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Publications

by members of

Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit
Rotterdam, Netherlands

(Econometric Institute, Erasmus School of Economics, )

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 |

Working papers

Undated material is listed at the end

    2009

  1. Jaarsveld, W.L. van & Dekker, R., 2009. "Risk-based stock decisions for projects," Econometric Institute Report EI 2009-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. Waltman, L.R. & Eck, N.J.P. van & Dekker, R. & Kaymak, U., 2009. "Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies," Research Paper ERS-2009-028-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  3. Gabor, A.F. & Dekker, R. & Dijk, T. van & Scheepstal, P. van, 2009. "Scheduling deliveries under uncertainty," Research Paper ERS-2009-040-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  4. Jaarsveld, W.L. van & Dekker, R., 2009. "Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes," Econometric Institute Report EI2009-14 Revision_Date: , Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Carrasco-Gallego, R. & Ponce-Cueto, E. & Dekker, R., 2009. "A framework for closed-loop supply chains of reusable articles," Econometric Institute Report EI2009-21 Revision_Date: , Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Structural Breaks in the International Transmission of Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 119, Economics, The Univeristy of Manchester. [Downloadable!]
  7. Markwat, T.D. & Kole, H.J.W.G. & Dijk, D.J.C. van, 2009. "Time Variation in Asset Return Dependence: Strength or Structure?," Research Paper ERS-2009-052-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  8. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G., 2009. "Railway Crew Rescheduling with Retiming," Econometric Institute Report EI 2009-24 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. 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. [Downloadable!]
  10. Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009. "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers 09-046/3, Tinbergen Institute. [Downloadable!]
  11. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," CREATES Research Papers 2009-39, School of Economics and Management, University of Aarhus. [Downloadable!]
  12. André van Stel & Roy Thurik & Dennis Fok & Andrew Burke, 2009. "The Dynamics of Entry and Exit," Scales Research Reports H200907, EIM Business and Policy Research. [Downloadable!]
  13. Dorotic, Matilda & Fok, Dennis & Verhoef, Peter C. & Bijmolt, Tammo H.A., 2009. "Do vendors benefit from marketing actions in a multi-vendor loyalty program?," Research Report 09001, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
  14. Chia-Lin Chang & Michael McAleer & Dan Slottje, 2009. "Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," "Marco Fanno" Working Papers 0097, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  15. Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," Documentos del Instituto Complutense de Análisis Económico 0910, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  16. Chia-Lin Chang & Michael McAleer & Dan Slottje, 2009. "Modelling International Tourist Arrivals and Volatility: An Application to Taiwan," Documentos del Instituto Complutense de Análisis Económico 0906, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  17. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers 0096, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  18. Juan Angel Jiménez Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos del Instituto Complutense de Análisis Económico 0907, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  19. Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos del Instituto Complutense de Análisis Económico 0911, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  20. Massimiliano Caporin & Michael McAleer, 2009. "A Scientific Classification of Volatility Models," Documentos del Instituto Complutense de Análisis Económico 0905, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  21. Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos del Instituto Complutense de Análisis Económico 0904, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  22. Massimiliano Caporin & Michael McAleer, 2009. "A Scientific Classification of Volatility Models," Documentos del Instituto Complutense de Análisis Económico 0909, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  23. Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," Documentos del Instituto Complutense de Análisis Económico 0913, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  24. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos del Instituto Complutense de Análisis Económico 0918, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  25. Chang, C-L. & McAleer, M. & Tansuchat, R., 2009. "Modelling conditional correlations for risk diversification in crude oil markets," Econometric Institute Report EI 2009-11 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Report EI2009-09 Revision_Date: , Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Chang, C-L. & McAleer, M. & Tansuchat, R., 2009. "Forecasting volatility and spillovers in crude oil spot, forward and future markets," Econometric Institute Report EI 2009-12 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series CIRJE-F-640, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  29. Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer, 2009. "Estimating the Impact of Whaling on Global Whale Watching," CIRJE F-Series CIRJE-F-634, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  30. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  31. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series CIRJE-F-637, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  32. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-641, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  33. Chia-Lin Chang & Michael McAleer & Christine Lim, 2009. "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan," CIRJE F-Series CIRJE-F-647, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  34. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009. "Does the FOMC Have Expertise, and Can It Forecast?," CIRJE F-Series CIRJE-F-648, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  35. Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series CIRJE-F-638, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  36. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  37. LanFen Chu & Michael McAleer & Chi-Chung Chen, 2009. "How Volatile is ENSO?," CIRJE F-Series CIRJE-F-635, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  38. Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," CIRJE F-Series CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  39. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CIRJE F-Series CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  40. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  41. McAleer, M. & Jimenez-Marin, J-. A. & Perez-Amaral, T., 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Econometric Institute Report EI 2009-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  42. Jose Angelo Divino & Michael McAleer, 2009. "Modelling Sustainable International Tourism Demand to the Brazilian Amazon," CIRJE F-Series CIRJE-F-650, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  43. Chu, L.F. & McAleer, M. & Chen, C-C., 2009. "How Volatile is ENSO?," Econometric Institute Report EI 2009-18 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  44. Jose Angelo Divino & Michael McAleer, 2009. "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series CIRJE-F-651, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  45. Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang, 2009. "An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia," CIRJE F-Series CIRJE-F-649, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  46. Michael McAleer, 2009. "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges," CIRJE F-Series CIRJE-F-652, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  47. Manabu Asai & Michael McAleer, 2009. "Alternative Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-655, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  48. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Asymmetry and Leverage in Realized Volatility," CIRJE F-Series CIRJE-F-656, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  49. Manabu Asai & Michael McAleer, 2009. "Dynamic Conditional Correlations for Asymmetric Processes," CIRJE F-Series CIRJE-F-657, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  50. Joseph Macri & Michael McAleer & Dipendra Sinha, 2009. "On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments," CIRJE F-Series CIRJE-F-660, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  51. Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  52. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  53. Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009. "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series CIRJE-F-662, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  54. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Cruising is Risky Business," CIRJE F-Series CIRJE-F-664, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  55. Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira, 2009. "Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain," CIRJE F-Series CIRJE-F-665, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  56. Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  57. Kuo, H-I. & Chen, C-C. & McAleer, M., 2009. "Estimating the impact of whaling on global whale watching," Econometric Institute Report EI 2009-23 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  58. Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-668, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  59. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," CIRJE F-Series CIRJE-F-667, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  60. Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2009. "Modelling and Forecasting Noisy Realized Volatility," CIRJE F-Series CIRJE-F-669, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  61. Shiqing Ling & Michael McAleer, 2009. "A General Asymptotic Theory for Time Series Models," CIRJE F-Series CIRJE-F-670, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  62. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos del Instituto Complutense de Análisis Económico 0920, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  63. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," Documentos del Instituto Complutense de Análisis Económico 0919, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  64. Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," CIRJE F-Series CIRJE-F-675, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  65. Chatayan Wiphatthanananthakul & Michael McAleer, 2009. "A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options," CIRJE F-Series CIRJE-F-672, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  66. Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009. "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series CIRJE-F-671, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  67. Manabu Asai & Michael McAleer & Jun Yu, 2009. "Multivariate Stochastic Volatility," Microeconomics Working Papers 1143, East Asian Bureau of Economic Research. [Downloadable!]
  68. Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CIRJE F-Series CIRJE-F-687, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  69. Abdul Hakim & Michael McAleer, 2009. "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," CIRJE F-Series CIRJE-F-676, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  70. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series CIRJE-F-680, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  71. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  72. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer, 2009. "A Panel Threshold Model of Tourism Specialization and Economic Development," CIRJE F-Series CIRJE-F-685, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  73. Chia-Lin Chang & Michael McAleer, 2009. "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan," CIRJE F-Series CIRJE-F-691, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  74. Abdul Hakim & Michael McAleer, 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CIRJE F-Series CIRJE-F-677, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  75. Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  76. Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson, 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," CIRJE F-Series CIRJE-F-684, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  77. Chang, C-L. & Khamkaew, T. & McAleer, M., 2009. "A Panel Threshold Model of Tourism Specialization and Economic Development," Econometric Institute Report EI 2009-40 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  78. Chang, C-L. & McAleer, M., 2009. "Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan," Econometric Institute Report EI 2009-41 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  79. Chang, C-L. & Khamkaew, T. & McAleer, M. & Tansuchat, R., 2009. "Interdependence of international tourism demand and volatility in leading ASEAN destinations," Econometric Institute Report EI 2009-36 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  80. McAleer, M. & Medeiros, M.C., 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," Econometric Institute Report EI 2009-37 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  81. Veiga, B. da & Chan, F. & McAleer, M., 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," Econometric Institute Report EI 2009-39 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  82. Hakim, A. & McAleer, M., 2009. "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," Econometric Institute Report EI 2009-33 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  83. Tansuchat, R. & Chang, C-L. & McAleer, M., 2009. "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Report EI 2009-35 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  84. Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M., 2009. "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Econometric Institute Report EI 2009-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  85. Hammoudeh, S.M. & Yuan, Y. & McAleer, M. & Thompson, M.A., 2009. "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies," Econometric Institute Report EI 2009-38 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  86. Hakim, A. & McAleer, M., 2009. "VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds," Econometric Institute Report EI2009-32 Revision_Date: , Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  87. Borg, I. & Groenen, P.J.F. & Jehn, K.A. & Bilsky, W. & Schwartz, S.H., 2009. "Embedding the Organizational Culture Profile into Schwartz’s Universal Value Theory using Multidimensional Scaling with Regional Restrictions," Research Paper ERS-2009-017-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  88. Kagie, M. & Wezel, M.C. van & Groenen, P.J.F., 2009. "Map Based Visualization of Product Catalogs," Research Paper ERS-2009-010-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  89. Kagie, M. & Wezel, M.C. van & Groenen, P.J.F., 2009. "An Empirical Comparison of Dissimilarity Measures for Recommender Systems," Research Paper ERS-2009-023-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  90. Kagie, M. & Wezel, M.C. van & Groenen, P.J.F., 2009. "Determination of Attribute Weights for Recommender Systems Based on Product Popularity," Research Paper ERS-2009-022-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  91. David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009. "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute. [Downloadable!]
  92. Arco van Oord & Martin Martens & Herman K. van Dijk, 2009. "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers 09-011/4, Tinbergen Institute. [Downloadable!]
  93. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank. [Downloadable!]
  94. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute. [Downloadable!]
  95. Dijk, A. van & Rosmalen, J.M. van & Paap, R., 2009. "A Bayesian approach to two-mode clustering," Econometric Institute Report EI 2009-06 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2008

  1. André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008. "Risk, Uncertainty and Discrete Choice Models," THEMA Working Papers 2008-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  2. Govert E. Bijwaard & Justus Veenman, 2008. "Unequal Chances on a Flexible Labor Market, The Case of the Netherlands," Tinbergen Institute Discussion Papers 08-005/4, Tinbergen Institute. [Downloadable!]
  3. Govert E. Bijwaard, 2008. "Instrumental Variable Estimation for Duration Data," Tinbergen Institute Discussion Papers 08-032/4, Tinbergen Institute. [Downloadable!]
  4. Govert E. Bijwaard, 2008. "Modeling Migration Dynamics of Immigrants," Tinbergen Institute Discussion Papers 08-070/4, Tinbergen Institute. [Downloadable!]
  5. Bijwaard, G.E. & Knapp, S., 2008. "Econometric analysis of ship life cycles - are safety inspections effective?," Econometric Institute Report EI 2008-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales. [Downloadable!]
  7. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute. [Downloadable!]
  8. Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute. [Downloadable!]
  9. Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  10. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 109, Economics, The Univeristy of Manchester. [Downloadable!]
  11. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales. [Downloadable!]
  12. Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Markwat, T.D. & Kole, H.J.W.G. & Dijk, D.J.C. van, 2008. "Contagion as Domino Effect in Global Stock Markets," Research Paper ERS-2008-071-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  14. Kroon, L.G. & Huisman, D. & Abbink, E.J.W. & Fioole, P-J. & Fischetti, M. & Maroti, G. & Schrijver, A. & Steenbeek, A. & Ybema, R., 2008. "The new Dutch timetable: The OR revolution," Econometric Institute Report EI 2008-19 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Potthoff, D. & Huisman, D. & Desaulniers, G., 2008. "Column generation with dynamic duty selection for railway crew rescheduling," Econometric Institute Report EI 2008-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Report EI 2008-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. Pooter, M.D. de & Ravazzolo, F. & Segers, R. & Dijk, H.K. van, 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Report EI 2008-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  18. Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Report EI 2008-09 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. Horváth, C. & Fok, D., 2008. "Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects," Research Paper ERS-2008-042-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  20. Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F., 2008. "Why, How and When Do Prices Land? Evidence from the Videogame Industry," Research Paper ERS-2008-044-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  21. Everdingen, Y.M. van & Fok, D. & Stremersch, S., 2008. "Modeling Global Spill-Over of New Product Takeoff," Research Paper ERS-2008-067-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  22. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008. "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Report EI 2008-15 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
  24. McAleer, M., 2008. "The ten commandments for optimizing value-at-risk and daily capital charges," Econometric Institute Report EI 2008-32 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. Franses, Ph.H.B.F. & McAleer, M. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Report EI 2008-30 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Hammoudeh, S.M. & Yuan, Y. & McAleer, M., 2008. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," Econometric Institute Report EI 2008-29 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Areosa, W.D. & McAleer, M. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Report EI 2008-36 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. Divino, J. A. & McAleer, M., 2008. "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Report EI 2008-22 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  29. Wiphatthanananthakul, C. & McAleer, M., 2008. "A simple expected volatility (SEV) index: application to SET50 index options," Econometric Institute Report EI 2008-35 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  30. McAleer, M. & Jimenez-Marin, J- A. & Perez-Amaral, T., 2008. "A decision rule to minimize daily capital charges in forecasting value-at-risk," Econometric Institute Report EI 2008-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  31. McAleer, M. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L., 2008. "An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia," Econometric Institute Report EI 2008-21 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  32. Franses, Ph.H.B.F. & McAleer, M. & Legerstee, R., 2008. "Does the ROMC have expertise, and can it forecast?," Econometric Institute Report EI 2008-33 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  33. Asai, M. & McAleer, M. & Medeiros, M.C., 2008. "Asymmetry and leverage in realized volatility," Econometric Institute Report EI 2008-31 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  34. Kagie, M. & Wezel, M.C. van & Groenen, P.J.F., 2008. "Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map," Research Paper ERS-2008-024-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  35. David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008. [Downloadable!]
  36. David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit," DQE Working Papers 9, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 07 Jan 2009. [Downloadable!]
  37. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008. [Downloadable!]
  38. David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "AdMit: Adaptive Mixtures of Student-t Distributions," DQE Working Papers 10, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 07 Jan 2009. [Downloadable!]
  39. Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute. [Downloadable!]
  40. Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute. [Downloadable!]
  41. Kagie, M. & Loos, M. van der & Wezel, M.C. van, 2008. "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," Research Paper ERS-2008-053-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

    2007

  1. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures," Research Paper ERS-2007-043-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  2. Larco Martinelli, J.A. & Dekker, R. & Kaymak, U., 2007. "Distributed Services with Foreseen and Unforeseen Tasks: The Mobile Re-allocation Problem," Research Paper ERS-2007-087-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  3. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Report EI 2007-24 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Pourakbar, M. & Sleptchenko, A.V. & Dekker, R., 2007. "Mathematical modeling of floating stock policy in FMCG supply chains," Econometric Institute Report EI 2007-54 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Budai-Balke, G. & Maroti, G. & Dekker, R. & Huisman, D. & Kroon, L.G., 2007. "Re-scheduling in railways: the rolling stock balancing problem," Econometric Institute Report EI 2007-21 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Mariëlle C. Non & Philip Hans Franses, 2007. "Interlocking Boards and Firm Performance: Evidence from a New Panel Database," Tinbergen Institute Discussion Papers 07-034/2, Tinbergen Institute. [Downloadable!]
  7. Govert E. Bijwaard, 2007. "Modeling Migration Dynamics of Immigrants: The Case of The Netherlands," IZA Discussion Papers 2891, Institute for the Study of Labor (IZA). [Downloadable!]
  8. Govert E. Bijwaard, 2007. "Instrumental Variable Estimation of Treatment Effects for Duration Outcomes," IZA Discussion Papers 2896, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Govert E. Bijwaard & Justus Veenman, 2007. "Unequal Chances on the Transitional Labor Market: The Case of the Netherlands," IZA Discussion Papers 2908, Institute for the Study of Labor (IZA). [Downloadable!]
  10. Govert E. Bijwaard, 2007. "Modelling the Time on Unemployment Insurance Benefits," IZA Discussion Papers 2936, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Bijwaard, G.E., 2007. "Modelling the time on unemployment insurance benefits," Econometric Institute Report EI 2007-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. Bijwaard, G.E., 2007. "Modeling migration dynamics of immigrants: the case of the Netherlands," Econometric Institute Report EI 2007-10 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. Bijwaard, G.E., 2007. "Instrumental variable estimation for duration data," Econometric Institute Report EI 2007-14 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. Bijwaard, G.E. & Veenman, J., 2007. "Unequal changes on the transitional labour market, the case of the Netherlands," Econometric Institute Report EI 2007-27 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute. [Downloadable!]
  16. Alberto Musso & Livio Stracca & Dick van Dijk, 2007. "Instability and nonlinearity in the Euro area Phillips curve," Working Paper Series 811, European Central Bank. [Downloadable!]
  17. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute. [Downloadable!]
  18. Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-Driven Scheduling of Movies in a Multiplex," Research Paper ERS-2007-033-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  19. Kroon, L.G. & Huisman, D. & Maroti, G., 2007. "Railway timetabling from an operations research," Econometric Institute Report EI 2007-22 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007. "Demand-driven scheduling of movies in a multiplex," Econometric Institute Report EI 2007-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  21. Jespersen-Groth, J. & Potthoff, D. & Clausen, J. & Huisman, D. & Kroon, L.G. & Maroti, G. & Nielsen, M.N., 2007. "Disruption management in passenger railway transportation," Econometric Institute Report EI 2007-05 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. Paap, R. & Segers, R. & Dijk, D.J.C. van, 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Report EI 2007-08 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute. [Downloadable!]
  24. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York. [Downloadable!]
  25. Heuvel, W. van den & Wagelmans, A.P.M., 2007. "Worst case analysis for a general class of on-line lot-sizing heuristics," Econometric Institute Report EI 2007-46 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Heuvel, W. van den & Wagelmans, A.P.M., 2007. "Four equivalent lot-sizing models," Econometric Institute Report EI EI 2007-30 Revision_Da, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Heuvel, W. van den & Romeijn, H.E. & Wagelmans, A.P.M. & Kundakcioglu, O.E., 2007. "Integrated market selection and production planning: complexity and solution approaches," Econometric Institute Report EI 2007-45 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. Dijk, A. van & Fok, D. & Paap, R., 2007. "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Report EI 2007-07 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  29. Borsje, Jethro & Levering, Leonard & Embregts, Hanno & Frasincar, Flavius, 2007. "Hermes: an Ontology-Based News Personalization Portal," MPRA Paper 1422, University Library of Munich, Germany. [Downloadable!]
  30. Sinha, Dipendra & Macri, Joseph & McAleer, Michael, 2007. "On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002," MPRA Paper 2881, University Library of Munich, Germany. [Downloadable!]
  31. Robert L. Basmann & Michael McAleer & Daniel Slottje, 2007. "Patent Activity and Technical Change," DEA Working Papers 27, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
  32. Rosmalen, J.M. van & Herk, H. van & Groenen, P.J.F., 2007. "Identifying Unknown Response Styles: A Latent-Class Bilinear Multinomial Logit Model," Research Paper ERS-2007-045-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  33. Kagie, M. & Wezel, M.C. van & Groenen, P.J.F., 2007. "A graphical shopping interface bases on product attributes," Econometric Institute Report EI 2007-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  34. Groenen, P.J.F. & Nalbantov, G.I. & Bioch, J.C., 2007. "SVM-Maj: a majorization approach to linear support vector machines with different hinge errors," Econometric Institute Report EI 2007-49 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  35. Rosmalen, J.M. van & Koning, A.J. & Groenen, P.J.F., 2007. "Optimal Scaling of Interaction Effects in Generalized Linear Models," Econometric Institute Report EI 2007-44 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  36. Velden, M. van de & Groenen, P.J.F. & Poblome, J., 2007. "Seriation by constrained correspondence analysis: a simulation study," Econometric Institute Report EI 2007_40 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  37. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2007. "Instance-Based penalization techniques for classification," Econometric Institute Report EI 2007-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  38. Nalbantov, G.I. & Groenen, P.J.F. & Bioch, J.C., 2007. "Nearest convex hull classification," Econometric Institute Report EI 2006-50 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  39. Nalbantov, G.I. & Franses, Ph.H.B.F. & Bioch, J.C. & Groenen, P.J.F., 2007. "Estimating the market share attraction model using support vector regressions," Econometric Institute Report EI 2007-06 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  40. Gower, J.C. & Groenen, P.J.F. & Velden, M. van de, 2007. "Area Biplots," Econometric Institute Report EI 2007-48 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  41. HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007. "Simulation based Bayesianeconometric inference: principles and some recent computational advances," CORE Discussion Papers 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  42. Roy Thurik & Isabel Grilo & Richard Paap & Peter van der Zwan, 2007. "Modelling latent and actual entrepreneurship," Scales Research Reports H200719, EIM Business and Policy Research. [Downloadable!]
  43. Dijk, A. van & Franses, Ph.H.B.F. & Paap, R. & Dijk, D.J.C. van, 2007. "Modeling regional house prices," Econometric Institute Report EI 2007-55 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  44. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007. "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    2006

  1. Surico, M. & Kaymak, U. & Naso, D. & Dekker, R., 2006. "Hybrid Meta-Heuristics for Robust Scheduling," Research Paper ERS-2006-018-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  2. Kroon, L.G. & Dekker, R. & Maroti, G. & Retel Helmrich, M. & Vromans, M.J.C.M., 2006. "Stochastic Improvement of Cyclic Railway Timetables," Research Paper ERS-2006-067-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  3. Nicolai, R.P. & Dekker, R., 2006. "Optimal maintenance of multi-component systems: a review," Econometric Institute Report EI 2006-26 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Nicolai, R.P. & Dekker, R. & Noortwijk, J.M. van, 2006. "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Report EI 2006-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Budai-Balke, G. & Dekker, R. & Nicolai, R.P., 2006. "A review of planning models for maintenance and production," Econometric Institute Report EI 2006-44 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Bijwaard, G.E., 2006. "Instrumental variable estimation of treatment effects for duration outcomes," Econometric Institute Report EI 2007-20 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Bijwaard, G.E., 2006. "A note on stock sampling and maximum duration," Econometric Institute Report EI 2006-22 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006. "Does rounding matter for payment efficiency?," Econometric Institute Report EI 2006-43 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006. "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers 06-046/4, Tinbergen Institute, revised 07 Jun 2007. [Downloadable!]
  10. De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006. "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper 2512, University Library of Munich, Germany, revised 03 Mar 2007. [Downloadable!]
  11. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute. [Downloadable!]
  12. Koedijk, Kees & Kole, Erik & Verbeek, Marno, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  13. Hartog, A. & Huisman, D. & Abbink, E.J.W. & Kroon, L.G., 2006. "Decision support for crew rostering at NS," Econometric Institute Report EI 2006-04 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. Pepin, A.S. & Desaulniers, G. & Hertz, A. & Huisman, D., 2006. "Comparison of heuristic approaches for the multiple depot vehicle scheduling problem," Econometric Institute Report EI 2006-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Pooter, M.D. de & Segers, R. & Dijk, H.K. van, 2006. "Gibbs sampling in econometric practice," Econometric Institute Report EI 2006-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006. "From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets," Research Paper ERS-2006-009-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  17. Waltman, L.R. & Kaymak, U., 2006. "A Theoretical Analysis of Cooperative Behavior in Multi-Agent Q-learning," Research Paper ERS-2006-006-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  18. H.P. Boswijk & D. Fok & P.-H. Franses, 2006. "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers 06-027/4, Tinbergen Institute. [Downloadable!]
  19. Nierop, J.E.M. van & Fok, D. & Franses, Ph.H.B.F., 2006. "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements," Research Paper ERS-2006-013-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  20. Michael McAleer & Marcelo Cunha Medeiros, 2006. "Realized volatility: a review," Textos para discussão 531 Publication status: F, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  21. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007. [Downloadable!]
  22. Groenen, P.J.F. & Lans, A. van der, 2006. "Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data," Research Paper ERS-2006-057-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  23. Groenen, P.J.F. & Bioch, J.C. & Nalbantov, G.I., 2006. "Nonlinear support vector machines through iterative majorization and I-splines," Econometric Institute Report EI 2006-25 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. Heij, C. & Groenen, P.J.F. & Dijk, D.J.C. van, 2006. "Time series forecasting by principal covariate regression," Econometric Institute Report EI 2006-37 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. Heij, C. & Dijk, D.J.C. van & Groenen, P.J.F., 2006. "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Report EI 2006-03-REV Revision_D, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Groenen, P.J.F. & Kaymak, U. & Rosmalen, J.M. van, 2006. "Fuzzy clustering with Minkowski distance," Econometric Institute Report EI 2006-24 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Groenen, P.J.F. & Winsberg, S., 2006. "3WaySym-Scal: three-way symbolic multidimensional scaling," Econometric Institute Report EI 2006-49 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2006. "Classification with support hyperplanes," Econometric Institute Report EI 2006-42 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  29. Rodney W. Strachan & Herman K. van Dijk, 2006. "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics 06/5, Department of Economics, University of Leicester. [Downloadable!]
  30. L.F. Hoogerheide & H.K. van Dijk, 2006. "Modelling option prices using neural networks," Computing in Economics and Finance 2006 78, Society for Computational Economics.
  31. Kagie, M. & Wezel, M.C. van, 2006. "Hedonic price models and indices based on boosting applied to the Dutch housing market," Econometric Institute Report EI 2006-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  32. Paap, R. & Dijk, A. van, 2006. "Explaining individual response using aggregated data," Econometric Institute Report EI 2006-05 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  33. Ravazzolo, F. & Dijk, D.J.C. van & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Report EI 2006-33 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2005

  1. Robin P. Nicolai & Rommert Dekker, 2005. "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Tinbergen Institute Discussion Papers 05-042/4, Tinbergen Institute. [Downloadable!]
  2. Kroon, L.G. & Dekker, R. & Vromans, M.J.C.M., 2005. "Cyclic Railway Timetabling: a Stochastic Optimization Approach," Research Paper ERS-2005-051-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  3. Porras Musalem, E. & Dekker, R., 2005. "New Bounds for the Joint Replenishment Problem: Tighter, but not always better," Econometric Institute Report EI 2005-18 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Porras Musalem, E. & Dekker, R., 2005. "Generalized Solutions for the joint replenishment problem with correction factor," Econometric Institute Report EI 2005-19 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Nicolai, R.P. & Dekker, R., 2005. "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Econometric Institute Report EI 2005-20 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Bayindir, Z.P. & Teunter, R.H. & Dekker, R., 2005. "A comparison of inventory control policies for a joint manufacturing/Remanufacturing environment with remanufacturing yield loss," Econometric Institute Report EI 2005-10 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Bijwaard, G.E., 2005. "Regularity in individual shopping trips: Implications for duration models in marketing," Econometric Institute Report EI 2005-07 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Kappe, E.R. & Bijwaard, G.E., 2005. "Does work-related training reduce the discrepancy between function requirements and competencies?," Econometric Institute Report EI 2005-42 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Bijwaard, G.E., 2005. "Migration dynamics of immigrants: who leaves, who returns and how quick?," Econometric Institute Report EI 2005-53 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005. "The Euro Introduction and Non-Euro Currencies," Tinbergen Institute Discussion Papers 05-044/4, Tinbergen Institute, revised 08 Jun 2006. [Downloadable!]
  11. González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," Working Paper Series in Economics and Finance 604, Stockholm School of Economics. [Downloadable!]
  12. Michiel de Pooter & Martin Martens & Dick van Dijk, 2005. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?," Tinbergen Institute Discussion Papers 05-089/4, Tinbergen Institute, revised 03 Jan 2006. [Downloadable!]
  13. Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  14. Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005. "Fast drift approximated pricing in the BGM model," Finance 0502005, EconWPA. [Downloadable!]
  15. Raoul Pietersz & Patrick J. F. Groenen, 2005. "Rank Reduction of Correlation Matrices by Majorization," Finance 0502006, EconWPA. [Downloadable!]
  16. Igor Grubisic & Raoul Pietersz, 2005. "Efficient Rank Reduction of Correlation Matrices," Finance 0502007, EconWPA. [Downloadable!]
  17. Raoul Pietersz & Antoon Pelsser, 2005. "A Comparison of Single Factor Markov-functional and Multi Factor Market Models," Finance 0502008, EconWPA. [Downloadable!]
  18. Raoul Pietersz & Antoon Pelsser, 2005. "Risk Managing Bermudan Swaptions in the Libor BGM Model," Finance 0502004, EconWPA. [Downloadable!]
  19. Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, EconWPA. [Downloadable!]
  20. Pietersz, R. & Pelsser, A.A.J., 2005. "A Comparison of Single Factor Markov-Functional and Multi Factor Market Models," Research Paper ERS-2005-008-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  21. Grubišić, I. & Pietersz, R., 2005. "Efficient Rank Reduction of Correlation Matrices," Research Paper ERS-2005-009-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  22. Pietersz, R. & Regenmortel, M. van, 2005. "Generic Market Models," Research Paper ERS-2005-010-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  23. Huisman, D. & Kroon, L.G. & Lentink, R.M. & Vromans, M.J.C.M., 2005. "Operations Research in Passenger Railway Transportation," Research Paper ERS-2005-023-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  24. Huisman, D. & Kroon, L.G. & Lentink, R.M. & Vromans, M.J.C.M., 2005. "Operations research in passenger railway transportation," Econometric Institute Report EI 2005-16 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. Huisman, D., 2005. "A column generation approach to solve the crew re-scheduling problem," Econometric Institute Report EI 2005-54 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Teunter, R.H. & Bayindir, Z.P. & Heuvel, W. van den, 2005. "Dynamic lot sizing with product returns," Econometric Institute Report EI 2005-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Boer-Sorban, K. & Bruin, A. de & Kaymak, U., 2005. "On the Design of Artificial Stock Markets," Research Paper ERS-2005-001-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  28. Boer-Sorban, K. & Kaymak, U. & Bruin, A. de, 2005. "A Modular Agent-Based Environment for Studying Stock Markets," Research Paper ERS-2005-017-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  29. Fok, D. & Paap, R. & Horváth, C. & Franses, Ph.H.B.F., 2005. "A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes," Research Paper ERS-2005-047-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  30. Fok, D. & Franses, Ph.H.B.F., 2005. "Modeling the diffusion of scientific publications," Econometric Institute Report EI 2005-48 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  31. Fok, D. & Franses, Ph.H.B.F., 2005. "Seasonality on non-linear price effects in scanner-data based market-response models," Econometric Institute Report EI 2005-45 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  32. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005. "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Report EI 2005-30 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  33. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei. [Downloadable!]
  34. Manabu Asai & Michael McAleer, 2005. "Asymmetric Multivariate Stochastic Volatility," DEA Working Papers 12, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
  35. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
  36. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
  37. Deun, K. van & Groenen, P.J.F. & Delbeke, L., 2005. "VIPSCAL: A combined vector ideal point model for preference data," Econometric Institute Report EI 2005-03 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  38. Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2005. "SymScal: symbolic multidimensional scaling of interval dissimilarities," Econometric Institute Report EI 2005-15 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  39. Bioch, J.C. & Groenen, P.J.F. & Nalbantov, G.I., 2005. "Solving and interpreting binary classification problems in marketing with SVMs," Econometric Institute Report EI 2005-46 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  40. Rosmalen, J.M. van & Groenen, P.J.F. & Trejos, J. & Castilli, W., 2005. "Global Optimization strategies for two-mode clustering," Econometric Institute Report EI 2005-33 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  41. Heij, C. & Groenen, P.J.F. & Dijk, D.J.C. van, 2005. "Forecast comparison of principal component regression and principal covariate regression," Econometric Institute Report EI 2005-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  42. Rodney W. Strachan & Herman K. van Dijk, 2005. "Improper priors with well defined Bayes Factors," Discussion Papers in Economics 05/4, Department of Economics, University of Leicester. [Downloadable!]
  43. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," CORE Discussion Papers 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  44. Wezel, M.C. van & Kagie, M. & Potharst, R., 2005. "Boosting the accuracy of hedonic pricing models," Econometric Institute Report EI 2005-50 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  45. Nierop, J.E.M. van & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005. "Retrieving unobserved consideration sets from household panel data," Econometric Institute Report EI 2005-49 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  46. Franses, Ph.H.B.F. & Paap, R., 2005. "Random-Coefficient periodic autoregression," Econometric Institute Report EI 2005-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  47. Franses, Ph.H.B.F. & Leij, M.J. van der & Paap, R., 2005. "A simple test for GARCH against a stochastic volatility," Econometric Institute Report EI 2005-41 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2004

  1. Pak, K. & Dekker, R., 2004. "Cargo Revenue Management: Bid-Prices for a 0-1 Multi Knapsack Problem," Research Paper ERS-2004-055-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  2. Porras Musalem, E. & Dekker, R., 2004. "On the efficiency of optimal algorithms for the joint replenishment problem: a comparative study," Econometric Institute Report EI 2004-33 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. Asperen, E. van & Dekker, R. & Polman, M. & Swaan Arons, H. de, 2004. "On the effect of ship arrival processes on jetty and storage capacity," Econometric Institute Report EI 2004-32 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Bayindir, Z.P. & Dekker, R. & Porras Musalem, E., 2004. "Determination of recovery effort for a probabilistic recovery system under various inventory control policies," Econometric Institute Report EI 2004-08 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Ochtman, G. & Dekker, R. & Asperen, E. van & Kusters, W., 2004. "Floating stocks in FMCG supply chains," Econometric Institute Report EI 2004-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Trimp, M.E. & Sinnema, S.M. & Dekker, R. & Teunter, R.H., 2004. "Optimise initial spare parts inventories: an analysis and improvement of an electronic decision tool," Econometric Institute Report EI 2004-52 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Budai-Balke, G. & Huisman, D. & Dekker, R., 2004. "Scheduling preventive railway maintenance activities," Econometric Institute Report EI 2004-41 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Asperen, E. van & Dekker, R. & Polman, M. & Swaan Arons, H. de, 2004. "Arrival processes in port modeling: insights from a case study," Econometric Institute Report EI 2004-16 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. P.H. Franses & D. Fok & D. van Dijk, 2004. "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings 267, Econometric Society.
  10. Karen Watkins & Dick van Dijk & Jaap Spronk, 2004. "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers 04-057/2, Tinbergen Institute. [Downloadable!]
  11. Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  12. Dick van Dijk, 2004. "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings 143, Econometric Society.
  13. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute. [Downloadable!]
  14. Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," Working Paper Series in Economics and Finance 561, Stockholm School of Economics, revised 04 Nov 2004.
  15. D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The Univeristy of Manchester. [Downloadable!]
  16. Michiel D. de Pooter & Rengert Segers, 2004. "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004 82, Society for Computational Economics.
  17. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004. "The effects of systemic crises when investors can be crisis ignorant," Research Paper ERS-2004-027-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  18. Huisman, D. & Wagelmans, A.P.M., 2004. "A solution approach for dynamic vehicle and crew scheduling," Econometric Institute Report EI 2004-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. Groot, S.W. de & Huisman, D., 2004. "Vehicle and crew scheduling: solving large real-world instances with an integrated approach," Econometric Institute Report EI 2004-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. Heuvel, W. van den & Borm, P. & Hamers, H., 2004. "Economic Lot-Sizing Games," Research Paper ERS-2004-088-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  21. Heuvel, W. van den, 2004. "On the complexity of the economic lot-sizing problem with remanufacturing options," Econometric Institute Report EI 2004-46 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. Heuvel, W. van den & Borm, P.E.M. & Hamers, H.J.M., 2004. "Economic lot-sizing games," Econometric Institute Report EI 2004-43 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. Naso, D. & Surico, M. & Turchiano, B. & Kaymak, U., 2004. "Genetic Algorithms in Supply Chain Scheduling of Ready-Mixed Concrete," Research Paper ERS-2004-096-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  24. Fok, D. & Dijk, D.J.C. van & Franses, Ph.H.B.F., 2004. "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Report EI 2004-44 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004. "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Report EI 2004-27 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Matteo Manera & Alessandro Lanza & Michael McAleer, 2004. "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers 2004.72, Fondazione Eni Enrico Mattei. [Downloadable!]
  27. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," HEI Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
  28. Pietersz, R. & Groenen, P.J.F., 2004. "Rank reduction of correlation matrices by majorization," Econometric Institute Report EI 2004-11 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  29. Groenen, P.J.F. & Koning, A.J., 2004. "Generalized bi-additive modelling for categorical data," Econometric Institute Report EI 2004-05 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  30. Groenen, P.J.F. & Velden, M. van de, 2004. "Multidimensional scaling," Econometric Institute Report EI 2004-15 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  31. Groenen, P.J.F. & Koning, A.J., 2004. "A new model for visualizing interactions in analysis of variance," Econometric Institute Report EI 2004-06 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  32. Rodney W. Strachan & Herman K. van Dijk, 2004. "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University. [Downloadable!]
  33. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester. [Downloadable!]
  34. Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University. [Downloadable!]
  35. Herman K. van Dijk & Andrew Harvey & Thomas Trimbur, 2004. "Cyclical components in economic time series: A Bayesian approach," Econometric Society 2004 Australasian Meetings 105, Econometric Society. [Downloadable!]
  36. Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University. [Downloadable!]
  37. Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society. [Downloadable!]
  38. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society. [Downloadable!]
  39. Oest, R.D. van & Paap, R., 2004. "Analyzing the effects of past prices on reference price formation," Econometric Institute Report EI 2004-36 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2003

  1. Eric Porras Musalem & Rommert Dekker, 2003. "Controlling Inventories in a Supply Chain," Tinbergen Institute Discussion Papers 03-012/4, Tinbergen Institute. [Downloadable!]
  2. Brito, M.P. de & Dekker, R. & Flapper, S.D.P., 2003. "Reverse Logistics - a review of case studies," Research Paper ERS-2003-012-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  3. Pak, K. & Dekker, R. & Kindervater, G.A.P., 2003. "Airline Revenue Management with Shifting Capacity," Research Paper ERS-2003-091-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  4. Brito, M.P. de & Dekker, R., 2003. "A Framework for Reverse Logistics," Research Paper ERS-2003-045-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  5. Asperen, E. van & Dekker, R. & Polman, M. & Swaan Arons, H. de & Waltman, L.R., 2003. "Arrival Processes for Vessels in a Port Simulation," Research Paper ERS-2003-067-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  6. Vromans, M.J.C.M. & Dekker, R. & Kroon, L.G., 2003. "Reliability and heterogeneity of railway services," Research Paper ERS-2003-090-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  7. Porras Musalem, E. & Dekker, R., 2003. "An efficient optimal solution method for the joint replenishment problem with minimum order quantities," Econometric Institute Report EI 2003-52 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. P.H.B.F. Franses, 2003. "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Report 310, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. R. Paap & P.H. Franses & D. van Dijk, 2003. "Does Africa grow slower than Asia and Latin America," Econometric Institute Report 311, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. D.J. Van Dijk & P.H. Franses, 2003. "Selecting a nonlinear time series model using weighted tests of equal forecast accuracy," Econometric Institute Report 315, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. P.M.M. Rodrigues & P.H. Franses, 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Report 318, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. A.J. Koning & P.H. Franses, 2003. "Did the incidence of high precipitation levels increase?," Econometric Institute Report 319, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. C.M. Hafner & P.H. Franses, 2003. "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Report 323, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. J. Kippers & P.H. Franses, 2003. "An empirical analysis of euro cash payments," Econometric Institute Report 330, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics. [Downloadable!]
  16. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003. "Modeling purchases as repeated events," Econometric Institute Report EI 2003-45 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. B. Siliverstovs & D.J. Van Dijk, 2003. "Forecasting industrial production with linear, nonlinear and structural change models," Econometric Institute Report 321, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  18. D R Osborn & M Sensier & D van Dijk, 2003. "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 39, Economics, The Univeristy of Manchester. [Downloadable!]
  19. M Sensier & D van Dijk, 2003. "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 36, Economics, The Univeristy of Manchester. [Downloadable!]
  20. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003. "Stress Testing with Student's t Dependence," Research Paper ERS-2003-056-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  21. D. Huisman & R. Freling & A.P.M. Wagelmans, 2003. "Multiple-depot integrated vehicle and crew scheduling," Econometric Institute Report 302, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003. "Combining Column Generation and Lagrangian Relaxation," Research Paper ERS-2003-092-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  23. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2003. "Multiple-Depot Integrated Vehicle and Crew Scheduling," Econometric Institute Report EI 2003-02 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. W. Van den Heuvel & A.P.M. Wagelmans, 2003. "A polynomial time algorithm for a deterministic joint pricing and inventory model," Econometric Institute Report 328, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. W. Van den Heuvel & A.P.M. Wagelmans, 2003. "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Report 329, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Heuvel, W. van den & Wagelmans, A.P.M., 2003. "A Geometric Algorithm to solve the NI/G/NI/ND Capacitated Lot-Sizing Problem in O(T^2) Time," Research Paper ERS-2003-066-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  27. Heuvel, W. van den & Wagelmans, A.P.M., 2003. "A note on a multi-period profit maximizing model for retail supply chain management," Research Paper ERS-2003-072-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  28. Heuvel, W. van den & Wagelmans, A.P.M., 2003. "A Polynomial Time Algorithm for a Deterministic Joint Pricing and Inventory Model," Research Paper ERS-2003-065-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  29. Kaymak, U., 2003. "A Lotting Method for Electronic Reverse Auctions," Research Paper ERS-2003-042-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  30. Berg, J. van den & Bergh, W.M. van den & Kaymak, U., 2003. "Financial Markets Analysis by Probabilistic Fuzzy Modelling," Research Paper ERS-2003-036-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  31. D. Fok & R. Paap, 2003. "Modeling category-level purchase timing with Brand-level marketing," Econometric Institute Report 320, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  32. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003. "Modeling Dynamic Effects of the Marketing Mix on Market Shares," Research Paper ERS-2003-044-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  33. Fok, D. & Paap, R., 2003. "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Report Revision_Date: 2009-07-2, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  34. Fok, D. & Dijk, D.J.C. van & Franses, Ph.H.B.F., 2003. "A multi-level panel smooth transition autoregression for US sectoral production," Econometric Institute Report EI 2003-43 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  35. Lee Kian Lim & Michael McAleer, 2003. "Convergence and Catching Up in ASEAN: A Comparative Analysis," CIRJE F-Series CIRJE-F-218, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  36. Robert L. Basmann & Michael McAleer & Daniel Slottje, 2003. "Patent Activity and Technical Change," CIRJE F-Series CIRJE-F-217, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  37. Felix Chan & Michael McAleer, 2003. "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series CIRJE-F-216, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  38. Dora Marinova & Michael McAleer, 2003. "Environmental Technology Strengths: International Rankings Based on US Patent Data," CIRJE F-Series CIRJE-F-204, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  39. Felix Chan & Dora Marinova & Michael McAleer, 2003. "Modelling the Asymmetric Volatility of Electronics Patents in the USA," CIRJE F-Series CIRJE-F-208, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  40. Baiding Hu & Michael McAleer, 2003. "Input-output Structure and Growth in China," CIRJE F-Series CIRJE-F-209, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  41. Peter Verhoeven & Michael McAleer, 2003. "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  42. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2003. "Asian Monetary Integration: A Structural VAR Approach," CIRJE F-Series CIRJE-F-212, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  43. Christine Lim & Michael McAleer, 2003. "Ecologically Sustainable Tourism Management," CIRJE F-Series CIRJE-F-206, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  44. John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003. "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  45. Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  46. Clinton Watkins & Michael McAleer, 2003. "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series CIRJE-F-213, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  47. Shiqing Ling & W. K. Li & Michael McAleer, 2003. "Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence," CIRJE F-Series CIRJE-F-207, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  48. Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  49. Christine Lim & Michael McAleer, 2003. "Modelling International Travel Demand from Singapore to Australia," CIRJE F-Series CIRJE-F-214, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  50. Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  51. P.J.F. Groenen & P. Giaquinto & H.A.L. Kiers, 2003. "Weighted majorization algorithms for weighted least squares decomposition models," Econometric Institute Report 314, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  52. Groenen, P.J.F., 2003. "Dynamische Meerdimensionele Schaling: Statistiek op de Kaart," Inaugural Address EIA-2003-15-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  53. Deun, K. van & Groenen, P.J.F., 2003. "Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi," Econometric Institute Report EI 2003-35 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  54. Groenen, P.J.F. & Giaquinto, P. & Kiers, H.A.L., 2003. "Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models," Econometric Institute Report EI 2003-09 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  55. R.W. Strachan & H.K. Van Dijk, 2003. "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Report 317, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  56. R.W. Strachan & H.K. Van Dijk, 2003. "The value of structural information in the VAR model," Econometric Institute Report 322, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  57. Harvey, A. & TTrimbur, T. & van Dijk, H., 2003. "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics 0302, Faculty of Economics, University of Cambridge. [Downloadable!]
  58. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2003. "Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods," Econometric Institute Report 327, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  59. F. Kleibergen & R. Paap, 2003. "Generalized reduced rank tests using the singular value decomposition," Econometric Institute Report 301, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  60. Paap, R. & Franses, Ph.H.B.F. & Dijk, D.J.C. van, 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Report EI 2003-07 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  61. Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Report EI 2003-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2002

  1. R. Dekker & M.B.M. de Koster & H. Van Kalleveen & K.J. Roodbergen, 2002. "Quick response practices at the warehouse of Ankor," Econometric Institute Report 266, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. O.L. Listes & R. Dekker, 2002. "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Report 270, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. M.P. de Brito & S.D.P. Flapper & R. Dekker, 2002. "Reverse logistics," Econometric Institute Report 272, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. M.P. de Brito & R. Dekker, 2002. "Reverse logistics - a framework," Econometric Institute Report 290, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. E. Porras Musalem & R. Dekker, 2002. "Controlling inventories in a supply chain," Econometric Institute Report 309, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Dekker, R. & Koster, M.B.M. de & Kalleveen, H. van & Roodbergen, K.J., 2002. "Quick Response Practices at the Warehouse of Ankor," Research Paper ERS-2002-19-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  7. Brito, M.P. de & Flapper, S.D.P. & Dekker, R., 2002. "Reverse logistics," Econometric Institute Report EI 2002-21 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Brito, M.P. de & Dekker, R., 2002. "Reverse logistics - a framework," Econometric Institute Report EI 2002-38 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Porras Musalem, E. & Dekker, R., 2002. "Controlling inventories in a supply chain: a case study," Econometric Institute Report EI 2002-53 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. Listes, O.L. & Dekker, R., 2002. "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Report EI 2002-17 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. P.H. Franses & D.J. van Dijk, 2002. "A simple test for PPP among traded goods," Econometric Institute Report 255, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. P.C. Verhoef & P.H. Franses, 2002. "On combining revealed and stated preferences to forecast customer behaviour," Econometric Institute Report 257, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. P.H. Franses, 2002. "From first submission to citation," Econometric Institute Report 260, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. N. Hyung & P.F. Franses, 2002. "Inflation rates," Econometric Institute Report 261, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. R. Paap & P.F. Franses, 2002. "Common large innovations across nonlinear time series," Econometric Institute Report 262, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. P.F. Franses & D.A. Patoir, 2002. "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Report 265, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. P.H. Franses & M. Cramer, 2002. "On the number of categories in an ordered regression model," Econometric Institute Report 267, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  18. P.H. Franses, 2002. "On the diffusion of scientific publications; the case of Econometrica 1987," Econometric Institute Report 268, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. B. Pelzer & R. Eisinga & P.H.B.F. Franses, 2002. "Ecological panel inference in repeated cross sections," Econometric Institute Report 273, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. P.H.B.F. Franses, 2002. "On modeling panels of time series," Econometric Institute Report 274, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  21. D. Fok & R. Paap & P.H. Franses, 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Report 289, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. Jonker, J-J. & Franses, Ph.H.B.F. & Piersma, N., 2002. "Evaluating Direct Marketing Campaigns: recent findings and future research topics," Research Paper ERS-2002-26-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  23. H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute. [Downloadable!]
  24. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2002. "An Empirical Study of Cash Payments," Tinbergen Institute Discussion Papers 02-075/4, Tinbergen Institute. [Downloadable!]
  25. Rutger van Oest & Philip Hans Franses & Richard Paap, 2002. "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers 02-097/4, Tinbergen Institute. [Downloadable!]
  26. Rutger van Oest & Richard Paap & Philip Hans Franses, 2002. "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers 02-124/4, Tinbergen Institute. [Downloadable!]
  27. G.E. Bijwaard, 2002. "Instrumental variable estimation for duration data," Econometric Institute Report 291, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. G.E. Bijwaard, 2002. "Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment," Econometrics 0204001, EconWPA. [Downloadable!]
  29. Bijwaard, G.E., 2002. "Instrumental variable estimation for duration data," Econometric Institute Report EI 2002-39 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  30. D.J. van Dijk & D.R. Osborn & M. Sensier, 2002. "Changes in variability of the business cycle in the G7 countries," Econometric Institute Report 282, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  31. Sensier, Marianne & Dick van Dijk, 2002. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002 164, Royal Economic Society. [Downloadable!]
  32. D van Dijk & D R Osborn & M Sensier, 2002. "Changes in variability of the business cycle in the G7 countries," The School of Economics Discussion Paper Series 0204, Economics, The University of Manchester. [Downloadable!]
  33. D van Dijk & D R Osborn & M Sensier, 2002. "Changes in Variability of the Business Cycle in the G7 Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 16, Economics, The Univeristy of Manchester. [Downloadable!]
  34. R. Freling & R.M. Lentink & L.G. Kroon & D. Huisman, 2002. "Shunting of passenger train units in a railway station," Econometric Institute Report 277, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  35. Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002. "Shunting of Passenger Train Units in a Railway Station," Research Paper ERS-2002-74-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  36. W. van den Heuvel & A.P.M. Wagelmans & -, 2002. "A note on ending inventory valuation in multiperiod production scheduling," Econometric Institute Report 276, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  37. Heuvel, W. van den & Wagelmans, A.P.M., 2002. "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," Research Paper ERS-2002-63-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  38. Wilco van den Heuvel & Albert P.M. Wagelmans, 2002. "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," Tinbergen Institute Discussion Papers 02-067/4, Tinbergen Institute. [Downloadable!]
  39. André van Stel & Shaastie Dielbandhoesing & David Storey & Wilco Heuvel van den, 2002. "Startup activity and employment growth in regions," Scales Research Reports H200108, EIM Business and Policy Research. [Downloadable!]
  40. Cornelissen, A.M.G. & Berg, J. van den & Koops, W.J. & Kaymak, U., 2002. "Eliciting Expert Knowledge for Fuzzy Evaluation of Agricultural Production Systems," Research Paper ERS-2002-108-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  41. Nierop, J.E.M. van & Fok, D. & Franses, Ph.H.B.F., 2002. "Sales Models For Many Items Using Attribute Data," Research Paper ERS-2002-65-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  42. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Report EI 2002-37 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  43. Clinton WATKINS & Michael McALEER, 2002. "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002 18, Society for Computational Economics. [Downloadable!]
  44. P.J.F. Groenen & M. Van de Velde, 2002. "Inverse correspondence analysis," Econometric Institute Report 283, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  45. Groenen, P.J.F. & Velden, M. van de, 2002. "Inverse correspondence analysis," Econometric Institute Report EI 2002-31 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  46. L.F. Hoogerheide & J.F. Kaashoek & H.K. Van Dijk, 2002. "Functional approximations to posterior densities," Econometric Institute Report 312, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  47. Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002. "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002 248, Society for Computational Economics.
  48. R. Paap & H.K. van Dijk, 2002. "Bayes estimates of Markov trends in possibly cointegrated series," Econometric Institute Report 295, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  49. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  50. A.C. Harvey & T.M. Trimbur & H.K. Van Dijk, 2002. "Cyclical components in economic time series," Econometric Institute Report 293, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  51. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.
  52. L. Bauwens & C.S. Bos & H.K. Van Dijk & R.D. Van Oest, 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Report 278, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  53. Franses, Ph.H.B.F. & Paap, R., 2002. "Common large innovations across nonlinear time series," Econometric Institute Report EI 2002-09 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  54. Paap, R. & Dijk, H.K. van, 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Report EI 2002-42 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2001

  1. A.I. Kokkinaki & R. Dekker & M.B.M. De Koster & C. Pappis, 2001. "From e-trash to e-treasure," Econometric Institute Report 214, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. O.L. Listes & R. Dekker, 2001. "Stochastic approaches for product recovery network design," Econometric Institute Report 217, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. M.P. de Brito & R. Dekker, 2001. "Modelling product returns in inventory control - exploring the validity of general assumptions," Econometric Institute Report 232, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. A.I. kokkinaki & R. Dekker & R. Lee & C. Pappis, 2001. "Integrating a web-based system with business processes in closed loop supply chains," Econometric Institute Report 233, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. P.J.M. Meersmans & R. Dekker, 2001. "Operations research supports container handling," Econometric Institute Report 234, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. R.H. Teunter & R. Dekker, 2001. "An easy derivation of the order level optimality condition for inventory systems with backordering," Econometric Institute Report 243, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Kokkinaki, A.I. & Dekker, R. & Lee, R. & Pappis, C.P., 2001. "Integrating a web-based system with business processes in closed loop supply chains," Econometric Institute Report EI 2001-31 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Brito, M.P. de & Dekker, R., 2001. "Modelling product returns in inventory control - exploring the validity or general assumptions," Econometric Institute Report EI 2001-27 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Listes, O.L. & Dekker, R., 2001. "Stochastic approaches for product recovery network design: a case study," Econometric Institute Report EI 2001-08 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. Kokkinaki, A.I. & Dekker, R. & Koster, M.B.M. de & Pappis, C.P., 2001. "From e-trash to e-treasure: how value can be created by the new e-business models for reverse logistics," Econometric Institute Report EI 2000-32/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. Meersmans, P.J.M. & Dekker, R., 2001. "Operations research supports container handling," Econometric Institute Report EI 2001-22 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. Teunter, R.H. & Dekker, R., 2001. "An easy derivation of the order optimality condition for inventory systems with backordering," Econometric Institute Report EI 2001-41 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. S.J. Koopman & P.H.B.F. Franses, 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Report 210, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. N. Hyung & P.H.B.F. Franses, 2001. "Structural breaks and long memory in US inflation rates," Econometric Institute Report 221, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. P.H. Franses & D. Van Dijk, 2001. "The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production," Econometric Institute Report 222, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. T.J. Vogelsang & P.H. Franses, 2001. "Testing for common deterministic trend slopes," Econometric Institute Report 224, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. B. Pelzer & R. Eisinga & P.H. Franses, 2001. "Inferring transition probabilities from repeated cross sections," Econometric Institute Report 228, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  18. P.H.B.F. Franses & M.J. van der Leij & R. Paap, 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Report 235, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. H.P. Boswijk & P.H. Franses, 2001. "Robust inference on average economic growth," Econometric Institute Report 252, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. 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. [Downloadable!]
  21. M. Sensier & D. Van Dijk, 2001. "Short-term volatility versus long-term growth," Econometric Institute Report 219, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. D. Van Dijk & D. Strikholm & T. Terasvirta, 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Report 220, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. N.R. Swanson & D.J.C. van Dijk, 2001. "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Report 230, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001. "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers 01-009/4, Tinbergen Institute. [Downloadable!]
  25. van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 16 May 2002. [Downloadable!]
  26. M Sensier & D van Dijk, 2001. "Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series," The School of Economics Discussion Paper Series 0103, Economics, The University of Manchester. [Downloadable!]
  27. M Sensier & D van Dijk, 2001. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 08, Economics, The Univeristy of Manchester. [Downloadable!]
  28. D. Huisman & R. Freling & A.P.M. Wagelmans, 2001. "A dynamic approach to vehicle scheduling," Econometric Institute Report 225, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  29. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2001. "A dynamic approach to vehicle scheduling," Research Paper ERS-2001-35-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  30. Potharst, R. & Kaymak, U. & Pijls, W.H.L.M., 2001. "Neural Networks for Target Selection in Direct Marketing," Research Paper ERS-2001-14-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  31. Kaymak, U. & Sousa, J.M., 2001. "Weighted Constraints in Fuzzy Optimization," Research Paper ERS-2001-19-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  32. Pijls, W.H.L.M. & Potharst, R. & Kaymak, U., 2001. "Pattern-Based Target Selection Applied to Fund Raising," Research Paper ERS-2001-56-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  33. Berg, J. van den & Bergh, W.M. van den & Kaymak, U., 2001. "Probabilistic and Statistical Fuzzy Set Foundations of Competitive Exception Learning," Research Paper ERS-2001-40-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  34. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Econometric Analysis of the Market Share Attraction Model," Research Paper ERS-2001-25-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  35. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice," Research Paper ERS-2001-47-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  36. Ling, S. & McAleer, M., 2001. "Regression Quantiles for Unstable Autoregressive Models," Papers 526, Osaka - Institute of Social and Economic Research.
  37. Koichi Maekawa & Michael McAleer & Zonglu He, 2001. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," ISER Discussion Paper 0538, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  38. Christine Lim & Michael McAleer, 2001. "Time Series Forecasts of International Tourism Demand for Australia," ISER Discussion Paper 0533, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  39. W. K. Li & Shiqing Ling & Michael McAleer, 2001. "A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors," ISER Discussion Paper 0545, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  40. Matteo Manera & Michael McAleer, 2001. "Testing Multiple Non-nested Factor Demand Systems," ISER Discussion Paper 0543, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  41. Shiqing Ling & Michael McAleer, 2001. "Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models," ISER Discussion Paper 0534, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  42. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  43. Felix Chan & Michael McAleer, 2001. "Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers," ISER Discussion Paper 0539, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  44. Shiqing Ling & Michael McAleer, 2001. "Asymptotic Theory for a Vector ARMA-GARCH Model," ISER Discussion Paper 0549, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  45. Shiqing Ling & Michael McAleer, 2001. "Stationarity and the Existence of Moments of a Family of GARCH Processes," ISER Discussion Paper 0535, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  46. Shiqing Ling & W. K. Li & Michael McAleer, 2001. "Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence," ISER Discussion Paper 0544, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  47. Christine Lim & Michael McAleer, 2001. "Modelling the Determinants of International Tourism Demand to Australia," ISER Discussion Paper 0532, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  48. Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  49. Ling, S. & McAleer, M., 2001. "Regression Quantiles for Unstable Autoregressive Models," ISER Discussion Paper 0526, Institute of Social and Economic Research, Osaka University. [Downloadable!]
  50. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers 01-017/4, Tinbergen Institute. [Downloadable!]
  51. L.F. Hoogerheide & H.K. Van Dijk, 2001. "Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration," Econometric Institute Report 212, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  52. 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. [Downloadable!]
  53. J.F. Kaashoek & H.K. Van Dijk, 2001. "Neural networks as econometric tool," Econometric Institute Report 213, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  54. R.H. Kleijn & H.K. Van Dijk, 2001. "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Report 236, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  55. Richard Kleijn & Herman K. van Dijk, 2001. "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers 01-105/4, Tinbergen Institute. [Downloadable!]
  56. Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A., 2001. "Modeling Potentially Time-Varying Effects of Promotions on Sales," Research Paper ERS-2001-05-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  57. Donkers, A.C.D. & Jonker, J-J. & Franses, Ph.H.B.F. & Paap, R., 2001. "Deriving Target Selection Rules from Endogenously Selected Samples," Research Paper ERS-2001-68-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  58. Franses, Ph.H.B.F. & Leij, M.J. van der & Paap, R., 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Report EI 2001-34 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2000

  1. Diecidue, E. & Wakker, P.P., 2000. "Comonotonic book-making with nonadditive probabilities," Discussion Paper 76, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Diecidue, E. & Wakker, P.P., 2000. "On the intuition of rank-dependent utility," Discussion Paper 74, Tilburg University, Center for Economic Research. [Downloadable!]
  3. Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000. "A theory of the gambling effect," Discussion Paper 75, Tilburg University, Center for Economic Research. [Downloadable!]
  4. H.G. Neddermeijer & G.J. van Oortmarssen & N. Piersma & R. Dekker, 2000. "A framework for response surface methodology for simulation optimization," Econometric Institute Report 192, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. H.G. Neddermeijer & G.J. van Oortmarssen & N. Piersma & R. Dekker, 2000. "Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models," Econometric Institute Report 199, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. D. Vlachos & R. Dekker, 2000. "Return handling options and order quantities for single period products," Econometric Institute Report 203, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Vlachos, D. & Dekker, R., 2000. "Return handling options and order quantities for single period products," Econometric Institute Report EI 2000-29/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Neddermeijer, H.G. & Oortmarssen, G.J. van & Piersma, N. & Dekker, R. & Habbe, J.D.F., 2000. "Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models," Econometric Institute Report EI 2000-22/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Neddermeijer, H.G. & Oortmarssen, G.J. van & Piersma, N. & Dekker, R., 2000. "A framework for response surface methodology for simulation optimization," Econometric Institute Report EI 2000-14/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000. "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers 00-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. M. Loef & P.H.B.F. Franses, 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Report 183, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. D.J.C. van Dijk & P.H.B.F. Franses & H.P. Boswijk, 2000. "Asymmetric and common absorption of shocks in nonlinear autoregressive models," Econometric Institute Report 184, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. P.H.B.F. Franses & P. de Bruin & D.J.C. van Dijk, 2000. "Seasonal smooth transition autoregression," Econometric Institute Report 185, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. J.J.J. Jonker & R. Paap & P.H.B.F. franses, 2000. "Modeling charity donations target selection, response time and gift size," Econometric Institute Report 186, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. D. van Dijk & T. Terasvirta & P.H. Franses, 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Report 200, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report 204, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. H. Peter Boswijk & Philip Hans Franses & Dick van Dijk, 2000. "Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models," Econometric Society World Congress 2000 Contributed Papers 0765, Econometric Society. [Downloadable!]
  18. Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," Working Paper Series in Economics and Finance 350, Stockholm School of Economics. [Downloadable!]
  19. van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001. [Downloadable!]
  20. Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics. [Downloadable!]
  21. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
  22. R. Freling & D. Huisman & A.P.M. Wagelmans, 2000. "Models and algorithms for integration of vehicle and crew scheduling," Econometric Institute Report 189, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. R. Freling & D. Huisman & A.P.M. Wagelmans, 2000. "Applying an integratd approach to vehicle and crew scheduling in practice," Econometric Institute Report 194, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000. "Applying an Integrated Approach to Vehicle and Crew Scheduling in Practice," Research Paper ERS-2000-31-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  25. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000. "Models and algorithms for Integration of Vehicle and Crew Scheduling," Research Paper ERS-2000-14-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  26. Setnes, M. & Kaymak, U., 2000. "Fuzzy Modeling of Client Preference in Data-Rich Marketing Environments," Research Paper ERS-2000-49-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  27. Kaymak, U. & Setnes, M., 2000. "Extended Fuzzy Clustering Algorithms," Research Paper ERS-2000-51-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  28. Fok, D. & Franses, Ph.H.B.F., 2000. "Forecasting Market Shares from Models for Sales," Research Paper ERS-2000-03-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  29. C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report 201, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  30. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society. [Downloadable!]
  31. N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute. [Downloadable!]
  32. J.F. Kaashoek & H.K. Van Dijk, 2000. "Neural networks as econometric tool," Econometric Institute Report 205, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  33. C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000. "On the variation of hedging decisions in daily currency risk management," Econometric Institute Report 206, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  34. K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
  35. Nierop, J.E.M. van & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000. "Modeling Unobserved Consideration Sets for Household Panel Data," Research Paper ERS-2000-42-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  36. R. Paap & E. van Nierop & H.J. van Heerde & M. Wedel, 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Report 209, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  37. F. Kleibergen & R. Kleijn & R. Paap, 2000. "The Bayesian score statistic," Econometric Institute Report 193, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  38. Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute. [Downloadable!]
  39. Jonker, J-J. & Paap, R. & Franses, Ph.H.B.F., 2000. "Modeling charity donations: target selection, response time and gift size," Econometric Institute Report EI 2000-07/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  40. Dijk, D.J.C. van & Franses, Ph.H.B.F. & Paap, R., 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report EI 2000-30/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  41. Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000. "The Bayesian Score Statistic," Econometric Institute Report EI ; ECONOMETRIC INSTITUT, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  42. Paap, R. & Nierop, J.E.M. van & Heerde, H.J. van & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Report EI 2000-33/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    1999

  1. R. Korporaal & R. Dekker & A. Ridder & P. Kloprogge, 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Report 110, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. H.G. Neddermeijer & N. Piersma & G.J. van Oortmarssen & J.D.F. Habbema & R. Dekker, 1999. "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Report 157, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. K.-P. Aronis & I. Magou & R. Dekker & G. Tagaras, 1999. "Inventory control of spare parts using a Bayesian approach," Econometric Institute Report 173, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. A.T. Kokkinaki & R. Dekker & J. Nunen van & C. Pappis, 1999. "An explanatory study on electronic commerce for reverse logistics," Econometric Institute Report 174, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Aronis, K-P. & Magou, I. & Dekker, R. & Tagaras, G., 1999. "Inventory control of spare parts using a Bayesian approach: a case study," Econometric Institute Report EI 9950-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Voogd, P. & Dekker, R. & Meersmans, P.J.M., 1999. "Famas-NewCon: A generator program for stacking in the reference case," Econometric Institute Report EI 9943-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Korporaal, R. & Ridder, A. & Kloprogge, P. & Dekker, R., 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Report EI 9909-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Neddermeijer, H.G. & Piersma, N. & Oortmarssen, G.J. van & Habbema, J.D.F. & Dekker, R., 1999. "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Report EI 9924-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Kokkinaki, A.I. & Dekker, R. & Nunen, J.A.E.E. van & Pappis, C.P., 1999. "An explanatory study on electronic commerce for reverse logistics," Econometric Institute Report EI 9951-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. B. Hobijn & Ph.H.B.F. Franses, 1999. "Are Living Standards Converging?," Econometric Institute Report 105, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. Ph.H.B.F. Franses & R.M. Kunst, 1999. "Testing common deterministic seasonality, with an application to industrial production," Econometric Institute Report 106, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. F.R. Kleibergen & Ph.H.B.F. Franses, 1999. "Cointegration in a periodic vector autoregression," Econometric Institute Report 107, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. R. Paap & Ph.H.B.F. Franses, 1999. "Does the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Report 108, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. M.P. Clements & Ph.H.B.F. Franses & J. Smith, 1999. "On SETAR non-linearity and forecasting," Econometric Institute Report 141, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Ph.H.B.F. Franses, 1999. "How to deal with intercept and trend in practical cointegration analysis?," Econometric Institute Report 144, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. Ph.H.B.F. Franses & P.T. de Bruin, 1999. "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Report 152, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. R.M. Kunst & Ph.H.B.F. Franses, 1999. "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Report 153, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  18. F. Carsoule & Ph.H.B.F. Franses, 1999. "Monitoring structural change in variance, with an application to European nominal exchange rate volatility," Econometric Institute Report 154, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. Ph.H.B.F. Franses & D.J.C. van Dijk, 1999. "Outlier detection in the GARCH (1,1) model," Econometric Institute Report 155, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. Ph.H.B.F. Franses & R. Paap, 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report 156, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  21. D. Fok & P.H.B.F. Franses & J.S. Cramer, 1999. "Ordered logit analysis for selectively sampled data," Econometric Institute Report 159, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  22. F. Carsoule & P.H.B.F. Franses, 1999. "Monitoring time-varying parameters in an autoregression," Econometric Institute Report 165, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. M. Cramer & P.H.B.F. Franses & E. Slagter, 1999. "Censored regression analysis in large samples with many zero observations," Econometric Institute Report 169, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. P. Rothman & D.J.C. van Dijk & P.H.B.F. Franses, 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Report 170, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  25. D. Fok & P.H.B.F. Franses, 1999. "Impulse-response analysis of the market share attraction model," Econometric Institute Report 178, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  26. Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999. "SETS, Arbitrage Activity, and Stock Price Dynamics," Tinbergen Institute Discussion Papers 99-003/4, Tinbergen Institute. [Downloadable!]
  27. J.S. Cramer & P.H. Franses, 1999. "Omitting Superfluous Nonrespondent Observations in Binary Response Analysis," Tinbergen Institute Discussion Papers 99-014/4, Tinbergen Institute.
  28. Franses, PH.H.B.F., 1999. "On the Interpretation of Seasonally Adjusted Data," Papers 9901, Erasmus University of Rotterdam - Econometric Institute.
  29. Franses, Ph.H.B.F., 1999. "How to Deal with Intercept adn Trend in Practical Cointegration Analysis?," Papers 9903/a, Erasmus University of Rotterdam - Econometric Institute.
  30. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing Common Deterministic Seasonality, with an Application to Industrial Production," Papers 9905/a, Erasmus University of Rotterdam - Econometric Institute.
  31. Franses, Ph.H.B.F. & Kleibergen, F.R., 1999. "Cointegration in a Periodic Vector Autoregression," Papers 9906/a, Erasmus University of Rotterdam - Econometric Institute.
  32. Franses, Ph.H.B.F. & Paap, R., 1999. "Do the US and Canada Have a Common Nonlinear Cycle in Unemployment?," Papers 9907/a, Erasmus University of Rotterdam - Econometric Institute.
  33. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing for Converging Deterministic Seasonal Variation in European Industrial Production," Papers 9917/a, Erasmus University of Rotterdam - Econometric Institute.
  34. Franses, Ph.H.B.F. & Bruin, P.T.de., 1999. "Seasonal Adjustment and Business Cycle in Unemployment," Papers 9923/a, Erasmus University of Rotterdam - Econometric Institute.
  35. Carsoule, F. & Franses, P.H., 1999. "Monitoring Structural Change in Variance, with an Application to European Nominal Exchange Rate Volatility," Papers 9925/a, Erasmus University of Rotterdam - Econometric Institute.
  36. Franses, P.H. & Van Dijk, D., 1999. "Outlier Detection in the GARCH(1,1) Model," Papers 9926/a, Erasmus University of Rotterdam - Econometric Institute.
  37. Franses, P.H. & Paap, R., 1999. "Forecasting with Period Autoregressive Time Series Models," Papers 9927/a, Erasmus University of Rotterdam - Econometric Institute.
  38. Franses, Ph.H. & Fok, D. & Cramer, M., 1999. "Ordered Logit Analysis for Selectively Sampled Data," Papers 9933/a, Erasmus University of Rotterdam - Econometric Institute.
  39. Rothman, P. & van Dijk, D. & Franses, P.H., 1999. "A Multivariate STAR Analysis of the Raltionship Between Money and Output," Papers 9945/a, Erasmus University of Rotterdam - Econometric Institute.
  40. Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 9913, East Carolina University, Department of Economics. [Downloadable!]
  41. A.M.R. Taylor & D.J.C. van Dijk, 1999. "Testing for stochastic unit roots - Some Monte Carlo evidence," Econometric Institute Report 149, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  42. R.P. Berben & D. van Dijk, 1999. "Unit roots and asymetric adjustment - a reassessment," Econometric Institute Report 101, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  43. Fok, D. & Franses, Ph.H.B.F., 1999. "Impulse-response analysis of the market share attraction model," Econometric Institute Report EI 9955-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  44. Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S., 1999. "Ordered logit analysis for selectively sampled data," Econometric Institute Report EI 9933-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  45. N Terui & HK van Dijk, 1999. "Combined forecasts from linear and nonlinear time series models," Econometric Institute Report 172, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  46. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Papers 9936/a, Erasmus University of Rotterdam - Econometric Institute.
  47. C.S. Bos & R.J. Mahieu & H.K. van Dijk, 1999. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report 164, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  48. G. Koop & H.K. van Dijk, 1999. "Testing for integration using evolving trend and seasonal models A Bayesian approach," Econometric Institute Report 163, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  49. Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute. [Downloadable!]
  50. R. Paap & H.K. van Dijk, 1999. "Bayes estimates of Markov trends in possibly cointegrated series - an application to US consumption and income," Econometric Institute Report 111, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  51. Van Dijk, H.K. & Koop, G., 1999. "Testing for Integration Using Evolving Trend and Seasonals Models : A Bayesian Approach," Papers 9934/a, Erasmus University of Rotterdam - Econometric Institute.
  52. J.F. Kaashoek & H.K. van Dijk, 1999. "Neural networks analysis of varying trends in real exchange rates," Econometric Institute Report 143, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  53. Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute. [Downloadable!]
  54. 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. [Downloadable!]
  55. L. Bauwens & C.S. Bos & H.K. van Dijk, 1999. "Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk," Econometric Institute Report 167, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  56. 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. [Downloadable!]
  57. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," CORE Discussion Papers 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  58. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report EI 9927-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  59. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Report EI 9907-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    1998

  1. Chateauneuf, A. & Wakker, P., 1998. "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications 98.51, Université Panthéon-Sorbonne (Paris 1).
  2. Moritz Fleischmann & Roelof Kuik & Rommert Dekker, 1998. "Controlling Inventories with Stochastic Item Returns: A Basic Model," Tinbergen Institute Discussion Papers 98-100/4, Tinbergen Institute.
  3. Melchiors, Ph. & Dekker, R. & Kleijn, M.J., 1998. "Inventory rationing in an (s, Q) inventory model with lost sales a two demand classes," Econometric Institute Report EI 9837 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Kleijn, M.J. & Dekker, R., 1998. "An overview of inventory systems with several demand classes," Econometric Institute Report EI 9838 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. 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. [Downloadable!]
  6. Philip Hans Franses & Dick van Dijk & André Lucas, 1998. "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers 98-057/4, Tinbergen Institute. [Downloadable!]
  7. Bos, C.S. & Franses, P.H. & Ooms, M., 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Papers 9811/a, Erasmus University of Rotterdam - Econometric Institute.
  8. Franses, P.H. & Neele, J. & van Dijk, D., 1998. "Forecasting Volatility with Switching Persistence GARCH Models," Papers 9819/a, Erasmus University of Rotterdam - Econometric Institute.
  9. Franses, P.H. & Kunst, R.M., 1998. "On the Role of Seasonal Intercepts in Seasonal Cointegration," Papers 9820/a, Erasmus University of Rotterdam - Econometric Institute.
  10. De Bruin, P. & Franses, P.H., 1998. "On Data Transformations and Evidence of Nonlinearity," Papers 9823/a, Erasmus University of Rotterdam - Econometric Institute.
  11. Franses, P.H. & Neele, J. & van Dijk, D., 1998. "Modeling Asymmetric Volatility in Weekly Dutch Temperature Data," Papers 9840/a, Erasmus University of Rotterdam - Econometric Institute.
  12. Paap, R. & Franses, P.H., 1998. "Modeling Asymmetric Persistence Over Business Cycle," Papers 9852/a, Erasmus University of Rotterdam - Econometric Institute.
  13. Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-employment Bonus Experiment," Tinbergen Institute Discussion Papers 98-096/4, Tinbergen Institute. [Downloadable!]
  14. Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-Employment Bonus Experiment," Economics Working Paper Archive 412, The Johns Hopkins University,Department of Economics.
  15. R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. van Dijk, D. & Berben, R.P., 1998. "Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression?," Papers 9814/a, Erasmus University of Rotterdam - Econometric Institute.
  17. Frank Kleibergen & Herman K. van Dijk, 1998. "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute. [Downloadable!]
  18. Herman K. van Dijk, 1998. "Some Remarks on the Simulation Revolution in Bayesian Econometric Inference," Tinbergen Institute Discussion Papers 98-117/4, Tinbergen Institute.
  19. J.F. Kaashoek & H.K. van Dijk, 1998. "A Simple Strategy to Prune Neural Networks with an Application to Economic Time Series," Econometric Institute Report 103, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. 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. [Downloadable!]
  21. Paap, R. & Kleibergen, F., 1998. "Prior, Posterios and Bayes Factors for Bayesian Analysis of Cointegration," Papers 9821/a, Erasmus University of Rotterdam - Econometric Institute.
  22. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Report EI 9821 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  23. Franses, Ph.H.B.F. & Paap, R., 1998. "Modelling asymmetric persistence over the business cycle," Econometric Institute Report EI 9852 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  24. Franses, Ph.H.B.F. & Paap, R., 1998. "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Report EI 9841 Revision_Date: 20, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    1997

  1. De Waegenaere, A. & Wakker, P., 1997. "Choquet integrals with respect to non-monotonic set functions," Discussion Paper 44, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Frenk, J.B.G. & Kleijn, M.J. & Dekker, R., 1997. "An efficient algorithm for a generalized joint replenishment problem," Econometric Institute Report 40, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. J.B.G. Frenk & M.J. Kleijn & R. Dekker, 1997. "An Efficient Algorithm for a Generalized Joint Replenishment Problem," Tinbergen Institute Discussion Papers 97-026/4, Tinbergen Institute. [Downloadable!]
  4. Marcel J. Kleijn & Rommert Dekker, 1997. "Using Break Quantities for Tactical Optimisation in Multistage Distribution Systems," Tinbergen Institute Discussion Papers 97-094/4, Tinbergen Institute. [Downloadable!]
  5. R. Dekker & J.B.G. Frenk & M.J. Kleijn & A.G. de Kok, 1997. "On the Newsboy Model with a Cutoff Transaction Size," Tinbergen Institute Discussion Papers 97-113/4, Tinbergen Institute. [Downloadable!]
  6. R. Dekker & R.M. Hill & M.J. Kleijn, 1997. "On the (S-1, S) Lost Sales Inventory Model with Priority Demand Classes," Tinbergen Institute Discussion Papers 97-114/4, Tinbergen Institute. [Downloadable!]
  7. Rommert Dekker & Raymond Ph. Plasmeijer & Jan H. Swart, 1997. "Evaluation of a New Maintenance Concept for the Preservation of Highways," Tinbergen Institute Discussion Papers 97-129/4, Tinbergen Institute. [Downloadable!]
  8. dekker, R. & Scarf, P.A., 1997. "On the Impact of Optimisation Models in Maintenance Decision Making: A State of the Art," Papers 9730/a, Erasmus University of Rotterdam - Econometric Institute.
  9. Dekker, R. & Plasmeijer, R.P.H. & Swart, J.GH., 1997. "Evaluation of a New Maintenance Concept for the Preservation of Highways," Papers 9747, Erasmus University of Rotterdam - Econometric Institute.
  10. Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & Kok, A.G. de, 1997. "On the newsboy model with a cutoff transaction size," Econometric Institute Report EI 9736-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. Kleijn, M.J. & Dekker, R., 1997. "Using break quantities for tactical optimisation in multistage distribution systems," Econometric Institute Report EI 9737-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. Frenk, J.B.G. & Kleijn, M.J. & Dekker, R., 1997. "An efficient algorithm for a generalized joint replenishment problem," Econometric Institute Report EI 9701-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. Dijk, Dick van & Franses, Philip Hans, 1997. "Nonlinear error-correction models for interest rates in the Netherlands," Econometric Institute Report 41, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. Franses, Philip Hans & Dijk, Dick van, 1997. "Do we often find ARCH because of neglected outliers ?," Econometric Institute Report 42, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1997. "Convergence and persistance of left-right political orientations in the Netherlands 1978-1995," Econometric Institute Report 43, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. H. Peter Boswijk & Philip Hans Franses, 1997. "Common Persistence in Nonlinear Autoregressive Models," Tinbergen Institute Discussion Papers 97-003/4, Tinbergen Institute.
  17. Franses, Philip Hans & Lucas, Andr‚, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  18. Boswijk, H.P. & Franses, P.H., 1997. "Common Persistence in Nonlinear Autoregressive Models," Papers 9702/a, Erasmus University of Rotterdam - Econometric Institute.
  19. Van Dijk, D. & Franses, P.H., 1997. "Nonlinear Error-Correction Models for Interest rates in the Netherlands," Papers 9704/a, Erasmus University of Rotterdam - Econometric Institute.
  20. Van Dijk, D. & Franses, P.H., 1997. "Do We Often Find ARCH Because of Neglected Outliers?," Papers 9706/a, Erasmus University of Rotterdam - Econometric Institute.
  21. Franses, P.H. & Taylor, A.M.R., 1997. "Determining the order of Differencing in Seasonal Time Series Processes," Papers 9712/a, Erasmus University of Rotterdam - Econometric Institute.
  22. Franses, P.H. & Arno, M.A. & Hobijn, R., 1997. "Are Many Current Seasonally Adjusted Data Downward Biased?," Papers 9717/a, Erasmus University of Rotterdam - Econometric Institute.
  23. Hobijn, B. & Franses, P.H., 1997. "Asymptotically Perfect and Relative Convergence of productivity," Papers 9725/a, Erasmus University of Rotterdam - Econometric Institute.
  24. Van Dijk, D. & Franses, P.H., 1997. "Modelling Multiple Regimes in the Business Cycle," Papers 9734/a, Erasmus University of Rotterdam - Econometric Institute.
  25. Franses, P.H. & Kleibergen, F., 1997. "Cointegration in Multivariate Periodic Time Series Models," Papers 9745/a, Erasmus University of Rotterdam - Econometric Institute.
  26. F. Kleibergen & H.K. van Dijk & J.-P. Urbain, 1997. "Oil price shocks and long run price and import demand behavior," Econometric Institute Report 151, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  27. Kleibergen, F. & Van Dijk, H.K., 1997. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Papers 9714/a, Erasmus University of Rotterdam - Econometric Institute.
  28. Johan F. Kaashoek & Herman K. van Dijk, 1997. "A Simple Strategy to prune Neural Networks with an Application to Economic Time Series," Tinbergen Institute Discussion Papers 97-123/4, Tinbergen Institute. [Downloadable!]
  29. Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute. [Downloadable!]
  30. Frank Kleibergen & Richard Paap, 1997. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Tinbergen Institute Discussion Papers 97-007/4, Tinbergen Institute.

    1996

  1. Sarin, R. & Wakker, P., 1996. "A single-stage approach to Anscombe and Aumann's expected utility," Discussion Paper 45, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Dekker, R. & Kleijn, M.J. & Rooy, P.J. de, 1996. "A spare parts stocking policy based on equipment criticality," Econometric Institute Report 16, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A unified treatment of single component replacement models," Econometric Institute Report 24, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A note on the marginal cost approach in maintenance," Econometric Institute Report 25, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Dekker, Rommert & Duyn Schouten, Frank van der & Wildeman, Ralph, 1996. "A review of multi-component maintenance models with economic dependence," Econometric Institute Report 28, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Dekker, Rommert & Frenk, J.B.G. & Wildeman, R.E., 1996. "An efficient optimal solution method for the joint replenishment problemm," Econometric Institute Report 29, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Dekker, R. & Kleijn, M.J. & Kok, A.G. de, 1996. "The break quantity rule in a 1-warehouse, N-retailers distribution system," Econometric Institute Report 34, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Wildeman, Ralph E. & Dekker, Rommert, 1996. "Dynamic influence in multi-component maintenance," Econometric Institute Report 58, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  9. Rommert Dekker & J. Robert van der Meer & Raymond Ph. Plasmeijer & Ralph E. Wildeman & Jacco J. de Bruin, 1996. "Maintenance of Light Standards, a Case-Study," Tinbergen Institute Discussion Papers 96-166/9, Tinbergen Institute. [Downloadable!]
  10. Wildeman, R.E. & Dekker, R., 1996. "Dynamic Influences in Multi-Component Maintenance," Econometric Institute Report EI 9630-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  11. Dekker, R. & Kleijn, M.J. & Kok, A.G. de, 1996. "The break quantity rule in a 1-warehouse, N-retailers distribution system," Econometric Institute Report EI 9624-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  12. Dekker, R. & Duyn Schouten, F.A. van der & Wildeman, R.E., 1996. "A Review of Multi-Component Maintenance Models with Economic Dependence," Econometric Institute Report EI 9605-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  13. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A unified treatment of single component replacement models," Econometric Institute Report EI 9602-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  14. Dekker, R. & Kleijn, M.J. & Rooij, P.J. de, 1996. "A spare parts stocking policy based on equipment criticality," Econometric Institute Report EI 9625-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  15. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A note on the marginal cost approach in maintenance," Econometric Institute Report EI 9603-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  16. Boswijk,P. & Franses,P.H. & Haldrup,N., 1996. "Multiple Unit Roots in Periodic Autoregression," Economics Working Papers 1996-2, School of Economics and Management, University of Aarhus.
  17. H. Peter Boswijk & Philip Hans Franses, 1996. "Common Persistence in Nonlinear Autoregressive Models," University of California at San Diego, Economics Working Paper Series 96-10, Department of Economics, UC San Diego. [Downloadable!]
  18. Arino, Miguel A. & Franses, Philip Hans, 1996. "Forecasting the levels of vector autoregressive log-transformed time series," Econometric Institute Report 52, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  19. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for smooth transition nonlinearity in the presence of outliers," Econometric Institute Report 56, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  20. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for ARCH in the presence of additive outliers," Econometric Institute Report 59, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  21. Philip Hans Franses & Robert M. Kunst, 1996. "On the Role of Seasonal Intercepts in Seasonal Cointegration," Tinbergen Institute Discussion Papers 96-175/7, Tinbergen Institute.
  22. Franses, P.H. & Kloek, T. & Lucas, A., 1996. "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Papers 9646/a, Erasmus University of Rotterdam - Econometric Institute.
  23. Franses, P.H. & Koop, G., 1996. "On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations," Papers 9648/a, Erasmus University of Rotterdam - Econometric Institute.
  24. Franses, P.H. & Van Homelen, P., 1996. "On Forecasting Exchange Rates Using Neutral Networks," Papers 9650/a, Erasmus University of Rotterdam - Econometric Institute.
  25. Van Dijk, D. & Franses, P.H. & Lucas, A., 1996. "Testing for ARCH in the Presence of Additive Outliners," Papers 9659/a, Erasmus University of Rotterdam - Econometric Institute.
  26. Gary Koop & Herman K. van Dijk, 1996. "Bayesian Analysis of Stochastic Trends in Structural Time Series Models," Tinbergen Institute Discussion Papers 96-176/7, Tinbergen Institute.
  27. Kleibergen, Frank & Paap, Richard, 1996. "Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration," Econometric Institute Report 37, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  28. Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Report EI 9668-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    1995

  1. Wildeman, R.E. & Dekker, R. & Smit, A.C.J.M., 1995. "A dynamic policy for grouping maintenance activities," Econometric Institute Report 17, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  2. Dekker, R., 1995. "A general approach for the coordination of maintenance frequencies," Econometric Institute Report 18, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. Dekker, Rommert, 1995. "On the use of break quantities in multi--echelon distribution systems," Econometric Institute Report 23, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  4. Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & Piersma, N. & Kok, T.G. de, 1995. "On the use of break quantities in multi--echelon distribution systems," Econometric Institute Report EI 9548-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. Wildeman, R.E. & Dekker, R. & Smit, A.C.J.M., 1995. "A Dynamic Policy for Grouping Maintenance Activities," Econometric Institute Report EI 9537-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Dekker, R. & Frenk, J.B.G. & Wildeman, R.E., 1995. "An Efficient Optimal Solution Method for the Joint Replenishment Problem," Econometric Institute Report EI 9542-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. Dekker, R. & Egmond, R. van & Frenk, J.B.G. & Wildeman, R.E., 1995. "A General Approach for the Coordination of Maintenance Frequencies," Econometric Institute Report EI 9539-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  8. Peter Boswijk & Philip Hans Franses & Niels Haldrup, 1995. "Multiple Unit Roots in Periodic Autoregression," University of California at San Diego, Economics Working Paper Series 95-44, Department of Economics, UC San Diego.
  9. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1995. "Baysian analysis of seasonal unit roots and seasonal mean shifts," Econometric Institute Report 57, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  10. Franses, H.P. & Van Thull, O., 1995. "Forecatsing Stock Market Volatility Using (Nonlinear) GARCH Models," Papers 9505/a, Erasmus University of Rotterdam - Econometric Institute.
  11. Franses, P.H. & McAleer, M., 1995. "Testing for Unit Roots and Non-Linear Transformations," Papers 9507/a, Erasmus University of Rotterdam - Econometric Institute.
  12. Franses, P.H. & Draisma, G., 1995. "Recognizing Changing Seasonal Patterns Using Artificial Neural Networks," Papers 9514/a, Erasmus University of Rotterdam - Econometric Institute.
  13. Kleibergen, F. & Franses, P.H., 1995. "Direct Cointegration Testing in Periodic Vector Autoregressive Models," Papers 9518/a, Erasmus University of Rotterdam - Econometric Institute.
  14. Franses, P.H. & Hoek, H. & Paap, R., 1995. "Baysian Analysis of Seasonal , Unit Roots and Seasonal Mean Shifts," Papers 9527/a, Erasmus University of Rotterdam - Econometric Institute.
  15. Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers 9510, Tilburg - Center for Economic Research.
  16. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995. "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Report EI 9527-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    1994

  1. Archibald, T.W. & Dekker, R., 1994. "Modified Block Replacement for Multiple Component Systems," Papers 9412-a, Erasmus University of Rotterdam - Econometric Institute.
  2. Wildeman, R.E. & Dekker, R. & Smit, A.C.J.M., 1994. "Combining Maintenance Activities in an Operational Planning Phase: a Dynamic Programming Approach," Papers 9424-a, Erasmus University of Rotterdam - Econometric Institute.
  3. Coolen, F.P.A. & Dekker, R., 1994. "Analysis of a 2-Phase Model for Optimization of Condition Monitoring Intervals," Papers 9428-a, Erasmus University of Rotterdam - Econometric Institute.
  4. Van Der Laan, E. & Dekker, R. & Salomon, M. & Ridder, A., 1994. "An (sQ) Inventory Model with Remanufacturing and Disposel," Papers 9432-a, Erasmus University of Rotterdam - Econometric Institute.
  5. Dekker, R. & Wildeman, R.E. & Van Egmond, R., 1994. "Joint Replacement in an Operational Planning Phase," Papers 9438-a, Erasmus University of Rotterdam - Econometric Institute.
  6. Dekker, R. & Smith, M.A.J., 1994. "Preventive Maintenance in a 1 out of n System: The Uptime, Downtime of Costs," Papers 9440-a, Erasmus University of Rotterdam - Econometric Institute.
  7. Philip Hans Franses, 1994. "Multi-Step Forecast Error Variances for Periodically Integrated Time Series," University of California at San Diego, Economics Working Paper Series 94-01, Department of Economics, UC San Diego.
  8. Franses, P.H. & Ooms, M., 1994. "Forecasting Changing Seasonal Components Using Periodic Correlations," Papers 9401-a, Erasmus University of Rotterdam - Econometric Institute.
  9. Franses, P.H. & McAleer, M., 1994. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers 9402-a, Erasmus University of Rotterdam - Econometric Institute.
  10. Franses, P.H., 1994. "The Effects of Seasonally Adjusting a Periodic Autoregressive Process," Papers 9405-a, Erasmus University of Rotterdam - Econometric Institute.
  11. Franses, P.H., 1994. "Dating Turning Points when Seasons and Stochastic Trend Are Interdependent," Papers 9411-a, Erasmus University of Rotterdam - Econometric Institute.
  12. Franses, P.H. & Paap, R., 1994. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Papers 9439-a, Erasmus University of Rotterdam - Econometric Institute.
  13. Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994. "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers 1994-16, Monash University, Department of Econometrics and Business Statistics.
  14. Kleibergen, F. & Urbain, J.P. & Van Dijk, H.K., 1994. "A Cointegration Study of Aggregate Imports Using Likelihood Based Testing Principles," Papers 9416-a, Erasmus University of Rotterdam - Econometric Institute.

    1993

  1. Strusevich, V.A. & Van de Waart & Dekker, R., 1993. "Worst-Case Analysis of Heuristic Algorithms for Two-Machine Open Shop Scheduling Problem with Route-Dependent Processing Times," Papers 9318-a, Erasmus University of Rotterdam - Econometric Institute.
  2. Franses, H. & Koehler, A.B., 1993. "A Model Selection Strategy for Time Series with Increasing Seasonal Variation," Papers 9308-a, Erasmus University of Rotterdam - Econometric Institute.
  3. Kuiper, E. & Franses, H. & Kloek, T., 1993. "Testing Rational Expextations in Agricultural Markets Using Periodic Models," Papers 9312-a, Erasmus University of Rotterdam - Econometric Institute.
  4. Franses, H., 1993. "Testing for Common Trends Across Periodically Integrated Seasonal Time Series," Papers 9320-a, Erasmus University of Rotterdam - Econometric Institute.
  5. Franses, H., 1993. "Differencing a Periodically Integrated Time Series," Papers 9321-a, Erasmus University of Rotterdam - Econometric Institute.
  6. Franses, H., 1993. "Commom Features in Periodic Seasonal Time Series," Papers 9322-a, Erasmus University of Rotterdam - Econometric Institute.
  7. McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.
  8. Kleinbergen, F.R. & Van Dijk, H.K., 1993. "Direct Cointegration Testing in Error Correction Models," Papers 9334-a, Erasmus University of Rotterdam - Econometric Institute.
  9. Kleibergen, F.R. & Van Dijk, H.K., 1993. "On the Shape of the Likelyhood/Posterior in Cointegration Models," Papers 9315-a, Erasmus University of Rotterdam - Econometric Institute.

    1992

  1. Quiggin, J. & Wakker, P., 1992. "The Axiomatic Basis of Anticipated Utility: A Clarification," Papers 9203, Tilburg - Center for Economic Research.
  2. Dekker, R. & Wildman, R.E., 1992. "Combining Activities in an Operational Planning Phase: An Application to Joint Replenishment," Papers 9250-a, Erasmus University of Rotterdam - Econometric Institute.
  3. Franses, P.H. & Haldrup, N., 1992. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Economics Working Papers 1993-12, School of Economics and Management, University of Aarhus.
  4. Boswijk, H.P. & Franses, P.H., 1992. "Testing for Periodique Integration," Papers 9216-a, Erasmus University of Rotterdam - Econometric Institute.
  5. Franses, P.H. & Kofman, P. & Moser, J., 1992. "Garch Effects on a Test of Cointegration," Papers 9249-a, Erasmus University of Rotterdam - Econometric Institute.
  6. Franses, P.H., 1992. "Igarch and Variance Change in the U.S. Long-Run Interest Rate," Papers 9273-a, Erasmus University of Rotterdam - Econometric Institute.
  7. Franses, P.H., 1992. "A Stylized Fact Re-Analzed," Papers 9275-a, Erasmus University of Rotterdam - Econometric Institute.
  8. Ooms, M. & Van Dijk, H.K., 1992. "Estimating Pushing Trends and Public Equilibria," Papers 9271-a, Erasmus University of Rotterdam - Econometric Institute.
  9. Kleibergen, F. & Van Dijk, H.K., 1992. "Nonstationarity in Garch Models: A Bayesian Analysis," Papers 9277-a, Erasmus University of Rotterdam - Econometric Institute.

    1991

  1. Hong, S.C. & Wakker, P., 1991. "Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple," Papers 90-91-24, California Irvine - School of Social Sciences.
  2. Dekker, R. & Smeitink, E., 1991. "Preventive maintenance at opportunities of restricted duration," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Franses, P.H. & Kofman, P., 1991. "An Empirical Test For Parities Between Metal Prices At The Ime," Papers 9102, Erasmus University of Rotterdam - Institute for Economic Research.
  4. Barten, A.P. & Mcaleer, M., 1991. "Comparing The Empirical Perfomance Of Alternative Demand Systems," Papers 9002a, Tilburg - Center for Economic Research.
  5. Barten, A.P. & McAleer, M., 1991. "Comparing the Empirical Performance of Alternative Demand Systems," Papers 9102, Tilburg - Center for Economic Research.
  6. Peter C. Schotman & Herman K. van Dijk, 1991. "On Bayesian routes to unit roots," Discussion Paper / Institute for Empirical Macroeconomics 43, Federal Reserve Bank of Minneapolis. [Downloadable!]

    1990

  1. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Discrimination Between Nested Two- And Three-Parameter Distributions: An Application To Models Of Air Pollution," Papers 9028, Tilburg - Center for Economic Research.
  2. McAleer, M. & Smith, J., 1990. "Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing," Papers 219, Australian National University - Department of Economics.
  3. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 10, California Los Angeles - Applied Econometrics.
  4. Mcaleer, M. & Mckenzie, C.R., 1990. "Keynesian And New Classical Models Of Unemployment Revisited," Papers 9006, Tilburg - Center for Economic Research.
  5. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
  6. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Discrimination Between Nested Two-And Three-Parameter Distributions: An Application To Models Of Air Pollution," Papers 197, Australian National University - Department of Economics.
  7. McKensie, C.R. & McAleer, M., 1990. "On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach," Papers 211, Australian National University - Department of Economics.
  8. Mcaleer, M. & Smith, J., 1990. "A Mote Carlo Comparison Of Ols,Iv,Fiml And Bootstrap Standard Errors In Linear Models With Generated Regressors," Papers 207, Australian National University - Department of Economics.
  9. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Estimation And Discrimination Of Alternative Air Pollution Models," Papers 209, Australian National University - Department of Economics.
  10. Smith, J. & Mcaleer, M., 1990. "On The Robustness Of Barro'S New Classical Unemployment Model," Papers 206, Australian National University - Department of Economics.
  11. Bai, J. & Jakeman, A. & Mcaleer, M., 1990. "Discrimination Procedures For Fitting Nested And Non-Nested Distributions To Environmental Quality Data," Papers 200, Australian National University - Department of Economics.
  12. Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
  13. Schotman, P. & Van Dijk, H.K., 1990. "A Bayesian Analysis Of The Unit Root In Real Exchange Rates," Papers 9015-a, Erasmus University of Rotterdam - Econometric Institute.

    1989

  1. Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.
  2. Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," Papers 197, Osaka - Institute of Social and Economic Research.
  3. Mcaleer, M. & Tse, Y.K., 1989. "On The Robustness Of Tests Of Outliers And Functional Form," Papers 179, Osaka - Institute of Social and Economic Research.
  4. Bai, J. & Jakeman, J. & Mcaleer, M., 1989. "The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions," Papers 196, Osaka - Institute of Social and Economic Research.
  5. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "Estimating The Percentiles Of Some Misspecified Non-Nested Distributions," Papers 193, Australian National University - Department of Economics.
  6. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "A New Approach To Maximum Likelihood Estimation Of The Three-Paramater Gamma And Weibull Distributions," Papers 191, Australian National University - Department of Economics.
  7. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1989. "The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions," Papers 185, Australian National University - Department of Economics.
  8. Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," ISER Discussion Paper 0197, Institute of Social and Economic Research, Osaka University.
  9. Bai, J. & Jakeman, J. & Mcaleer, M., 1989. "The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions," ISER Discussion Paper 0196, Institute of Social and Economic Research, Osaka University.
  10. Mcaleer, M. & Tse, Y.K., 1989. "On The Robustness Of Tests Of Outliers And Functional Form," ISER Discussion Paper 0179, Institute of Social and Economic Research, Osaka University.

    1988

  1. McALEER, M. & DASTOOR, N.K., 1988. "Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses," Papers 168, Australian National University - Department of Economics.
  2. Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988. "Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods," Papers m8804, Southern California - Department of Economics.

    1987

  1. ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," CORE Discussion Papers 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1986

  1. van DIJK, H.K., 1986. "A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters," CORE Discussion Papers 1986050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    1985

  1. Naorayex K. Dastoor & Michael McAleer, 1985. "On the Consistency of Joint and Paired Tests for Non-Nested Regression Models," Working Papers 614, Queen's University, Department of Economics.
  2. McAleer, Michael & Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

    1982

  1. Mcaleer, M. & Fisher, G., 1982. "Testing Separate Regression Models Subject to Specification Error," Cahiers de recherche 8216, Universite de Montreal, Departement de sciences economiques.
  2. Fisher, G. & Mcaleer, M. & Whistler, D., 1982. "A Note on Identifiability in the Linear Expenditure Family," Cahiers de recherche 8215, Universite de Montreal, Departement de sciences economiques.
  3. Mcaleer, M. & Fisher, G. & Volker, P., 1982. "Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function," Cahiers de recherche 8217, Universite de Montreal, Departement de sciences economiques.

    1981

  1. Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
  2. Michael McAleer & Gordon Fisher, 1981. "Separate Misspecified Regressions," Working Papers 424, Queen's University, Department of Economics.
  3. Michael McAleer, 1981. "Exact Tests of a Model Against Non-Nested Alternatives," Working Papers 431, Queen's University, Department of Economics.
  4. Michael McAleer & Gordon Fisher, 1981. "Testing Separate Regression Models Subject to Specification Error," Working Papers 441, Queen's University, Department of Economics.

    1980

  1. Gordon Fisher & Michael McAleer, 1980. "Two Papers on Model Testing and Discrimination," Working Papers 416, Queen's University, Department of Economics.
  2. Gordon Fisher & Allan W. Gregory & Michael McAleer, 1980. "Two Papers on Linear Models," Working Papers 411, Queen's University, Department of Economics.
  3. Gordon Fisher & Michael McAleer, 1980. "Principles and Methods in the Testing of Alternative Models," Working Papers 400, Queen's University, Department of Economics.
  4. Allan W. Gregory & Michael McAleer, 1980. "Exogeneity and Money Demand in a Small Open Economy: The Canadian Case," Working Papers 401, Queen's University, Department of Economics.
  5. Gordon Fisher & Michael McAleer & Diana Whistler, 1980. "Interest Rates and Durability in the Linear Expenditure Family," Working Papers 399, Queen's University, Department of Economics.
  6. Gordon Fisher & Michael McAleer, 1980. "The Interpretation of the Cox Test in Econometrics," Working Papers 371, Queen's University, Department of Economics.

    1979

  1. Michael McAleer & Alan A. Powell & Peter Dixon & Tony Lawson, 1979. "Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables," Working Papers 349, Queen's University, Department of Economics.
  2. Michael McAleer & Gordon Fisher & Diana Whistler, 1979. "Problems of Estimating the Linear Expenditure System and its Related Forms," Working Papers 355, Queen's University, Department of Economics.
  3. Michael McAleer & Ian E. Gorman, 1979. "Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal," Working Papers 333, Queen's University, Department of Economics.
  4. Gordon Fisher & Michael McAleer, 1979. "Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case," Working Papers 367, Queen's University, Department of Economics.

    1978

  1. Alan Gregory & Michael McAleer, 1978. "Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada," Working Papers 316, Queen's University, Department of Economics.

    Undated

  1. Franses, Philip Hans, . "Franses," Instructional Stata datasets for econometrics franses, Boston College Department of Economics. [Downloadable!]
  2. J. Breitung & P. Franses, . "Impulse Response Functions for Periodic Integration," Sonderforschungsbereich 373 1995-43, Humboldt Universitaet Berlin.
  3. J. Breitung & P. H. Franses, . "On Phillips-Perron Type Tests for Seasonal Unit Roots," Sonderforschungsbereich 373 1996-27, Humboldt Universitaet Berlin.
  4. Philip Hans Franses & Robert Taylor, . "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers 97/9, Department of Economics, University of York.
  5. Cees Diks & Valentyn Panchenko & Dick van Dijk, . "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute. [Downloadable!]
  6. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, . "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute. [Downloadable!]
  7. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, . "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers 09-039/4, Tinbergen Institute. [Downloadable!]
  8. Rodney Strachan & Herman K. van Dijk, . "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia. [Downloadable!]

Journal articles

    2009

  1. Bleichrodt, Han & Rohde, Kirsten I.M. & Wakker, Peter P., 2009. "Non-hyperbolic time inconsistency," Games and Economic Behavior, Elsevier, vol. 66(1), pages 27-38, May. [Downloadable!] (restricted)
  2. Bijwaard, Govert E. & Franses, Philip Hans, 2009. "The effect of rounding on payment efficiency," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1449-1461, February. [Downloadable!] (restricted)
  3. Bijwaard, Govert E. & Knapp, Sabine, 2009. "Analysis of ship life cycles--The impact of economic cycles and ship inspections," Marine Policy, Elsevier, vol. 33(2), pages 350-369, March. [Downloadable!] (restricted)
  4. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009. "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, vol. 25(2), pages 215-217. [Downloadable!] (restricted)
  5. Martens, Martin & van Dijk, Dick & de Pooter, Michiel, 2009. "Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements," International Journal of Forecasting, Elsevier, vol. 25(2), pages 282-303. [Downloadable!] (restricted)
  6. Alberto Musso & Livio Stracca & Dick van Dijk, 2009. "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June. [Downloadable!]
  7. Karim Bannouh & Dick van Dijk & Martin Martens, 2009. "Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range-super-," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 341-372, Fall. [Downloadable!] (restricted)
  8. de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009. "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 581-604, June. [Downloadable!] (restricted)
  9. Watkins, Karen & van Dijk, Dick & Spronk, Jaap, 2009. "Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(304), pages 991-1026, octubre-d.
  10. Michael McAleer & Suhejla Hoti & Felix Chan, 2009. "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 422-440. [Downloadable!] (restricted)
  11. Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung, 2009. "Linear and nonlinear causality between changes in consumption and consumer attitudes," Economics Letters, Elsevier, vol. 102(3), pages 161-164, March. [Downloadable!] (restricted)
  12. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009. "Expert opinion versus expertise in forecasting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 334-346. [Downloadable!] (restricted)
  13. Manabu Asai & Michael McAleer, 2009. "Multivariate stochastic volatility, leverage and news impact surfaces," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 292-309, 07. [Downloadable!] (restricted)
  14. Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2009. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," Econometric Reviews, Taylor and Francis Journals, vol. 28(6), pages 522-554. [Downloadable!] (restricted)
  15. Asai, Manabu & McAleer, Michael, 2009. "The structure of dynamic correlations in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 150(2), pages 182-192, June. [Downloadable!] (restricted)
  16. Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael, 2009. "Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 829-842, August. [Downloadable!] (restricted)
  17. Blasius, J. & Greenacre, M. & Groenen, P.J.F. & van de Velden, M., 2009. "Special issue on correspondence analysis and related methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3103-3106, June. [Downloadable!] (restricted)
  18. van de Velden, Michel & Groenen, Patrick J.F. & Poblome, Jeroen, 2009. "Seriation by constrained correspondence analysis: A simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3129-3138, June. [Downloadable!] (restricted)
  19. Joost Rosmalen & Patrick Groenen & Javier Trejos & William Castillo, 2009. "Optimization Strategies for Two-Mode Partitioning," Journal of Classification, Springer, vol. 26(2), pages 155-181, August. [Downloadable!] (restricted)
  20. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April. [Downloadable!] (restricted)

    2008

  1. Stefan Trautmann & Ferdinand Vieider & Peter Wakker, 2008. "Causes of ambiguity aversion: Known versus unknown preferences," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 225-243, June. [Downloadable!] (restricted)
  2. Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008. "Risk, uncertainty and discrete choice models," Marketing Letters, Springer, vol. 19(3), pages 269-285, December. [Downloadable!] (restricted)
  3. Peter P. Wakker, 2008. "Explaining the characteristics of the power (CRRA) utility family," Health Economics, John Wiley & Sons, Ltd., vol. 17(12), pages 1329-1344. [Downloadable!]
  4. Porras, Eric & Dekker, Rommert, 2008. "An inventory control system for spare parts at a refinery: An empirical comparison of different re-order point methods," European Journal of Operational Research, Elsevier, vol. 184(1), pages 101-132, January. [Downloadable!] (restricted)
  5. Teunter, Ruud & Dekker, Rommert, 2008. "An easy derivation of the order level optimality condition for inventory systems with backordering," International Journal of Production Economics, Elsevier, vol. 114(1), pages 201-204, July. [Downloadable!] (restricted)
  6. Porras, Eric & Dekker, Rommert, 2008. "A solution method for the joint replenishment problem with correction factor," International Journal of Production Economics, Elsevier, vol. 113(2), pages 834-851, June. [Downloadable!] (restricted)
  7. Kroon, Leo & Maróti, Gábor & Helmrich, Mathijn Retel & Vromans, Michiel & Dekker, Rommert, 2008. "Stochastic improvement of cyclic railway timetables," Transportation Research Part B: Methodological, Elsevier, vol. 42(6), pages 553-570, July. [Downloadable!] (restricted)
  8. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 199-229. [Downloadable!] (restricted)
  9. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2008. "Macroeconomic forecasting with matched principal components," International Journal of Forecasting, Elsevier, vol. 24(1), pages 87-100. [Downloadable!] (restricted)
  10. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19. [Downloadable!]
  11. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 10-45. [Downloadable!] (restricted)
  12. Esfandiar Maasoumi & Michael McAleer, 2008. "Realized Volatility and Long Memory: An Overview," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 1-9. [Downloadable!] (restricted)
  13. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235. [Downloadable!]
  14. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September. [Downloadable!] (restricted)
  15. Asai, Manabu & McAleer, Michael, 2008. "A Portfolio Index GARCH model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 449-461. [Downloadable!] (restricted)
  16. Massimiliano Caporin & Michael McAleer, 2008. "Scalar BEKK and indirect DCC," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 537-549. [Downloadable!]
  17. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November. [Downloadable!] (restricted)
  18. McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer, 2008. "Generalized Autoregressive Conditional Correlation," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1554-1583, December. [Downloadable!]
  19. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November. [Downloadable!] (restricted)
  20. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November. [Downloadable!] (restricted)
  21. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December. [Downloadable!] (restricted)
  22. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December. [Downloadable!] (restricted)
  23. Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie, 2008. "The trade and FDI effects of EMU enlargement," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 188-208, March. [Downloadable!] (restricted)
  24. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September. [Downloadable!] (restricted)

    2007

  1. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007. "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 179-199, June. [Downloadable!] (restricted)
  2. Abdellaoui, Mohammed & Barrios, Carolina & Wakker, Peter P., 2007. "Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory," Journal of Econometrics, Elsevier, vol. 138(1), pages 356-378, May. [Downloadable!] (restricted)
  3. Peter Wakker & Veronika Köbberling & Christiane Schwieren, 2007. "Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically," Theory and Decision, Springer, vol. 63(3), pages 205-231, November. [Downloadable!] (restricted)
  4. Fok, Dennis & Franses, Philip Hans, 2007. "Modeling the diffusion of scientific publications," Journal of Econometrics, Elsevier, vol. 139(2), pages 376-390, August. [Downloadable!] (restricted)
  5. Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007. "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, vol. 137(1), pages 112-133, March. [Downloadable!] (restricted)
  6. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May. [Downloadable!] (restricted)
  7. Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick, 2007. "Forecast comparison of principal component regression and principal covariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3612-3625, April. [Downloadable!] (restricted)
  8. Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May. [Downloadable!] (restricted)
  9. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007. "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August. [Downloadable!] (restricted)
  10. Huisman, Dennis, 2007. "A column generation approach for the rail crew re-scheduling problem," European Journal of Operational Research, Elsevier, vol. 180(1), pages 163-173, July. [Downloadable!] (restricted)
  11. Heuvel, Wilco van den & Borm, Peter & Hamers, Herbert, 2007. "Economic lot-sizing games," European Journal of Operational Research, Elsevier, vol. 176(2), pages 1117-1130, January. [Downloadable!] (restricted)
  12. Naso, David & Surico, Michele & Turchiano, Biagio & Kaymak, Uzay, 2007. "Genetic algorithms for supply-chain scheduling: A case study in the distribution of ready-mixed concrete," European Journal of Operational Research, Elsevier, vol. 177(3), pages 2069-2099, March. [Downloadable!] (restricted)
  13. Fok, Dennis & Hans Franses, Philip & Paap, Richard, 2007. "Seasonality and non-linear price effects in scanner-data-based market-response models," Journal of Econometrics, Elsevier, vol. 138(1), pages 231-251, May. [Downloadable!] (restricted)
  14. Manabu Asai & Michael McAleer, 2007. "Non-trading day effects in asymmetric conditional and stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 113-123, 03. [Downloadable!] (restricted)
  15. Basmann, Robert L. & McAleer, Michael & Slottje, Daniel, 2007. "Patent activity and technical change," Journal of Econometrics, Elsevier, vol. 139(2), pages 355-375, August. [Downloadable!] (restricted)
  16. McAleer, Michael & Chan, Felix & Marinova, Dora, 2007. "An econometric analysis of asymmetric volatility: Theory and application to patents," Journal of Econometrics, Elsevier, vol. 139(2), pages 259-284, August. [Downloadable!] (restricted)
  17. McAleer, Michael, 2007. "The econometrics of intellectual property: An overview," Journal of Econometrics, Elsevier, vol. 139(2), pages 237-241, August. [Downloadable!] (restricted)
  18. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2007. "Measuring Risk In Environmental Finance," Journal of Economic Surveys, Blackwell Publishing, vol. 21(5), pages 970-998, December. [Downloadable!] (restricted)
  19. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April. [Downloadable!] (restricted)
  20. Gary Koop & Herman K. van Dijk, 2007. "Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 107-112. [Downloadable!] (restricted)
  21. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July. [Downloadable!] (restricted)
  22. Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July. [Downloadable!] (restricted)
  23. Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May. [Downloadable!] (restricted)
  24. Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007. "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October. [Downloadable!] (restricted)
  25. Franses, Philip Hans & van Dijk, Herman K., 2007. "Progress and challenges in econometrics," Journal of Econometrics, Elsevier, vol. 138(1), pages 1-2, May. [Downloadable!] (restricted)
  26. Paap, Richard, 2007. "John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1," International Journal of Forecasting, Elsevier, vol. 23(3), pages 529-531. [Downloadable!] (restricted)

    2006

  1. Gijs Kuilen & Peter Wakker, 2006. "Learning in the Allais paradox," Journal of Risk and Uncertainty, Springer, vol. 33(3), pages 155-164, December. [Downloadable!] (restricted)
  2. Vromans, Michiel J.C.M. & Dekker, Rommert & Kroon, Leo G., 2006. "Reliability and heterogeneity of railway services," European Journal of Operational Research, Elsevier, vol. 172(2), pages 647-665, July. [Downloadable!] (restricted)
  3. Porras, Eric & Dekker, Rommert, 2006. "An efficient optimal solution method for the joint replenishment problem with minimum order quantities," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1595-1615, November. [Downloadable!] (restricted)
  4. BayIndIr, Z. Pelin & Dekker, Rommert & Porras, Eric, 2006. "Determination of recovery effort for a probabilistic recovery system under various inventory control policies," Omega, Elsevier, vol. 34(6), pages 571-584, December. [Downloadable!] (restricted)
  5. Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard, 2006. "Modeling Purchases as Repeated Events," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 487-502, October. [Downloadable!] (restricted)
  6. Philip Hans Franses & Dick van Dijk, 2006. "A simple test for PPP among traded goods," Applied Financial Economics, Taylor and Francis Journals, vol. 16(1-2), pages 19-27, January. [Downloadable!] (restricted)
  7. Van Dijk, Dick, 2006. "Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages," International Journal of Forecasting, Elsevier, vol. 22(2), pages 407-408. [Downloadable!] (restricted)
  8. Swanson, Norman R. & van Dijk, Dick, 2006. "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January. [Downloadable!] (restricted)
  9. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June. [Downloadable!] (restricted)
  10. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2006. "Portfolio implications of systemic crises," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2347-2369, August. [Downloadable!] (restricted)
  11. Huisman, Dennis & Wagelmans, Albert P.M., 2006. "A solution approach for dynamic vehicle and crew scheduling," European Journal of Operational Research, Elsevier, vol. 172(2), pages 453-471, July. [Downloadable!] (restricted)
  12. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2006. "A polynomial time algorithm for a deterministic joint pricing and inventory model," European Journal of Operational Research, Elsevier, vol. 170(2), pages 463-480, April. [Downloadable!] (restricted)
  13. Suhejla Hoti & Michael McAleer, 2006. "How Does Country Risk Affect Innovation? An Application To Foreign Patents Registered In The Usa," Journal of Economic Surveys, Blackwell Publishing, vol. 20(4), pages 691-714, 09. [Downloadable!] (restricted)
  14. Suhejla Hoti & Michael McAleer & Daniel Slottje, 2006. "Intellectual Property Litigation Activity In The Usa," Journal of Economic Surveys, Blackwell Publishing, vol. 20(4), pages 715-729, 09. [Downloadable!] (restricted)
  15. Clinton Watkins & Michael McAleer, 2006. "Pricing of non-ferrous metals futures on the London Metal Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 16(12), pages 853-880, August. [Downloadable!] (restricted)
  16. Michael McAleer & Les Oxley, 2006. "Intellectual Property And Economic Incentives," Journal of Economic Surveys, Blackwell Publishing, vol. 20(4), pages 483-491, 09. [Downloadable!] (restricted)
  17. Massimiliano Caporin & Michael McAleer, 2006. "Dynamic Asymmetric GARCH," Journal of Financial Econometrics, Oxford University Press, vol. 4(3), pages 385-412. [Downloadable!] (restricted)
  18. Matteo Manera & Michael McAleer & Margherita Grasso, 2006. "Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns," Applied Financial Economics, Taylor and Francis Journals, vol. 16(7), pages 525-533, April. [Downloadable!] (restricted)
  19. Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June. [Downloadable!] (restricted)
  20. Patrick J. F. Groenen & L. Andries van der Ark, 2006. "Visions of 70 years of psychometrics: the past, present, and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 135-144. [Downloadable!] (restricted)
  21. Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2006. "I-Scal: Multidimensional scaling of interval dissimilarities," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 360-378, November. [Downloadable!] (restricted)
  22. Barlow, Jesse L. & Park, Haesun & Groenen, Patrick J.F. & Zha, Hongyuan, 2006. "2nd Special issue on matrix computations and statistics," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 1-4, January. [Downloadable!] (restricted)
  23. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212. [Downloadable!]
  24. H. K. van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006. "'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 85-111. [Downloadable!] (restricted)
  25. Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July. [Downloadable!] (restricted)
  26. Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker, 2006. "Deriving target selection rules from endogenously selected samples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 549-562. [Downloadable!]

    2005

  1. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May. [Downloadable!] (restricted)
  2. Wakker, Peter P., 2005. "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, vol. 50(1), pages 107-125, January. [Downloadable!] (restricted)
  3. Mohammed Abdellaoui & Peter Wakker, 2005. "The Likelihood Method for Decision under Uncertainty," Theory and Decision, Springer, vol. 58(1), pages 3-76, 02. [Downloadable!] (restricted)
  4. Musalem, Eric Porras & Dekker, Rommert, 2005. "Controlling inventories in a supply chain: A case study," International Journal of Production Economics, Elsevier, vol. 93(1), pages 179-188, January. [Downloadable!] (restricted)
  5. Krever, Maarten & Wunderink, Sophia & Dekker, Rommert & Schorr, Benno, 2005. "Inventory control based on advanced probability theory, an application," European Journal of Operational Research, Elsevier, vol. 162(2), pages 342-358, April. [Downloadable!] (restricted)
  6. Listes, Ovidiu & Dekker, Rommert, 2005. "A stochastic approach to a case study for product recovery network design," European Journal of Operational Research, Elsevier, vol. 160(1), pages 268-287, January. [Downloadable!] (restricted)
  7. Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005. "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, vol. 21(3), pages 397-409. [Downloadable!] (restricted)
  8. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005. "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150. [Downloadable!]
  9. Martin Fase & Hugo Keuzenkamp & Philip Franses & Hans Franses & Peter Leeflang, 2005. "Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004," De Economist, Springer, vol. 153(1), pages 135-136, December. [Downloadable!] (restricted)
  10. Bijwaard, Govert E. & Ridder, Geert, 2005. "Correcting for selective compliance in a re-employment bonus experiment," Journal of Econometrics, Elsevier, vol. 125(1-2), pages 77-111. [Downloadable!] (restricted)
  11. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005. "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, vol. 77(2), pages 553-570, August. [Downloadable!] (restricted)
  12. Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102. [Downloadable!] (restricted)
  13. van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005. "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, vol. 6(3), pages 238-262, September. [Downloadable!] (restricted)
  14. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774. [Downloadable!] (restricted)
  15. van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005. "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, vol. 89(2), pages 193-199, November. [Downloadable!] (restricted)
  16. Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005. "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, vol. 21(4), pages 785-794. [Downloadable!] (restricted)
  17. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827. [Downloadable!]
  18. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783. [Downloadable!] (restricted)
  19. Dennis Huisman & Leo G. Kroon & Ramon M. Lentink & Michiel J. C. M. Vromans & Dennis Huisman & Leo G. Kroon & Ramon M. Lentink & Michiel J. C. M. Vromans, 2005. "Operations Research in passenger railway transportation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(4), pages 467-497. [Downloadable!] (restricted)
  20. Michael McAleer & Les Oxley, 2005. "The Ten Commandments for Academics," Journal of Economic Surveys, Blackwell Publishing, vol. 19(5), pages 823-826, December. [Downloadable!] (restricted)
  21. Michael McAleer, 2005. "The ten commandments for ranking university quality," Journal of Economic Surveys, Blackwell Publishing, vol. 19(4), pages 649-653, 09. [Downloadable!] (restricted)
  22. McAleer, Michael, 2005. "Automated Inference And Learning In Modeling Financial Volatility," Econometric Theory, Cambridge University Press, vol. 21(01), pages 232-261, February. [Downloadable!]
  23. Frank Busing & Patrick Groenen & Willem Heiser, 2005. "Avoiding degeneracy in multidimensional unfolding by penalizing on the coefficient of variation," Psychometrika, Springer, vol. 70(1), pages 71-98, March. [Downloadable!] (restricted)
  24. K. Deun & P. Groenen & W. Heiser & F. Busing & L. Delbeke, 2005. "Interpreting degenerate solutions in unfolding by use of the vector model and the compensatory distance model," Psychometrika, Springer, vol. 70(1), pages 45-69, March. [Downloadable!] (restricted)
  25. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005. "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, vol. 21(1), pages 53-71. [Downloadable!] (restricted)

    2004

  1. Veronika K–bberling & Peter P. Wakker, 2004. "A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility," Journal of Risk and Uncertainty, Springer, vol. 28(2), pages 135-145, 03. [Downloadable!]
  2. Enrico Diecidue & Ulrich Schmidt & Peter P. Wakker, 2004. "The Utility of Gambling Reconsidered," Journal of Risk and Uncertainty, Springer, vol. 29(3), pages 241-259, December. [Downloadable!]
  3. Aronis, Kostas-Platon & Magou, Ioulia & Dekker, Rommert & Tagaras, George, 2004. "Inventory control of spare parts using a Bayesian approach: A case study," European Journal of Operational Research, Elsevier, vol. 154(3), pages 730-739, May. [Downloadable!] (restricted)
  4. Marianne Sensier & Dick van Dijk, 2004. "Testing for Volatility Changes in U.S. Macroeconomic Time Series," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 833-839, 08. [Downloadable!] (restricted)
  5. Philip Hans Franses & Dick van Dijk & André Lucas, 2004. "Short patches of outliers, ARCH and volatility modelling," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 221-231, January. [Downloadable!] (restricted)
  6. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2004. "Is a monetary union feasible for East Asia?," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1031-1043, June. [Downloadable!] (restricted)
  7. Lee Kian Lim & Michael McAleer, 2004. "Convergence and catching up in ASEAN: a comparative analysis," Applied Economics, Taylor and Francis Journals, vol. 36(2), pages 137-153, February. [Downloadable!] (restricted)
  8. Felix Chan & Dora Marinova & Michael McAleer, 2004. "Trends and volatilities in foreign patents registered in the USA," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 585-592, April. [Downloadable!] (restricted)
  9. Clinton Watkins & Michael McAleer, 2004. "Econometric modelling of non-ferrous metal prices," Journal of Economic Surveys, Blackwell Publishing, vol. 18(5), pages 651-701, December. [Downloadable!] (restricted)
  10. Suhejla Hoti & Michael McAleer, 2004. "An Empirical Assessment of Country Risk Ratings and Associated Models," Journal of Economic Surveys, Blackwell Publishing, vol. 18(4), pages 539-588, 09. [Downloadable!] (restricted)
  11. Ng, Hock Guan & McAleer, Michael, 2004. "Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations," International Journal of Forecasting, Elsevier, vol. 20(1), pages 115-129. [Downloadable!] (restricted)
  12. M. McAleer & J. M. Sequeira, 2004. "Efficient estimation and testing of oil futures contracts in a mutual offset system," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 953-962, September. [Downloadable!] (restricted)
  13. Ling, Shiqing & McAleer, Michael, 2004. "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 304-328, May. [Downloadable!] (restricted)
  14. Patrick J. F. Groenen & Jacqueline J. Meulman, 2004. "A comparison of the ratio of variances in distance-based and classical multivariate analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 428-439. [Downloadable!] (restricted)
  15. Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004. "Recent advances in Bayesian econometrics," Journal of Econometrics, Elsevier, vol. 123(2), pages 197-199, December. [Downloadable!] (restricted)
  16. H.K. van Dijk, 2004. "Twentieth Century Shocks, Trends and Cycles in Industrialized Nations," De Economist, Springer, vol. 152(2), pages 211-232, 06. [Downloadable!]
  17. 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, vol. 123(2), pages 201-225, December. [Downloadable!] (restricted)
  18. Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004. "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, vol. 20(2), pages 255-271. [Downloadable!] (restricted)

    2003

  1. de Brito, Marisa P. & Dekker, Rommert, 2003. "Modelling product returns in inventory control--exploring the validity of general assumptions," International Journal of Production Economics, Elsevier, vol. 81(1), pages 225-241, January. [Downloadable!] (restricted)
  2. Vlachos, Dimitrios & Dekker, Rommert, 2003. "Return handling options and order quantities for single period products," European Journal of Operational Research, Elsevier, vol. 151(1), pages 38-52, November. [Downloadable!] (restricted)
  3. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003. "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 359-375. [Downloadable!]
  4. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-21, January.
  5. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, 06. [Downloadable!] (restricted)
  6. van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003. "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 105-132, February. [Downloadable!] (restricted)
  7. Felix Chan & Michael McAleer, 2003. "Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers," Applied Financial Economics, Taylor and Francis Journals, vol. 13(8), pages 581-592, January. [Downloadable!] (restricted)
  8. Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties Of The Estimator Of The Long-Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors," The Japanese Economic Review, Japanese Economic Association, vol. 54(4), pages 420-438. [Downloadable!] (restricted)
  9. Ling, Shiqing & McAleer, Michael, 2003. "Asymptotic Theory For A Vector Arma-Garch Model," Econometric Theory, Cambridge University Press, vol. 19(02), pages 280-310, April. [Downloadable!]
  10. Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.
  11. Jeanine Kippers & Erjen Nierop & Richard Paap & Philip Hans Franses, 2003. "An Empirical Study of Cash Payments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 484-508. [Downloadable!] (restricted)

    2002

  1. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March. [Downloadable!] (restricted)
  2. Gilboa, Itzhak & Schmeidler, David & Wakker, Peter P., 2002. "Utility in Case-Based Decision Theory," Journal of Economic Theory, Elsevier, vol. 105(2), pages 483-502, August. [Downloadable!] (restricted)
  3. Wakker, Peter P. & Zank, Horst, 2002. "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, vol. 46(7), pages 1253-1271, July. [Downloadable!] (restricted)
  4. Fleischmann, Moritz & Kuik, Roelof & Dekker, Rommert, 2002. "Controlling inventories with stochastic item returns: A basic model," European Journal of Operational Research, Elsevier, vol. 138(1), pages 63-75, April. [Downloadable!] (restricted)
  5. Philip Hans Franses & Michael McAleer, 2002. "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 419-424. [Downloadable!]
  6. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002. "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 601-616. [Downloadable!]
  7. Taylor, A M Robert & van Dijk, Dick, 2002. " Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 381-97, September. [Downloadable!] (restricted)
  8. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October. [Downloadable!] (restricted)
  9. Dick van Dijk & Timo Teräsvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models - A Survey Of Recent Developments," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 1-47. [Downloadable!] (restricted)
  10. Fok, Dennis & Franses, Philip Hans, 2002. "Ordered logit analysis for selectively sampled data," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 477-497, September. [Downloadable!] (restricted)
  11. Felix Chan & Michael McAleer, 2002. "Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 509-534. [Downloadable!]
  12. Li, W K & Ling, Shiqing & McAleer, Michael, 2002. " Recent Theoretical Results for Time Series Models with GARCH Errors," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 245-69, July. [Downloadable!] (restricted)
  13. McAleer, Michael & Oxley, Les, 2002. " The Econometrics of Financial Time Series," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 237-43, July. [Downloadable!] (restricted)
  14. McAleer, Michael & Oxley, Les, 2002. " The Ten Commandments for Presenting a Conference Paper," Journal of Economic Surveys, Blackwell Publishing, vol. 16(2), pages 215-18, April. [Downloadable!] (restricted)
  15. Ling, Shiqing & McAleer, Michael, 2002. "Stationarity and the existence of moments of a family of GARCH processes," Journal of Econometrics, Elsevier, vol. 106(1), pages 109-117, January. [Downloadable!] (restricted)
  16. McAleer, Michael & McKenzie, Colin, 2002. " The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999," Journal of Economic Surveys, Blackwell Publishing, vol. 16(1), pages 111-21, February. [Downloadable!] (restricted)
  17. Ling, Shiqing & McAleer, Michael, 2002. "NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS," Econometric Theory, Cambridge University Press, vol. 18(03), pages 722-729, June. [Downloadable!]
  18. Kaashoek, Johan F & van Dijk, Herman K, 2002. "Neural Network Pruning Applied to Real Exchange Rate Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 559-77, December.
  19. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438. [Downloadable!] (restricted)
  20. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22. [Downloadable!] (restricted)
  21. Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December. [Downloadable!] (restricted)

    2001

  1. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September. [Downloadable!] (restricted)
  2. Wakker, Peter P, 2001. "Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle," Econometrica, Econometric Society, vol. 69(4), pages 1039-59, July.
  3. Diecidue, Enrico & Wakker, Peter P, 2001. " On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 281-98, November. [Downloadable!] (restricted)
  4. Franses, Philip Hans, 2001. "How to Deal with Intercept and Trend in Practical Cointegration Analysis?," Applied Economics, Taylor and Francis Journals, vol. 33(5), pages 577-79, April. [Downloadable!] (restricted)
  5. Rob Eisinga & Philip Hans Franses, 2001. "Introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(2), pages 109-110. [Downloadable!] (restricted)
  6. Rothman, Philip & van Dijk, Dick & null, Philip Hans, 2001. "Multivariate Star Analysis Of Money Output Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 506-532, September. [Downloadable!]
  7. Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128. [Downloadable!] (restricted)
  8. Kazumitsu Nawata & Michael McAleer, 2001. "Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 105-112. [Downloadable!] (restricted)
  9. Sequeira, John M & McAleer, Michael & Chow, Ying-Foon, 2001. "Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts," The Economic Record, The Economic Society of Australia, vol. 77(238), pages 270-82, September. [Downloadable!] (restricted)
  10. Madsen, Jakob B. & McAleer, Michael, 2001. "Consumption, liquidity constraints, uncertainty and temptation: An international comparison," Journal of Economic Psychology, Elsevier, vol. 22(1), pages 61-89, February. [Downloadable!] (restricted)
  11. Lim, Christine & McAleer, Michael, 2001. "Cointegration Analysis of Quarterly Tourism Demand by Hong Kong and Singapore for Australia," Applied Economics, Taylor and Francis Journals, vol. 33(12), pages 1599-1619, October. [Downloadable!] (restricted)
  12. McAleer, Michael & Oxley, Les, 2001. " The Ten Commandments for Attending a Conference," Journal of Economic Surveys, Blackwell Publishing, vol. 15(5), pages 671-78, December. [Downloadable!] (restricted)

    2000

  1. Sarin, Rakesh & Wakker, Peter P., 2000. "Cumulative dominance and probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 40(2), pages 191-196, September. [Downloadable!] (restricted)
  2. Peter P. Wakker, 2000. "Uncertainty aversion: a discussion of critical issues in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 261-263.
  3. Fleischmann, Mortiz & Krikke, Hans Ronald & Dekker, Rommert & Flapper, Simme Douwe P., 2000. "A characterisation of logistics networks for product recovery," Omega, Elsevier, vol. 28(6), pages 653-666, December. [Downloadable!] (restricted)
  4. Philip Hans Franses And A. M. Robert Taylor, 2000. "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 250-264.
  5. Bart Hobijn & Philip Hans Franses, 2000. "Asymptotically perfect and relative convergence of productivity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 59-81. [Downloadable!]
  6. Richard Paap & Philip Hans Franses, 2000. "A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 717-744. [Downloadable!]
  7. Franses, Philip Hans & Paap, Richard, 2000. "Modelling Day-of-the-Week Seasonality in the S&P 500 Index," Applied Financial Economics, Taylor and Francis Journals, vol. 10(5), pages 483-88, October. [Downloadable!] (restricted)
  8. Leong, Kenneth & McAleer, Michael, 2000. "Testing Long-Run Neutrality Using Intra-year data," Applied Economics, Taylor and Francis Journals, vol. 32(1), pages 25-37, January. [Downloadable!] (restricted)
  9. Lim, Christine & McAleer, Michael, 2000. "A Seasonal Analysis of Asian Tourist Arrivals to Australia," Applied Economics, Taylor and Francis Journals, vol. 32(4), pages 499-509, March. [Downloadable!] (restricted)
  10. Madsen, Jakob B. & Mcaleer, Michael, 2000. "Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 229-252, April. [Downloadable!] (restricted)
  11. Sequeira, John M & McAleer, Michael, 2000. "A Market-Augmented Model for SIMEX Brent Crude Oil Futures Contracts," Applied Financial Economics, Taylor and Francis Journals, vol. 10(5), pages 543-52, October. [Downloadable!] (restricted)
  12. Sequeira, John M & McAleer, Michael, 2000. "Testing the Risk Premium and Cost-of-Carry Hypotheses for Currency Futures Contracts," Applied Financial Economics, Taylor and Francis Journals, vol. 10(3), pages 277-89, June. [Downloadable!] (restricted)
  13. Chow, Ying-Foon & McAleer, Michael & Sequeira, John M, 2000. " Pricing of Forward and Futures Contracts," Journal of Economic Surveys, Blackwell Publishing, vol. 14(2), pages 215-53, April. [Downloadable!] (restricted)
  14. Patrick Groenen & Bart-Jan Os & Jacqueline Meulman, 2000. "Optimal scaling by alternating length-constrained nonnegative least squares, with application to distance-based analysis," Psychometrika, Springer, vol. 65(4), pages 511-524, December. [Downloadable!] (restricted)
  15. Groenen, Patrick J. F. & Franses, Philip Hans, 2000. "Visualizing time-varying correlations across stock markets," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 155-172, August. [Downloadable!] (restricted)
  16. 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., vol. 15(6), pages 671-696. [Downloadable!]
  17. John Geweke & John Rust & Herman K. Van Dijk, 2000. "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546.

    1999

  1. Wakker, Peter P. & Zank, Horst, 1999. "A unified derivation of classical subjective expected utility models through cardinal utility," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 1-19, August. [Downloadable!] (restricted)
  2. Chateauneuf, Alain & Wakker, Peter, 1999. "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, vol. 18(2), pages 137-45, August. [Downloadable!] (restricted)
  3. Archibald, Thomas W. & Bokkers, Menno B. & Dekker, Rommert & Vliet, Andre van, 1999. "Minimising bins in transmission systems," European Journal of Operational Research, Elsevier, vol. 115(2), pages 380-391, June. [Downloadable!] (restricted)
  4. Frenk, J. B. G. & Kleijn, M. J. & Dekker, R., 1999. "An efficient algorithm for a generalized joint replenishment problem," European Journal of Operational Research, Elsevier, vol. 118(2), pages 413-428, October. [Downloadable!] (restricted)
  5. van der Laan, Erwin & Salomon, Marc & Dekker, Rommert, 1999. "An investigation of lead-time effects in manufacturing/remanufacturing systems under simple PUSH and PULL control strategies," European Journal of Operational Research, Elsevier, vol. 115(1), pages 195-214, May. [Downloadable!] (restricted)
  6. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 217-35, April.
  7. Franses, Philip Hans & Kunst, Robert M, 1999. " On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August. [Downloadable!] (restricted)
  8. van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 539-62, Sept.-Oct. [Downloadable!]
  9. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449. [Downloadable!] (restricted)
  10. Kobayashi, Masahito & McAleer, Michael, 1999. "Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models," Econometric Theory, Cambridge University Press, vol. 15(01), pages 99-113, February. [Downloadable!]
  11. Jacques Commandeur & Patrick Groenen & Jacqueline Meulman, 1999. "A distance-based variety of nonlinear multivariate data analysis, including weights for objects and variables," Psychometrika, Springer, vol. 64(2), pages 169-186, June. [Downloadable!] (restricted)
  12. Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(3), pages 399-417, September. [Downloadable!] (restricted)
  13. H. K. Van Dijk, 1999. "Some remarks on the simulation revolution in bayesian econometric inference," Econometric Reviews, Taylor and Francis Journals, vol. 18(1), pages 105-112. [Downloadable!] (restricted)
  14. Franses, Philip Hans & Paap, Richard, 1999. "Does Seasonality Influence the Dating of Business Cycle Turning Points?," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 79-92, January. [Downloadable!] (restricted)
  15. Richard Paap & Philip Hans Franses, 1999. "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor and Francis Journals, vol. 18(3), pages 271-286. [Downloadable!] (restricted)

    1998

  1. Sarin, Rakesh & Wakker, Peter P, 1998. "Revealed Likelihood and Knightian Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 16(3), pages 223-50, July-Aug.. [Downloadable!] (restricted)
  2. Sarin, Rakesh & Wakker, Peter P, 1998. "Dynamic Choice and NonExpected Utility," Journal of Risk and Uncertainty, Springer, vol. 17(2), pages 87-119, November. [Downloadable!] (restricted)
  3. Dekker, R. & Kleijn, M. J. & de Rooij, P. J., 1998. "A spare parts stocking policy based on equipment criticality," International Journal of Production Economics, Elsevier, vol. 56(1), pages 69-77, September. [Downloadable!] (restricted)
  4. Dekker, R. & Kleijn, M. J. & de Kok, A. G., 1998. "The break quantity rule's effect on inventory costs in a 1-warehouse, N-retailers distribution system," International Journal of Production Economics, Elsevier, vol. 56(1), pages 61-68, September. [Downloadable!] (restricted)
  5. Barros, A. I. & Dekker, R. & Scholten, V., 1998. "A two-level network for recycling sand: A case study," European Journal of Operational Research, Elsevier, vol. 110(2), pages 199-214, October. [Downloadable!] (restricted)
  6. Franses, Philip Hans & Lucas, Andre, 1998. "Outlier Detection in Cointegration Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 459-68, October.
  7. Franses, Philip Hans & Van Homelen, Paul, 1998. "On Forecasting Exchange Rates Using Neural Networks," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 589-96, December. [Downloadable!] (restricted)
  8. Philip Hans Franses & Timothy J. Vogelsang, 1998. "On Seasonal Cycles, Unit Roots, And Mean Shifts," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 231-240, May. [Downloadable!] (restricted)
  9. Franses, Philip Hans & McAleer, Michael, 1998. " Cointegration Analysis of Seasonal Time Series," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 651-78, December. [Downloadable!] (restricted)
  10. Morimune, Kimio & McAleer, Michael, 1998. "Switching Orthogonality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(1), pages 171-82, February.
  11. McAleer, Michael & McKenzie, Colin & Oxley, Les, 1998. " The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997," Journal of Economic Surveys, Blackwell Publishing, vol. 12(4), pages 399-415, September. [Downloadable!] (restricted)
  12. McAleer, Michael & Oxley, Les, 1998. " Cointegration in Practice," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 417-22, December. [Downloadable!] (restricted)
  13. McAleer, Michael & McKenzie, Colin R & Oxley, Les, 1998. " The Winter of My Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia," Journal of Economic Surveys, Blackwell Publishing, vol. 12(1), pages 111-24, February. [Downloadable!] (restricted)
  14. Michael McAleer, 1998. "Some comments on testing time series models," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 49-57. [Downloadable!] (restricted)
  15. Michael McAleer & Y. K. Tse, 1998. "A sequential testing procedure for outliers and structural change," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 103-111. [Downloadable!] (restricted)
  16. Geoff McLachlan & Monica Markus & Patrick Groenen & Vladimir Batagelj, 1998. "Reviews," Psychometrika, Springer, vol. 63(1), pages 93-104, March. [Downloadable!] (restricted)
  17. Paapaa, Richard & van Dijk, Herman K., 1998. "Distribution and mobility of wealth of nations," European Economic Review, Elsevier, vol. 42(7), pages 1269-1293, July. [Downloadable!] (restricted)
  18. Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December. [Downloadable!]

    1997

  1. Wakker, Peter P & Thaler, Richard H & Tversky, Amos, 1997. "Probabilistic Insurance," Journal of Risk and Uncertainty, Springer, vol. 15(1), pages 7-28, October. [Downloadable!] (restricted)
  2. Kahneman, Daniel & Wakker, Peter P & Sarin, Rakesh, 1997. "Back to Bentham? Explorations of Experienced Utility," The Quarterly Journal of Economics, MIT Press, vol. 112(2), pages 375-405, May.
  3. Bleichrodt, Han & Wakker, Peter & Johannesson, Magnus, 1997. "Characterizing QALYs by Risk Neutrality," Journal of Risk and Uncertainty, Springer, vol. 15(2), pages 107-14, November. [Downloadable!] (restricted)
  4. Sarin, Rakesh & Wakker, Peter, 1997. "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," Review of Economic Studies, Blackwell Publishing, vol. 64(3), pages 399-409, July. [Downloadable!] (restricted)
  5. den Iseger, P. W. & Smith, M. A. J. & Dekker, R., 1997. "Computing compound distributions faster!," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 23-34, June. [Downloadable!] (restricted)
  6. Wildeman, R. E. & Dekker, R. & Smit, A. C. J. M., 1997. "A dynamic policy for grouping maintenance activities," European Journal of Operational Research, Elsevier, vol. 99(3), pages 530-551, June. [Downloadable!] (restricted)
  7. Fleischmann, Moritz & Bloemhof-Ruwaard, Jacqueline M. & Dekker, Rommert & van der Laan, Erwin & van Nunen, Jo A. E. E. & Van Wassenhove, Luk N., 1997. "Quantitative models for reverse logistics: A review," European Journal of Operational Research, Elsevier, vol. 103(1), pages 1-17, November. [Downloadable!] (restricted)
  8. Smith, M. A. J. & Dekker, R., 1997. "Preventive maintenance in a 1 out of n system: The uptime, downtime and costs," European Journal of Operational Research, Elsevier, vol. 99(3), pages 565-583, June. [Downloadable!] (restricted)
  9. Wildeman, R.E. & Frenk, J.B.G. & Dekker, R., 1997. "An efficient optimal solution method for the joint replenishment problem," European Journal of Operational Research, Elsevier, vol. 99(2), pages 433-444, June. [Downloadable!] (restricted)
  10. 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, vol. 15(4), pages 470-81, October.
  11. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997. "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 357-368, September. [Downloadable!] (restricted)
  12. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September. [Downloadable!] (restricted)
  13. McAleer, Michael, 1997. "Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 587-89, Sept.-Oct. [Downloadable!]
  14. McAleer, Michael, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 640-42, Sept.-Oct. [Downloadable!]
  15. McAleer, Michael, 1997. "Revisiting Tobin's 1950 Study of Food Expenditure: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 553-57, Sept.-Oct. [Downloadable!]
  16. McAleer, Michael, 1997. " The Ten Commandments for Organizing a Conference," Journal of Economic Surveys, Blackwell Publishing, vol. 11(2), pages 231-33, June. [Downloadable!] (restricted)
  17. McAleer, Michael, 1997. " Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, the Netherlands, 1996," Journal of Economic Surveys, Blackwell Publishing, vol. 11(4), pages 419-32, December. [Downloadable!] (restricted)
  18. Willem Heiser & Patrick Groenen, 1997. "Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima," Psychometrika, Springer, vol. 62(1), pages 63-83, March. [Downloadable!] (restricted)
  19. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997. "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, vol. 78(2), pages 359-380, June. [Downloadable!] (restricted)

    1996

  1. Hong, Chew Soo & Wakker, Peter, 1996. "The Comonotonic Sure-Thing Principle," Journal of Risk and Uncertainty, Springer, vol. 12(1), pages 5-27, January.
  2. Peters, Hans & Wakker, Peter, 1996. "Cycle-preserving extension of demand functions to new commodities," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 281-290. [Downloadable!] (restricted)
  3. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 213-227. [Downloadable!] (restricted)
  4. Mass A. & Bezembinder, T. & Wakker, P., 1996. "On solving intansitivities in repeated pairwise choices," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 53-53, February. [Downloadable!] (restricted)
  5. Fennema, Hein & Wakker, Peter, 1996. "A Test of Rank-Dependent Utility in the Context of Ambiguity," Journal of Risk and Uncertainty, Springer, vol. 13(1), pages 19-35, July.
  6. van der Laan, Erwin & Dekker, Rommert & Salomon, Marc, 1996. "Product remanufacturing and disposal: A numerical comparison of alternative control strategies," International Journal of Production Economics, Elsevier, vol. 45(1-3), pages 489-498, August. [Downloadable!] (restricted)
  7. 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, vol. 46(1), pages 339-350, December. [Downloadable!] (restricted)
  8. Dekker, R. & Wildeman, R. E. & van Egmond, R., 1996. "Joint replacement in an operational planning phase," European Journal of Operational Research, Elsevier, vol. 91(1), pages 74-88, May. [Downloadable!] (restricted)
  9. McAleer, Michael, 1996. " The Osaka Econometrics Conference: Osaka, Japan, 1995," Journal of Economic Surveys, Blackwell Publishing, vol. 10(1), pages 115-22, March.
  10. McAleer, Michael & McKenzie, Colin, 1996. " The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995," Journal of Economic Surveys, Blackwell Publishing, vol. 10(1), pages 105-14, March.
  11. Patrick Groenen & Willem Heiser, 1996. "The tunneling method for global optimization in multidimensional scaling," Psychometrika, Springer, vol. 61(3), pages 529-550, September. [Downloadable!] (restricted)
  12. Henk Kiers & Patrick Groenen, 1996. "A monotonically convergent algorithm for orthogonal congruence rotation," Psychometrika, Springer, vol. 61(2), pages 375-389, June. [Downloadable!] (restricted)
  13. Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K., 1996. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 75(1), pages 1-5, November. [Downloadable!] (restricted)

    1995

  1. Maas, Arne & Bezembinder, Thom & Wakker, Peter, 1995. "On solving intransitivities in repeated pairwise choices," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 83-101, April. [Downloadable!] (restricted)
  2. Tversky, Amos & Wakker, Peter, 1995. "Risk Attitudes and Decision Weights," Econometrica, Econometric Society, vol. 63(6), pages 1255-80, November. [Downloadable!] (restricted)
  3. Dekker, Rommert & Roelvink, Ingrid F. K., 1995. "Marginal cost criteria for preventive replacement of a group of components," European Journal of Operational Research, Elsevier, vol. 84(2), pages 467-480, July. [Downloadable!] (restricted)
  4. Nieboer, Roelant A. J. J. & Dekker, Rommert, 1995. "Brownian motion approximations for tankage assessment and stock control," European Journal of Operational Research, Elsevier, vol. 85(1), pages 192-204, August. [Downloadable!] (restricted)
  5. Dekker, Rommert, 1995. "Integrating optimisation, priority setting, planning and combining of maintenance activities," European Journal of Operational Research, Elsevier, vol. 82(2), pages 225-240, April. [Downloadable!] (restricted)
  6. Franses, Philip Hans & Paap, Richard, 1995. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, vol. 20(1), pages 109-32.
  7. Franses, Philip Hans, 1995. "Quarterly US Unemployment: Cycles, Seasons and Asymmetries," Empirical Economics, Springer, vol. 20(4), pages 717-25.
  8. Franses, Philip Hans, 1995. "IGARCH and Variance Change in the US Long-Run Interest Rate," Applied Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 113-14, April. [Downloadable!] (restricted)
  9. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-54, August. [Downloadable!] (restricted)
  10. Smith, Jeremy & McAleer, Michael, 1995. "Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 165-85, April-Jun. [Downloadable!] (restricted)
  11. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May. [Downloadable!] (restricted)
  12. Keuzenkamp, Hugo A & McAleer, Michael, 1995. "Simplicity, Scientific Interference and Econometric Modelling," Economic Journal, Royal Economic Society, vol. 105(428), pages 1-21, January. [Downloadable!] (restricted)
  13. Patrick Groenen & Rudolf Mathar & Willem Heiser, 1995. "The majorization approach to multidimensional scaling for Minkowski distances," Journal of Classification, Springer, vol. 12(1), pages 3-19, March. [Downloadable!] (restricted)
  14. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995. "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September. [Downloadable!] (restricted)

    1994

  1. Wakker, Peter & Erev, Ido & Weber, Elke U, 1994. "Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories," Journal of Risk and Uncertainty, Springer, vol. 9(3), pages 195-230, December.
  2. Sarin, Rakesh & Wakker, Peter, 1994. "A General Result for Quantifying Beliefs," Econometrica, Econometric Society, vol. 62(3), pages 683-85, May. [Downloadable!] (restricted)
  3. Quiggin John & Wakker Peter, 1994. "The Axiomatic Basis of Anticipated Utility: A Clarification," Journal of Economic Theory, Elsevier, vol. 64(2), pages 486-499, December. [Downloadable!] (restricted)
  4. Peters Hans & Wakker Peter, 1994. "WARP Does Not Imply SARP for More Than Two Commodities," Journal of Economic Theory, Elsevier, vol. 62(1), pages 152-160, February. [Downloadable!] (restricted)
  5. Franses, Philip Hans & Haldrup, Niels, 1994. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 471-78, October.
  6. Franses, Philip Hans & Paap, Richard, 1994. "Model Selection in Periodic Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 421-39, November.
  7. Smith, Jeremy & McAleer, Michael, 1994. "Newey-West Covariance Matrix Estimates for Models with Generated Regressors," Applied Economics, Taylor and Francis Journals, vol. 26(6), pages 635-40, June.
  8. McKenzie, C R & McAleer, Michael, 1994. "On the Effects of Misspecification Errors in Models with Generated Regressors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 441-55, November.
  9. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Blackwell Publishing, vol. 8(4), pages 317-70, December.
  10. McAleer, Michael & Smith, Jeremy, 1994. "A note on the unbiasedness test of rationality using survey data," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 369-374. [Downloadable!] (restricted)
  11. Michae McAleer, 1994. "Cointegrated systems II," Econometric Reviews, Taylor and Francis Journals, vol. 13(3), pages 287-289. [Downloadable!] (restricted)
  12. Michael McAleer & C. R. McKenzie & M. Hashem Pesaran, 1994. "Cointegration and direct tests of the rational expectations hypothesis," Econometric Reviews, Taylor and Francis Journals, vol. 13(2), pages 231-258. [Downloadable!] (restricted)
  13. Michael McAleer, 1994. "Cointegrated systems I," Econometric Reviews, Taylor and Francis Journals, vol. 13(2), pages 145-149. [Downloadable!] (restricted)
  14. Kleibergen, Frank & van Dijk, Herman K., 1994. "Direct cointegration testing in error correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 61-103, July. [Downloadable!] (restricted)
  15. Marius Ooms & Herman Van Dijk, 1994. "Comment on " estimating systems of trending variables": estimating pushing trends and pulling equilibria," Econometric Reviews, Taylor and Francis Journals, vol. 13(3), pages 395-422. [Downloadable!] (restricted)
  16. Johan Kaashoek & Herman Van Dijk, 1994. "A neural' network applied to tlie calculation of lyapunov exponents," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 123-137. [Downloadable!] (restricted)
  17. Kleibergen, Frank & van Dijk, Herman K., 1994. "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August. [Downloadable!]
  18. Phillips, Peter C.B. & Van Dijk, Herman K., 1994. "Bayes Methods and Unit Roots," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August. [Downloadable!]

    1993

  1. Wakker, Peter, 1993. "Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954," Mathematical Social Sciences, Elsevier, vol. 25(2), pages 199-202, February. [Downloadable!] (restricted)
  2. Wakker, Peter, 1993. " Counterexamples to Segal's Measure Representation Theorem," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 91-98, January.
  3. Wakker, Peter, 1993. "Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance," Review of Economic Studies, Blackwell Publishing, vol. 60(2), pages 487-93, April. [Downloadable!] (restricted)
  4. Jaffray, Jean-Yves & Wakker, Peter, 1993. " Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle," Journal of Risk and Uncertainty, Springer, vol. 7(3), pages 255-71, December.
  5. Chateauneuf, Alain & Wakker, Peter, 1993. "From local to global additive representation," Journal of Mathematical Economics, Elsevier, vol. 22(6), pages 523-545. [Downloadable!] (restricted)
  6. Wakker, Peter & Tversky, Amos, 1993. " An Axiomatization of Cumulative Prospect Theory," Journal of Risk and Uncertainty, Springer, vol. 7(2), pages 147-75, October.
  7. Wakker, Peter, 1993. "Additive representations on rank-ordered sets : II. The topological approach," Journal of Mathematical Economics, Elsevier, vol. 22(1), pages 1-26. [Downloadable!] (restricted)
  8. Hong Chew Soo & Epstein Larry G. & Wakker Peter, 1993. "A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment," Journal of Economic Theory, Elsevier, vol. 59(1), pages 183-188, February. [Downloadable!] (restricted)
  9. Smith, Jeremy & McAleer, Michael, 1993. "On the Robustness of Barro's New Classical Unemployment Model," Applied Economics, Taylor and Francis Journals, vol. 25(3), pages 349-60, March.
  10. Oxley, Les & McAleer, Michael, 1993. " Econometric Issues in Macroeconomic Models with Generated Regressors," Journal of Economic Surveys, Blackwell Publishing, vol. 7(1), pages 1-40.
  11. Kleibergen, F & Van Dijk, H K, 1993. "Non-stationarity in GARCH Models: A Bayesian Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S41-61, Suppl. De. [Downloadable!] (restricted)

    1992

  1. Wakker, Peter, 1992. "Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory," Economic Theory, Springer, vol. 2(4), pages 565-66, October.
  2. Sarin, Rakesh K & Wakker, Peter, 1992. "A Simple Axiomatization of Nonadditive Expected Utility," Econometrica, Econometric Society, vol. 60(6), pages 1255-72, November. [Downloadable!] (restricted)
  3. Boswijk, Peter & Franses, Philip Hans, 1992. "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 369-81, August.
  4. Franses, Philip Hans, 1992. "The Norwegian Consumption Function: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 455-59, August.
  5. Franses, Philip Hans & Biessen, Guido, 1992. "Model adequacy and influential observations," Economics Letters, Elsevier, vol. 38(2), pages 133-137, February. [Downloadable!] (restricted)
  6. McAleer, Michael, 1992. "Efficient Estimation: The Rao-Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares," The Economic Record, The Economic Society of Australia, vol. 68(200), pages 65-72, March.
  7. McAleer, Michael & McKenzie, C. R., 1992. "Recursive estimation and generated regressors," Economics Letters, Elsevier, vol. 39(1), pages 1-5, May. [Downloadable!] (restricted)
  8. Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert, 1992. "Properties of ordinary least squares estimators in regression models with nonspherical disturbances," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 321-334. [Downloadable!] (restricted)
  9. Anil Bera & Michael McAleer & M. Hashem Pesaran & Mann Yoon, 1992. "Joint tests of non-nested models and general error specifications," Econometric Reviews, Taylor and Francis Journals, vol. 11(1), pages 97-117. [Downloadable!] (restricted)
  10. Hop, J Peter & Van Dijk, Herman K, 1992. "SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration," Computer Science in Economics & Management, Springer, vol. 5(3), pages 183-220, August.
  11. Van Dijk, Herman K., 1992. "International conference on econometric inference using simulation techniques," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 287-287. [Downloadable!] (restricted)

    1991

  1. Peters, Hans & Wakker, Peter, 1991. "Independence of Irrelevant Alternatives and Revealed Group Preferences," Econometrica, Econometric Society, vol. 59(6), pages 1787-1801, November. [Downloadable!] (restricted)
  2. Dekker, Rommert & Smeitink, Eric, 1991. "Opportunity-based block replacement," European Journal of Operational Research, Elsevier, vol. 53(1), pages 46-63, July. [Downloadable!] (restricted)
  3. Franses, Philip Hans, 1991. "Moving average filters and unit roots," Economics Letters, Elsevier, vol. 37(4), pages 399-403, December. [Downloadable!] (restricted)
  4. McAleer, Michael & McKenzie, C R, 1991. "Keynesian and New Classical Models of Unemployment Revisited," Economic Journal, Royal Economic Society, vol. 101(406), pages 359-81, May. [Downloadable!] (restricted)
  5. Michael McAleer & C. R. McKenzie, 1991. "When are two step estimators efficient?," Econometric Reviews, Taylor and Francis Journals, vol. 10(2), pages 235-252. [Downloadable!] (restricted)
  6. van Dijk, Herman K, 1991. " Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom: Comment," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 213-17.
  7. Schotman, Peter C & van Dijk, Herman K, 1991. "On Bayesian Routes to Unit Roots," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 387-401, Oct.-Dec.. [Downloadable!] (restricted)
  8. Schotman, Peter & van Dijk, Herman K., 1991. "A Bayesian analysis of the unit root in real exchange rates," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238. [Downloadable!] (restricted)

    1990

  1. Wakker, Peter, 1990. "Characterizing optimism and pessimism directly through comonotonicity," Journal of Economic Theory, Elsevier, vol. 52(2), pages 453-463, December. [Downloadable!] (restricted)

    1989

  1. Wakker, Peter, 1989. "Continuous subjective expected utility with non-additive probabilities," Journal of Mathematical Economics, Elsevier, vol. 18(1), pages 1-27, February. [Downloadable!] (restricted)
  2. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
  3. McAleer, Michael & Veall, Michael R, 1989. "How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 99-106, February. [Downloadable!] (restricted)

    1988

  1. Wakker, Peter, 1988. "Continuity of Preference Relations for Separable Topologies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(1), pages 105-10, February. [Downloadable!] (restricted)
  2. Wakker, Peter, 1988. "Derived strengths of preference relations on coordinates," Economics Letters, Elsevier, vol. 28(4), pages 301-306. [Downloadable!] (restricted)
  3. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August. [Downloadable!] (restricted)
  4. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72. [Downloadable!] (restricted)

    1987

  1. Wakker, Peter, 1987. "Subjective probabilities for state dependent continuous utility," Mathematical Social Sciences, Elsevier, vol. 14(3), pages 289-298, December. [Downloadable!] (restricted)
  2. King, Maxwell L & McAleer, Michael, 1987. "Further Results on Testing AR (1) against MA (1) Disturbances in the Linear Regression Model," Review of Economic Studies, Blackwell Publishing, vol. 54(4), pages 649-63, October. [Downloadable!] (restricted)
  3. Bera, Anil K. & McAleer, Michael, 1987. "On exact and asymptotic tests of non-nested models," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 19-22, January. [Downloadable!] (restricted)

    1986

  1. Peters, H. J. M. & Wakker, P. P., 1986. "Convex functions on non-convex domains," Economics Letters, Elsevier, vol. 22(2-3), pages 251-255. [Downloadable!] (restricted)
  2. McAleer, Michael & Pagan, Adrian & Visco, Ignazio, 1986. "A further result on the sign of restricted least-squares estimates," Journal of Econometrics, Elsevier, vol. 32(2), pages 287-290, July. [Downloadable!] (restricted)

    1985

  1. Dastoor, Naorayex K. & McAleer, Michael, 1985. "Testing separate models with stochastic regressors," Economic Modelling, Elsevier, vol. 2(4), pages 331-338, October. [Downloadable!] (restricted)
  2. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June. [Downloadable!] (restricted)
  3. Van Dijk, Herman K., 1985. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 1-2. [Downloadable!] (restricted)
  4. Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148. [Downloadable!] (restricted)
  5. Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E., 1985. "Posterior moments computed by mixed integration," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 3-18. [Downloadable!] (restricted)

    1983

  1. de Koster, R. & Peters, H. J. M. & Tijs, S. H. & Wakker, P., 1983. "Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions," Mathematical Social Sciences, Elsevier, vol. 4(3), pages 295-300, July. [Downloadable!] (restricted)
  2. Allan W. Gregory & Michael McAleer, 1983. "Testing Non-Nested Specifications of Money Demand for Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 16(4), pages 593-602, November. [Downloadable!] (restricted)
  3. Bera, Anvil K & McAleer, Michael, 1983. "Some Exact Tests for Model Specification," The Review of Economics and Statistics, MIT Press, vol. 65(2), pages 351-54, May. [Downloadable!] (restricted)
  4. Michael McAleer & Anil Bera, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 121-130. [Downloadable!] (restricted)

    1982

  1. Fisher, Gordon & McAleer, Michael & Whistler, Diana, 1982. "A Note on Identifiability in the Linear Expenditure Family," Australian Economic Papers, Blackwell Publishing, vol. 21(39), pages 416-20, December.
  2. McAleer, Michael & Fisher, Gordon & Volker, Paul, 1982. "Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 572-83, November. [Downloadable!] (restricted)
  3. McAleer, Michael & Fisher, Gordon, 1982. "Testing separate regression models subject to specification error," Journal of Econometrics, Elsevier, vol. 19(1), pages 125-145, May. [Downloadable!] (restricted)

    1981

  1. Gordon Fisher & Michael McAleer & Diana Whistler, 1981. "Interest Rates and Durability in the Linear Expenditure Family," Canadian Journal of Economics, Canadian Economics Association, vol. 14(2), pages 331-41, May. [Downloadable!] (restricted)
  2. Allan W. Gregory & Michael McAleer, 1981. "Simultaneity and the Demand for Money in Canada: Comments and Extensions," Canadian Journal of Economics, Canadian Economics Association, vol. 14(3), pages 488-96, August. [Downloadable!] (restricted)
  3. McAleer, Michael, 1981. "A small sample test for non-nested regression models," Economics Letters, Elsevier, vol. 7(4), pages 335-338. [Downloadable!] (restricted)
  4. Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May. [Downloadable!] (restricted)

    1980

  1. McAleer, Michael, 1980. "The minimum error variance rule for non-linear regression models," Economics Letters, Elsevier, vol. 6(1), pages 17-21. [Downloadable!] (restricted)
  2. van Dijk, H. K. & Kloek, T., 1980. "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December. [Downloadable!] (restricted)
  3. van Dijk, Herman K & Kloek, Teun, 1980. "Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes," Econometrica, Econometric Society, vol. 48(5), pages 1139-48, July. [Downloadable!] (restricted)

    1979

  1. Fisher, Gordon & McAleer, Michael, 1979. "On the interpretation of the cox test in econometrics," Economics Letters, Elsevier, vol. 4(2), pages 145-150. [Downloadable!] (restricted)

    1978

  1. Kloek, Teun & van Dijk, Herman K., 1978. "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August. [Downloadable!] (restricted)
  2. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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