aggregation versus truth-tracking: asymptotic properties of a related story," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2005002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Discussion Paper, Tilburg University, Center for Economic Research 2005-91, Tilburg University, Center for Economic Research.
  20. Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Discussion Paper, Tilburg University, Center for Economic Research 2005-50, Tilburg University, Center for Economic Research.
  21. Ad Ridder & Adam Shwartz, 2005. "Large Deviations Methods and the Join-the-Shortest-Queue Model," Tinbergen Institute Discussion Papers 05-016/4, Tinbergen Institute.

2004

  1. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2004. "On the Extreme Points of Two Polytopes associated with a Digraph and Applications to Cooperative Games," Tinbergen Institute Discussion Papers 04-069/1, Tinbergen Institute.
  2. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "Solving Discrete Zero Point Problems," Tinbergen Institute Discussion Papers 04-112/1, Tinbergen Institute.
  3. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2004. "The Socially Stable Core in Structured Transferable Utility Games," Tinbergen Institute Discussion Papers 04-043/1, Tinbergen Institute.
  4. Jurjen Kamphorst & Gerard van der Laan, 2004. "Network Formation under Heterogeneous Costs: The Multiple Group Model," Tinbergen Institute Discussion Papers 04-006/1, Tinbergen Institute.
  5. Gerard van der Laan & Vitaly Pruzhansky, 2004. "Demand Adjustment in Coalitional Games," Tinbergen Institute Discussion Papers 04-121/1, Tinbergen Institute.
  6. René van den Brink & Gerard van der Laan & Vitaly Pruzhansky, 2004. "Harsanyi Power Solutions for Graph-restricted Games," Tinbergen Institute Discussion Papers 04-095/1, Tinbergen Institute.
  7. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Discussion Paper, Tilburg University, Center for Economic Research 2004-107, Tilburg University, Center for Economic Research.
  8. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "A Fixed Point Theorem for Discontinuous Functions," Tinbergen Institute Discussion Papers 05-004/1, Tinbergen Institute.
  9. Siem Jan Koopman & Marius Ooms, 2004. "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers 04-135/4, Tinbergen Institute.
  10. Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute.
  11. Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford.
  12. Rene van den Brink & Robert P. Gilles, 2004. "Explicit and Latent Authority in Hierarchical Organizations," Econometric Society 2004 North American Summer Meetings, Econometric Society 393, Econometric Society.
  13. René van den Brink, 2004. "Null or Zero Players: The Difference between the Shapley Value and the Egalitarian Solution," Tinbergen Institute Discussion Papers 04-127/1, Tinbergen Institute.
  14. René van den Brink & Yukihiko Funaki, 2004. "Axiomatizations of a Class of Equal Surplus Sharing Solutions for Cooperative Games with Transferable Utility," Tinbergen Institute Discussion Papers 04-136/1, Tinbergen Institute.
  15. Ines Lindner & Holger Strulik, 2004. "Social Fractionalization, Endogenous Property Rights, and Economic Development," Discussion Papers 04-27, University of Copenhagen. Department of Economics.
  16. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. ""The Museum Pass Game and its Value" Revisited," Discussion Paper, Tilburg University, Center for Economic Research 2004-7, Tilburg University, Center for Economic Research.
  17. Calleja, P. & Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. "Job Scheduling, Cooperation and Control," Discussion Paper, Tilburg University, Center for Economic Research 2004-65, Tilburg University, Center for Economic Research.
  18. Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Discussion Paper, Tilburg University, Center for Economic Research 2004-128, Tilburg University, Center for Economic Research.
  19. Ad Ridder & Adam Shwartz, 2004. "Large Deviations without Principle: Join the Shortest Queue," Tinbergen Institute Discussion Papers 05-003/4, Tinbergen Institute.
  20. Ad Ridder, 2004. "Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy," Tinbergen Institute Discussion Papers 04-018/4, Tinbergen Institute.

2003

  1. René van den Brink & Gerard van der Laan & Valeri Vasil'ev, 2003. "Harsanyi Solutions in Line-graph Games," Tinbergen Institute Discussion Papers 03-076/1, Tinbergen Institute.
  2. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2003. "Socially Structured Games and their Applications," Discussion Paper, Tilburg University, Center for Economic Research 2003-40, Tilburg University, Center for Economic Research.
  3. M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003. "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers 03-071/4, Tinbergen Institute.
  4. Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford.
  5. Albert J. Menkveld & Siem Jan Koopman & Andr� Lucas, 2003. "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers 03-037/2, Tinbergen Institute, revised 13 Oct 2003.
  6. Sanjeev Sridharan & Suncica Vujic & Siem Jan Koopman, 2003. "Intervention Time Series Analysis of Crime Rates," Tinbergen Institute Discussion Papers 03-040/4, Tinbergen Institute.
  7. Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute.
  8. Siem Jan Koopman & Andr� Lucas, 2003. "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers 03-062/2, Tinbergen Institute, revised 09 Jan 2003.
  9. Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
  10. Rob Luginbuhl & Siem Jan Koopman, 2003. "Convergence in European GDP Series," Tinbergen Institute Discussion Papers 03-031/4, Tinbergen Institute.
  11. Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute.
  12. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. René van den Brink, 2003. "Axiomatizations of Permission Values for Games with a Hierarchical Permission Structure using Split Neutrality," Tinbergen Institute Discussion Papers 03-100/1, Tinbergen Institute.
  15. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Discussion Paper, Tilburg University, Center for Economic Research 2003-127, Tilburg University, Center for Economic Research.

2002

  1. Jean Derks & Gerard van der Laan & Valeri Vasil'ev, 2002. "On Harsanyi Payoff Vectors and the Weber Set," Tinbergen Institute Discussion Papers 02-105/1, Tinbergen Institute.
  2. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002. "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Tinbergen Institute Discussion Papers 02-126/1, Tinbergen Institute.
  3. Laan, G. van der & Talman, A.J.J., 2002. "Dynamic Adjustment of Supply Constrained Disequilibria to Walrasian Equilibrium," Discussion Paper, Tilburg University, Center for Economic Research 2002-61, Tilburg University, Center for Economic Research.
  4. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2002. "Existence and welfare properties of equilibrium in an exchange economy with multiple divisible and indivisible commodities and linear production," Open Access publications from Tilburg University urn:nbn:nl:ui:12-89376, Tilburg University.
  5. Eugenie Hol & Siem Jan Koopman, 2002. "Stock Index Volatility Forecasting with High Frequency Data," Tinbergen Institute Discussion Papers 02-068/4, Tinbergen Institute.
  6. Siem Jan Koopman & André Lucas & Pieter Klaassen, 2002. "Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation," Tinbergen Institute Discussion Papers 02-107/2, Tinbergen Institute.
  7. Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute.
  8. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford.
  9. Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
  10. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics 307, Society for Computational Economics.
  11. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2002-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. E. Algaba & J.M. Bilbao & R. van den Brink & A. Jim�nez-Losada, 2002. "An Axiomatization of the Banzhaf Value for Cooperative Games on Antimatroids," Tinbergen Institute Discussion Papers 02-110/1, Tinbergen Institute.

2001

  1. Gerard van der Laan & Pieter Ruys & Dolf Talman, 2001. "Optimal Provision of Infrastructure using Public-Private Partnership Contracts," Tinbergen Institute Discussion Papers 01-011/1, Tinbergen Institute.
  2. Valeri Vasil'ev & Gerard van der Laan, 2001. "The Harsanyi Set for Cooperative TU-Games," Tinbergen Institute Discussion Papers 01-004/1, Tinbergen Institute.
  3. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2001. "Quantity Constrained Equilibria," Tinbergen Institute Discussion Papers 01-116/1, Tinbergen Institute.
  4. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2001. "Measuring the Power of Nodes in Digraphs," Tinbergen Institute Discussion Papers 01-096/1, Tinbergen Institute.
  5. René van den Brink & Gerard van der Laan, 2001. "A Class of Consistent Share Functions for Games in Coalition Structure," Tinbergen Institute Discussion Papers 01-044/1, Tinbergen Institute.
  6. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 2001. "Existence of balanced simplices on polytopes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-87578, Tilburg University.
  7. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute.
  8. Siem Jan Koopman & Marius Ooms, 2001. "Time Series Modelling of Daily Tax Revenues," Tinbergen Institute Discussion Papers 01-032/4, Tinbergen Institute.
  9. Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford.
  10. J. Durbin and S.J. Koopman, 2001. "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001, Society for Computational Economics 52, Society for Computational Economics.
  11. Koopman, S.J. & Franses, Ph.H.B.F., 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers EI 2001-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Harold Houba & Alexander F. Tieman, 2001. "Idiosyncratic and Aggregate Time-Varying Mutation Rates in Coordination Games," Tinbergen Institute Discussion Papers 01-041/1, Tinbergen Institute.
  13. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers 01-018/4, Tinbergen Institute.
  14. Algaba, A. & Bilbao, J.M. & Brink, J.R. van den & Jiménez-Losada, A., 2001. "Axiomatizations of the Shapley Value for Cooperative Games on Antimatroids," Discussion Paper, Tilburg University, Center for Economic Research 2001-99, Tilburg University, Center for Economic Research.

2000

  1. P. Jean-Jacques Herings & Gerard van der Laan & Dolf Talman, 2000. "Cooperative Games in Graph Structure," Tinbergen Institute Discussion Papers 00-072/1, Tinbergen Institute.
  2. Gerard van der Laan & Cees Withagen, 2000. "General Equilibrium in Economies with Infinite Dimensional Commodity Spaces: A Truncation Approach," Tinbergen Institute Discussion Papers 00-023/1, Tinbergen Institute.
  3. Jurgen A. Doornik & Marius Ooms, 2000. "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0798, Econometric Society.
  4. Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute.
  5. Eugenie Hol & Siem Jan Koopman, 2000. "Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility," Tinbergen Institute Discussion Papers 00-104/4, Tinbergen Institute.
  6. A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0888, Econometric Society.
  7. Algaba, A. & Bilbao, J.M. & Brink, J.R. van den & Jiménez-Losada, A., 2000. "Cooperative Games on Antimatroids," Discussion Paper, Tilburg University, Center for Economic Research 2000-124, Tilburg University, Center for Economic Research.
  8. Borm, P.E.M. & Brink, J.R. van den & Levinsky, R. & Slikker, M., 2000. "On Two New Social Choice Correspondences," Discussion Paper, Tilburg University, Center for Economic Research 2000-125, Tilburg University, Center for Economic Research.
  9. Lindner, I. & Strulik, H., 2000. "Property Rights and Growth," Faechergruppe Volkswirtschaftlehre, University of Hamburg, Institute of Economics 111, University of Hamburg, Institute of Economics.

1999

  1. Brink, J.R. van den & Laan, G. van der, 1999. "Core Concepts for Share Vectors," Discussion Paper, Tilburg University, Center for Economic Research 1999-64, Tilburg University, Center for Economic Research.
  2. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1999. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible, Indivisible Commodities and Linear Production Technologies," Discussion Paper, Tilburg University, Center for Economic Research 1999-76, Tilburg University, Center for Economic Research.
  3. Brink, J.R. van den & Laan, G. van der, 1999. "Potentials and Reduced Games for Share Functions," Discussion Paper, Tilburg University, Center for Economic Research 1999-41, Tilburg University, Center for Economic Research.
  4. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1999. "Intersection theorems on polytypes," Open Access publications from Tilburg University urn:nbn:nl:ui:12-78480, Tilburg University.
  5. Ooms, M. & Doornik, J.A., 1999. "Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation," Econometric Institute Research Papers EI 9947/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Siem Jan Koopman, 1999. "Fast Estimation of Parameters in State Space Models," Computing in Economics and Finance 1999, Society for Computational Economics 311, Society for Computational Economics.
  7. Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper, Tilburg University, Center for Economic Research 1999-44, Tilburg University, Center for Economic Research.
  8. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers 99-078/4, Tinbergen Institute.
  9. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.
  10. Ruys, P.H.M. & Brink, J.R. van den & Semenov, R., 1999. "Values and Governance Systems," Discussion Paper, Tilburg University, Center for Economic Research 1999-66, Tilburg University, Center for Economic Research.
  11. Brink, J.R. van den, 1999. "An Axiomatization of the Shapley Value Using a Fairness Property," Discussion Paper, Tilburg University, Center for Economic Research 1999-120, Tilburg University, Center for Economic Research.
  12. Brink, J.R. van den & Ruys, P.H.M. & Semenov, R., 1999. "Governance of Clubs and Firms with Cultural Dimensions," Discussion Paper, Tilburg University, Center for Economic Research 1999-101, Tilburg University, Center for Economic Research.
  13. Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 19909, Hamburg University, Department of Economics.
  14. Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R., 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Research Papers EI 9909-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1998

  1. Alexander F. Tieman & Harold Houba & Gerard van der Laan, 1998. "Cooperation in a Multi-Dimensional Local Interaction Model," Game Theory and Information, EconWPA 9803002, EconWPA.
  2. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 1998. "Price-Quantity Adjustment in a Keynesian Economy," Discussion Paper, Tilburg University, Center for Economic Research 1998-118, Tilburg University, Center for Economic Research.
  3. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1998. "Cooperative games in permutational structure," Open Access publications from Tilburg University urn:nbn:nl:ui:12-76584, Tilburg University.
  4. Laan, G. van der & Brink, J.R. van den, 1998. "A Banzhaf share function for cooperative games in coalition structure," Discussion Paper, Tilburg University, Center for Economic Research 1998-66, Tilburg University, Center for Economic Research.
  5. Brink, J.R. van den & Laan, G. van der, 1998. "The normalized Banzhaf value and the Banzhaf share function," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 764, Tilburg University, Faculty of Economics and Business Administration.
  6. Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute.
  7. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper, Tilburg University, Center for Economic Research 1998-142, Tilburg University, Center for Economic Research.
  9. Koopman, S.J.M. & Durbin, J., 1998. "Fast Filtering and Smoothing for Multivariate State Space Models," Discussion Paper, Tilburg University, Center for Economic Research 1998-18, Tilburg University, Center for Economic Research.
  10. Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998. "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper, Tilburg University, Center for Economic Research 1998-141, Tilburg University, Center for Economic Research.
  11. Koopman, S.J.M. & Lai, H.N., 1998. "Modelling bid-ask spreads in competitive dealership markets," Discussion Paper, Tilburg University, Center for Economic Research 1998-032, Tilburg University, Center for Economic Research.
  12. Harold Houba & Gijsbert van Lomwel, 1998. "Counter Intuitive Results in a Simple Model of Wage Negotiations," Tinbergen Institute Discussion Papers 98-115/3, Tinbergen Institute.
  13. Alexander F. Tieman & Harold Houba, 1998. "A Note on Varying Mutation Rates in 2 x 2 Coordination Games," Game Theory and Information, EconWPA 9809002, EconWPA.
  14. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998. "Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces," Tinbergen Institute Discussion Papers 98-071/4, Tinbergen Institute.

1997

  1. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J. & Venniker, R., 1997. "Equilibrium adjustment of disequilibrium prices," Open Access publications from Tilburg University urn:nbn:nl:ui:12-73866, Tilburg University.
  2. Laan, G. van der & Talman, A.J.J., 1997. "Van vast punt tot evenwicht," Open Access publications from Tilburg University urn:nbn:nl:ui:12-166451, Tilburg University.
  3. Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M., 1997. "Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. F.A.G. den Butter & S.J. Koopman, 1997. "Interaction between Supply and Demand Shocks in Production and Employment," Tinbergen Institute Discussion Papers 97-052/3, Tinbergen Institute.
  5. Andrew C Harvey & Siem Jan Koopman & J Penzer, 1997. "Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /1997/327, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  6. Ridder, A.A.N. & Laan, E. van der & Salomon, M., 1997. "How Larger Demand Variability may Lead to Lower Costs in the Newsvendor Problem," Discussion Paper, Tilburg University, Center for Economic Research 1997-31, Tilburg University, Center for Economic Research.

1996

  1. Gerard van der Laan & A.F. Tieman, 1996. "Evolutionary Game Theory and the Modelling of Economic Behavior," Tinbergen Institute Discussion Papers 96-172/8, Tinbergen Institute.
  2. Xander F. Tieman & Gerard van der Laan & Harold Houba, 1996. "Bertrand Price Competition in a Social Environment," Tinbergen Institute Discussion Papers 96-140/8, Tinbergen Institute.
  3. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1996. "Existence of an Equilibrium in a Competitive Economy with Indivisibilities and Money," Discussion Paper, Tilburg University, Center for Economic Research 1996-35, Tilburg University, Center for Economic Research.
  4. Eaves, C. & Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1996. "Balanced Simplices on Polytopes," Discussion Paper, Tilburg University, Center for Economic Research 1996-25, Tilburg University, Center for Economic Research.
  5. Herings, P. Jean-Jacques & van der Laan, Gerard & Venniker, Richard, 1996. "The Transition from a Drèze Equilibrium to a Walrasian Equilibrium," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 1996013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  6. Laan, G. van der & Talman, A.J.J. & Yang, Z.F., 1996. "Existence and approximation of robust stationary points on polytopes," Discussion Paper, Tilburg University, Center for Economic Research 96.103, Tilburg University, Center for Economic Research.
  7. Ooms, M. & Hassler, U., 1996. "A Note on the Effect of Seasonal Dummies on the Periodogram Regression," Econometric Institute Research Papers EI 9629-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. G Sandmann & Siem Jan Koopman, 1996. "Maximum Likelihood Estimation of Stochastic Volatility Models," FMG Discussion Papers, Financial Markets Group dp248, Financial Markets Group.
  9. Butter, Frank A.G. den & Koopman, S.J., 1996. "Interaction between supply and demand in production and employment," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0025, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  10. Andrew C Harvey & Siem Jan Koopman, 1996. "Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (19," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /1996/307, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  11. Harold Houba & Xander Tieman & Rene Brinksma, 1996. "The Nash- and Kalai-Smorodinsky Bargaining Solution for Decision Weight Utility Functions," Game Theory and Information, EconWPA 9611001, EconWPA.

1995

  1. Ooms, M., 1995. "Flexible Seasonal Long Memory and Economic Time Series," Econometric Institute Research Papers EI 9515-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Andrew C Harvey & Siem Jan Koopman & Marco Riani, 1995. "The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /1995/284, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

1994

  1. Laan, G. van der & Talman, A.J.J. & Yang, Z., 1994. "Modelling cooperative games in permutational structure," Discussion Paper, Tilburg University, Center for Economic Research 1994-43, Tilburg University, Center for Economic Research.
  2. Brink, J.R. van den & Gilles, R.P., 1994. "Ranking the nodes in directed and weighted directed graphs," Discussion Paper, Tilburg University, Center for Economic Research 1994-21, Tilburg University, Center for Economic Research.

1993

  1. van der Laan, G. & Talman, D., 1993. "Intersection Theorems on the Simplotope," Papers, Tilburg - Center for Economic Research 9370, Tilburg - Center for Economic Research.
  2. Houba, H., 1993. "An alternative proof of uniqueness in non-cooperative bargaining," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Ridder, A., 1993. "Fast simulation of Markov fluid models," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Ridder, A., 1993. "Notes on stochastic orderings on lattices," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0029, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  5. Ridder, A., 1993. "On a stochastic ordering for random vectors and multidimensional Markov chains," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0028, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1992

  1. Siem Jan Koopman & N.G. Shephard, 1992. "Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /1992/241, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  2. Elaine Bennett & Harold Houba, 1992. "Odd Man Out: Bargaining Among Three Players," UCLA Economics Working Papers, UCLA Department of Economics 662, UCLA Department of Economics.
  3. Houba, H. & De Zeeuw, A., 1992. "Strategic Bargaining for the Control of Dynamic System in State-Space Form," Papers, Tilburg - Center for Economic Research 9236, Tilburg - Center for Economic Research.
  4. Houba, H., 1992. "Non-cooperative bargaining in infinitely repeated games with binding contracts," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1991

  1. Kremers, H. & Laan, G. van der & Talman, A.J.J., 1991. "On the existence and computation of an equilibrium in an economy with constant returns to scale production," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0082, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Gerlagh, R. & Laan, G. van der, 1991. "Monotone improvement of the social welfare in an industrial network," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0073, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Talman, A.J.J. & Dai, Y. & Laan , G. van der & Yamamoto, Y., 1991. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153118, Tilburg University.
  4. Gilles, R.P. & Owen, G. & Brink, J.R. van den, 1991. "Games with permission structures: The conjunctive approach," Discussion Paper, Tilburg University, Center for Economic Research 1991-14, Tilburg University, Center for Economic Research.

1990

  1. Ruys,Pieter & van der Laan,Gerard & Talman, Dolf, 1990. "Signalling devices for the supply of semi public goods," Discussion Paper Serie A, University of Bonn, Germany 326, University of Bonn, Germany.
  2. Van Den Elzen, A. & Van Der Laan, G. & Talman, D., 1990. "An Adjustment Process For An Exchange Economy With Linear Production Technologies," Papers, Tilburg - Center for Economic Research 9015, Tilburg - Center for Economic Research.
  3. Laan, G. van der, 1990. "General equilibrium in a closed international trade model," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1989

  1. Van Der Laan, G. & Ta & Man, A.J.J., 1989. "Price Rigidities And Rationing," Papers, Tilburg - Center for Economic Research 8913, Tilburg - Center for Economic Research.
  2. Hofkes, M.W. & Laan, G. van der, 1989. "Solution of general equilibrium models with nonconvex technologies," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0088, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Elzen, A. van den & Laan, G. van der, 1989. "Price adjustment in a two-country model," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0033, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Houba, H.E.D. & Kremers, H.A.W.M., 1989. "Correction of the material balance equation in dynamic input-output models," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 383, Tilburg University, Faculty of Economics and Business Administration.

1987

  1. Hofkes, M.W. & Laan, G. van der, 1987. "On the exclusion from the use of a public good and pareto optimality," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Ruys, P.H.M. & Laan, G. van der, 1987. "Computation of an industrial equilibrium," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Laan, G. van der & Talman, A.J.J., 1987. "A convergent price adjustment process," Open Access publications from Tilburg University urn:nbn:nl:ui:12-154936, Tilburg University.
  4. Talman, A.J.J. & Doup, T.M. & Laan , G. van der, 1987. "The (2**(n+1)-2)-ray algorithm: A new simplicial algorithm to compute economic equilibria," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153107, Tilburg University.
  5. Laan, G. van der & Talman, A.J.J., 1987. "Computing economic equilibria by variable dimension algorithms: State of the art," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 270, Tilburg University, Faculty of Economics and Business Administration.
  6. Talman, A.J.J. & Laan, G. van der & Van der Heyden, L., 1987. "Variable dimension algorithms for solving the nonlinear complementarity problem on a product of unit simplices using general labelling," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153106, Tilburg University.
  7. Talman, A.J.J. & Laan , G. van der, 1987. "Simplicial approximation of solutions to the nonlinear complementarity problem with lower and upper bounds," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153048, Tilburg University.

1986

  1. Elzen, A.H. van den & Laan, G. van der, 1986. "A price adjustment process for an economy with a block-diagonal pattern," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 229, Tilburg University, Faculty of Economics and Business Administration.

1985

  1. Laan, G. van der & Talman, A.J.J., 1985. "An algorithm for the linear complementarity problem with upper and lower bounds," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 200, Tilburg University, Faculty of Economics and Business Administration.
  2. Laan, G. van der & Talman, A.J.J., 1985. "Adjustment processes for finding economic equilibria," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 174, Tilburg University, Faculty of Economics and Business Administration.
  3. Elzen, A.H. van den & Laan, G. van der & Talman, A.J.J., 1985. "Adjustment processes for finding equilibria on the simplotope," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 196, Tilburg University, Faculty of Economics and Business Administration.

1984

  1. Laan, G. van der & Talman, A.J.J. & Van der Heyden, L., 1984. "Shortest paths for simplicial algorithms," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 164, Tilburg University, Faculty of Economics and Business Administration.
  2. Laan, G. van der & Talman, A.J.J. & Heyden, L. van der, 1984. "Variable dimension algorithms for unproper labellings," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 147, Tilburg University, Faculty of Economics and Business Administration.

1983

  1. Talman, A.J.J. & Laan , G. van der, 1983. "Interpretation of the variable dimension fixed point algorithm with an artificial level," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153029, Tilburg University.
  2. Talman, A.J.J. & Laan , G. van der, 1983. "Note on the path-following approach of equilibrium programming," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153031, Tilburg University.

1982

  1. Talman, A.J.J. & Laan , G. van der, 1982. "On the computation of fixed points on the product space of unit simplices and an application to noncooperative N-person games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153028, Tilburg University.
  2. Laan, G. van der & Talman, A.J.J., 1982. "From fixed point to equilibrium," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 122, Tilburg University, Faculty of Economics and Business Administration.
  3. Laan, G. van der & Talman, A.J.J., 1982. "Simplical algorithms for finding stationary points, a unifying description," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 109, Tilburg University, Faculty of Economics and Business Administration.
  4. Laan, G. van der & Talman, A.J.J., 1982. "Simplicial approximation of solutions to the nonlinear complementarity problem," Research Memorandum, Tilburg University, Faculty of Economics and Business Administration 118, Tilburg University, Faculty of Economics and Business Administration.

1981

  1. Talman, A.J.J. & Laan , G. van der, 1981. "A class of simplicial subdivisions for restart fixed point algorithms," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153024, Tilburg University.

1980

  1. Talman, A.J.J. & Laan , G. van der, 1980. "A new subdivision for computing fixed points with a homotopy algorithm," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153017, Tilburg University.
  2. Talman, A.J.J. & Laan , G. van der, 1980. "An improvement of fixed point algorithms by using a good triangulation," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153016, Tilburg University.

1979

  1. Talman, A.J.J. & Laan, G. van der, 1979. "A restart algorithm for computing fixed points without an extra dimension," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153012, Tilburg University.

Undated

  1. Ren� van den Brink & Gerard van der Laan & Valeri Vasil'ev, 0000. "The Restricted Core for Totally Positive Games with Ordered Players," Tinbergen Institute Discussion Papers 09-038/1, Tinbergen Institute.
  2. van der LAAN, Gerard, . "Simplicial approximation of unemployment equilibria," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -467, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Siem Jan Koopman & Kai Ming Lee, 0000. "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers 08-028/4, Tinbergen Institute.
  4. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
  5. Harold Houba, 0000. "Alternating Offers in Economic Environments," Tinbergen Institute Discussion Papers 05-064/1, Tinbergen Institute.
  6. René van den Brink & Robert P. Gilles, 0000. "The Outflow Ranking Method for Weighted Directed Graphs," Tinbergen Institute Discussion Papers 06-044/1, Tinbergen Institute.

Journal articles

Undated material is listed at the end

2014

  1. Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius, 2014. "Long memory with stochastic variance model: A recursive analysis for US inflation," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 144-157.
  2. René Brink & Chris Dietz, 2014. "Games with a local permission structure: separation of authority and value generation," Theory and Decision, Springer, Springer, vol. 76(3), pages 343-361, March.
  3. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(3), pages 572-584.
  4. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 158-171.

2013

  1. Álvarez-Mozos, M. & van den Brink, R. & van der Laan, G. & Tejada, O., 2013. "Share functions for cooperative games with levels structure of cooperation," European Journal of Operational Research, Elsevier, Elsevier, vol. 224(1), pages 167-179.
  2. van den Brink, René & Funaki, Yukihiko & van der Laan, Gerard, 2013. "Characterization of the Reverse Talmud bankruptcy rule by Exemption and Exclusion properties," European Journal of Operational Research, Elsevier, Elsevier, vol. 228(2), pages 413-417.
  3. van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2013. "A strategic implementation of the Average Tree solution for cycle-free graph games," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(6), pages 2737-2748.
  4. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
  5. Drew Creal & Siem Jan Koopman & André Lucas, 2013. "Generalized Autoregressive Score Models With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 777-795, 08.
  6. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(4), pages 676-694.
  7. Houba, Harold & Pham Do, Kim Hang & Zhu, Xueqin, 2013. "Saving a river: a joint management approach to the Mekong River Basin," Environment and Development Economics, Cambridge University Press, vol. 18(01), pages 93-109, February.
  8. René Brink & Yukihiko Funaki & Yuan Ju, 2013. "Reconciling marginalism with egalitarianism: consistency, monotonicity, and implementation of egalitarian Shapley values," Social Choice and Welfare, Springer, Springer, vol. 40(3), pages 693-714, March.
  9. René Brink & Agnieszka Rusinowska & Frank Steffen, 2013. "Measuring power and satisfaction in societies with opinion leaders: an axiomatization," Social Choice and Welfare, Springer, Springer, vol. 41(3), pages 671-683, September.
  10. C. Manuel & E. González-Arangüena & R. Brink, 2013. "Players indifferent to cooperate and characterizations of the Shapley value," Computational Statistics, Springer, Springer, vol. 77(1), pages 1-14, February.

2012

  1. van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2012. "Fair agreements for sharing international rivers with multiple springs and externalities," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 388-403.
  2. van den Brink, René & Khmelnitskaya, Anna & van der Laan, Gerard, 2012. "An efficient and fair solution for communication graph games," Economics Letters, Elsevier, Elsevier, vol. 117(3), pages 786-789.
  3. Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius, 2012. "Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3134-3152.
  4. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 354-389, 2012 06.
  5. Siem Jan Koopman & Marcel Scharth, 2012. "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(1), pages 76-115, December.
  6. Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur, 2012. "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(6), pages 652-677, November.
  7. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2012. "Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(4), pages 521-532, May.
  8. Ansink, Erik & Houba, Harold, 2012. "Market power in water markets," Journal of Environmental Economics and Management, Elsevier, vol. 64(2), pages 237-252.
  9. Houba, Harold & Motchenkova, Evgenia & Wen, Quan, 2012. "Competitive prices as optimal cartel prices," Economics Letters, Elsevier, Elsevier, vol. 114(1), pages 39-42.
  10. Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012. "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, Elsevier, vol. 34(4), pages 468-492.
  11. René Brink & Frank Steffen, 2012. "Axiomatizations of a positional power score and measure for hierarchies," Public Choice, Springer, Springer, vol. 151(3), pages 757-787, June.
  12. René Brink & Youngsub Chun, 2012. "Balanced consistency and balanced cost reduction for sequencing problems," Social Choice and Welfare, Springer, Springer, vol. 38(3), pages 519-529, March.
  13. René Brink, 2012. "On hierarchies and communication," Social Choice and Welfare, Springer, Springer, vol. 39(4), pages 721-735, October.
  14. van den Brink, René, 2012. "Efficiency and collusion neutrality in cooperative games and networks," Games and Economic Behavior, Elsevier, Elsevier, vol. 76(1), pages 344-348.
  15. Ines Lindner, 2012. "Annick Laruelle and Federico Valenciano: Voting and collective decision-making," Social Choice and Welfare, Springer, Springer, vol. 38(1), pages 161-179, January.
  16. Estévez-Fernández, Arantza, 2012. "A game theoretical approach to sharing penalties and rewards in projects," European Journal of Operational Research, Elsevier, Elsevier, vol. 216(3), pages 647-657.
  17. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2012. "A Note On Passepartout Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 14(02), pages 1250013-1-1.
  18. Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, Elsevier, vol. 76(1), pages 160-180.

2011

  1. René Brink & Gerard Laan & Vitaly Pruzhansky, 2011. "Harsanyi power solutions for graph-restricted games," International Journal of Game Theory, Springer, Springer, vol. 40(1), pages 87-110, February.
  2. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2011. "Solving discrete systems of nonlinear equations," European Journal of Operational Research, Elsevier, Elsevier, vol. 214(3), pages 493-500, November.
  3. René Brink & Ilya Katsev & Gerard Laan, 2011. "A polynomial time algorithm for computing the nucleolus for a class of disjunctive games with a permission structure," International Journal of Game Theory, Springer, Springer, vol. 40(3), pages 591-616, August.
  4. René Brink & Ilya Katsev & Gerard Laan, 2011. "Axiomatizations of two types of Shapley values for games on union closed systems," Economic Theory, Springer, Springer, vol. 47(1), pages 175-188, May.
  5. Siem Jan Koopman & Soon Yip Wong, 2011. "Kalman filtering and smoothing for model‐based signal extraction that depend on time‐varying spectra," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 30(1), pages 147-167, January.
  6. Jungbacker, B. & Koopman, S.J. & van der Wel, M., 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(8), pages 1358-1368, August.
  7. Koopman, Siem Jan & Lucas, André & Schwaab, Bernd, 2011. "Modeling frailty-correlated defaults using many macroeconomic covariates," Journal of Econometrics, Elsevier, Elsevier, vol. 162(2), pages 312-325, June.
  8. Creal, Drew & Koopman, Siem Jan & Lucas, André, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 29(4), pages 552-563.
  9. Harold Houba & Dinard Laan & Dirk Veldhuizen, 2011. "Endogenous entry in lowest-unique sealed-bid auctions," Theory and Decision, Springer, Springer, vol. 71(2), pages 269-295, August.
  10. Houba, Harold & Wen, Quan, 2011. "Extreme equilibria in the negotiation model with different time preferences," Games and Economic Behavior, Elsevier, Elsevier, vol. 73(2), pages 507-516.

2010

  1. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2010. "The average tree solution for cooperative games with communication structure," Games and Economic Behavior, Elsevier, Elsevier, vol. 68(2), pages 626-633, March.
  2. van den Brink, René & Katsev, Ilya & van der Laan, Gerard, 2010. "An algorithm for computing the nucleolus of disjunctive non-negative additive games with an acyclic permission structure," European Journal of Operational Research, Elsevier, Elsevier, vol. 207(2), pages 817-826, December.
  3. Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010. "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(11), pages 2641-2654, November.
  4. Koopman, S.J. & Ooms, M., 2010. "Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments," International Journal of Forecasting, Elsevier, Elsevier, vol. 26(4), pages 647-651, October.
  5. Drew Creal & Siem Jan Koopman & Eric Zivot, 2010. "Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(4), pages 695-719.
  6. Frits Bijleveld & Jacques Commandeur & Siem Jan Koopman & Kees van Montfort, 2010. "Multivariate non-linear time series modelling of exposure and risk in road safety research," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(1), pages 145-161.
  7. Marc K. Francke & Siem Jan Koopman & Aart F. de Vos, 2010. "Likelihood functions for state space models with diffuse initial conditions," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 407-414, November.
  8. Koopman, Siem Jan & Mallee, Max I. P. & Van der Wel, Michel, 2010. "Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 28(3), pages 329-343.
  9. Harold Houba & Evgenia Motchenkova & Quan Wen, 2010. "Antitrust enforcement with price-dependent fines and detection probabilities," Economics Bulletin, AccessEcon, vol. 30(3), pages 2017-2027.
  10. Lasak, Katarzyna, 2010. "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, Elsevier, vol. 158(1), pages 67-77, September.
  11. René Brink, 2010. "Axiomatizations of Banzhaf permission values for games with a permission structure," International Journal of Game Theory, Springer, Springer, vol. 39(3), pages 445-466, July.
  12. Kaynar, Bahar & Ridder, Ad, 2010. "The cross-entropy method with patching for rare-event simulation of large Markov chains," European Journal of Operational Research, Elsevier, Elsevier, vol. 207(3), pages 1380-1397, December.

2009

  1. Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2009. "Equilibria with coordination failures," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 23-37, January.
  2. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
  3. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009. "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(1), pages 42-54, January.
  4. Koopman, Siem Jan & Shephard, Neil & Creal, Drew, 2009. "Testing the assumptions behind importance sampling," Journal of Econometrics, Elsevier, Elsevier, vol. 149(1), pages 2-11, April.
  5. Siem Jan Koopman & Kai Ming Lee, 2009. "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 427-448.
  6. van den Brink, René & Gilles, Robert P., 2009. "The outflow ranking method for weighted directed graphs," European Journal of Operational Research, Elsevier, Elsevier, vol. 193(2), pages 484-491, March.
  7. René Brink & Yukihiko Funaki, 2009. "Axiomatizations of a Class of Equal Surplus Sharing Solutions for TU-Games," Theory and Decision, Springer, Springer, vol. 67(3), pages 303-340, September.
  8. Arantza Estévez-Fernández & Peter Borm & Marc Meertens & Hans Reijnierse, 2009. "On the core of routing games with revenues," International Journal of Game Theory, Springer, Springer, vol. 38(2), pages 291-304, June.
  9. Borm, Peter & Estévez-Fernández, Arantza & Fiestras-Janeiro, M. Gloria, 2009. "Competitive environments and protective behavior," Games and Economic Behavior, Elsevier, Elsevier, vol. 67(1), pages 245-252, September.
  10. Scharth, Marcel & Medeiros, Marcelo C., 2009. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," International Journal of Forecasting, Elsevier, Elsevier, vol. 25(2), pages 304-327.
  11. Ridder, Ad, 2009. "Importance sampling algorithms for first passage time probabilities in the infinite server queue," European Journal of Operational Research, Elsevier, Elsevier, vol. 199(1), pages 176-186, November.

2008

  1. Herings, P. Jean Jacques & van der Laan, Gerard & Talman, Dolf, 2008. "The average tree solution for cycle-free graph games," Games and Economic Behavior, Elsevier, Elsevier, vol. 62(1), pages 77-92, January.
  2. van den Brink, René & van der Laan, Gerard & Vasil'ev, Valeri, 2008. "Extreme points of two digraph polytopes: Description and applications in economics and game theory," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1114-1125, December.
  3. Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor van der Geest, 2008. "Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 62(1), pages 104-130.
  4. Doornik, Jurgen A. & Ooms, Marius, 2008. "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, Elsevier, vol. 24(3), pages 432-448.
  5. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, Elsevier, vol. 24(4), pages 566-587.
  6. Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008. "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, Elsevier, vol. 142(1), pages 399-424, January.
  7. Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2008. "Model-based measurement of latent risk in time series with applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 265-277.
  8. Siem Jan Koopman & Jo�o Valle E Azevedo, 2008. "Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 23-51, 02.
  9. Koopman, Siem Jan & Lucas, André, 2008. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 26, pages 510-525.
  10. Harold Houba & Quan Wen, 2008. "On striking for a bargain between two completely informed agents," Economic Theory, Springer, Springer, vol. 37(3), pages 509-519, December.
  11. Houba, Harold, 2008. "On continuous-time Markov processes in bargaining," Economics Letters, Elsevier, Elsevier, vol. 100(2), pages 280-283, August.
  12. Harold Houba, 2008. "Computing Alternating Offers And Water Prices In Bilateral River Basin Management," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 10(03), pages 257-278.
  13. René Brink & Pieter Ruys, 2008. "Technology driven organizational structure of the firm," Annals of Finance, Springer, Springer, vol. 4(4), pages 481-503, October.
  14. René Brink, 2008. "Vertical wage differences in hierarchically structured firms," Social Choice and Welfare, Springer, Springer, vol. 30(2), pages 225-243, February.
  15. René Brink & Peter Borm & Ruud Hendrickx & Guillermo Owen, 2008. "Characterizations of the β- and the Degree Network Power Measure," Theory and Decision, Springer, Springer, vol. 64(4), pages 519-536, June.
  16. Ines Lindner & Holger Strulik, 2008. "Social Fractionalization, Endogenous Appropriation Norms, and Economic Development," Economica, London School of Economics and Political Science, London School of Economics and Political Science, vol. 75(298), pages 244-258, 05.
  17. Ines Lindner, 2008. "The power of a collectivity to act in weighted voting games with many small voters," Social Choice and Welfare, Springer, Springer, vol. 30(4), pages 581-601, May.
  18. Koster, M. & Lindelauf, R. & Lindner, I. & Owen, G., 2008. "Mass-mobilization with noisy conditional beliefs," Mathematical Social Sciences, Elsevier, Elsevier, vol. 55(1), pages 55-77, January.
  19. Ines Lindner, 2008. "A Special Case of Penrose’s Limit Theorem When Abstention is Allowed," Theory and Decision, Springer, Springer, vol. 64(4), pages 495-518, June.
  20. Ines Lindner, 2008. "A generalization of Condorcet’s Jury Theorem to weighted voting games with many small voters," Economic Theory, Springer, Springer, vol. 35(3), pages 607-611, June.

2007

  1. René Brink & Gerard Laan & Valeri Vasil’ev, 2007. "Component efficient solutions in line-graph games with applications," Economic Theory, Springer, Springer, vol. 33(2), pages 349-364, November.
  2. Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2007. "The socially stable core in structured transferable utility games," Games and Economic Behavior, Elsevier, Elsevier, vol. 59(1), pages 85-104, April.
  3. P. Herings & Gerard Laan & Dolf Talman, 2007. "Socially Structured Games," Theory and Decision, Springer, Springer, vol. 62(1), pages 1-29, February.
  4. Jurjen Kamphorst & Gerard Van Der Laan, 2007. "Network Formation Under Heterogeneous Costs: The Multiple Group Model," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 599-635.
  5. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
  6. Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre, 2007. "Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 25, pages 213-225, April.
  7. Borus Jungbacker & Siem Jan Koopman, 2007. "Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models," Biometrika, Biometrika Trust, Biometrika Trust, vol. 94(4), pages 827-839.
  8. Houba, Harold, 2007. "Alternating offers in economic environments," Economics Letters, Elsevier, Elsevier, vol. 96(3), pages 316-324, September.
  9. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007. "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(1), pages 154-183.
  10. van den Brink, Rene, 2007. "Null or nullifying players: The difference between the Shapley value and equal division solutions," Journal of Economic Theory, Elsevier, Elsevier, vol. 136(1), pages 767-775, September.
  11. Lindner, Ines & Owen, Guillermo, 2007. "Cases where the Penrose limit theorem does not hold," Mathematical Social Sciences, Elsevier, Elsevier, vol. 53(3), pages 232-238, May.
  12. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2007. "Project games," International Journal of Game Theory, Springer, Springer, vol. 36(2), pages 149-176, October.

2006

  1. Koopman, Siem Jan & Ooms, Marius, 2006. "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(2), pages 885-903, November.
  2. Marius Ooms & Jurgen A. Doornik, 2006. "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 206-224.
  3. Siem Jan Koopman & John A. D. Aston, 2006. "A non-Gaussian generalization of the Airline model for robust seasonal adjustment," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(5), pages 325-349.
  4. Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan, 2006. "Special Issue on Nonlinear Modelling and Financial Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(4), pages 2115-2117, December.
  5. Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio, 2006. "Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 24, pages 278-290, July.
  6. Borus Jungbacker & Siem Jan Koopman, 2006. "Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 25(2-3), pages 385-408.
  7. Houba, Harold & Wen, Quan, 2006. "Different time preferences and non-stationary contracts in negotiations," Economics Letters, Elsevier, Elsevier, vol. 91(2), pages 273-279, May.
  8. Harold Houba & Quan Wen, 2006. "On The Power to Hurt: Costly Conflict with Completely Informed States," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-6.
  9. Charles Bos & Neil Shephard, 2006. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 25(2-3), pages 219-244.
  10. Guillermo Owen & Ines Lindner & Scott Feld & Bernard Grofman & Leonard Ray, 2006. "A simple “market value” bargaining model for weighted voting games: characterization and limit theorems," International Journal of Game Theory, Springer, Springer, vol. 35(1), pages 111-128, December.
  11. Estevez-Fernandez, Arantza & Borm, Peter & Hamers, Herbert, 2006. "On the core of multiple longest traveling salesman games," European Journal of Operational Research, Elsevier, Elsevier, vol. 174(3), pages 1816-1827, November.

2005

  1. van den Brink, Rene & van der Laan, Gerard, 2005. "A class of consistent share functions for games in coalition structure," Games and Economic Behavior, Elsevier, Elsevier, vol. 51(1), pages 193-212, April.
  2. André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
  3. Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, Elsevier, vol. 12(3), pages 445-475, June.
  4. Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter, 2005. "Empirical credit cycles and capital buffer formation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(12), pages 3159-3179, December.
  5. Bos, Charles S. & Justel, Ana, 2005. "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(4), pages 749-754.
  6. Ad Ridder & Adam Shwartz, 2005. "Large deviations without principle: join the shortest queue," Computational Statistics, Springer, Springer, vol. 62(3), pages 467-483, December.

2004

  1. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004. "Generalizations of the KPSS-test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 483-502.
  2. Doornik Jurgen A & Ooms Marius, 2004. "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 8(2), pages 1-25, May.
  3. Rob Luginbuhl & Siem Jan Koopman, 2004. "Convergence in European GDP series: a multivariate common converging trend-cycle decomposition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 19(5), pages 611-636.
  4. Koopman S.J. & Bos C.S., 2004. "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 22, pages 346-357, July.
  5. Lee Kai Ming & Koopman Siem Jan, 2004. "Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 8(2), pages 1-17, May.
  6. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004. "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, Elsevier, vol. 123(2), pages 201-225, December.
  7. Bos, Charles S, 2004. "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, Elsevier, vol. 20(3), pages 515-522.
  8. Borm, Peter & van den Brink, Rene & Levinsky, Rene & Slikker, Marco, 2004. "On two new social choice correspondences," Mathematical Social Sciences, Elsevier, Elsevier, vol. 47(1), pages 51-68, January.
  9. E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2004. "An axiomatization of the Banzhaf value for cooperative games on antimatroids," Computational Statistics, Springer, Springer, vol. 59(1), pages 147-166, 02.
  10. Ines Lindner & Holger Strulik, 2004. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Public Choice, Springer, Springer, vol. 120(1_2), pages 143-167, 07.
  11. Manfred Holler & Ines Lindner, 2004. "Mediation as Signal," European Journal of Law and Economics, Springer, Springer, vol. 17(2), pages 165-173, March.
  12. Lindner, Ines & Machover, Moshe, 2004. "L.S. Penrose's limit theorem: proof of some special cases," Mathematical Social Sciences, Elsevier, Elsevier, vol. 47(1), pages 37-49, January.
  13. Ines Lindner & Holger Strulik, 2004. "Distributive politics and economic growth: the Markovian Stackelberg solution," Economic Theory, Springer, Springer, vol. 23(2), pages 439-444, January.

2003

  1. van der Laan, Gerard & Withagen, Cees, 2003. "Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(3), pages 423-444, January.
  2. Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 42(3), pages 333-348, March.
  3. Siem Jan Koopman & Marius Ooms, 2003. "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 439-469.
  4. S. J. Koopman & J. Durbin, 2003. "Filtering and smoothing of state vector for diffuse state-space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 85-98, 01.
  5. Koopman, Siem Jan & Harvey, Andrew, 2003. "Computing observation weights for signal extraction and filtering," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(7), pages 1317-1333, May.
  6. E. Algaba & J. M. Bilbao & R. van den Brink & A. Jiménez-Losada, 2003. "Axiomatizations of the Shapley value for cooperative games on antimatroids," Computational Statistics, Springer, Springer, vol. 57(1), pages 49-65, 04.

2002

  1. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2002. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible and Indivisible Commodities and Linear Production Technologies," Journal of Economic Theory, Elsevier, Elsevier, vol. 103(2), pages 411-428, April.
  2. Gerard van der Laan & René van den Brink, 2002. "A Banzhaf share function for cooperative games in coalition structure," Theory and Decision, Springer, Springer, vol. 53(1), pages 61-86, August.
  3. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, Elsevier, vol. 18(2), pages 243-264.
  4. Koopman, Siem Jan & Franses, Philip Hans, 2002. " Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 509-26, December.
  5. Siem Jan Koopman & Eugenie Hol Uspensky, 2002. "The stochastic volatility in mean model: empirical evidence from international stock markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 17(6), pages 667-689.
  6. S. J. Koopman, 2002. "Discussion of 'MCMC-based inference' by R. Paap," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 34-40.
  7. René van den Brink & Peter Borm, 2002. "Digraph Competitions and Cooperative Games," Theory and Decision, Springer, Springer, vol. 53(4), pages 327-342, December.
  8. René van den Brink, 2002. "The apex power measure for directed networks," Social Choice and Welfare, Springer, Springer, vol. 19(4), pages 845-867.
  9. René van den Brink, 2002. "An axiomatization of the Shapley value using a fairness property," International Journal of Game Theory, Springer, Springer, vol. 30(3), pages 309-319.

2001

  1. Gerard van der Laan & René van den Brink, 2001. "Core concepts for share vectors," Social Choice and Welfare, Springer, Springer, vol. 18(4), pages 759-784.
  2. F. Butter & S. Koopman, 2001. "Interaction between structural and cyclical shocks in production and employment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 137(2), pages 273-296, June.
  3. Harold Houba & Gijsbert van Lomwel, 2001. "Counter intuitive results in a simple model of wage negotiations," Economic Theory, Springer, Springer, vol. 17(1), pages 81-99.

2000

  1. Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 3(1), pages 84-107.
  2. J. Durbin & S. J. Koopman, 2000. "Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
  3. Alexander Tieman & Harold Houba & Gerard Laan, 2000. "On the level of cooperative behavior in a local-interaction model," Journal of Economics, Springer, Springer, vol. 71(1), pages 1-30, February.
  4. Houba, Harold & Bolt, Wilko, 2000. "Holdouts, backdating and wage negotiations," European Economic Review, Elsevier, Elsevier, vol. 44(9), pages 1783-1800, October.
  5. Houba, Harold & Sneek, Koos & Vardy, Felix, 2000. "Can negotiations prevent fish wars?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 24(8), pages 1265-1280, July.
  6. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.

1999

  1. Marius Ooms, 1999. "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 2(1), pages 161-166.
  2. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, Springer, vol. 24(3), pages 427-449.
  3. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, Elsevier, vol. 15(2), pages 185-199, April.
  4. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 2(1), pages 107-160.

1998

  1. Gerard van der Laan & Zaifu Yang & Dolf Talman, 1998. "Cooperative games in permutational structure," Economic Theory, Springer, Springer, vol. 11(2), pages 427-442.
  2. (*), Gerard van der Laan & RenÊ van den Brink, 1998. "Axiomatizations of the normalized Banzhaf value and the Shapley value," Social Choice and Welfare, Springer, Springer, vol. 15(4), pages 567-582.
  3. Herings, Jean-Jacques & van der Laan, Gerard & Venniker, Richard, 1998. "The transition from a Dreze equilibrium to a Walrasian equilibrium1," Journal of Mathematical Economics, Elsevier, vol. 29(3), pages 303-330, April.
  4. Gerard van der Laan & René van den Brink, 1998. "Axiomatization of a class of share functions for n-person games," Theory and Decision, Springer, Springer, vol. 44(2), pages 117-148, April.
  5. Sandmann, Gleb & Koopman, Siem Jan, 1998. "Estimation of stochastic volatility models via Monte Carlo maximum likelihood," Journal of Econometrics, Elsevier, Elsevier, vol. 87(2), pages 271-301, September.
  6. Houba, Harold & Tieman, Alexander F. & Brinksma, Rene, 1998. "The Nash bargaining solution for decision weight utility functions," Economics Letters, Elsevier, Elsevier, vol. 60(1), pages 41-48, July.

1997

  1. Herings, Jean-Jacques & van der Laan, Gerard & Talman, Dolf & Venniker, Richard, 1997. "Equilibrium adjustment of disequilibrium prices," Journal of Mathematical Economics, Elsevier, vol. 27(1), pages 53-77, February.
  2. van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 1997. "Existence of an equilibrium in a competitive economy with indivisibilities and money," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 101-109, August.
  3. Ooms, Marius & Franses, Philip Hans, 1997. "On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 15(4), pages 470-81, October.
  4. Franses, Philip Hans & Ooms, Marius, 1997. "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(1), pages 117-126, March.
  5. Ooms, Marius & Hassler, Uwe, 1997. "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, Elsevier, vol. 56(2), pages 135-141, October.
  6. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997. "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 15(3), pages 354-68, July.
  7. Atkinson, A. C. & Koopman, S. J. & Shephard, N., 1997. "Detecting shocks: Outliers and breaks in time series," Journal of Econometrics, Elsevier, Elsevier, vol. 80(2), pages 387-422, October.
  8. Harold Houba & Wilko Bolt, 1997. "Strategic bargaining in the variable threat game," Economic Theory, Springer, Springer, vol. 11(1), pages 57-77.
  9. Houba, Harold, 1997. "The policy bargaining model," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 1-27, August.
  10. Houba, Harold & Bennett, Elaine, 1997. "Odd man out: the proposal-making model," Journal of Mathematical Economics, Elsevier, vol. 28(4), pages 375-396, November.
  11. RenÊ van den Brink, 1997. "An Axiomatization of the Disjunctive Permission Value for Games with a Permission Structure," International Journal of Game Theory, Springer, Springer, vol. 26(1), pages 27-43.

1996

  1. van den Brink, Rene & Gilles, Robert P., 1996. "Axiomatizations of the Conjunctive Permission Value for Games with Permission Structures," Games and Economic Behavior, Elsevier, Elsevier, vol. 12(1), pages 113-126, January.
  2. van der Laan, Erwin & Dekker, Rommert & Salomon, Marc & Ridder, Ad, 1996. "An (s, Q) inventory model with remanufacturing and disposal," International Journal of Production Economics, Elsevier, Elsevier, vol. 46(1), pages 339-350, December.

1993

  1. Houba, Harold, 1993. "An alternative proof of uniqueness in non-cooperative bargaining," Economics Letters, Elsevier, Elsevier, vol. 41(3), pages 253-256.

1992

  1. Harvey, Andrew C & Koopman, Siem Jan, 1992. "Diagnostic Checking of Unobserved-Components Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 10(4), pages 377-89, October.
  2. Gilles, Robert P & Owen, Guillermo & van den Brink, Rene, 1992. "Games with Permission Structures: The Conjunctive Approach," International Journal of Game Theory, Springer, Springer, vol. 20(3), pages 277-93.

1991

  1. Houba, Harold & Kremers, Hans, 1991. "Correction of the material balance equation in dynamic input-output models," European Economic Review, Elsevier, Elsevier, vol. 35(5), pages 1103-1108, July.

1987

  1. Van Der Laan, G. & Talman, A. J. J., 1987. "A convergent price adjustment process," Economics Letters, Elsevier, Elsevier, vol. 23(2), pages 119-123.

1986

  1. Cornielje, O. J. C. & Van Der Laan, G., 1986. "The computation of quantity-constrained equilibria by virtual taxes," Economics Letters, Elsevier, Elsevier, vol. 22(1), pages 1-6.

1985

  1. van der Laan, Gerard, 1985. "The Computation of General Equilibrium in Economies with a Block Diagonal Pattern," Econometrica, Econometric Society, Econometric Society, vol. 53(3), pages 658-65, May.

1984

  1. van der Laan, Gerard, 1984. "Supply-constrained fixed price equilibria in monetary economies," Journal of Mathematical Economics, Elsevier, vol. 13(2), pages 171-187, October.

1983

  1. Van Der Laan, G., 1983. "Note on the optimality of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 12(2), pages 185-190, October.

1982

  1. Laan, Gerard van der, 1982. "Simplicial approximation of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 83-97, January.

1980

  1. van der Laan, Gerard, 1980. "Equilibrium under Rigid Prices with Compensation for the consumers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 63-73, February.

Undated

  1. Jacques J. F. Commandeur & Siem Jan Koopman & Marius Ooms, . "Statistical Software for State Space Methods," Journal of Statistical Software, American Statistical Association, American Statistical Association, vol. 41(i01).
  2. Charles S. Bos, . "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, American Statistical Association, American Statistical Association, vol. 41(i13).

Books

2012

  1. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods: Second Edition," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780199641178, October.
  2. Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2012. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9781107407435.

2007

  1. Commandeur, Jacques J.F. & Koopman, Siem Jan, 2007. "An Introduction to State Space Time Series Analysis," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780199228874, October.

2004

  1. Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2004. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521835954.

2001

  1. Durbin, James & Koopman, Siem Jan, 2001. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780198523543, October.