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Publications

by members of

Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Rotterdam, Netherlands

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

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2023

  1. Giulio Principi & Peter P. Wakker & Ruodu Wang, 2023. "Antimonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity," Papers 2307.08542, arXiv.org.

2022

  1. Erik Kole & Dick van Dijk, 2022. "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers 21-080/III, Tinbergen Institute, revised 11 Jan 2022.
  2. Annika Camehl & Dennis Fok & Kathrin Gruber, 2022. "Multivariate quantile regression using superlevel sets of conditional densities," Tinbergen Institute Discussion Papers 22-094/III, Tinbergen Institute.
  3. Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022. "Robust Observation-Driven Models Using Proximal-Parameter Updates Abstract We propose an observation-driven modelling framework that permits time variation in the model’s parameters using a proximal-p," Tinbergen Institute Discussion Papers 22-066/III, Tinbergen Institute, revised 20 Dec 2022.
  5. Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022. "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal," Tinbergen Institute Discussion Papers 22-007/IV, Tinbergen Institute.
  6. Xiaomeng Zhang & Wendun Wang & Xinyu Zhang, 2022. "Asymptotic Properties of the Synthetic Control Method," Papers 2211.12095, arXiv.org.

2021

  1. Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021. "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers 21-036/III, Tinbergen Institute.
  2. Hartleb, J. & Schmidt, M.E. & Huisman, D. & Friedrich, M., 2021. "Modeling and solving line planning with integrated mode choice," ERIM Report Series Research in Management ERS-2021-005-LIS, 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 University Rotterdam.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. Ahmed, Hanan & Einmahl, John & Zhou, Chen, 2021. "Extreme Value Statistics in Semi-Supervised Models," Discussion Paper 2021-007, Tilburg University, Center for Economic Research.
  5. Bart H. L. Overes & Michel van der Wel, 2021. "Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques," Papers 2101.12684, arXiv.org, revised Jul 2021.
  6. van Zon, M. & Spliet, R. & van den Heuvel, W., 2021. "The effect of algorithm capabilities on cooperative games," Econometric Institute Research Papers EI2021-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Teulings, Coen & Lange, Rutger-Jan, 2021. "The option value of vacant land: Don't build when demand for housing is booming," CEPR Discussion Papers 16023, C.E.P.R. Discussion Papers.
  8. Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021. "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers 23-039/III, Tinbergen Institute.
  9. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021. "Economic vulnerability is state dependent," CREATES Research Papers 2021-09, Department of Economics and Business Economics, Aarhus University.

2020

  1. Bram van Os & Dick van Dijk, 2020. "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers 20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
  2. Perumal, S.S.G. & Dollevoet, T.A.B. & Huisman, D. & Lusby, R.M. & Larsen, J. & Riis, M., 2020. "Solution Approaches for Vehicle and Crew Scheduling with Electric Buses," Econometric Institute Research Papers EI-2020-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Polinder, G.-J. & Schmidt, M.E. & Huisman, D., 2020. "Timetabling for strategic passenger railway planning," ERIM Report Series Research in Management ERS-2020-001-LIS, 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 University Rotterdam.
  4. Polinder, G.-J. & Cacchiani, V. & Schmidt, M.E. & Huisman, D., 2020. "An iterative heuristic for passenger-centric train timetabling with integrated adaption times," ERIM Report Series Research in Management ERS-2020-006-LIS, 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 University Rotterdam.
  5. van Lieshout, R.N. & Bouman, P.C. & van den Akker, M. & Huisman, D., 2020. "A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines," Econometric Institute Research Papers EI2020-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Other publications TiSEM ae5818cd-f071-4275-9577-d, Tilburg University, School of Economics and Management.
  7. van der Wel, M., 2020. "Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein," ERIM Inaugural Address Series Research in Management 124748, 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 University Rotterdam..
  8. Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020. "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management ERS-2020-010-MKT, 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 University Rotterdam.
  9. Anoek Castelein & Dennis Fok & Richard Paap, 2020. "Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach," Tinbergen Institute Discussion Papers 20-061/III, Tinbergen Institute.
  10. Anoek Castelein & Dennis Fok & Richard Paap, 2020. "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers 20-069/III, Tinbergen Institute.
  11. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  12. Franses, Ph.H.B.F. & Welz, M., 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," Econometric Institute Research Papers EI-1687, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Franses, Ph.H.B.F. & Welz, M., 2020. "The Cash Use of the Malaysian Ringgit," Econometric Institute Research Papers 125962, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Franses, Ph.H.B.F., 2020. "An introduction to time-varying lag autoregression," Econometric Institute Research Papers EI2020-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Knapp, S. & Franses, Ph.H.B.F. & B. Whitby (Bruce), 2020. "Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis," Econometric Institute Research Papers EI 2020-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Rutger Jan Lange, 2020. "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers 20-052/III, Tinbergen Institute, revised 19 May 2021.

2019

  1. Chen Li & Uyanga Turmunkh & Peter Wakker, 2019. "Trust as a decision under ambiguity," Post-Print hal-02988097, HAL.
  2. Zhu, S. & van Jaarsveld, W.L. & Dekker, R., 2019. "Spare Parts Inventory Control based on Maintenance Planning," Econometric Institute Research Papers EI2019-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019. "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers 19-013/IV, Tinbergen Institute, revised 23 Oct 2019.
  4. Sander Barendse & Erik Kole & Dick van Dijk, 2019. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers 19-058/III, Tinbergen Institute.
  5. Erik Kole & Liesbeth Noordegraaf-Eelens & Bas Vringer, 2019. "Cognitive Biases and Consumer Sentiment," Tinbergen Institute Discussion Papers 19-031/I, Tinbergen Institute, revised 21 Mar 2023.
  6. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019. "Reducing Passenger Delays by Rolling Stock Rescheduling," Econometric Institute Research Papers EI2018-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Hartleb, J. & Schmidt, M.E. & Friedrich, M. & Huisman, D., 2019. "A good or a bad timetable: Do different evaluation functions agree?," ERIM Report Series Research in Management ERS-2019-002-LIS, 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 University Rotterdam.
  8. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2019. "A Column Generation Approach for the Integrated Crew Re-Planning Problem," Econometric Institute Research Papers EI2019-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019. "A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling," Econometric Institute Research Papers EI2019-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. van Zon, M. & Spliet, R. & van den Heuvel, W., 2019. "The Joint Network Vehicle Routing Game," Econometric Institute Research Papers EI2019-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. M. Turkensteen (Marcel) & van den Heuvel, W., 2019. "The trade-off between costs and carbon emissions from lot-sizing decisions," Econometric Institute Research Papers EI2019-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Fok, D. & Paap, R., 2019. "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers EI2019-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Li, W. & Fok, D. & Franses, Ph.H.B.F., 2019. "Forecasting own brand sales: Does incorporating competition help?," Econometric Institute Research Papers EI2019-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Anoek Castelein & Dennis Fok & Richard Paap, 2019. "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers 19-056/III, Tinbergen Institute.
  15. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Franses, Ph.H.B.F. & S. Vasilev (Simeon), 2019. "Real GDP growth in Africa, 1963-2016," Econometric Institute Research Papers EI2019-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Franses, Ph.H.B.F., 2019. "Do African economies grow similarly?," Econometric Institute Research Papers EI2019-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Franses, Ph.H.B.F., 2019. "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers EI2019-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Franses, Ph.H.B.F., 2019. "Professional Forecasters and January," Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019. "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers EI2019-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F., 2019. "Forecasting Annual Inflation in Suriname," Econometric Institute Research Papers EI2019-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Franses, Ph.H.B.F., 2019. "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers EI2020-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2019. "Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets," Econometric Institute Research Papers EI-1691, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2018

  1. Dekker, M.M. & van Lieshout, R.N. & Ball, R.C. & Bouman, P.C. & Dekker, S.C. & Dijkstra, H.A. & Goverde, R.M.P. & Huisman, D. & Panja, D. & Schaafsma, A.M. & van den Akker, M., 2018. "A Next Step in Disruption Management: Combining Operations Research and Complexity Science," Econometric Institute Research Papers EI2018-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2018. "Analyzing a Family of Formulations for Cyclic Crew Rostering," Econometric Institute Research Papers EI2018-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. van Lieshout, R.N. & Bouman, P.C. & Huisman, D., 2018. "Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations," Econometric Institute Research Papers EI2018-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Y. Wang (Ying) & Z. Shang (Zheming) & Huisman, D. & D'Ariano, A. & J.C. Zhang (Jinchuan), 2018. "A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling," Econometric Institute Research Papers EI2018-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Einmahl, John & Yang, Fan & Zhou, Chen, 2018. "Testing the Multivariate Regular Variation Model," Other publications TiSEM dd3c4dd0-7181-40f3-af44-f, Tilburg University, School of Economics and Management.
  6. Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018. "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers 1049, Society for Economic Dynamics.
  7. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018. "Balancing Expected and Worst-Case Utility in Contracting Models with Asymmetric Information and Pooling," Econometric Institute Research Papers EI 2018-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018. "Two-Echelon Lot-Sizing with Asymmetric Information and Continuous Type Space," Econometric Institute Research Papers EI2018-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Franses, Ph.H.B.F. & van den Heuvel, W., 2018. "Aggregate statistics on trafficker-destination relations in the Atlantic slave trade," Econometric Institute Research Papers EI2018-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Alfons, A. & Ates, N.Y. & Groenen, P.J.F., 2018. "A Robust Bootstrap Test for Mediation Analysis," ERIM Report Series Research in Management ERS-2018-005-MKT, 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 University Rotterdam.
  11. Richard Karlsson Linnér & Pietro Biroli & Edward Kong & S. Fleur W. Meddens & Robee Wedow & Mark Alan Fontana & Maël Lebreton & Abdel Abdellaoui & Anke R. Hammerschlag & Michel G. Nivard & Aysu Okba, 2018. "Genome-wide association analyses of risk tolerance and risky behaviors in over one million individuals identify hundreds of loci and shared genetic influences," Working Papers 2018-087, Human Capital and Economic Opportunity Working Group.
  12. Franses, Ph.H.B.F., 2018. "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers EI2018-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Franses, Ph.H.B.F. & Wiemann, T., 2018. "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers EI2018-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. van den Hengel, G. & Franses, Ph.H.B.F., 2018. "Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model," Econometric Institute Research Papers EI2018-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Franses, Ph.H.B.F. & Welz, M., 2018. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers EI2018-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Teulings, Coen & Lange, Rutger-Jan, 2018. "The option value of vacant land and the optimal timing of city extensions," CEPR Discussion Papers 12847, C.E.P.R. Discussion Papers.
  17. Michael Grubb & Jean-Francois Mercure & Pablo Salas & Rutger-Jan Lange & Ida Sognnaes, 2018. "Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement," Working Papers EPRG 1808, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.

2017

  1. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R., 2017. "Literature Review - the vaccine supply chain," Econometric Institute Research Papers EI2017-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R., 2017. "The benefits of combining early aspecific vaccination with later specific vaccination," Econometric Institute Research Papers EI2017-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2017. "Is Equality always desirable?," Econometric Institute Research Papers EI2017-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2017. "Robust Pooling for Contracting Models with Asymmetric Information," Econometric Institute Research Papers EI2017-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Franses, Ph.H.B.F. & Janssens, E., 2017. "This time it is different! Or not?," Econometric Institute Research Papers EI2017-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Franses, Ph.H.B.F. & Janssens, E., 2017. "Spurious Principal Components," Econometric Institute Research Papers EI2017-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2016

  1. Müller, Julia & Li, Zhihua & Wakker, Peter P. & Wang, Tong V., 2016. "The Rich Domain of Ambiguity Explored," VfS Annual Conference 2016 (Augsburg): Demographic Change 145734, Verein für Socialpolitik / German Economic Association.
  2. Mulder, J. & Dekker, R., 2016. "Will liner ships make fewer port calls per route?," Econometric Institute Research Papers EI2016-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Mulder, J. & Dekker, R., 2016. "Optimization in container liner shipping," Econometric Institute Research Papers EI2016-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R., 2016. "The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect," Econometric Institute Research Papers EI2016-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Kim, T.Y. & Dekker, R. & Heij, C., 2016. "Spare part demand forecasting for consumer goods using installed base information," Econometric Institute Research Papers EI2016-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Kim, T.Y. & Dekker, R. & Heij, C., 2016. "The value of express delivery services for cross-border e-commerce in European Union markets," Econometric Institute Research Papers EI2016-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. van Riessen, B. & Negenborn, R.R. & Dekker, R., 2016. "Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions," Econometric Institute Research Papers EI2016-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Mulder, J. & van Jaarsveld, W.L. & Dekker, R., 2016. "Simultaneous optimization of speed and buffer times for robust transportation systems," Econometric Institute Research Papers EI2016-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Li, X. & Zuidwijk, R.A. & de Koster, M.B.M. & Dekker, R., 2016. "Competitive Capacity Investment under Uncertainty," ERIM Report Series Research in Management ERS-2016-005-LIS, 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 University Rotterdam.
  10. Trap, M.L. & Huisman, D. & Goverde, R.M.P., 2016. "Design of a robust railway line system for severe winter conditions in The Netherlands," Econometric Institute Research Papers EI2016-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Verhaegh, T. & Huisman, D. & Fioole, P-J. & Vera, J.C., 2016. "A heuristic for real-time crew rescheduling during small disruptions," Econometric Institute Research Papers EI2016-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. van Lieshout, R.N. & Mulder, J. & Huisman, D., 2016. "The Vehicle Rescheduling Problem with Retiming," Econometric Institute Research Papers EI2016-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Huisman, D., 2016. "Good, Better, Best! About Optimization in Public Transport," ERIM Inaugural Address Series Research in Management 94226, 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 University Rotterdam..
  14. Maarten van Oordt & Chen Zhou, 2016. "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers 16-22, Bank of Canada.
  15. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
  16. Breugem, T. & Dollevoet, T.A.B. & van den Heuvel, W., 2016. "Analysis of FPTASes for the Multi-Objective Shortest Path Problem," Econometric Institute Research Papers EI2016-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2016. "Two-echelon supply chain coordination under information asymmetry with multiple types," Econometric Institute Research Papers EI-2016-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Jacobs, B.J.D. & Donkers, A.C.D. & Fok, D., 2016. "Model-based Purchase Predictions for Large Assortments," ERIM Report Series Research in Management ERS-2014-007-MKT, 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 University Rotterdam.
  19. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
  20. David A. Bennett & Klaus Berger & Lars Bertram & Hans Bisgaard & Dorret I. Boomsma & Ingrid B. Borecki & Ute Bültmann & Christopher F. Chabris & Francesco Cucca & Daniele Cusi & Ian J. Deary & George , 2016. "Genome-wide association study identifies 74 loci associated with educational attainment," Post-Print hal-02017372, HAL.
  21. Magnus Johannesson & David I. Laibson & Sarah E. Medland & Michelle N. Meyer & Joseph K. Pickrell & Tõnu Esko & Robert F. Krueger & Jonathan P. Beauchamp & Philipp D. Koellinger & Daniel J. Benjamin &, 2016. "Genetic variants associated with subjective well-being, depressive symptoms, and neuroticism identified through genome-wide analyses," Post-Print hal-02017373, HAL.
  22. Franses, Ph.H.B.F., 2016. "Yet another look at MIDAS regression," Econometric Institute Research Papers EI2016-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Franses, Ph.H.B.F. & Janssens, E., 2016. "Recovering historical inflation data from postal stamps prices," Econometric Institute Research Papers EI2016-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2016. "Volatility Spillovers Across User-Generated Content and Stock Market Performance," ERIM Report Series Research in Management ERS-2016-008-MKT, 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 University Rotterdam.
  25. Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner, 2016. "Functional Principal Component Analysis for Derivatives of Multivariate Curves," SFB 649 Discussion Papers SFB649DP2016-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016. "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers 16-064/IV, Tinbergen Institute.

2015

  1. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R., 2015. "Dose-optimal vaccine allocation over multiple populations," Econometric Institute Research Papers EI2015-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015. "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers 2015-13, Department of Economics and Business Economics, Aarhus University.
  3. Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015. "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers 15-082/III, Tinbergen Institute.
  4. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers 15-140/III, Tinbergen Institute, revised 19 Apr 2017.
  5. Bart Keijsers & Bart Diris & Erik Kole, 2015. "Cyclicality in Losses on Bank Loans," Tinbergen Institute Discussion Papers 15-050/III, Tinbergen Institute, revised 01 Sep 2017.
  6. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015. "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers 15-086/III, Tinbergen Institute.
  7. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015. "Exploiting Spillovers to forecast Crashes," Tinbergen Institute Discussion Papers 15-118/III, Tinbergen Institute.
  8. Núñez Ares, J. & de Vries, H. & Huisman, D., 2015. "A Column Generation Approach for Locating Roadside Clinics in Africa based upon Effectiveness and Equity," Econometric Institute Research Papers EI2015-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Dollevoet, T.A.B. & Huisman, D. & Kroon, L.G. & Veelenturf, L.P. & Wagenaar, J.C., 2015. "An Iterative Framework for Real-time Railway Rescheduling," Econometric Institute Research Papers EI2015-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Danielsson, Jon & Zhou, Chen, 2015. "Why risk is so hard to measure," LSE Research Online Documents on Economics 62002, London School of Economics and Political Science, LSE Library.
  11. Didier Nibbering & Richard Paap & Michel van der Wel, 2015. "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers 15-095/III, Tinbergen Institute, revised 13 Oct 2017.
  12. Schoonees, P.C. & Groenen, P.J.F. & van de Velden, M., 2015. "Least-squares Bilinear Clustering of Three-way Data," Econometric Institute Research Papers EI2014-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Groenen, P.J.F. & Terada, Y., 2015. "Symbolic Multidimensional Scaling," Econometric Institute Research Papers EI 2015-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. van Herk, H. & Schoonees, P.C. & Groenen, P.J.F. & van Rosmalen, J.M., 2015. "Competing for the Same Value Segments: Explaining the Volatile Dutch Political Landscape," ERIM Report Series Research in Management ERS-2015-012-STR, 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 University Rotterdam.
  15. van Oest, R.D. & Franses, Ph.H.B.F., 2015. "The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model," Econometric Institute Research Papers EI 2015-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Franses, Ph.H.B.F., 2015. "Return migration of high skilled workers," Econometric Institute Research Papers 78065, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015. "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers EI 2015-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015. "Risk attitudes in the board room and company performance: Evidence for an emerging economy," Econometric Institute Research Papers EI 2015-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Dulam, T.W. & Franses, Ph.H.B.F., 2015. "How to gain brain for Suriname," Econometric Institute Research Papers EI 2015-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. de Bruijn, L.P. & Franses, Ph.H.B.F., 2015. "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers EI2015-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Franses, Ph.H.B.F. & Maassen, N.R., 2015. "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers EI2015-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Franses, Ph.H.B.F. & de Bruijn, L.P., 2015. "Benchmarking judgmentally adjusted forecasts," Econometric Institute Research Papers EI2015-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Bert de Bruijn & Philip Hans Franses, 2015. "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers 15-032/III, Tinbergen Institute.
  24. Andrew Harvey & Rutger-Jan Lange, 2015. "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics 1517, Faculty of Economics, University of Cambridge.
  25. Andrew Harvey & Rutger-Jan Lange, 2015. "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics 1518, Faculty of Economics, University of Cambridge.

2014

  1. André de Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Helga Fehr-Duda & Ido Erev & Dennis Fok & Ralph Hertwig & Nathalie Picard & Martin Weber & Craig Fox & P.P. Wakker & A.L. W, 2014. "Beware Of Black Swans And Do Not Ignore White Ones?," Working Papers hal-01092090, HAL.
  2. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
  3. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
  4. Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
  5. Laurent Ferrara & Dick van Dijk, 2014. "Forecasting business cycles," Post-Print hal-01385942, HAL.
  6. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014. "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers 14-067/III, Tinbergen Institute.
  7. Bach, L. & Dollevoet, T.A.B. & Huisman, D., 2014. "Integrating Timetabling and Crew," Econometric Institute Research Papers EI 2014-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014. "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers EI 2014-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Moore, Kyle & Zhou, Chen, 2014. "The determinants of systemic importance," LSE Research Online Documents on Economics 59289, London School of Economics and Political Science, LSE Library.
  10. Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2014. "Statistics of Heteroscedastic Extremes," Discussion Paper 2014-015, Tilburg University, Center for Economic Research.
  11. Sait Ozturk & Michel van der Wel, 2014. "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers 14-027/III, Tinbergen Institute.
  12. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2014. "Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data," CESifo Working Paper Series 5030, CESifo.
  13. Mobini, Z. & van den Heuvel, W. & Wagelmans, A.P.M., 2014. "Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information," Econometric Institute Research Papers EI2014-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Bel, K. & Fok, D. & Paap, R., 2014. "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers EI 2014-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Korkmaz, E. & Fok, D. & Kuik, R., 2014. "The Need for Market Segmentation in Buy-Till-You-Defect Models," ERIM Report Series Research in Management ERS-2014-006-LIS, 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 University Rotterdam.
  16. Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014. "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers 14-057/III, Tinbergen Institute.
  17. van den Burg, G.J.J. & Groenen, P.J.F., 2014. "GenSVM: A Generalized Multiclass Support Vector Machine," Econometric Institute Research Papers EI 2014-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Bel, K. & Paap, R., 2014. "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers EI 2014-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2014. "The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency," Econometric Institute Research Papers EI 2014-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014. "Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?," Econometric Institute Research Papers EI 2014-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014. "Does a financial crisis make consumers increasingly prudent?," Econometric Institute Research Papers EI2014-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Dulam, T.W. & Franses, Ph.H.B.F., 2014. "Microeconomic determinants of skilled migration: The case of Suriname," Econometric Institute Research Papers EI 2014-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Franses, Ph.H.B.F., 2014. "The life cycle of social media," Econometric Institute Research Papers EI 2014-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2013

  1. Mallidis, I. & Dekker, R. & Vlachos, D., 2013. "Tactical/Operational Decision Making for Designing Green Logistics Networks," Econometric Institute Research Papers EI 2013-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G., 2013. "Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport," Econometric Institute Research Papers EI2013-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G., 2013. "Impact and relevance of transit disturbances on planning in intermodal container networks," Econometric Institute Research Papers EI 2013-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
  5. Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, 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 University Rotterdam.
  6. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013. "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers 13-113/III, Tinbergen Institute.
  7. Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
  8. Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013. "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers 13-061/III, Tinbergen Institute.
  9. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G. & Maróti, G. & Wagelmans, A.P.M., 2013. "A Quasi-Robust Optimization Approach for Resource Rescheduling," Econometric Institute Research Papers 50110, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Cacchiani, V. & Huisman, D. & Kidd, M.P. & Kroon, L.G. & Toth, P. & Veelenturf, L.P. & Wagenaar, J.C., 2013. "An Overview of Recovery Models for Real-time Railway Rescheduling," Econometric Institute Research Papers 50112, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013. "The drivers of downside equity tail risk," MPRA Paper 45591, University Library of Munich, Germany.
  12. Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013. "The cross-section of tail risks in stock returns," MPRA Paper 45592, University Library of Munich, Germany.
  13. Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013. "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers 13-13, Chapman University, Economic Science Institute.
  14. Moore, Kyle & Zhou, Chen, 2013. ""Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance," MPRA Paper 45589, University Library of Munich, Germany.
  15. Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013. "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers 13-156/IV/DSF64, Tinbergen Institute.
  16. Korkmaz, E. & Kuik, R. & Fok, D., 2013. ""Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing," ERIM Report Series Research in Management ERS-2013-001-LIS, 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 University Rotterdam.
  17. Fok, D., 2013. "Stay Ahead of Competition," ERIM Inaugural Address Series Research in Management EIA-2013-054-MKT, 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 University Rotterdam..
  18. Michael Greenacre & Patrick J.F. Groenen, 2013. "Weighted Euclidean Biplots," Working Papers 708, Barcelona School of Economics.
  19. Groenen, P.J.F. & Borg, I., 2013. "The Past, Present, and Future of Multidimensional Scaling," Econometric Institute Research Papers EI 2013-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Schoonees, P.C. & van de Velden, M. & Groenen, P.J.F., 2013. "Constrained Dual Scaling for Detecting Response Styles in Categorical Data," Econometric Institute Research Papers EI 2013-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Rietveld, C.A. & Groenen, P.J.F. & Koellinger, Ph.D. & van der Loos, M.J.H.M. & Thurik, A.R., 2013. "Living Forever: Entrepreneurial Overconfidence at Older Ages," ERIM Report Series Research in Management ERS-2013-012-STR, 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 University Rotterdam.
  22. Hastie, Nicholas D. & van der Loos, Matthijs J. H. M. & Vitart, Veronique & Völzke, Henry & Wellmann, Jürgen & Yu, Lei & Zhao, Wei & Allik, Jüri & Attia, John R. & Bandinelli, Stefania & Bastardot,, 2013. "GWAS of 126,559 Individuals Identifies Genetic Variants Associated with Educational Attainment," Scholarly Articles 13383543, Harvard University Department of Economics.
  23. Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Franses, Ph.H.B.F., 2013. "Are we in a bubble? A simple time-series-based diagnostic," Econometric Institute Research Papers EI 2013-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2013. "Size and value effects in Suriname," Econometric Institute Research Papers EI 2013-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Versluis, I. & Franses, Ph.H.B.F., 2013. "Low-fat, light, and reduced in calories," ERIM Report Series Research in Management ERS-2013-014-MKT, 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 University Rotterdam.
  27. Bert de Bruijn & Philip Hans Franses, 2013. "Forecasting Earnings Forecasts," Tinbergen Institute Discussion Papers 13-121/III, Tinbergen Institute.
  28. Maria Grith & Wolfgang Karl Härdle & Volker Krätschmer, 2013. "Reference Dependent Preferences and the EPK Puzzle," SFB 649 Discussion Papers SFB649DP2013-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2012

  1. de Vries, H. & Carrasco-Gallego, R. & Farenhorst-Yuan, T. & Dekker, R., 2012. "Prioritizing Replenishments of the Forward Reserve," Econometric Institute Research Papers EI 2012-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. van der Plas, C. & Tervonen, T. & Dekker, R., 2012. "Evaluation of scalarization methods and NSGA-II/SPEA2 genetic algorithms for multi-objective optimization of green supply chain design," Econometric Institute Research Papers EI2012-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
  4. Anne Opschoor & Michel van der Wel & Dick van Dijk & Nick Taylor, 2012. "On the Effects of Private Information on Volatility," CREATES Research Papers 2012-08, Department of Economics and Business Economics, Aarhus University.
  5. Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C., 2012. "Realized mixed-frequency factor models for vast dimensional covariance estimation," ERIM Report Series Research in Management ERS-2012-017-F&A, 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 University Rotterdam.
  6. Bannouh, K. & Martens, M.P.E. & van Dijk, D.J.C., 2012. "Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading," ERIM Report Series Research in Management ERS-2012-018-F&A, 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 University Rotterdam.
  7. Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright, 2012. "Forecasting Interest Rates with Shifting Endpoints," Tinbergen Institute Discussion Papers 12-076/4, Tinbergen Institute.
  8. Martin Scholtus & Dick van Dijk, 2012. "High-Frequency Technical Trading: The Importance of Speed," Tinbergen Institute Discussion Papers 12-018/4, Tinbergen Institute.
  9. Martin L. Scholtus & Dick van Dijk & Bart Frijns, 2012. "Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements," Tinbergen Institute Discussion Papers 12-121/III, Tinbergen Institute.
  10. Louwerse, I. & Mijnarends, J. & Meuffels, I. & Huisman, D. & Fleuren, H.A., 2012. "Scheduling Movements in the Network of an Express Service Provider," Econometric Institute Research Papers EI 2012-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Dollevoet, T.A.B. & Corman, F. & D'Ariano, A. & Huisman, D., 2012. "An Iterative Optimization Framework for Delay Management and Train Scheduling," Econometric Institute Research Papers EI 2012-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Dollevoet, T.A.B. & Huisman, D. & Schöbel, A. & Schmidt, M.E., 2012. "Delay Management including Capacities of Stations," Econometric Institute Research Papers EI 2012-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012. "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management ERS-2012-013, 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 University Rotterdam.
  14. Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme," Discussion Paper 2012-080, Tilburg University, Center for Economic Research.
  15. Lei Pan & Olaf Posch & Michel van der Wel, 2012. "Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces," CREATES Research Papers 2012-26, Department of Economics and Business Economics, Aarhus University.
  16. Romeijn, H.E. & van den Heuvel, W.J. & Geunes, J., 2012. "Mitigating the Cost of Anarchy in Supply Chain Systems," Econometric Institute Research Papers EI 2012-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Onal, M. & van den Heuvel, W.J. & Liu, T., 2012. "A note on "The Economic Lot Sizing Problem with Inventory Bounds"," Econometric Institute Research Papers EI 2012-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W. & Wagelmans, A.P.M., 2012. "The Economic Lot-Sizing Problem with an Emission Constraint," Econometric Institute Research Papers EI 2011-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  20. Franses, Ph.H.B.F. & Legerstee, R., 2012. "Statistical Institutes and Economic Prosperity," Econometric Institute Research Papers 32410, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. de Groot, E.A. & Franses, Ph.H.B.F., 2012. "Do Commercial Real Estate Prices Have Predictive Content for GDP," Econometric Institute Research Papers EI 2012-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Franses, Ph.H.B.F. & Lede, M.M., 2012. "Income, Cultural Norms and Purchases of Counterfeits," Econometric Institute Research Papers EI 2012-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Franses, Ph.H.B.F. & Knecht, W., 2012. "The Late 1970's Bubble in Dutch Collectible Postage Stamps," Econometric Institute Research Papers EI 2013-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Bert de Bruijn & Philip Hans Franses, 2012. "What drives the Quotes of Earnings Forecasters?," Tinbergen Institute Discussion Papers 12-067/4, Tinbergen Institute.
  25. Bert de Bruijn & Philip Hans Franses, 2012. "Managing Sales Forecasters," Tinbergen Institute Discussion Papers 12-131/III, Tinbergen Institute.

2011

  1. Mohammed Abdellaoui & Laetitia Placido & Aurélien Baillon & P.P. Wakker, 2011. "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00609214, HAL.
  2. van de Kuilen, G. & Wakker, P.P., 2011. "The midweight method to measure attitudes towards risk and ambiguity," Other publications TiSEM c58a6884-24cc-4cab-ae2f-a, Tilburg University, School of Economics and Management.
  3. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2011. "An evolutionary model of price competition among spatially distributed firms," Econometric Institute Research Papers EI 2011-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Pourakbar, M. & van der Laan, E.A. & Dekker, R., 2011. "End-of-Life Inventory Problem with Phase-out Returns," Econometric Institute Research Papers EI 2011-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Pourakbar, M. & Dekker, R., 2011. "Customer Differentiated End-of-Life Inventory Problem," Econometric Institute Research Papers EI 2011-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Dekker, R. & Bloemhof-Ruwaard, J.M. & Mallidis, I., 2011. "Operations Research for Green Logistics – An Overview of Aspects, Issues, Contributions and Challenges," Econometric Institute Research Papers EI2011-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
  8. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
  9. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
  10. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
  11. Oleg Sokolinskiy & Dick van Dijk, 2011. "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers 11-125/4, Tinbergen Institute.
  12. Kroon, L.G. & Huisman, D., 2011. "Algorithmic Support for Disruption Management at Netherlands Railways," Econometric Institute Research Papers EI 2011-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Dollevoet, T.A.B. & Huisman, D., 2011. "Fast Heuristics for Delay Management with Passenger Rerouting," Econometric Institute Research Papers EI 2011-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Gus, Garita & Chen, Zhou, 2011. "Averting Currency Crises: The Pros and Cons of Financial Openness," MPRA Paper 30218, University Library of Munich, Germany.
  15. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011. "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers 2011-21, Department of Economics and Business Economics, Aarhus University.
  16. B. Jungbacker & S.J. Koopman & M. van Der Wel, 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Post-Print hal-00828980, HAL.
  17. Siem Jan Koopman & Michel van der Wel, 2011. "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers 11-063/4, Tinbergen Institute.
  18. van de Velden, M. & de Beuckelaer, A. & Groenen, P.J.F. & Busing, F.M.T.A., 2011. "Nonmetric Unfolding of Marketing Data: Degeneracy and Stability," ERIM Report Series Research in Management ERS-2011-006-MKT, 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 University Rotterdam.
  19. Tarakci, M. & Ates, N.Y. & Porck, J.P. & van Knippenberg, D.L. & Groenen, P.J.F. & de Haas, M., 2011. "Testing and Visualizing Strategic Consensus Within and Between Teams," ERIM Report Series Research in Management ERS-2011-015-MKT, 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 University Rotterdam.
  20. Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011. "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers EI2011-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
  23. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011. "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics 11/16, University of Canterbury, Department of Economics and Finance.
  24. Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
  25. Franses, Ph.H.B.F. & Vlam, A., 2011. "Financial innumeracy," Econometric Institute Research Papers EI 2011-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Franses, Ph.H.B.F. & Vlam, A., 2011. ""Borrowing money costs money": Yes, but why not tell how much?," Econometric Institute Research Papers EI 2011-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Legerstee, R. & Franses, Ph.H.B.F., 2011. "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers EI2011-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Dulam, T.W. & Franses, Ph.H.B.F., 2011. "Emigration, wage differentials and brain drain: The case of Suriname," Econometric Institute Research Papers EI 2011-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. de Bruijn, L.P. & Franses, Ph.H.B.F., 2011. "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers EI 2011-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Lam, K.Y. & van de Velden, M. & Franses, Ph.H.B.F., 2011. "Visualizing attitudes towards service levels," ERIM Report Series Research in Management ERS-2011-022-MKT, 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 University Rotterdam.
  31. Heleen Mees & Philip Hans Franses, 2011. "Are Chinese Individuals prone to Money Illusion?," Tinbergen Institute Discussion Papers 11-149/4, Tinbergen Institute, revised 25 Mar 2014.
  32. Sanne Lise Blauw & Philip Hans Franses, 2011. "The Impact of Mobile Telephone Use on Economic Development of Households in Uganda," Tinbergen Institute Discussion Papers 11-152/4, Tinbergen Institute.

2010

  1. Pourakbar, M. & Frenk, J.B.G. & Dekker, R., 2010. "End-of-Life Inventory Decisions for Consumer Electronics Service Parts," Econometric Institute Research Papers EI 2009-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Yang, G. & Dekker, R., 2010. "Service Parts Inventory Control with Lateral Transshipment that Takes Time," Econometric Institute Research Papers EI 2010-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. van Jaarsveld, W.L. & Dekker, R., 2010. "Integrating Reliability Centered Maintenance and Spare Parts Stock Control," Econometric Institute Research Papers EI 2010-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. van Asperen, E. & Dekker, R., 2010. "Flexibility in Port Selection: A Quantitative Approach Using Floating Stocks," Econometric Institute Research Papers EI 2009-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Pinçe, C. & Dekker, R., 2010. "A Continuous Review Inventory Model with Advance Policy Change and Obsolescence," Econometric Institute Research Papers EI 2009-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Mallidis, I. & Vlachos, D. & Dekker, R., 2010. "Greening Supply Chains: Impact on Cost and Design," Econometric Institute Research Papers EI 2010-39a, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. van Asperen, E. & Dekker, R. & van der Schalk, P., 2010. "ORTEC Predicts the Payback Period for its Workforce Scheduling Software," Econometric Institute Research Papers EI 2010-72, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Dekker, R. & Pinçe, C. & Zuidwijk, R.A. & Jalil, M.N., 2010. "On the use of installed base information for spare parts logistics: a revieuw of ideas and industry practice," Econometric Institute Research Papers EI 2010-73, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
  10. Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010. "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers EI 2010-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Schauten, M.B.J. & van Dijk, D.J.C., 2010. "Corporate Governance and the Cost of Debt of Large European Firms," ERIM Report Series Research in Management ERS-2010-025-F&A, 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 University Rotterdam.
  13. Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
  14. de Mare, R. & Spliet, R. & Huisman, D., 2010. "A Branch-and-Price Approach for a Ship Routing Problem with Multiple Products and Inventory Constraints," Econometric Institute Research Papers EI 2010-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Dollevoet, T.A.B. & Huisman, D. & Schmidt, M.E. & Schöbel, A., 2010. "Delay Management with Re-Routing of Passengers," Econometric Institute Research Papers EI 2010-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Abbink, E.J.W. & Albino, L. & Dollevoet, T.A.B. & Huisman, D. & Roussado, J. & Saldanha, R.L., 2010. "Solving Large Scale Crew Scheduling Problems in Practice," Econometric Institute Research Papers EI 2010-63, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Hwang, H.C. & van den Heuvel, W., 2010. "Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging," Econometric Institute Research Papers EI 2010-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. van den Heuvel, W.J. & Gutierrez, J.M. & Hwang, H.C., 2010. "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," Econometric Institute Research Papers EI 2010-70, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W.J. & Wagelmans, A.P.M., 2010. "Economic lot-sizing with remanufacturing: complexity and efficient formulations," Econometric Institute Research Papers EI 2010-71, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Hernández-Mireles, C. & Fok, D., 2010. "Random Coefficient Logit Model for Large Datasets," ERIM Report Series Research in Management ERS-2010-021-MKT, 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 University Rotterdam.
  21. Peers, Y. & Fok, D. & Franses, Ph.H.B.F., 2010. "Modeling Seasonality in New Product Diffusion," ERIM Report Series Research in Management ERS-2010-029-MKT, 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 University Rotterdam.
  22. Dennis Fok & Andre van Stel & Andrew Burke & Roy Thurik, 2010. "Industry Dynamics and Entrepreneurship: An Equilibrium Model," Tinbergen Institute Discussion Papers 10-012/3, Tinbergen Institute, revised 08 Oct 2010.
  23. van der Loos, M.J.H.M. & Koellinger, Ph.D. & Groenen, P.J.F. & Thurik, A.R., 2010. "Genome-wide Association Studies and the Genetics of Entrepreneurship," ERIM Report Series Research in Management ERS-2010-004-ORG, 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 University Rotterdam.
  24. Gower, J.C. & Groenen, P.J.F. & van de Velden, M. & Vines, K., 2010. "Perceptual maps: the good, the bad and the ugly," ERIM Report Series Research in Management ERS-2010-011-MKT, 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 University Rotterdam.
  25. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  26. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Are Forecast Updates Progressive?," Working Papers in Economics 10/12, University of Canterbury, Department of Economics and Finance.
  27. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics 10/16, University of Canterbury, Department of Economics and Finance.
  28. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
  29. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics 10/74, University of Canterbury, Department of Economics and Finance.
  30. Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010. "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics 10/75, University of Canterbury, Department of Economics and Finance.
  31. Franses, Ph.H.B.F. & Mees, H., 2010. "Approximating the DGP of China's Quarterly GDP," Econometric Institute Research Papers EI 2010-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Franses, Ph.H.B.F. & Lede, M.M., 2010. "Diffusion of Original and Counterfeit Products in a Developing Country," Econometric Institute Research Papers EI 2010-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. Heij, C. & Franses, Ph.H.B.F., 2010. "Correcting for Survey Effects in Pre-election Polls," Econometric Institute Research Papers EI 2010-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Franses, Ph.H.B.F., 2010. "Decomposing bias in expert forecast," Econometric Institute Research Papers EI 2010-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Franses, Ph.H.B.F. & Vermeer, S., 2010. "Inequality amongst the wealthiest and its link with economic growth," Econometric Institute Research Papers EI 2010-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. Franses, Ph.H.B.F. & Lede, M.M., 2010. "Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname," Econometric Institute Research Papers EI 2010-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  37. Franses, Ph.H.B.F. & Mees, H., 2010. "Does news on real Chinese GDP growth impact stock markets?," Econometric Institute Research Papers EI 2010-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  38. van Baardwijk, M. & Franses, Ph.H.B.F., 2010. "The hemline and the economy: is there any match?," Econometric Institute Research Papers EI 2010-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  39. Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2010. "Ranking Models in Conjoint Analysis," Econometric Institute Research Papers EI 2010-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  41. Donkers, A.C.D. & van Diepen, M. & Franses, Ph.H.B.F., 2010. "Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment," ERIM Report Series Research in Management ERS-2010-015-MKT, 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 University Rotterdam.
  42. Hernández-Mireles, C. & Franses, Ph.H.B.F., 2010. "The Launch Timing of New and Dominant Multigeneration Technologies," ERIM Report Series Research in Management ERS-2010-022-MKT, 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 University Rotterdam.
  43. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2010. "To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?," ERIM Report Series Research in Management ERS-2010-046-MKT, 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 University Rotterdam.
  44. Kunst, Robert M. & Franses, Philip Hans, 2010. "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series 252, Institute for Advanced Studies.
  45. Maria Grith & Wolfgang Karl Härdle & Melanie Schienle, 2010. "Nonparametric Estimation of Risk-Neutral Densities," SFB 649 Discussion Papers SFB649DP2010-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

2009

  1. van Jaarsveld, W.L. & Dekker, R., 2009. "Risk-based stock decisions for projects," Econometric Institute Research Papers EI 2009-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. van Jaarsveld, W.L. & Dekker, R., 2009. "Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes," Econometric Institute Research Papers EI 2009-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Carrasco-Gallego, R. & Ponce-Cueto, E. & Dekker, R., 2009. "A framework for closed-loop supply chains of reusable articles," Econometric Institute Research Papers EI 2009-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Spliet, R. & Gabor, A.F. & Dekker, R., 2009. "The Vehicle Rescheduling Problem," Econometric Institute Research Papers EI 2009-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Budai-Balke, G. & Dekker, R. & Kaymak, U., 2009. "Genetic and memetic algorithms for scheduling railway maintenance activities," Econometric Institute Research Papers EI 2009-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2009. "Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies," ERIM Report Series Research in Management ERS-2009-028-LIS, 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 University Rotterdam.
  7. Gabor, A.F. & Dekker, R. & van Dijk, T. & van Scheepstal, P., 2009. "Scheduling deliveries under uncertainty," ERIM Report Series Research in Management ERS-2009-040-LIS, 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 University Rotterdam.
  8. Pinçe, C. & Dekker, R., 2009. "An Inventory Model for Slow Moving Items Subject to Obsolescence," ERIM Report Series Research in Management ERS-2009-053-LIS, 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 University Rotterdam.
  9. 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 University of Manchester.
  10. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," Centre for Growth and Business Cycle Research Discussion Paper Series 132, Economics, The University of Manchester.
  11. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009. "Cointegration in a historical perspective," Econometric Institute Research Papers EI 2009-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2009. "Macroeconomic forecasting with real-time data: an empirical comparison," Econometric Institute Research Papers EI 2009-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2009. "Time Variation in Asset Return Dependence: Strength or Structure?," ERIM Report Series Research in Management ERS-2009-052-F&A, 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 University Rotterdam.
  14. Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, 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 University Rotterdam.
  15. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G., 2009. "Railway Crew Rescheduling with Retiming," Econometric Institute Research Papers EI 2009-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Kroon, L.G. & Huisman, D., 2009. "Algorithmic Support for Railway Disruption Management," Econometric Institute Research Papers EI 2009-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Garita, Gus & Zhou, Chen, 2009. "Can Financial Openness Help Avoid Currency Crises?," MPRA Paper 23166, University Library of Munich, Germany, revised 07 Jun 2010.
  18. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
  19. Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
  20. B. Jungbacker & S.J. Koopman & M. van der Wel, 2009. "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011.
  21. 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.
  22. Fok, D. & Franses, Ph.H.B.F., 2009. "Testing Earning Management," Econometric Institute Research Papers EI 2009-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Dorotic, M. & Fok, D. & Verhoef, P.C. & Bijmolt, T.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).
  24. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009. "Map Based Visualization of Product Catalogs," ERIM Report Series Research in Management ERS-2009-010-MKT, 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 University Rotterdam.
  25. 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," ERIM Report Series Research in Management ERS-2009-017-MKT, 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 University Rotterdam.
  26. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009. "Determination of Attribute Weights for Recommender Systems Based on Product Popularity," ERIM Report Series Research in Management ERS-2009-022-MKT, 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 University Rotterdam.
  27. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009. "An Empirical Comparison of Dissimilarity Measures for Recommender Systems," ERIM Report Series Research in Management ERS-2009-023-MKT, 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 University Rotterdam.
  28. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.
  29. van Dijk, A. & van Rosmalen, J.M. & Paap, R., 2009. "A Bayesian approach to two-mode clustering," Econometric Institute Research Papers EI 2009-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. de Boer, P.M.C. & Paap, R., 2009. "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers EI 2009-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Roel van Elk & Esther Mot & P.H. Franses, 2009. "Modelling health care expenditures; overview of the literature and evidence from a panel time series model," CPB Discussion Paper 121, CPB Netherlands Bureau for Economic Policy Analysis.
  32. Knapp, S. & Franses, Ph.H.B.F., 2009. "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Econometric Institute Research Papers EI 2009-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers EI 2009-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Franses, Ph.H.B.F., 2009. "Testing Changing Harmonic Regressors," Econometric Institute Research Papers EI 2009-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009. "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers EI 2009-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. Franses, Ph.H.B.F., 2009. "Forecasting Sales," Econometric Institute Research Papers EI 2009-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  37. van Damme, E.E.C. & Fase, M.M.G. & Franses, P.H. & Swank, J. & Theeuwes, J.J.M., 2009. "Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008," Other publications TiSEM 36b09f2e-d872-4a52-8c71-c, Tilburg University, School of Economics and Management.

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.
  2. 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.
  3. 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 University of Manchester.
  4. 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.
  5. Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers EI 2007-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. de Zwart, G.J. & van Dijk, D.J.C., 2008. "The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets," ERIM Report Series Research in Management ERS-2008-007-F&A, 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 University Rotterdam.
  7. Schauten, M.B.J. & van Dijk, D.J.C. & van der Waal, J-P., 2008. "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," ERIM Report Series Research in Management ERS-2008-027-F&A, 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 University Rotterdam.
  8. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008. "Contagion as Domino Effect in Global Stock Markets," ERIM Report Series Research in Management ERS-2008-071-F&A, 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 University Rotterdam.
  9. Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute.
  10. Kroon, L.G. & Huisman, D. & Abbink, E.J.W. & Fioole, P-J. & Fischetti, M. & Maróti, G. & Schrijver, A. & Steenbeek, A. & Ybema, R., 2008. "The new Dutch timetable: The OR revolution," Econometric Institute Research Papers EI 2008-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Potthoff, D. & Huisman, D. & Desaulniers, G., 2008. "Column generation with dynamic duty selection for railway crew rescheduling," Econometric Institute Research Papers EI 2008-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Research Papers EI 2008-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers EI 2008-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008. "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper 2008/08, Norges Bank.
  16. Laurens de Haan & Casper de Vries & Chen Zhou, 2008. "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers 08-041/2, Tinbergen Institute.
  17. Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008. "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series 2008/47, Center for Financial Studies (CFS).
  18. van den Heuvel, W.J. & Wagelmans, A.P.M., 2008. "A holding cost bound for the economic lot-sizing problem with time-invariant cost parameters," Econometric Institute Research Papers EI 2008-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008. "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers EI 2008-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F., 2008. "The Triggers, Timing and Speed of New Product Price Landings," ERIM Report Series Research in Management ERS-2008-044-MKT, 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 University Rotterdam.
  21. Horváth, C. & Fok, D., 2008. "Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects," ERIM Report Series Research in Management ERS-2008-042-MKT, 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 University Rotterdam.
  22. van Everdingen, Y.M. & Fok, D. & Stremersch, S., 2008. "Modeling Global Spill-Over of New Product Takeoff," ERIM Report Series Research in Management ERS-2008-067-MKT, 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 University Rotterdam.
  23. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2008. "Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map," ERIM Report Series Research in Management ERS-2008-024-MKT, 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 University Rotterdam.
  24. Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C., 2008. "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," ERIM Report Series Research in Management ERS-2008-053-MKT, 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 University Rotterdam.
  25. KIYGI CALLI, Meltem & WEVERBERGH, Marcel & FRANSES, Philip Hans, 2008. "Modeling the effectiveness of hourly direct-response radio commercials," Working Papers 2008005, University of Antwerp, Faculty of Business and Economics.
  26. Franses, Ph.H.B.F., 2008. "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Research Papers EI 2008-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2008. "Analyzing preferences ranking when there are too many alternatives," Econometric Institute Research Papers EI 2008-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Franses, Ph.H.B.F., 2008. "Model selection for forecast combination," Econometric Institute Research Papers EI 2008-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Research Papers EI 2008-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Does the ROMC have expertise, and can it forecast?," Econometric Institute Research Papers EI 2008-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Boulaksil, Y. & Franses, Ph.H.B.F., 2008. "Experts' Stated Behavior," ERIM Report Series Research in Management ERS-2008-001-MKT, 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 University Rotterdam.
  32. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2008. "Does Irritation Induced by Charitable Direct Mailings Reduce Donations?," ERIM Report Series Research in Management ERS-2008-036-MKT, 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 University Rotterdam.

2007

  1. Irma Machielse & Danielle Timmermans & Peter Wakker, 2007. "The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions," Natural Field Experiments 00338, The Field Experiments Website.
  2. Diecidue, E. & Wakker, P.P. & Zeelenberg, M., 2007. "Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory," Other publications TiSEM ac35645a-7772-46fe-ba31-c, Tilburg University, School of Economics and Management.
  3. Budai-Balke, G. & Maróti, G. & Dekker, R. & Huisman, D. & Kroon, L.G., 2007. "Re-scheduling in railways: the rolling stock balancing problem," Econometric Institute Research Papers EI 2007-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Research Papers EI 2007-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Pourakbar, M. & Sleptchenko, A.V. & Dekker, R., 2007. "Mathematical modeling of floating stock policy in FMCG supply chains," Econometric Institute Research Papers EI 2007-54, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Larco Martinelli, J.A. & Dekker, R. & Kaymak, U., 2007. "Distributed Services with Foreseen and Unforeseen Tasks: The Mobile Re-allocation Problem," ERIM Report Series Research in Management ERS-2007-087-LIS, 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 University Rotterdam.
  7. van Dijk, D.J.C., 2007. "Good News is No News," ERIM Inaugural Address Series Research in Management EIA-2007-031-F&A, 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 University Rotterdam..
  8. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Fidrmuc, J.P. & Roosenboom, P.G.J. & van Dijk, D.J.C., 2007. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," ERIM Report Series Research in Management ERS-2007-028-F&A, 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 University Rotterdam.
  12. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management ERS-2007-066-F&A, 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 University Rotterdam.
  13. de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007. "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management ERS-2007-096-F&A, 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 University Rotterdam.
  14. de Zwart, G.J. & Frieser, B. & van Dijk, D.J.C., 2007. "A Recommitment Strategy for Long Term Private Equity Fund Investors," ERIM Report Series Research in Management ERS-2007-097-F&A, 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 University Rotterdam.
  15. Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007. "Instability and nonlinearity in the euro area Phillips curve," Working Paper Series 811, European Central Bank.
  16. 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 Research Papers EI 2007-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Kroon, L.G. & Huisman, D. & Maróti, G., 2007. "Railway timetabling from an operations research," Econometric Institute Research Papers EI 2007-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Jespersen-Groth, J. & Potthoff, D. & Clausen, J. & Huisman, D. & Kroon, L.G. & Maróti, G. & Nielsen, M.N., 2007. "Disruption management in passenger railway transportation," Econometric Institute Research Papers EI 2007-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007. "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers 07-036/4, Tinbergen Institute.
  20. 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.
  21. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
  22. 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.
  23. van den Heuvel, W. & Wagelmans, A.P.M., 2007. "Four equivalent lot-sizing models," Econometric Institute Research Papers EI 2007-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. van den Heuvel, W. & Kundakcioglu, O.E. & Geunes, J. & Romeijn, H.E. & Sharkey, T.C. & Wagelmans, A.P.M., 2007. "Integrated market selection and production planning: complexity and solution approaches," Econometric Institute Research Papers EI 2007-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. van den Heuvel, W. & Wagelmans, A.P.M., 2007. "Worst case analysis for a general class of on-line lot-sizing heuristics," Econometric Institute Research Papers EI 2007-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. van Dijk, A. & Fok, D. & Paap, R., 2007. "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers EI 2007-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Borsje, Jethro & Levering, Leonard & Embregts, Hanno & Frasincar, Flavius, 2007. "Hermes: an Ontology-Based News Personalization Portal," MPRA Paper 1422, University Library of Munich, Germany.
  28. van de Velden, M. & Groenen, P.J.F. & Poblome, J., 2007. "Seriation by constrained correspondence analysis: a simulation study," Econometric Institute Research Papers EI 2007-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. van Rosmalen, J.M. & Koning, A.J. & Groenen, P.J.F., 2007. "Optimal Scaling of Interaction Effects in Generalized Linear Models," Econometric Institute Research Papers EI 2007-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Gower, J.C. & Groenen, P.J.F. & van de Velden, M., 2007. "Area Biplots," Econometric Institute Research Papers EI 2007-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. 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 Research Papers EI 2007-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2007. "Instance-Based penalization techniques for classification," Econometric Institute Research Papers EI 2007-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. 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 Research Papers EI 2007-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2007. "A graphical shopping interface bases on product attributes," Econometric Institute Research Papers EI 2007-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. van Rosmalen, J.M. & van Herk, H. & Groenen, P.J.F., 2007. "Identifying Unknown Response Styles: A Latent-Class Bilinear Multinomial Logit Model," ERIM Report Series Research in Management ERS-2007-045-MKT, 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 University Rotterdam.
  36. 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.
  37. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007. "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series 2123, CESifo.
  38. Henk Kranendonk & Debby Lanser & P.H. Franses, 2007. "On the optimality of expert-adjusted forecasts," CPB Discussion Paper 92, CPB Netherlands Bureau for Economic Policy Analysis.
  39. Knapp, S. & Franses, Ph.H.B.F., 2007. "Comprehensive review of the maritime safety regimes," Econometric Institute Research Papers EI 2007-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  40. Franses, Ph.H.B.F. & Legerstee, R., 2007. "Dynamics of expert adjustment to model-based forecast," Econometric Institute Research Papers EI 2007-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  41. Legerstee, R. & Franses, Ph.H.B.F., 2007. "Competence and confidence effects in experts' forecast adjustments," Econometric Institute Research Papers EI 2007-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  42. Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  43. Franses, Ph.H.B.F. & Legerstee, R., 2007. "Does experts' adjustment to model-based forecasts contribute to forecast quality?," Econometric Institute Research Papers EI 2007-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  44. Franses, Ph.H.B.F., 2007. "Experts adjusting model-based forecasts and the law of small numbers," Econometric Institute Research Papers EI 2007-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  45. Franses, Ph.H.B.F. & Legerstee, R., 2007. "What drives the relevance and quality of experts' adjustment to model-based forecasts?," Econometric Institute Research Papers EI 2007-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  46. Clarijs, P. & Hogeling, B. & Franses, Ph.H.B.F. & Heij, C., 2007. "Evaluation of survey effects in pre-election polls," Econometric Institute Research Papers EI 2007-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  47. Franses, Ph.H.B.F. & Legerstee, R., 2007. "Experts' adjustment to model-based forecasts: Does the forecast horizon matter?," Econometric Institute Research Papers EI 2007-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  48. Franses, Ph.H.B.F. & de Groot, E.A. & Legerstee, R., 2007. "Testing for harmonic regressors," Econometric Institute Research Papers EI 2007-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  49. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2007. "Confidence intervals for maximal reliability of probability judgments," Econometric Institute Research Papers EI 2007-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  50. Franses, Ph.H.B.F. & Legerstee, R., 2007. "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management ERS-2007-083-MKT, 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 University Rotterdam.
  51. Stremersch, S. & Tellis, G.J. & Franses, Ph.H.B.F. & Binken, J.L.G., 2007. "Indirect Network Effects in New Product Growth," ERIM Report Series Research in Management ERS-2007-019-MKT, 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 University Rotterdam.
  52. 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.

2006

  1. Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006. "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers EI 2006-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Nicolai, R.P. & Dekker, R., 2006. "Optimal maintenance of multi-component systems: a review," Econometric Institute Research Papers EI 2006-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Budai-Balke, G. & Dekker, R. & Nicolai, R.P., 2006. "A review of planning models for maintenance and production," Econometric Institute Research Papers EI 2006-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Surico, M. & Kaymak, U. & Naso, D. & Dekker, R., 2006. "Hybrid Meta-Heuristics for Robust Scheduling," ERIM Report Series Research in Management ERS-2006-018-LIS, 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 University Rotterdam.
  5. Kroon, L.G. & Dekker, R. & Maróti, G. & Retel Helmrich, M. & Vromans, M.J.C.M., 2006. "Stochastic Improvement of Cyclic Railway Timetables," ERIM Report Series Research in Management ERS-2006-067-LIS, 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 University Rotterdam.
  6. 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.
  7. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006. "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers EI 2006-03-REV, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Martens, M.P.E. & van Dijk, D.J.C., 2006. "Measuring volatility with the realized range," Econometric Institute Research Papers EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006. "Time series forecasting by principal covariate regression," Econometric Institute Research Papers EI 2006-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. 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.
  12. Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers.
  13. Hartog, A. & Huisman, D. & Abbink, E.J.W. & Kroon, L.G., 2006. "Decision support for crew rostering at NS," Econometric Institute Research Papers EI 2006-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Pepin, A.S. & Desaulniers, G. & Hertz, A. & Huisman, D., 2006. "Comparison of heuristic approaches for the multiple depot vehicle scheduling problem," Econometric Institute Research Papers EI 2006-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. 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.
  17. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2006. "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements," ERIM Report Series Research in Management ERS-2006-013-MKT, 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 University Rotterdam.
  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.
  19. Groenen, P.J.F. & Kaymak, U. & van Rosmalen, J.M., 2006. "Fuzzy clustering with Minkowski distance," Econometric Institute Research Papers EI 2006-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Groenen, P.J.F. & Bioch, J.C. & Nalbantov, G.I., 2006. "Nonlinear support vector machines through iterative majorization and I-splines," Econometric Institute Research Papers EI 2006-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2006. "Classification with support hyperplanes," Econometric Institute Research Papers EI 2006-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Groenen, P.J.F. & Winsberg, S., 2006. "3WaySym-Scal: three-way symbolic multidimensional scaling," Econometric Institute Research Papers EI 2006-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Nalbantov, G.I. & Groenen, P.J.F. & Bioch, J.C., 2006. "Nearest convex hull classification," Econometric Institute Research Papers EI 2006-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Groenen, P.J.F. & van der Lans, A., 2006. "Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data," ERIM Report Series Research in Management ERS-2006-057-MKT, 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 University Rotterdam.
  25. Kagie, M. & van Wezel, M.C., 2006. "Hedonic price models and indices based on boosting applied to the Dutch housing market," Econometric Institute Research Papers EI 2006-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Paap, R. & van Dijk, A., 2006. "Explaining individual response using aggregated data," Econometric Institute Research Papers EI 2006-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Franses, Ph.H.B.F. & de Groot, E.A., 2006. "Long-term forecast for the Dutch economy," Econometric Institute Research Papers EI 2006-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Knapp, S. & Franses, Ph.H.B.F., 2006. "The Global View on Port State Control," Econometric Institute Research Papers EI 2006-14 UPDATED, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. de Groot, E.A. & Franses, Ph.H.B.F., 2006. "Stability through cycles," Econometric Institute Research Papers EI 2006-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Franses, Ph.H.B.F. & van Oest, R.D., 2006. "Testing changes in consumer confidence indicators," Econometric Institute Research Papers EI 2006-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Franses, Ph.H.B.F., 2006. "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers EI 2006-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Knapp, S. & Franses, Ph.H.B.F., 2006. "Analysis of the Maritime Inspection Regimes - Are ships over-inspected?," Econometric Institute Research Papers EI 2006-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. Knapp, S. & Franses, Ph.H.B.F., 2006. "The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels," Econometric Institute Research Papers EI 2006-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. Knapp, S. & Franses, Ph.H.B.F., 2006. "Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty," Econometric Institute Research Papers EI 2006-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. Rotger, G.P. & Franses, Ph.H.B.F., 2006. "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers EI 2006-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006. "Does rounding matter for payment efficiency?," Econometric Institute Research Papers EI 2006-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  37. Franses, Ph.H.B.F., 2006. "Forecasting 1 to h steps ahead using partial least squares," Econometric Institute Research Papers EI 2006-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  38. Heij, C. & Franses, Ph.H.B.F., 2006. "Prediction beyond the survey sample: correcting for survey effects on consumer decisions," Econometric Institute Research Papers EI 2006-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  39. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006. "Irritation Due to Direct Mailings from Charities," ERIM Report Series Research in Management ERS-2006-029-MKT, 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 University Rotterdam.
  40. Franses, Ph.H.B.F. & Hernández-Mireles, C., 2006. "When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model," ERIM Report Series Research in Management ERS-2006-032-MKT, 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 University Rotterdam.
  41. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006. "Dynamic and Competitive Effects of Direct Mailings," ERIM Report Series Research in Management ERS-2006-050-MKT, 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 University Rotterdam.
  42. Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006. "Time-Series Models in Marketing," ERIM Report Series Research in Management ERS-2006-049-MKT, 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 University Rotterdam.

2005

  1. 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 Research Papers EI 2005-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Nicolai, R.P. & Dekker, R., 2005. "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Econometric Institute Research Papers EI 2005-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Porras Musalem, E. & Dekker, R., 2005. "New Bounds for the Joint Replenishment Problem: Tighter, but not always better," Econometric Institute Research Papers EI 2005-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Porras Musalem, E. & Dekker, R., 2005. "Generalized Solutions for the joint replenishment problem with correction factor," Econometric Institute Research Papers EI 2005-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Kroon, L.G. & Dekker, R. & Vromans, M.J.C.M., 2005. "Cyclic Railway Timetabling: a Stochastic Optimization Approach," ERIM Report Series Research in Management ERS-2005-051-LIS, 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 University Rotterdam.
  6. González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
  7. Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005. "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers EI 2005-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005. "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers EI 2005-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2005. "Forecast comparison of principal component regression and principal covariate regression," Econometric Institute Research Papers EI 2005-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005. "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management ERS-2005-012-F&A, 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 University Rotterdam.
  11. 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.
  12. 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.
  13. Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005. "Fast drift approximated pricing in the BGM model," Finance 0502005, University Library of Munich, Germany.
  14. Raoul Pietersz & Patrick J. F. Groenen, 2005. "Rank Reduction of Correlation Matrices by Majorization," Finance 0502006, University Library of Munich, Germany.
  15. Igor Grubisic & Raoul Pietersz, 2005. "Efficient Rank Reduction of Correlation Matrices," Finance 0502007, University Library of Munich, Germany.
  16. Raoul Pietersz & Antoon Pelsser, 2005. "A Comparison of Single Factor Markov-functional and Multi Factor Market Models," Finance 0502008, University Library of Munich, Germany.
  17. Raoul Pietersz & Antoon Pelsser, 2005. "Risk Managing Bermudan Swaptions in the Libor BGM Model," Finance 0502004, University Library of Munich, Germany.
  18. Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, University Library of Munich, Germany.
    • Pietersz, R. & van Regenmortel, M., 2005. "Generic Market Models," ERIM Report Series Research in Management ERS-2005-010-F&A, 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 University Rotterdam.
  19. Huisman, D. & Kroon, L.G. & Lentink, R.M. & Vromans, M.J.C.M., 2005. "Operations research in passenger railway transportation," Econometric Institute Research Papers EI 2005-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Huisman, D., 2005. "A column generation approach to solve the crew re-scheduling problem," Econometric Institute Research Papers EI 2005-54, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Teunter, R.H. & Bayindir, Z.P. & van den Heuvel, W., 2005. "Dynamic lot sizing with product returns," Econometric Institute Research Papers EI 2005-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005. "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Research Papers EI 2005-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Fok, D. & Franses, Ph.H.B.F., 2005. "Seasonality on non-linear price effects in scanner-data based market-response models," Econometric Institute Research Papers EI 2005-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Fok, D. & Franses, Ph.H.B.F., 2005. "Modeling the diffusion of scientific publications," Econometric Institute Research Papers EI 2005-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. van Deun, K. & Groenen, P.J.F. & Delbeke, L., 2005. "VIPSCAL: A combined vector ideal point model for preference data," Econometric Institute Research Papers EI 2005-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2005. "SymScal: symbolic multidimensional scaling of interval dissimilarities," Econometric Institute Research Papers EI 2005-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. van Rosmalen, J.M. & Groenen, P.J.F. & Trejos, J. & Castilli, W., 2005. "Global Optimization strategies for two-mode clustering," Econometric Institute Research Papers EI 2005-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Bioch, J.C. & Groenen, P.J.F. & Nalbantov, G.I., 2005. "Solving and interpreting binary classification problems in marketing with SVMs," Econometric Institute Research Papers EI 2005-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. van Wezel, M.C. & Kagie, M. & Potharst, R., 2005. "Boosting the accuracy of hedonic pricing models," Econometric Institute Research Papers EI 2005-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Franses, Ph.H.B.F. & Paap, R., 2005. "Random-Coefficient periodic autoregression," Econometric Institute Research Papers EI 2005-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005. "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers EI 2005-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005. "Retrieving unobserved consideration sets from household panel data," Econometric Institute Research Papers EI 2005-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  33. de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Real time estimates of GDP growth," Econometric Institute Research Papers EI 2005-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  34. de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Real time estimates of GDP growth, based on two-regime models," Econometric Institute Research Papers EI 2005-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  35. de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Cycles in basic innovations," Econometric Institute Research Papers EI 2005-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  36. Bruyneel, S. & Dewitte, S. & Franses, Ph.H.B.F. & Dekimpe, M.G., 2005. "Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods," ERIM Report Series Research in Management ERS-2005-045-MKT, 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 University Rotterdam.

2004

  1. 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 Research Papers EI 2004-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H., 2004. "Arrival processes in port modeling: insights from a case study," Econometric Institute Research Papers EI 2004-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Ochtman, G. & Dekker, R. & van Asperen, E. & Kusters, W., 2004. "Floating stocks in FMCG supply chains," Econometric Institute Research Papers EI 2004-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H., 2004. "On the effect of ship arrival processes on jetty and storage capacity," Econometric Institute Research Papers EI 2004-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Porras Musalem, E. & Dekker, R., 2004. "On the efficiency of optimal algorithms for the joint replenishment problem: a comparative study," Econometric Institute Research Papers EI 2004-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Budai-Balke, G. & Huisman, D. & Dekker, R., 2004. "Scheduling preventive railway maintenance activities," Econometric Institute Research Papers EI 2004-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. 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 Research Papers EI 2004-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Pak, K. & Dekker, R., 2004. "Cargo Revenue Management: Bid-Prices for a 0-1 Multi Knapsack Problem," ERIM Report Series Research in Management ERS-2004-055-LIS, 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 University Rotterdam.
  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. 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).
  11. Dick van Dijk, 2004. "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings 143, Econometric Society.
  12. 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 University of Manchester.
  13. de Pooter, M.D. & van Dijk, D.J.C., 2004. "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers EI 2004-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004. "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers EI 2004-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. 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.
  16. 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.
  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," ERIM Report Series Research in Management ERS-2004-027-F&A, 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 University Rotterdam.
  18. Huisman, D. & Wagelmans, A.P.M., 2004. "A solution approach for dynamic vehicle and crew scheduling," Econometric Institute Research Papers EI 2004-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. de Groot, S.W. & Huisman, D., 2004. "Vehicle and crew scheduling: solving large real-world instances with an integrated approach," Econometric Institute Research Papers EI 2004-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. 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.
  21. van den Heuvel, W., 2004. "On the complexity of the economic lot-sizing problem with remanufacturing options," Econometric Institute Research Papers EI 2004-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. van den Heuvel, W. & Borm, P.E.M. & Hamers, H.J.M., 2004. "Economic Lot-Sizing Games," ERIM Report Series Research in Management ERS-2004-088-LIS, 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 University Rotterdam.
  23. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004. "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers EI 2004-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Groenen, P.J.F. & Koning, A.J., 2004. "A new model for visualizing interactions in analysis of variance," Econometric Institute Research Papers EI 2004-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Groenen, P.J.F. & Koning, A.J., 2004. "Generalized bi-additive modelling for categorical data," Econometric Institute Research Papers EI 2004-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Groenen, P.J.F. & van de Velden, M., 2004. "Multidimensional scaling," Econometric Institute Research Papers EI 2004-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
  28. van Oest, R.D. & Paap, R., 2004. "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers EI 2004-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Franses, Ph.H.B.F. & van Oest, R.D., 2004. "On the econometrics of the Koyck model," Econometric Institute Research Papers EI 2004-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Sándor, Z. & Franses, Ph.H.B.F., 2004. "Experimental investigation of consumer price evaluations," Econometric Institute Research Papers EI 2004-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Franses, Ph.H.B.F., 2004. "Forecasting in marketing," Econometric Institute Research Papers EI 2004-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Franses, Ph.H.B.F. & Vriens, M., 2004. "Advertising effects on awareness, consideration and brand choice using tracking data," ERIM Report Series Research in Management ERS-2004-028-MKT, 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 University Rotterdam.

2003

  1. Pak, K. & Dekker, R. & Kindervater, G.A.P., 2003. "Airline Revenue Management with Shifting Capacity," Econometric Institute Research Papers ERS-2003-091-LIS, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Porras Musalem, E. & Dekker, R., 2003. "An efficient optimal solution method for the joint replenishment problem with minimum order quantities," Econometric Institute Research Papers EI 2003-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Vromans, M.J.C.M. & Dekker, R. & Kroon, L.G., 2003. "Reliability and heterogeneity of railway services," ERIM Report Series Research in Management ERS-2003-090-LIS, 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 University Rotterdam.
  4. de Brito, M.P. & Dekker, R. & Flapper, S.D.P., 2003. "Reverse Logistics - a review of case studies," ERIM Report Series Research in Management ERS-2003-012-LIS, 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 University Rotterdam.
  5. de Brito, M.P. & Dekker, R., 2003. "A Framework for Reverse Logistics," ERIM Report Series Research in Management ERS-2003-045-LIS, 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 University Rotterdam.
  6. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H. & Waltman, L., 2003. "Arrival Processes for Vessels in a Port Simulation," ERIM Report Series Research in Management ERS-2003-067-LIS, 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 University Rotterdam.
  7. Eric Porras Musalem & Rommert Dekker, 2003. "Controlling Inventories in a Supply Chain," Tinbergen Institute Discussion Papers 03-012/4, Tinbergen Institute.
  8. 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 University of Manchester.
  9. 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 University of Manchester.
  10. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers EI 2003-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Siliverstovs, B. & van Dijk, D.J.C., 2003. "Forecasting industrial production with linear, nonlinear, and structural change models," Econometric Institute Research Papers EI 2003-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003. "Stress Testing with Student's t Dependence," ERIM Report Series Research in Management ERS-2003-056-F&A, 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 University Rotterdam.
  14. Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003. "Combining Column Generation and Lagrangian Relaxation," ERIM Report Series Research in Management ERS-2003-092-LIS, 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 University Rotterdam.
  15. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2003. "Multiple-Depot Integrated Vehicle and Crew Scheduling," Econometric Institute Research Papers EI 2003-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. van den Heuvel, W.J. & Wagelmans, A.P.M., 2003. "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Research Papers EI 2003-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. van den Heuvel, W. & Wagelmans, A.P.M., 2003. "A Polynomial Time Algorithm for a Deterministic Joint Pricing and Inventory Model," ERIM Report Series Research in Management ERS-2003-065-LIS, 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 University Rotterdam.
  18. van den Heuvel, W. & Wagelmans, A.P.M., 2003. "A note on a multi-period profit maximizing model for retail supply chain management," ERIM Report Series Research in Management ERS-2003-072-LIS, 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 University Rotterdam.
  19. Fok, D. & Paap, R., 2003. "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers 1715, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003. "Modeling Dynamic Effects of the Marketing Mix on Market Shares," ERIM Report Series Research in Management ERS-2003-044-MKT, 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 University Rotterdam.
  21. Groenen, P.J.F., 2003. "Dynamische Meerdimensionele Schaling: Statistiek op de Kaart," ERIM Inaugural Address Series Research in Management 304, 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 University Rotterdam..
  22. Groenen, P.J.F. & Giaquinto, P. & Kiers, H.A.L., 2003. "Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models," Econometric Institute Research Papers EI 2003-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. van Deun, K. & Groenen, P.J.F., 2003. "Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi," Econometric Institute Research Papers EI 2003-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003. "Modeling purchases as repeated events," Econometric Institute Research Papers EI 2003-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Franses, Ph.H.B.F. & Kippers, J., 2003. "How do we pay with euro notes? Empirical evidence from Monopoly experiments," Econometric Institute Research Papers EI 2003-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Kippers, J. & Franses, Ph.H.B.F., 2003. "Do we need all Euro denominations?," Econometric Institute Research Papers EI 2003-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Franses, Ph.H.B.F., 2003. "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Research Papers EI 2003-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Koning, A.J. & Franses, Ph.H.B.F., 2003. "Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands," Econometric Institute Research Papers EI 2003-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers EI 2003-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  30. Hafner, C.M. & Franses, Ph.H.B.F., 2003. "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Research Papers EI 2003-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  31. Kippers, J. & Franses, Ph.H.B.F., 2003. "An empirical analysis of euro cash payments," Econometric Institute Research Papers EI 2003-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. van Oest, R.D. & Franses, Ph.H.B.F., 2003. "Which brands gain share from which brands? Inference from store-level scanner data," ERIM Report Series Research in Management ERS-2003-076-MKT, 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 University Rotterdam.
  33. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2003. "Effectiveness of Brokering within Account Management Organizations," ERIM Report Series Research in Management ERS-2003-078-MKT, 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 University Rotterdam.
  34. Horváth, C. & Franses, Ph.H.B.F., 2003. "Deriving dynamic marketing effectiveness from econometric time series models," ERIM Report Series Research in Management ERS-2003-079-MKT, 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 University Rotterdam.
  35. Pauwels, K.H. & Franses, Ph.H.B.F. & Srinivasan, S., 2003. "Reference-based transitions in short-run price elasticity," ERIM Report Series Research in Management ERS-2003-095-MKT, 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 University Rotterdam.
  36. Franses, Ph.H.B.F. & Vroomen, B.L.K., 2003. "Estimating duration intervals," ERIM Report Series Research in Management ERS-2003-031-MKT, 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 University Rotterdam.
  37. Franses, Ph.H.B.F., 2003. "On the Bass diffusion theory, empirical models and out-of-sample forecasting," ERIM Report Series Research in Management ERS-2003-034-MKT, 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 University Rotterdam.
  38. Koning, A.J. & Franses, Ph.H.B.F., 2003. "Confidence Intervals for Cronbach's Coefficient Alpha Values," ERIM Report Series Research in Management ERS-2003-041-MKT, 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 University Rotterdam.
  39. Vroomen, B.L.K. & Donkers, A.C.D. & Verhoef, P.C. & Franses, Ph.H.B.F., 2003. "Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions," ERIM Report Series Research in Management ERS-2003-075-MKT, 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 University Rotterdam.
  40. 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.

2002

  1. Itzhak Gilboa & David Schmeidler & Peter P. Wakker, 2002. "Utility in Case-Based Decision Theory," Post-Print hal-00752278, HAL.
  2. Porras Musalem, E. & Dekker, R., 2002. "Controlling inventories in a supply chain: a case study," Econometric Institute Research Papers EI 2002-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. de Brito, M.P. & Dekker, R., 2002. "Reverse logistics - a framework," Econometric Institute Research Papers EI 2002-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. de Brito, M.P. & Flapper, S.D.P. & Dekker, R., 2002. "Reverse logistics," Econometric Institute Research Papers EI 2002-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Listes, O.L. & Dekker, R., 2002. "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Research Papers EI 2002-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Dekker, R. & de Koster, M.B.M. & van Kalleveen, H. & Roodbergen, K.J., 2002. "Quick Response Practices at the Warehouse of Ankor," ERIM Report Series Research in Management ERS-2002-19-LIS, 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 University Rotterdam.
  7. 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.
  8. 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 University of Manchester.
  9. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002. "A simple test for PPP among traded goods," Econometric Institute Research Papers EI 2002-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002. "Shunting of Passenger Train Units in a Railway Station," ERIM Report Series Research in Management ERS-2002-74-LIS, 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 University Rotterdam.
  11. 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.
  12. van den Heuvel, W. & Wagelmans, A.P.M., 2002. "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," ERIM Report Series Research in Management ERS-2002-63-LIS, 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 University Rotterdam.
  13. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers EI 2002-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2002. "Sales Models For Many Items Using Attribute Data," ERIM Report Series Research in Management ERS-2002-65-MKT, 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 University Rotterdam.
  15. Groenen, P.J.F. & van de Velden, M., 2002. "Inverse correspondence analysis," Econometric Institute Research Papers EI 2002-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Franses, Ph.H.B.F. & Paap, R., 2002. "Common large innovations across nonlinear time series," Econometric Institute Research Papers EI 2002-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. 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.
  19. 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.
  20. 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.
  21. Franses, Ph.H.B.F., 2002. "On modeling panels of time series," Econometric Institute Research Papers EI 2002-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2002. "Ecological panel inference in repeated cross sections," Econometric Institute Research Papers EI 2002-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Franses, Ph.H.B.F., 2002. "On the diffusion of scientific publications; the case of Econometrica 1987," Econometric Institute Research Papers EI 2002-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Franses, Ph.H.B.F. & Cramer, J.S., 2002. "On the number of categories in an ordered regression model," Econometric Institute Research Papers EI 2002-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Franses, Ph.H.B.F. & Patoir, D.A., 2002. "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Research Papers EI 2002-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  26. Hyung, N. & Franses, Ph.H.B.F., 2002. "Inflation rates; long-memoray, level shifts, or both?," Econometric Institute Research Papers EI 2002-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  27. Franses, Ph.H.B.F., 2002. "From first submission to citation: an empirical analysis," Econometric Institute Research Papers EI 2002-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  28. Franses, Ph.H.B.F. & Verhoef, P.C., 2002. "On combining revealed and stated preferences to forecast customer behaviour: three case studies," Econometric Institute Research Papers EI 2002-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  29. Jonker, J.-J. & Franses, Ph.H.B.F. & Piersma, N., 2002. "Evaluating Direct Marketing Campaigns: recent findings and future research topics," ERIM Report Series Research in Management ERS-2002-26-MKT, 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 University Rotterdam.
  30. Franses, Ph.H.B.F. & Heij, C., 2002. "Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables," ERIM Report Series Research in Management ERS-2002-31-MKT, 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 University Rotterdam.
  31. Dekker, D.J. & Krackhardt, D. & Franses, Ph.H.B.F., 2002. "Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships," ERIM Report Series Research in Management ERS-2002-33-MKT, 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 University Rotterdam.
  32. Franses, Ph.H.B.F. & Stremersch, S., 2002. "Modeling Generational Transitions from Aggregate Data," ERIM Report Series Research in Management ERS-2002-49-MKT, 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 University Rotterdam.
  33. Boswijk, H.P. & Franses, Ph.H.B.F., 2002. "The Econometrics Of The Bass Diffusion Model," ERIM Report Series Research in Management ERS-2002-66-MKT, 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 University Rotterdam.
  34. Sloot, L.M. & Verhoef, P.C. & Franses, Ph.H.B.F., 2002. "The impact of brand and category characteristics on consumer stock-out reactions," ERIM Report Series Research in Management ERS-2002-106-MKT, 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 University Rotterdam.
  35. 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.

2001

  1. Kokkinaki, A.I. & Dekker, R. & de Koster, M.B.M. & 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 Research Papers EI 2000-32/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Listes, O.L. & Dekker, R., 2001. "Stochastic approaches for product recovery network design: a case study," Econometric Institute Research Papers EI 2001-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Meersmans, P.J.M. & Dekker, R., 2001. "Operations research supports container handling," Econometric Institute Research Papers EI 2001-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. de Brito, M.P. & Dekker, R., 2001. "Modelling product returns in inventory control - exploring the validity or general assumptions," Econometric Institute Research Papers EI 2001-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. 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 Research Papers EI 2001-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Teunter, R.H. & Dekker, R., 2001. "An easy derivation of the order optimality condition for inventory systems with backordering," Econometric Institute Research Papers EI 2001-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. 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," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
  8. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers EI 2001-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Swanson, N.R. & van Dijk, D.J.C., 2001. "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. 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.
  11. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2001. "A dynamic approach to vehicle scheduling," ERIM Report Series Research in Management ERS-2001-35-LIS, 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 University Rotterdam.
  12. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice," ERIM Report Series Research in Management ERS-2001-47-MKT, 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 University Rotterdam.
  13. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Econometric Analysis of the Market Share Attraction Model," ERIM Report Series Research in Management ERS-2001-25-MKT, 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 University Rotterdam.
  14. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001. "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management ERS-2001-68-MKT, 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 University Rotterdam.
  15. Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A., 2001. "Modeling Potentially Time-Varying Effects of Promotions on Sales," ERIM Report Series Research in Management ERS-2001-05-MKT, 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 University Rotterdam.
  16. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers EI 2001-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Vogelsang, Timothy J. & Franses, Philip Hans, 2001. "Testing for Common Deterministic Trend Slopes," Working Papers 01-15, Cornell University, Center for Analytic Economics.
  18. Koopman, S.J. & Franses, Ph.H.B.F., 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers EI 2001-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Hyung, N. & Franses, Ph.H.B.F., 2001. "Structural breaks and long memory in US inflation rates: do they matter for forecasting?," Econometric Institute Research Papers EI 2001-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2001. "Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting," Econometric Institute Research Papers EI 2001-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Boswijk, H.P. & Franses, Ph.H.B.F., 2001. "Robust inference on average economic growth," Econometric Institute Research Papers EI 2001-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Dekker, D.J. & Franses, Ph.H.B.F. & Krackhardt, D., 2001. "An Equilibrium-Correction Model for Dynamic Network Data," ERIM Report Series Research in Management ERS-2001-39-MKT, 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 University Rotterdam.
  23. Donkers, A.C.D. & Franses, Ph.H.B.F. & Verhoef, P.C., 2001. "Using Selective Sampling for Binary Choice Models to Reduce Survey Costs," ERIM Report Series Research in Management ERS-2001-67-MKT, 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 University Rotterdam.
  24. Vroomen, B.L.K. & Franses, Ph.H.B.F. & van Nierop, J.E.M., 2001. "Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks," ERIM Report Series Research in Management ERS-2001-10-MKT, 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 University Rotterdam.
  25. Wuyts, S.H.K. & Stremersch, S. & Franses, Ph.H.B.F., 2001. "Buying High Tech Products," ERIM Report Series Research in Management ERS-2001-27-MKT, 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 University Rotterdam.
  26. Verhoef, P.C. & Franses, Ph.H.B.F. & Donkers, A.C.D., 2001. "Changing Perceptions and Changing Behavior in Customer Relationships," ERIM Report Series Research in Management ERS-2001-31-MKT, 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 University Rotterdam.
  27. 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.

2000

  1. Diecidue, E. & Wakker, P.P., 2000. "Comonotonic Book-Making with Nonadditive Probabilities," Discussion Paper 2000-76, Tilburg University, Center for Economic Research.
  2. Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000. "A Theory of the Gambling Effect," Discussion Paper 2000-75, Tilburg University, Center for Economic Research.
  3. Diecidue, E. & Wakker, P.P., 2000. "On the Intuition of Rank-Dependent Utility," Discussion Paper 2000-74, Tilburg University, Center for Economic Research.
  4. Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R., 2000. "A framework for response surface methodology for simulation optimization," Econometric Institute Research Papers EI 2000-14/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R. & Habbema, J.D.F., 2000. "Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models," Econometric Institute Research Papers EI 2000-22/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Vlachos, D. & Dekker, R., 2000. "Return handling options and order quantities for single period products," Econometric Institute Research Papers EI 2000-29/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. 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.
  8. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
  9. van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
  10. 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.
  11. Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000. "Seasonal smooth transition autoregression," Econometric Institute Research Papers EI 2000-06/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers EI 2000-30/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000. "Models and algorithms for Integration of Vehicle and Crew Scheduling," ERIM Report Series Research in Management ERS-2000-14-LIS, 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 University Rotterdam.
  14. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000. "Applying an Integrated Approach to Vehicle and Crew Scheduling in Practice," ERIM Report Series Research in Management ERS-2000-31-LIS, 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 University Rotterdam.
  15. Fok, D. & Franses, Ph.H.B.F., 2000. "Forecasting Market Shares from Models for Sales," ERIM Report Series Research in Management ERS-2000-03-MKT, 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 University Rotterdam.
  16. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000. "Modeling Unobserved Consideration Sets for Household Panel Data," ERIM Report Series Research in Management ERS-2000-42-MKT, 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 University Rotterdam.
  17. Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F., 2000. "Modeling charity donations: target selection, response time and gift size," Econometric Institute Research Papers EI 2000-07/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & 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 Research Papers EI 2000-33/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000. "The Bayesian Score Statistic," Econometric Institute Research Papers EI 2000-16/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Verhoef, P.C. & Franses, Ph.H.B.F. & Hoekstra, J.C., 2000. "The Effect of Relational Constructs on Relationship Performance," ERIM Report Series Research in Management ERS-2000-08-MKT, 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 University Rotterdam.
  22. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2000. "Broker Positions in Task-Specific Knowledge Networks," ERIM Report Series Research in Management ERS-2000-37-MKT, 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 University Rotterdam.

1999

  1. Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R., 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Research Papers EI 9909-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & 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 Research Papers EI 9924-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Voogd, P. & Dekker, R. & Meersmans, P.J.M., 1999. "Famas-NewCon: A generator program for stacking in the reference case," Econometric Institute Research Papers EI 9943-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Aronis, K-P. & Magou, I. & Dekker, R. & Tagaras, G., 1999. "Inventory control of spare parts using a Bayesian approach: a case study," Econometric Institute Research Papers EI 9950-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Kokkinaki, A.I. & Dekker, R. & van Nunen, J.A.E.E. & Pappis, C.P., 1999. "An explanatory study on electronic commerce for reverse logistics," Econometric Institute Research Papers EI 9951-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Berben, R-P. & van Dijk, D.J.C., 1999. "Unit root tests and assymmetric adjustment," Econometric Institute Research Papers EI 9902-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Taylor, A.M.R. & van Dijk, D.J.C., 1999. "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers EI 9922-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999. "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers EI 9926-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. 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.
  10. Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S., 1999. "Ordered logit analysis for selectively sampled data," Econometric Institute Research Papers EI 9933/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Fok, D. & Franses, Ph.H.B.F., 1999. "Impulse-response analysis of the market share attraction model," Econometric Institute Research Papers EI 9955-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers EI 9927-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Franses, Ph.H.B.F., 1999. "How to deal with intercept and trend in pratical cointegration analysis?," Econometric Institute Research Papers EI 9904-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing common deterministic seasonality," Econometric Institute Research Papers EI 9905-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Kleibergen, F.R. & Franses, Ph.H.B.F., 1999. "Cointegration in a periodic vector autoregression," Econometric Institute Research Papers EI 9906-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  17. Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999. "On SETAR non- linearity and forecasting," Econometric Institute Research Papers EI 9914-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Franses, Ph.H.B.F. & Kunst, R.M., 1999. "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Research Papers EI 9917-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  19. Franses, Ph.H.B.F. & de Bruin, P., 1999. "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Research Papers EI 9923-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  20. Carsoule, F. & Franses, Ph.H.B.F., 1999. "Monitoring structural change in variance," Econometric Institute Research Papers EI 9925A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  21. Carsoule, F. & Franses, Ph.H.B.F., 1999. "Monitoring time-varying parameters in an autoregression," Econometric Institute Research Papers EI 9937/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S., 1999. "Censored regression analysis in large samples with many zero observations," Econometric Institute Research Papers EI 9939-A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

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. Kleijn, M.J. & Dekker, R., 1998. "An overview of inventory systems with several demand classes," Econometric Institute Research Papers EI 9838, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric 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 Research Papers EI 9837, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998. "Modeling asymmetric volatility in weekly Dutch temperature data," Econometric Institute Research Papers EI 9840, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998. "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers EI 9832, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998. "Forecasting volatility with switching persistence GARCH models," Econometric Institute Research Papers EI 9819, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Berben, R-P. & van Dijk, D.J.C., 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers EI 9814, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. 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.
  9. Franses, Ph.H.B.F. & Paap, R., 1998. "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers EI 9852, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Franses, Ph.H.B.F. & Paap, R., 1998. "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Research Papers EI 9841, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. de Bruin, P. & Franses, Ph.H.B.F., 1998. "On data transformations and evidence of nonlinearity," Econometric Institute Research Papers EI 9823, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Franses, Ph.H.B.F. & Kunst, R.M., 1998. "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers EI 9820, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998. "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers EI 9811, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1997

  1. Wakker, P.P. & Thaler, R.H. & Tversky, A., 1997. "Probabilistic insurance," Discussion Paper 1997-35, Tilburg University, Center for Economic Research.
  2. De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper 1997-44, Tilburg University, Center for Economic Research.
  3. Kleijn, M.J. & Dekker, R., 1997. "Using break quantities for tactical optimisation in multistage distribution systems," Econometric Institute Research Papers EI 9737/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & de Kok, A.G., 1997. "On the newsboy model with a cutoff transaction size," Econometric Institute Research Papers EI 9736/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Frenk, J.B.G. & Kleijn, M.J. & Dekker, R., 1997. "An efficient algorithm for a generalized joint replenishment problem," Econometric Institute Research Papers EI 9701-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  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.
  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.
  8. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers EI 9734/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  9. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers EI 9733/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  10. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997. "Do We Often Find ARCH Because Of Neglected Outliers?," Econometric Institute Research Papers EI 9706-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  11. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997. "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers EI 9704-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M., 1997. "Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Franses, Philip Hans & Lucas, André, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

1996

  1. Sarin, R. & Wakker, P.P., 1996. "Revealed likelihood and knightian uncertainty," Discussion Paper 1996-59, Tilburg University, Center for Economic Research.
  2. Sarin, R. & Wakker, P.P., 1996. "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," Discussion Paper 1996-45, Tilburg University, Center for Economic Research.
  3. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A unified treatment of single component replacement models," Econometric Institute Research Papers EI 9602-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996. "A note on the marginal cost approach in maintenance," Econometric Institute Research Papers EI 9603-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Dekker, R. & van der Duyn Schouten, F.A. & Wildeman, R.E., 1996. "A Review of Multi-Component Maintenance Models with Economic Dependence," Econometric Institute Research Papers EI 9605-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Dekker, R. & Kleijn, M.J. & de Kok, A.G., 1996. "The break quantity rule in a 1-warehouse, N-retailers distribution system," Econometric Institute Research Papers EI 9624-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Dekker, R. & Kleijn, M.J. & de Rooij, P.J., 1996. "A spare parts stocking policy based on equipment criticality," Econometric Institute Research Papers EI 9625-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Wildeman, R.E. & Dekker, R., 1996. "Dynamic Influences in Multi-Component Maintenance," Econometric Institute Research Papers EI 9630-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  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.
  10. Dekker, R. & Dorenbos, R., 1996. "Flexibel werk aan de onderkant van de arbeidsmarkt," WORC Paper 96.07.011, Tilburg University, Work and Organization Research Centre.
  11. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Econometric Institute Research Papers EI 9622-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996. "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers EI 9659-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  13. Kleibergen, F.R. & Paap, R., 1996. "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers EI 9668-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. Franses, Ph.H.B.F. & Kloek, T. & Lucas, A., 1996. "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Econometric Institute Research Papers EI 9646-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  15. Ariño, M.A. & Franses, Ph.H.B.F., 1996. "Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series," Econometric Institute Research Papers EI 9669-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  16. Breitung, J. & Franses, P. H., 1996. "On Phillips-Perron Type Tests for Seasonal Unit Roots," SFB 373 Discussion Papers 1996,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1995

  1. Wildeman, R.E. & Dekker, R. & Smit, A.C.J.M., 1995. "A Dynamic Policy for Grouping Maintenance Activities," Econometric Institute Research Papers EI 9537-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Dekker, R. & van Egmond, R. & Frenk, J.B.G. & Wildeman, R.E., 1995. "A General Approach for the Coordination of Maintenance Frequencies," Econometric Institute Research Papers EI 9539-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Dekker, R. & Frenk, J.B.G. & Wildeman, R.E., 1995. "An Efficient Optimal Solution Method for the Joint Replenishment Problem," Econometric Institute Research Papers EI 9542-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & Piersma, N. & de Kok, T.G., 1995. "On the use of break quantities in multi--echelon distribution systems," Econometric Institute Research Papers EI 9548-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995. "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers EI 9527-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers 9510, Tilburg - Center for Economic Research.
  7. Breitung, J. & Franses, P., 1995. "Impulse Response Functions for Periodic Integration," SFB 373 Discussion Papers 1995,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1994

  1. Sarin, R. & Wakker, P.P., 1994. "A simple axiomatization of nonadditive expected utility," Other publications TiSEM 07a4969d-cceb-4239-b20d-5, Tilburg University, School of Economics and Management.
  2. 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 16/94, Monash University, Department of Econometrics and Business Statistics.

1993

  1. Franses, P.H. & Boswijk, H.P., 1993. "Temporal aggregation in a periodically integrated autoregressive process," Research Memorandum FEW 599, Tilburg University, School of Economics and Management.

1992

  1. Quiggin, J. & Wakker, P., 1992. "The Axiomatic Basis of Anticipated Utility: A Clarification," Papers 9203, Tilburg - Center for Economic Research.
  2. Peters, H. & Wakker, P.P., 1992. "Independence of irrelevant alternatives and revealed group preferences," Other publications TiSEM d5b29b32-d795-4423-8c3e-0, Tilburg University, School of Economics and Management.
  3. Franses, P. H., 1992. "The Gompertz Curve: Estimation And Selection," Econometric Institute Archives 272486, Erasmus University Rotterdam.
  4. Broersma, L. & Franses, P.H., 1992. "A model for quarterly unemployment in Canada," Serie Research Memoranda 0011, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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.
  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.

1990

  1. Franses, P. H., 1990. "Testing For Seasonal Unit Roots In Monthly Data," Econometric Institute Archives 272393, Erasmus University Rotterdam.
  2. Franses, P. H., 1990. "Testing For White Noise In Time Series Models," Econometric Institute Archives 272394, Erasmus University Rotterdam.
  3. Franses, P. H., 1990. "Seasonality, Outliers And Linearity," Econometric Institute Archives 272395, Erasmus University Rotterdam.
  4. Franses, P. H., 1990. "Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series," Econometric Institute Archives 272481, Erasmus University Rotterdam.

1983

  1. de Koster, R. & Peters, H. & Tijs, S.H. & Wakker, P., 1983. "Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions," Other publications TiSEM ca1db065-9070-4741-9bbe-0, Tilburg University, School of Economics and Management.

Undated

  1. Erik Kole & Reza Brink, "undated". "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers 19-029/IV, Tinbergen Institute.
  2. Bent Jesper Christensen & Michel van der Wel, "undated". "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers 2010-14, Department of Economics and Business Economics, Aarhus University.
  3. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
  4. Franses, Philip Hans, "undated". "Franses," Instructional Stata datasets for econometrics franses, Boston College Department of Economics.
  5. Philip Hans Franses & Robert Taylor, "undated". "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers 97/9, Department of Economics, University of York.
  6. Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, "undated". "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers 19-021/III, Tinbergen Institute.

Journal articles

2024

  1. Lange, Rutger-Jan, 2024. "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, vol. 238(2).
  2. Lange, Rutger-Jan & Teulings, Coen N., 2024. "Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming," Journal of Economic Theory, Elsevier, vol. 215(C).

2023

  1. Peter P. Wakker, 2023. "The correct formula of 1979 prospect theory for multiple outcomes," Theory and Decision, Springer, vol. 94(2), pages 183-187, February.
  2. Akyüz, M. Hakan & Dekker, Rommert & Sharif Azadeh, Shadi, 2023. "Partial and complete replanning of an intermodal logistic system under disruptions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 169(C).
  3. Kole, Erik & van Dijk, Dick, 2023. "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, vol. 236(2).
  4. Sander Barendse & Erik Kole & Dick van Dijk, 2023. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
  5. Gavin Ooft & Philip Hans Franses & Sailesh Bhaghoe, 2023. "Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate," Review of Development Economics, Wiley Blackwell, vol. 27(4), pages 2618-2637, November.
  6. Mattera, Raffaele & Franses, Philip Hans, 2023. "Are African business cycles synchronized? Evidence from spatio-temporal modeling," Economic Modelling, Elsevier, vol. 128(C).
  7. Philip Hans Franses, 2023. "On the life cycles of successful rock bands," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(5), pages 4693-4707, October.
  8. Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).

2022

  1. Peter P. Wakker, 2022. "Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019)," American Economic Journal: Microeconomics, American Economic Association, vol. 14(2), pages 561-565, May.
  2. Schouten, Thijs Nicolaas & Dekker, Rommert & Hekimoğlu, Mustafa & Eruguz, Ayse Sena, 2022. "Maintenance optimization for a single wind turbine component under time-varying costs," European Journal of Operational Research, Elsevier, vol. 300(3), pages 979-991.
  3. Zhu, Sha & van Jaarsveld, Willem & Dekker, Rommert, 2022. "Critical project planning and spare parts inventory management in shutdown maintenance," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
  4. Oorschot, Jochem & Zhou, Chen, 2022. "Tail Dependence Of Ols," Econometric Theory, Cambridge University Press, vol. 38(2), pages 273-300, April.
  5. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  6. Philip Hans Franses & Max Welz, 2022. "Forecasting Real GDP Growth for Africa," Econometrics, MDPI, vol. 10(1), pages 1-16, January.
  7. Philip Hans Franses, 2022. "Interpolation and correlation," Applied Economics, Taylor & Francis Journals, vol. 54(14), pages 1562-1567, March.
  8. Philip Hans Franses & Max Welz, 2022. "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 829-839, July.
  9. Potrawa, Tomasz & Tetereva, Anastasija, 2022. "How much is the view from the window worth? Machine learning-driven hedonic pricing model of the real estate market," Journal of Business Research, Elsevier, vol. 144(C), pages 50-65.

2021

  1. Wakker, Peter P. & Yang, Jingni, 2021. "Concave/convex weighting and utility functions for risk: A new light on classical theorems," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 429-435.
  2. Baillon, Aurélien & Bleichrodt, Han & Li, Chen & Wakker, Peter P., 2021. "Belief hedges: Measuring ambiguity for all events and all models," Journal of Economic Theory, Elsevier, vol. 198(C).
  3. Cathleen Johnson & Aurélien Baillon & Han Bleichrodt & Zhihua Li & Dennie Dolder & Peter P. Wakker, 2021. "Prince: An improved method for measuring incentivized preferences," Journal of Risk and Uncertainty, Springer, vol. 62(1), pages 1-28, February.
  4. Bart Van Riessen & Judith Mulder & Rudy R. Negenborn & Rommert Dekker, 2021. "Revenue management with two fare classes in synchromodal container transportation," Flexible Services and Manufacturing Journal, Springer, vol. 33(3), pages 623-662, September.
  5. Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021. "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1066-1079, October.
  6. Qin, Xiao & Zhou, Chen, 2021. "Systemic risk allocation using the asymptotic marginal expected shortfall," Journal of Banking & Finance, Elsevier, vol. 126(C).
  7. John H. J. Einmahl & Fan Yang & Chen Zhou, 2021. "Testing the Multivariate Regular Variation Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 907-919, October.
  8. Laurens de Haan & Chen Zhou, 2021. "Trends in Extreme Value Indices," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(535), pages 1265-1279, July.
  9. Mathijs van Zon & Remy Spliet & Wilco van den Heuvel, 2021. "The Joint Network Vehicle Routing Game," Transportation Science, INFORMS, vol. 55(1), pages 179-195, 1-2.
  10. Bruno Jacobs & Dennis Fok & Bas Donkers, 2021. "Understanding Large-Scale Dynamic Purchase Behavior," Marketing Science, INFORMS, vol. 40(5), pages 844-870, September.
  11. Matilda Dorotic & Dennis Fok & Peter C. Verhoef & Tammo H. A. Bijmolt, 2021. "Synergistic and cannibalization effects in a partnership loyalty program," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 1021-1042, September.
  12. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2021. "Forecasting time-varying arrivals: Impact of direct response advertising on call center performance," Journal of Business Research, Elsevier, vol. 131(C), pages 227-240.
  13. Franses, Philip Hans, 2021. "Modeling box office revenues of motion pictures✰," Technological Forecasting and Social Change, Elsevier, vol. 169(C).
  14. Philip Hans Franses, 2021. "Marketing response and temporal aggregation," Journal of Marketing Analytics, Palgrave Macmillan, vol. 9(2), pages 111-117, June.
  15. Philip Hans Franses, 2021. "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 401-417, December.
  16. Philip Hans Franses, 2021. "Estimating persistence for irregularly spaced historical data," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(6), pages 2177-2187, December.
  17. Philip Hans Franses, 2021. "Testing for bias in forecasts for independent binary outcomes," Applied Economics Letters, Taylor & Francis Journals, vol. 28(15), pages 1336-1338, September.
  18. Philip Hans Franses, 2021. "Inclusion of older annual data into time series models for recent quarterly data," Applied Economics Letters, Taylor & Francis Journals, vol. 28(19), pages 1717-1721, November.
  19. Philip Hans Franses, 2021. "Testing bias in professional forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1086-1094, September.

2020

  1. Peter P. Wakker, 2020. "A Personal Tribute to David Schmeidler’s Influence," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 387-390.
  2. Li, Chen & Turmunkh, Uyanga & Wakker, Peter P., 2020. "Social and strategic ambiguity versus betrayal aversion," Games and Economic Behavior, Elsevier, vol. 123(C), pages 272-287.
  3. Abdellaoui, Mohammed & Wakker, Peter P., 2020. "Savage for dummies and experts," Journal of Economic Theory, Elsevier, vol. 186(C).
  4. Topan, E. & Eruguz, A.S. & Ma, W. & van der Heijden, M.C. & Dekker, R., 2020. "A review of operational spare parts service logistics in service control towers," European Journal of Operational Research, Elsevier, vol. 282(2), pages 401-414.
  5. Zhu, Sha & Jaarsveld, Willem van & Dekker, Rommert, 2020. "Spare parts inventory control based on maintenance planning," Reliability Engineering and System Safety, Elsevier, vol. 193(C).
  6. I. Mallidis & S. Despoudi & R. Dekker & E. Iakovou & D. Vlachos, 2020. "The impact of sulphur limit fuel regulations on maritime supply chain network design," Annals of Operations Research, Springer, vol. 294(1), pages 677-695, November.
  7. van de Velden, Michel & van den Heuvel, Wilco & Galy, Hugo & Groenen, Patrick J.F., 2020. "Retrieving a contingency table from a correspondence analysis solution," European Journal of Operational Research, Elsevier, vol. 283(2), pages 541-548.
  8. Suzanne, Elodie & Absi, Nabil & Borodin, Valeria & van den Heuvel, Wilco, 2020. "A single-item lot-sizing problem with a by-product and inventory capacities," European Journal of Operational Research, Elsevier, vol. 287(3), pages 844-855.
  9. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2020. "Flexible Mixture-Amount Models Using Multivariate Gaussian Processes," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 257-271, April.
  10. Philip Hans Franses, 2020. "Measurement Error in a First-order Autoregression," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 1-14, June.
  11. Gilian van den Hengel & Philip Hans Franses, 2020. "Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model," Forecasting, MDPI, vol. 2(3), pages 1-25, August.
  12. Philip Hans Franses & Max Welz, 2020. "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, vol. 13(3), pages 1-8, March.
  13. Philip Hans Franses & Thomas Wiemann, 2020. "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 59-75, June.
  14. Philip Hans Franses, 2020. "IMA(1,1) as a new benchmark for forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 27(17), pages 1419-1423, October.
  15. Philip Hans Franses, 2020. "Inflation in China, 1953-1978," China Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 290-298, September.
  16. Philip Hans Franses, 2020. "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 927-933, September.
  17. Philip Hans Franses & Max Welz, 2020. "The Cash Use Of The Malaysian Ringgit: Can It Be More Efficient?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 1-5, March.
  18. Philip Hans Franses, 2020. "Simple Bayesian Forecast Combination," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-7, December.
  19. Lange, Rutger-Jan & Ralph, Daniel & Støre, Kristian, 2020. "Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(2), pages 653-677, March.
  20. Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan, 2020. "Can Google search data help predict macroeconomic series?," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1163-1172.

2019

  1. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
  2. Chen Li & Uyanga Turmunkh & Peter P. Wakker, 2019. "Trust as a decision under ambiguity," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 51-75, March.
  3. Han Bleichrodt & Jason N. Doctor & Yu Gao & Chen Li & Daniella Meeker & Peter P. Wakker, 2019. "Resolving Rabin’s paradox," Journal of Risk and Uncertainty, Springer, vol. 59(3), pages 239-260, December.
  4. Mulder, Judith & Dekker, Rommert, 2019. "Designing robust liner shipping schedules: Optimizing recovery actions and buffer times," European Journal of Operational Research, Elsevier, vol. 272(1), pages 132-146.
  5. Dick van Dijk & Philip Hans Franses, 2019. "Combining expert‐adjusted forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(5), pages 415-421, August.
  6. Maarten van Oordt & Chen Zhou, 2019. "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 365-384, April.
  7. Chen Zhou, 2019. "Risk Theory: A Heavy Tail Approach," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1424-1425, July.
  8. Maarten R C van Oordt & Chen Zhou, 2019. "Estimating Systematic Risk under Extremely Adverse Market Conditions," Journal of Financial Econometrics, Oxford University Press, vol. 17(3), pages 432-461.
  9. Christensen, Bent Jesper & van der Wel, Michel, 2019. "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, vol. 134(1), pages 165-191.
  10. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019. "Robust pooling for contracting models with asymmetric information," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1036-1051.
  11. Mobini, Zahra & van den Heuvel, Wilco & Wagelmans, Albert, 2019. "Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information," European Journal of Operational Research, Elsevier, vol. 277(2), pages 542-560.
  12. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019. "Two-echelon lot-sizing with asymmetric information and continuous type space," Omega, Elsevier, vol. 87(C), pages 158-176.
  13. Onur A. Kilic & Wilco van den Heuvel, 2019. "Economic lot sizing with remanufacturing: Structural properties and polynomial-time heuristics," IISE Transactions, Taylor & Francis Journals, vol. 51(12), pages 1318-1331, December.
  14. Dennis Fok & André Stel & Andrew Burke & Roy Thurik, 2019. "How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry," Annals of Operations Research, Springer, vol. 283(1), pages 1111-1138, December.
  15. Philip Hans Franses & Max Welz, 2019. "Cash Use of the Taiwan Dollar: Is It Efficient? †," JRFM, MDPI, vol. 12(1), pages 1-6, January.
  16. Philip Hans Franses, 2019. "On inflation expectations in the NKPC model," Empirical Economics, Springer, vol. 57(6), pages 1853-1864, December.
  17. Philip Hans Franses & Eva Janssens, 2019. "Spurious principal components," Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 37-39, January.
  18. Philip Hans Franses, 2019. "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(2), pages 73-80, March.
  19. Audrino, Francesco & Tetereva, Anastasija, 2019. "Sentiment spillover effects for US and European companies," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 542-567.

2018

  1. Zhihua Li & Julia Müller & Peter P. Wakker & Tong V. Wang, 2018. "The Rich Domain of Ambiguity Explored," Management Science, INFORMS, vol. 64(7), pages 3227-3240, July.
  2. Stefan Trautmann & Peter P. Wakker, 2018. "Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 83-116, February.
  3. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018. "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, vol. 86(5), pages 1839-1858, September.
  4. Lotty E. Duijzer & Willem L. van Jaarsveld & Jacco Wallinga & Rommert Dekker, 2018. "Dose†Optimal Vaccine Allocation over Multiple Populations," Production and Operations Management, Production and Operations Management Society, vol. 27(1), pages 143-159, January.
  5. Duijzer, Lotty Evertje & van Jaarsveld, Willem & Dekker, Rommert, 2018. "Literature review: The vaccine supply chain," European Journal of Operational Research, Elsevier, vol. 268(1), pages 174-192.
  6. Hekimoğlu, Mustafa & van der Laan, Ervin & Dekker, Rommert, 2018. "Markov-modulated analysis of a spare parts system with random lead times and disruption risks," European Journal of Operational Research, Elsevier, vol. 269(3), pages 909-922.
  7. Duijzer, Lotty Evertje & van Jaarsveld, Willem & Dekker, Rommert, 2018. "The benefits of combining early aspecific vaccination with later specific vaccination," European Journal of Operational Research, Elsevier, vol. 271(2), pages 606-619.
  8. Mallidis, Ioannis & Iakovou, Eleftherios & Dekker, Rommert & Vlachos, Dimitrios, 2018. "The impact of slow steaming on the carriers’ and shippers’ costs: The case of a global logistics network," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 111(C), pages 18-39.
  9. Engin Topan & Tarkan Tan & Geert-Jan van Houtum & Rommert Dekker, 2018. "Using imperfect advance demand information in lost-sales inventory systems with the option of returning inventory," IISE Transactions, Taylor & Francis Journals, vol. 50(3), pages 246-264, March.
  10. Anne Opschoor & Pawel Janus & André Lucas & Dick Van Dijk, 2018. "New HEAVY Models for Fat-Tailed Realized Covariances and Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(4), pages 643-657, October.
  11. Bart Keijsers & Bart Diris & Erik Kole, 2018. "Cyclicality in losses on bank loans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 533-552, June.
  12. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
  13. Xiao, Xiao & Zhou, Chen, 2018. "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 207-228.
  14. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018. "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 288-311.
  15. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018. "Two-echelon supply chain coordination under information asymmetry with multiple types," Omega, Elsevier, vol. 76(C), pages 137-159.
  16. Koen Bel & Dennis Fok & Richard Paap, 2018. "Parameter estimation in multivariate logit models with many binary choices," Econometric Reviews, Taylor & Francis Journals, vol. 37(5), pages 534-550, May.
  17. Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
  18. Franses, Philip Hans & Janssens, Eva, 2018. "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 261-292.
  19. Bert De Bruijn & Philip Hans Franses, 2018. "How Informative Are Earnings Forecasts? †," JRFM, MDPI, vol. 11(3), pages 1-20, July.
  20. Philip Hans Franses & Eva Janssens, 2018. "This Time It Is Different! Or Not? Discounting Past Data When Predicting The Future," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-34, June.
  21. Andrew Harvey & Rutger‐Jan Lange, 2018. "Modeling the Interactions between Volatility and Returns using EGARCH‐M," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 909-919, November.

2017

  1. Han Bleichrodt & Martin Filko & Amit Kothiyal & Peter P. Wakker, 2017. "Making Case-Based Decision Theory Directly Observable," American Economic Journal: Microeconomics, American Economic Association, vol. 9(1), pages 123-151, February.
  2. Zhihua Li & Kirsten I. M. Rohde & Peter P. Wakker, 2017. "Improving one’s choices by putting oneself in others’ shoes – An experimental analysis," Journal of Risk and Uncertainty, Springer, vol. 54(1), pages 1-13, February.
  3. Zhu, Sha & Dekker, Rommert & van Jaarsveld, Willem & Renjie, Rex Wang & Koning, Alex J., 2017. "An improved method for forecasting spare parts demand using extreme value theory," European Journal of Operational Research, Elsevier, vol. 261(1), pages 169-181.
  4. Ye, Qing Chuan & Zhang, Yingqian & Dekker, Rommert, 2017. "Fair task allocation in transportation," Omega, Elsevier, vol. 68(C), pages 1-16.
  5. Kadziński, Miłosz & Tervonen, Tommi & Tomczyk, Michał K. & Dekker, Rommert, 2017. "Evaluation of multi-objective optimization approaches for solving green supply chain design problems," Omega, Elsevier, vol. 68(C), pages 168-184.
  6. Rommert Dekker & René Koster & Kap Hwan Kim, 2017. "Maritime and container logistics," Flexible Services and Manufacturing Journal, Springer, vol. 29(1), pages 1-3, March.
  7. Bart Riessen & Rudy R. Negenborn & Rommert Dekker, 2017. "The Cargo Fare Class Mix problem for an intermodal corridor: revenue management in synchromodal container transportation," Flexible Services and Manufacturing Journal, Springer, vol. 29(3), pages 634-658, December.
  8. Christos Keramydas & Ioannis Mallidis & Rommert Dekker & Dimitrios Vlachos & Eleftherios Iakovou, 2017. "Cost and environmental trade-offs in supply chain network design and planning: the merit of a simulation-based approach," Journal of Simulation, Taylor & Francis Journals, vol. 11(1), pages 20-29, February.
  9. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
  10. Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017. "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, vol. 32(C), pages 28-48.
  11. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017. "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, vol. 15(1), pages 139-171.
  12. Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
  13. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017. "Exploiting Spillovers to Forecast Crashes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 936-955, December.
  14. Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017. "A novel approach to measuring consumer confidence," Econometrics and Statistics, Elsevier, vol. 4(C), pages 121-129.
  15. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2017. "A note on “A multi-period profit maximizing model for retail supply chain management”," European Journal of Operational Research, Elsevier, vol. 260(2), pages 625-630.
  16. Aiste Ruseckaite & Peter Goos & Dennis Fok, 2017. "Bayesian D-optimal choice designs for mixtures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(2), pages 363-386, February.
  17. Michel Tenenhaus & Arthur Tenenhaus & Patrick J. F. Groenen, 2017. "Regularized Generalized Canonical Correlation Analysis: A Framework for Sequential Multiblock Component Methods," Psychometrika, Springer;The Psychometric Society, vol. 82(3), pages 737-777, September.
  18. Ronald de Vlaming & Aysu Okbay & Cornelius A Rietveld & Magnus Johannesson & Patrik K E Magnusson & André G Uitterlinden & Frank J A van Rooij & Albert Hofman & Patrick J F Groenen & A Roy Thurik & Ph, 2017. "Meta-GWAS Accuracy and Power (MetaGAP) Calculator Shows that Hiding Heritability Is Partially Due to Imperfect Genetic Correlations across Studies," PLOS Genetics, Public Library of Science, vol. 13(1), pages 1-23, January.
  19. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2017. "Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?," International Journal of Forecasting, Elsevier, vol. 33(1), pages 90-101.
  20. Donkers, Bas & van Diepen, Merel & Franses, Philip Hans, 2017. "Do charities get more when they ask more often? Evidence from a unique field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 66(C), pages 58-65.
  21. Philip Hans Franses & Eva Janssens, 2017. "Recovering Historical Inflation Data from Postage Stamps Prices," JRFM, MDPI, vol. 10(4), pages 1-11, November.
  22. Philip Hans Franses & Madesta Lede, 2017. "Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname," Sustainability, MDPI, vol. 9(10), pages 1-18, September.
  23. Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017. "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, vol. 49(4), pages 386-396, January.
  24. Philip Hans Franses & Bert Bruijn, 2017. "Benchmarking Judgmentally Adjusted Forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(1), pages 3-11, January.
  25. Bert De Bruijn & Philip Hans Franses, 2017. "Heterogeneous Forecast Adjustment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(4), pages 337-344, July.
  26. Andreas Alfons & Christophe Croux & Peter Filzmoser, 2017. "Robust Maximum Association Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 436-445, January.
  27. Ostap Okhrin & Anastasija Tetereva, 2017. "The Realized Hierarchical Archimedean Copula in Risk Modelling," Econometrics, MDPI, vol. 5(2), pages 1-31, June.

2016

  1. Arthur E. Attema & Han Bleichrodt & Yu Gao & Zhenxing Huang & Peter P. Wakker, 2016. "Measuring Discounting without Measuring Utility," American Economic Review, American Economic Association, vol. 106(6), pages 1476-1494, June.
  2. Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016. "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, vol. 62(5), pages 1363-1380, May.
  3. Aurélien Baillon & Han Bleichrodt & Ning Liu & Peter P. Wakker, 2016. "Group decision rules and group rationality under risk," Journal of Risk and Uncertainty, Springer, vol. 52(2), pages 99-116, April.
  4. Han Bleichrodt & Chen Li & Ivan Moscati & Peter P. Wakker, 2016. "Nash was a first to axiomatize expected utility," Theory and Decision, Springer, vol. 81(3), pages 309-312, September.
  5. Çakmaklı, Cem & van Dijk, Dick, 2016. "Getting the most out of macroeconomic information for predicting excess stock returns," International Journal of Forecasting, Elsevier, vol. 32(3), pages 650-668.
  6. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  7. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2016. "Market Set‐up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal, Royal Economic Society, vol. 0(592), pages 618-653, May.
  8. van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(2), pages 685-705, April.
  9. Laurens Haan & Cécile Mercadier & Chen Zhou, 2016. "Adapting extreme value statistics to financial time series: dealing with bias and serial dependence," Finance and Stochastics, Springer, vol. 20(2), pages 321-354, April.
  10. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016. "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 31-51, January.
  11. Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016. "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, vol. 194(1), pages 116-137.
  12. Geunes, Joseph & Romeijn, H. Edwin & van den Heuvel, Wilco, 2016. "Improving the efficiency of decentralized supply chains with fixed ordering costs," European Journal of Operational Research, Elsevier, vol. 252(3), pages 815-828.
  13. Bruno J.D. Jacobs & Bas Donkers & Dennis Fok, 2016. "Model-Based Purchase Predictions for Large Assortments," Marketing Science, INFORMS, vol. 35(3), pages 389-404, May.
  14. Groenen, Patrick J. F. & van de Velden, Michel, 2016. "Multidimensional Scaling by Majorization: A Review," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 73(i08).
  15. Michael J. Greenacre & Patrick J. F. Groenen, 2016. "Weighted Euclidean Biplots," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 442-459, October.
  16. Aysu Okbay & Jonathan P. Beauchamp & Mark Alan Fontana & James J. Lee & Tune H. Pers & Cornelius A. Rietveld & Patrick Turley & Guo-Bo Chen & Valur Emilsson & S. Fleur W. Meddens & Sven Oskarsson & Jo, 2016. "Genome-wide association study identifies 74 loci associated with educational attainment," Nature, Nature, vol. 533(7604), pages 539-542, May.
  17. Franses, Philip Hans, 2016. "A simple test for a bubble based on growth and acceleration," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 160-169.
  18. Franses, Philip Hans, 2016. "A note on the Mean Absolute Scaled Error," International Journal of Forecasting, Elsevier, vol. 32(1), pages 20-22.
  19. Philip Hans Franses & Wouter Knecht, 2016. "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, vol. 50(4), pages 1215-1228, June.
  20. Sanne Blauw & Philip Hans Franses, 2016. "Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas," Journal of Development Studies, Taylor & Francis Journals, vol. 52(3), pages 315-330, March.
  21. Denice Bodeutsch & Philip Hans Franses, 2016. "Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-14, December.
  22. Michael Atkinson & Moshe Kress & Rutger-Jan Lange, 2016. "When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence," Operations Research, INFORMS, vol. 64(2), pages 315-328, April.
  23. Alfons, Andreas & Croux, Christophe & Gelper, Sarah, 2016. "Robust groupwise least angle regression," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 421-435.

2015

  1. Han Bleichrodt & Umut Keskin & Kirsten I. M. Rohde & Vitalie Spinu & Peter Wakker, 2015. "Discounted Utility and Present Value—A Close Relation," Operations Research, INFORMS, vol. 63(6), pages 1420-1430, December.
  2. Sales, Célia Maria Dias & Wakker, Peter P. & Alves, Paula Cristina Gomes & Faísca, Luís, 2015. "MF Calculator: A Web-Based Application for Analyzing Similarity," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 65(c02).
  3. Han Bleichrodt & Peter P. Wakker, 2015. "Regret Theory: A Bold Alternative to the Alternatives," Economic Journal, Royal Economic Society, vol. 0(583), pages 493-532, March.
  4. Çerağ Pinçe & J. B. G. Frenk & Rommert Dekker, 2015. "The Role of Contract Expirations in Service Parts Management," Production and Operations Management, Production and Operations Management Society, vol. 24(10), pages 1580-1597, October.
  5. van Jaarsveld, Willem & Dollevoet, Twan & Dekker, Rommert, 2015. "Improving spare parts inventory control at a repair shop," Omega, Elsevier, vol. 57(PB), pages 217-229.
  6. Bart van Riessen & Rudy R Negenborn & Gabriel Lodewijks & Rommert Dekker, 2015. "Impact and relevance of transit disturbances on planning in intermodal container networks using disturbance cost analysis," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 17(4), pages 440-463, December.
  7. Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015. "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, vol. 50(C), pages 227-239.
  8. Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015. "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 123-139.
  9. Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 417-442, March.
  10. Retel Helmrich, Mathijn J. & Jans, Raf & van den Heuvel, Wilco & Wagelmans, Albert P.M., 2015. "The economic lot-sizing problem with an emission capacity constraint," European Journal of Operational Research, Elsevier, vol. 241(1), pages 50-62.
  11. Önal, Mehmet & Romeijn, H.Edwin & Sapra, Amar & van den Heuvel, Wilco, 2015. "The economic lot-sizing problem with perishable items and consumption order preference," European Journal of Operational Research, Elsevier, vol. 244(3), pages 881-891.
  12. Naber, S.K. & de Ree, D.A. & Spliet, R. & van den Heuvel, W., 2015. "Allocating CO2 emission to customers on a distribution route," Omega, Elsevier, vol. 54(C), pages 191-199.
  13. Pieter Schoonees & Michel Velden & Patrick Groenen, 2015. "Constrained Dual Scaling for Detecting Response Styles in Categorical Data," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 968-994, December.
  14. Patrick Groenen & Niël Roux & Sugnet Gardner-Lubbe, 2015. "Spline-based nonlinear biplots," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(2), pages 219-238, June.
  15. Denice Bodeutsch & Philip Hans Franses, 2015. "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(1), pages 130-139, January.
  16. Robert Kunst & Philip Franses, 2015. "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, vol. 49(1), pages 363-387, August.
  17. Philip Hans Franses, 2015. "The life cycle of social media," Applied Economics Letters, Taylor & Francis Journals, vol. 22(10), pages 796-800, July.
  18. Tina Dulam & Philip Hans Franses, 2015. "Emigration, wage differentials and brain drain: the case of Suriname," Applied Economics, Taylor & Francis Journals, vol. 47(23), pages 2339-2347, May.
  19. Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.

2014

  1. Amit Kothiyal & Vitalie Spinu & Peter P. Wakker, 2014. "Average Utility Maximization: A Preference Foundation," Operations Research, INFORMS, vol. 62(1), pages 207-218, February.
  2. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
  3. André Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Ido Erev & Helga Fehr-Duda & Dennis Fok & Craig Fox & Ralph Hertwig & Nathalie Picard & Peter Wakker & Joan Walker & Martin We, 2014. "Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty," Marketing Letters, Springer, vol. 25(3), pages 269-280, September.
  4. Chen Li & Zhihua Li & Peter Wakker, 2014. "If nudge cannot be applied: a litmus test of the readers’ stance on paternalism," Theory and Decision, Springer, vol. 76(3), pages 297-315, March.
  5. M. Pourakbar & E. Laan & R. Dekker, 2014. "End-of-Life Inventory Problem with Phaseout Returns," Production and Operations Management, Production and Operations Management Society, vol. 23(9), pages 1561-1576, September.
  6. Mulder, Judith & Dekker, Rommert, 2014. "Methods for strategic liner shipping network design," European Journal of Operational Research, Elsevier, vol. 235(2), pages 367-377.
  7. de Vries, Harwin & Carrasco-Gallego, Ruth & Farenhorst-Yuan, Taoying & Dekker, Rommert, 2014. "Prioritizing replenishments of the piece picking area," European Journal of Operational Research, Elsevier, vol. 236(1), pages 126-134.
  8. van Wingerden, E. & Basten, R.J.I. & Dekker, R. & Rustenburg, W.D., 2014. "More grip on inventory control through improved forecasting: A comparative study at three companies," International Journal of Production Economics, Elsevier, vol. 157(C), pages 220-237.
  9. Mallidis, Ioannis & Vlachos, Dimitrios & Iakovou, Eleftherios & Dekker, Rommert, 2014. "Design and planning for green global supply chains under periodic review replenishment policies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 72(C), pages 210-235.
  10. Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014. "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 89-105.
  11. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014. "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 185-201.
  12. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014. "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 360-388, June.
  13. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
  14. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014. "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 435-447.
  15. Rene Segers & Philip Hans Franses, 2014. "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
  16. Sun, Pengfei & Zhou, Chen, 2014. "Diagnosing the distribution of GARCH innovations," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 287-303.
  17. Mathijn Retel Helmrich & Raf Jans & Wilco van den Heuvel & Albert Wagelmans, 2014. "Economic lot-sizing with remanufacturing: complexity and efficient formulations," IISE Transactions, Taylor & Francis Journals, vol. 46(1), pages 67-86.
  18. H. Edwin Romeijn & Dolores Romero Morales & Wilco Van den Heuvel, 2014. "Computational complexity of finding Pareto efficient outcomes for biobjective lot‐sizing models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(5), pages 386-402, August.
  19. Dorotic, Matilda & Verhoef, Peter C. & Fok, Dennis & Bijmolt, Tammo H.A., 2014. "Reward redemption effects in a loyalty program when customers choose how much and when to redeem," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 339-355.
  20. Dennis Fok & Richard Paap & Philip Hans Franses, 2014. "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, vol. 2(1), pages 1-25, February.
  21. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  22. Philip Hans Franses & Elli Hoek Dijke, 2014. "Editorial Statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(4), pages 344-344, November.
  23. Mees, Heleen & Franses, Philip Hans, 2014. "Are individuals in China prone to money illusion?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 51(C), pages 38-46.
  24. Philip Franses, 2014. "Evaluating CPB’s Forecasts," De Economist, Springer, vol. 162(3), pages 215-221, September.
  25. Philip Franses & Rianne Legerstee, 2014. "Statistical institutes and economic prosperity," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 507-520, January.
  26. Philip Hans Franses, 2014. "Trends in three decades of rankings of Dutch economists," Scientometrics, Springer;Akadémiai Kiadó, vol. 98(2), pages 1257-1268, February.
  27. Rianne Legerstee & Philip Hans Franses, 2014. "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 69-79, January.

2013

  1. Spinu, Vitalie & Wakker, Peter P., 2013. "Expected utility without continuity: A comment on Delbaen et al. (2011)," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 28-30.
  2. Yang, Guangyuan & Dekker, Rommert & Gabor, Adriana F. & Axsäter, Sven, 2013. "Service parts inventory control with lateral transshipment and pipeline stockflexibility," International Journal of Production Economics, Elsevier, vol. 142(2), pages 278-289.
  3. Dekker, Rommert & Pinçe, Çerağ & Zuidwijk, Rob & Jalil, Muhammad Naiman, 2013. "On the use of installed base information for spare parts logistics: A review of ideas and industry practice," International Journal of Production Economics, Elsevier, vol. 143(2), pages 536-545.
  4. Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak, 2013. "An Evolutionary Model of Price Competition Among Spatially Distributed Firms," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 373-391, December.
  5. Eelco van Asperen & Rommert Dekker, 2013. "Centrality, flexibility and floating stocks: A quantitative evaluation of port-of-entry choices," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 15(1), pages 72-100, March.
  6. Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013. "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 193-214, April.
  7. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013. "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 646-659, May.
  8. Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Review of Finance, European Finance Association, vol. 17(3), pages 1099-1139.
  9. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
  10. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
  11. Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013. "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 535-551.
  12. Marc B.J. Schauten & Dick van Dijk & Jan†Paul van der Waal, 2013. "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," European Financial Management, European Financial Management Association, vol. 19(5), pages 991-1016, November.
  13. de Haan, Laurens & de Vries, Casper G. & Zhou, Chen, 2013. "The number of active bidders in internet auctions," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1726-1736.
  14. Chen Zhou & Nikola Tarashev, 2013. "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
  15. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
  16. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
  17. Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013. "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5073-5087.
  18. Hark-Chin Hwang & Wilco van den Heuvel & Albert Wagelmans, 2013. "The economic lot-sizing problem with lost sales and bounded inventory," IISE Transactions, Taylor & Francis Journals, vol. 45(8), pages 912-924.
  19. Dennis Fok & Philip Hans Franses, 2013. "Testing earnings management," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 281-292, August.
  20. Csilla Horváth & Dennis Fok, 2013. "Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions," Marketing Science, INFORMS, vol. 32(1), pages 127-152, July.
  21. Matthijs J H M van der Loos & Cornelius A Rietveld & Niina Eklund & Philipp D Koellinger & Fernando Rivadeneira & Gonçalo R Abecasis & Georgina A Ankra-Badu & Sebastian E Baumeister & Daniel J Benjami, 2013. "The Molecular Genetic Architecture of Self-Employment," PLOS ONE, Public Library of Science, vol. 8(4), pages 1-15, April.
  22. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  23. Franses Philip Hans & Paap Richard, 2013. "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 251-263, May.
  24. Franses, Philip Hans, 2013. "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, vol. 120(2), pages 139-141.
  25. Franses, Philip Hans & Legerstee, Rianne, 2013. "Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 80-87.
  26. Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
  27. Franses, Philip Hans, 2013. "Improving judgmental adjustment of model-based forecasts," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 1-8.
  28. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  29. Philip Hans Franses & Heleen Mees, 2013. "Approximating the DGP of China's quarterly GDP," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3469-3472, August.
  30. Philip Hans Franses & Bert De Groot, 2013. "Do commercial real estate prices have predictive content for GDP?," Applied Economics, Taylor & Francis Journals, vol. 45(31), pages 4379-4384, November.
  31. Maria Grith & Wolfgang Härdle & Juhyun Park, 2013. "Shape Invariant Modeling of Pricing Kernels and Risk Aversion," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 370-399, March.
  32. Alfons, Andreas & Templ, Matthias, 2013. "Estimation of Social Exclusion Indicators from Complex Surveys: The R Package laeken," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 54(i15).
  33. Andreas Alfons & Matthias Templ & Peter Filzmoser, 2013. "Robust estimation of economic indicators from survey samples based on Pareto tail modelling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(2), pages 271-286, March.

2012

  1. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.
  2. Guido Baltussen & G. Post & Martijn Assem & Peter Wakker, 2012. "Random incentive systems in a dynamic choice experiment," Experimental Economics, Springer;Economic Science Association, vol. 15(3), pages 418-443, September.
  3. Aurélien Baillon & Laure Cabantous & Peter Wakker, 2012. "Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories," Journal of Risk and Uncertainty, Springer, vol. 44(2), pages 115-147, April.
  4. Arthur E. Attema & Han Bleichrodt & Peter P. Wakker, 2012. "A Direct Method for Measuring Discounting and QALYs More Easily and Reliably," Medical Decision Making, , vol. 32(4), pages 583-593, July.
  5. Dekker, Rommert & Bloemhof, Jacqueline & Mallidis, Ioannis, 2012. "Operations Research for green logistics – An overview of aspects, issues, contributions and challenges," European Journal of Operational Research, Elsevier, vol. 219(3), pages 671-679.
  6. Pourakbar, Morteza & Dekker, Rommert, 2012. "Customer differentiated end-of-life inventory problem," European Journal of Operational Research, Elsevier, vol. 222(1), pages 44-53.
  7. Mallidis, Ioannis & Dekker, Rommert & Vlachos, Dimitrios, 2012. "The impact of greening on supply chain design and cost: a case for a developing region," Journal of Transport Geography, Elsevier, vol. 22(C), pages 118-128.
  8. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.
  9. Ferreira, Ana & de Haan, Laurens & Zhou, Chen, 2012. "Exceedance probability of the integral of a stochastic process," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 241-257.
  10. Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
  11. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.
  12. Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der, 2012. "Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(4), pages 821-849, August.
  13. Önal, Mehmet & van den Heuvel, Wilco & Liu, Tieming, 2012. "A note on “The economic lot sizing problem with inventory bounds”," European Journal of Operational Research, Elsevier, vol. 223(1), pages 290-294.
  14. Hark‐Chin Hwang & Wilco van den Heuvel, 2012. "Improved algorithms for a lot‐sizing problem with inventory bounds and backlogging," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(3‐4), pages 244-253, April.
  15. Fok, Dennis & Paap, Richard & Franses, Philip Hans, 2012. "Modeling dynamic effects of promotion on interpurchase times," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3055-3069.
  16. Yuri Peers & Dennis Fok & Philip Hans Franses, 2012. "Modeling Seasonality in New Product Diffusion," Marketing Science, INFORMS, vol. 31(2), pages 351-364, March.
  17. Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
  18. Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim, 2012. "One size does not fit all: Selling firms to private equity versus strategic acquirers," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 828-848.
  19. Salimans, Tim, 2012. "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, vol. 171(2), pages 267-280.
  20. Kiygi Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2012. "The effectiveness of high-frequency direct-response commercials," International Journal of Research in Marketing, Elsevier, vol. 29(1), pages 98-109.
  21. de Groot, Bert & Franses, Philip Hans, 2012. "Common socio-economic cycle periods," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 59-68.
  22. Marjolein van Baardwijk & Philip Hans Franses, 2012. "Hemlines and the Economy: Which Goes Down First?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 26, pages 27-28, Summer.
  23. Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012. "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 22-43, September.
  24. Philip Hans Franses & Stephanie Vermeer, 2012. "Inequality amongst the wealthiest and its link with economic growth," Applied Economics, Taylor & Francis Journals, vol. 44(22), pages 2851-2858, August.
  25. Matthias Templ & Andreas Alfons & Peter Filzmoser, 2012. "Exploring incomplete data using visualization techniques," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 6(1), pages 29-47, April.

2011

  1. Mohammed Abdellaoui & Aurelien Baillon & Laetitia Placido & Peter P. Wakker, 2011. "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," American Economic Review, American Economic Association, vol. 101(2), pages 695-723, April.
  2. Gijs van de Kuilen & Peter P. Wakker, 2011. "The Midweight Method to Measure Attitudes Toward Risk and Ambiguity," Management Science, INFORMS, vol. 57(3), pages 582-598, March.
  3. Stefan T. Trautmann & Ferdinand M. Vieider & Peter P. Wakker, 2011. "Preference Reversals for Ambiguity Aversion," Management Science, INFORMS, vol. 57(7), pages 1320-1333, July.
  4. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2011. "Prospect theory for continuous distributions: A preference foundation," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 195-210, June.
  5. Peter Wakker, 2011. "Jaffray’s ideas on ambiguity," Theory and Decision, Springer, vol. 71(1), pages 11-22, July.
  6. Pinçe, Çerag & Dekker, Rommert, 2011. "An inventory model for slow moving items subject to obsolescence," European Journal of Operational Research, Elsevier, vol. 213(1), pages 83-95, August.
  7. van Jaarsveld, Willem & Dekker, Rommert, 2011. "Estimating obsolescence risk from demand data to enhance inventory control--A case study," International Journal of Production Economics, Elsevier, vol. 133(1), pages 423-431, September.
  8. van Jaarsveld, Willem & Dekker, Rommert, 2011. "Spare parts stock control for redundant systems using reliability centered maintenance data," Reliability Engineering and System Safety, Elsevier, vol. 96(11), pages 1576-1586.
  9. Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak, 2011. "Economic modeling using evolutionary algorithms: the effect of a binary encoding of strategies," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 737-756, December.
  10. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2011. "Real-time macroeconomic forecasting with leading indicators: An empirical comparison," International Journal of Forecasting, Elsevier, vol. 27(2), pages 466-481, April.
  11. Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011. "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(1), pages 73-92.
  12. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
  13. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
  14. Gabriela Galati & Steven Poelhekke & Chen Zhou, 2011. "Did the Crisis Affect Inflation Expectations?," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 167-207, March.
  15. Jungbacker, B. & Koopman, S.J. & van der Wel, M., 2011. "Maximum likelihood estimation for dynamic factor models with missing data," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1358-1368, August.
  16. van den Heuvel, Wilco & Gutiérrez, José Miguel & Hwang, Hark-Chin, 2011. "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," European Journal of Operational Research, Elsevier, vol. 213(2), pages 455-457, September.
  17. Matilda Dorotic & Dennis Fok & Peter Verhoef & Tammo Bijmolt, 2011. "Do vendors benefit from promotions in a multi-vendor loyalty program?," Marketing Letters, Springer, vol. 22(4), pages 341-356, November.
  18. Matthijs Loos & Philipp Koellinger & Patrick Groenen & Cornelius Rietveld & Fernando Rivadeneira & Frank Rooij & André Uitterlinden & Albert Hofman & A. Thurik, 2011. "Candidate gene studies and the quest for the entrepreneurial gene," Small Business Economics, Springer, vol. 37(3), pages 269-275, October.
  19. Jonathan P. Beauchamp & David Cesarini & Magnus Johannesson & Matthijs J. H. M. van der Loos & Philipp D. Koellinger & Patrick J. F. Groenen & James H. Fowler & J. Niels Rosenquist & A. Roy Thurik & N, 2011. "Molecular Genetics and Economics," Journal of Economic Perspectives, American Economic Association, vol. 25(4), pages 57-82, Fall.
  20. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
  21. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
  22. Christiaan Heij & Philip Hans Franses, 2011. "Correcting for survey effects in pre‐election polls," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(3), pages 352-370, August.
  23. Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby, 2011. "One model and various experts: Evaluating Dutch macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 482-495, April.
  24. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  25. Philip Hans Franses, 2011. "Averaging Model Forecasts and Expert Forecasts: Why Does It Work?," Interfaces, INFORMS, vol. 41(2), pages 177-181, April.
  26. P H Franses & R Legerstee, 2011. "Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(3), pages 537-543, March.
  27. Philip Hans Franses, 2011. "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, vol. 43(14), pages 1721-1727.
  28. Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011. "Robust variable selection with application to quality of life research," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(1), pages 65-82, March.
  29. Andreas Alfons & Stefan Kraft & Matthias Templ & Peter Filzmoser, 2011. "Simulation of close-to-reality population data for household surveys with application to EU-SILC," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(3), pages 383-407, August.

2010

  1. Trautmann, Stefan T. & Wakker, Peter P., 2010. "Process fairness and dynamic consistency," Economics Letters, Elsevier, vol. 109(3), pages 187-189, December.
  2. Arthur E. Attema & Han Bleichrodt & Kirsten I. M. Rohde & Peter P. Wakker, 2010. "Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency," Management Science, INFORMS, vol. 56(11), pages 2015-2030, November.
  3. Nees Jan van Eck & Ludo Waltman & Rommert Dekker & Jan van den Berg, 2010. "A comparison of two techniques for bibliometric mapping: Multidimensional scaling and VOS," Journal of the American Society for Information Science and Technology, Association for Information Science & Technology, vol. 61(12), pages 2405-2416, December.
  4. Nenes, George & Panagiotidou, Sofia & Dekker, Rommert, 2010. "Inventory control policies for inspection and remanufacturing of returns: A case study," International Journal of Production Economics, Elsevier, vol. 125(2), pages 300-312, June.
  5. Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010. "A comparison of biased simulation schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 177-194.
  6. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
  7. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Twenty years of cointegration," Journal of Econometrics, Elsevier, vol. 158(1), pages 1-2, September.
  8. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  9. Raoul Pietersz & Antoon Pelsser, 2010. "A comparison of single factor Markov-functional and multi factor market models," Review of Derivatives Research, Springer, vol. 13(3), pages 245-272, October.
  10. Zhou, Chen, 2010. "The extent of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 971-983, April.
  11. Zhou, Chen, 2010. "Dependence structure of risk factors and diversification effects," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 531-540, June.
  12. Chen Zhou, 2010. "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 205-250, December.
  13. Koopman, Siem Jan & Mallee, Max I. P. & Van der Wel, Michel, 2010. "Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 329-343.
  14. Wilco Van den Heuvel & Albert P. M. Wagelmans, 2010. "Worst-Case Analysis for a General Class of Online Lot-Sizing Heuristics," Operations Research, INFORMS, vol. 58(1), pages 59-67, February.
  15. Philipp Koellinger & Matthijs Loos & Patrick Groenen & A. Thurik & Fernando Rivadeneira & Frank Rooij & André Uitterlinden & Albert Hofman, 2010. "Genome-wide association studies in economics and entrepreneurship research: promises and limitations," Small Business Economics, Springer, vol. 35(1), pages 1-18, July.
  16. Georgi Nalbantov & Philip Hans Franses & Patrick Groenen & Jan Bioch, 2010. "Estimating the Market Share Attraction Model using Support Vector Regressions," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 688-716.
  17. Csilla Horváth & Andreas Günther & Richard Paap, 2010. "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, vol. 10(3), pages 255-268, December.
  18. Philip Hans Franses & Rianne Legerstee, 2010. "A Unifying View On Multi‐Step Forecasting Using An Autoregression," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 389-401, July.
  19. Philip Hans Franses & J.S. Cramer, 2010. "On the number of categories in an ordered regression model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(1), pages 125-128, February.
  20. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2010. "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(4), pages 508-508, November.
  21. Philip Hans Franses & Rianne Legerstee, 2010. "Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 331-340.
  22. Alfons, Andreas & Templ, Matthias & Filzmoser, Peter, 2010. "An Object-Oriented Framework for Statistical Simulation: The R Package simFrame," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 37(i03).

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.
  2. Theo Offerman & Joep Sonnemans & Gijs Van De Kuilen & Peter P. Wakker, 2009. "A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes ," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1461-1489.
  3. Pourakbar, Morteza & Sleptchenko, Andrei & Dekker, Rommert, 2009. "The floating stock policy in fast moving consumer goods supply chains," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 45(1), pages 39-49, January.
  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.
  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.
  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.
  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.
  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.
  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. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
  11. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009. "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
  12. Karen Watkins & Jaap Spronk & Dick Van Dijk, 2009. "Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 1(4), pages 382-399.
  13. Zhou, Chen, 2009. "Existence and consistency of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 794-815, April.
  14. Dennis Fok & Richard Paap, 2009. "Modeling category‐level purchase timing with brand‐level marketing variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 469-489, April.
  15. Flavius Frasincar & Jethro Borsje & Leonard Levering, 2009. "A Semantic Web-Based Approach for Building Personalized News Services," International Journal of E-Business Research (IJEBR), IGI Global, vol. 5(3), pages 35-53, July.
  16. 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.
  17. 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.
  18. Joost Rosmalen & Patrick Groenen & Javier Trejos & William Castillo, 2009. "Optimization Strategies for Two-Mode Partitioning," Journal of Classification, Springer;The Classification Society, vol. 26(2), pages 155-181, August.
  19. Paul De Boer & Richard Paap, 2009. "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 368-384, August.
  20. Pradeep Chintagunta & Philip Hans Franses & Richard Paap, 2009. "Introduction to the special issue on new econometric models in marketing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 375-376, April.
  21. Philip Hans Franses, 2009. "Why is GDP typically revised upwards?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 125-130, May.
  22. 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, August.
  23. 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.
  24. van Diepen, Merel & Donkers, Bas & Franses, Philip Hans, 2009. "Does irritation induced by charitable direct mailings reduce donations?," International Journal of Research in Marketing, Elsevier, vol. 26(3), pages 180-188.
  25. Prins, Remco & Verhoef, Peter C. & Franses, Philip Hans, 2009. "The impact of adoption timing on new service usage and early disadoption," International Journal of Research in Marketing, Elsevier, vol. 26(4), pages 304-313.
  26. Franses, Philip Hans & Legerstee, Rianne, 2009. "Properties of expert adjustments on model-based SKU-level forecasts," International Journal of Forecasting, Elsevier, vol. 25(1), pages 35-47.
  27. Knapp, Sabine & Franses, Philip Hans, 2009. "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Marine Policy, Elsevier, vol. 33(5), pages 826-846, September.
  28. Philip Hans Franses, 2009. "Can Managers Judgmental Forecasts Be Made Scientifically?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 15, pages 32-36, Fall.
  29. Youssef Boulaksil & Philip Hans Franses, 2009. "Experts' Stated Behavior," Interfaces, INFORMS, vol. 39(2), pages 168-171, April.
    • Boulaksil, Y. & Franses, Ph.H.B.F., 2008. "Experts' Stated Behavior," ERIM Report Series Research in Management ERS-2008-001-MKT, 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 University Rotterdam.
  30. Zsolt Sándor & Philip Hans Franses, 2009. "Consumer price evaluations through choice experiments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 517-535, April.
  31. Eric Damme & Martin Fase & Philip Franses & Job Swank & Jules Theeuwes, 2009. "Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008," De Economist, Springer, vol. 157(2), pages 267-269, June.
  32. Christian Hafner & Philip Hans Franses, 2009. "A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 612-631.
  33. Philip Hans Franses & Bert de Groot & Rianne Legerstee, 2009. "Testing for harmonic regressors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(3), pages 339-346.
  34. Sabine Knapp & Philip Hans Franses, 2009. "Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements," Transport Reviews, Taylor & Francis Journals, vol. 30(2), pages 241-270, April.

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.
  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.
    • 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.
  3. Peter P. Wakker, 2008. "Lessons Learned by (from?) an Economist Working in Medical Decision Making," Medical Decision Making, , vol. 28(5), pages 690-698, September.
  4. 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, December.
  5. 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.
  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.
  7. 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.
  8. 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.
  9. 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 & Francis Journals, vol. 27(1-3), pages 199-229.
  10. 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.
  11. Erjen van Nierop & Dennis Fok & Philip Hans Franses, 2008. "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements," Marketing Science, INFORMS, vol. 27(6), pages 1065-1082, 11-12.
  12. 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.
  13. van Dijk, Bram & Paap, Richard, 2008. "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, vol. 146(1), pages 1-9, September.
  14. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008. "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 291-306, Summer.
  15. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2008. "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(4), pages 509-509, November.
  16. ten Cate, Arie & Franses, Philip Hans, 2008. "Error-correction modelling in discrete and continuous time," Economics Letters, Elsevier, vol. 101(2), pages 140-141, November.
  17. Franses, Philip Hans, 2008. "Merging models and experts," International Journal of Forecasting, Elsevier, vol. 24(1), pages 31-33.
  18. Knapp, Sabine & Franses, Philip Hans, 2008. "Econometric analysis to differentiate effects of various ship safety inspections," Marine Policy, Elsevier, vol. 32(4), pages 653-662, July.

2007

  1. 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.
  2. Peter P. Wakker & Daniëlle R. M. Timmermans & Irma Machielse, 2007. "The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions," Management Science, INFORMS, vol. 53(11), pages 1770-1784, November.
  3. 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.
  4. 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.
  5. Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007. "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, vol. 92(12), pages 1635-1650.
  6. 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.
  7. 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.
  8. 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.
  9. Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
  10. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007. "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August.
  11. 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.
  12. 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.
  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.
  14. Fok, Dennis & Franses, Philip Hans, 2007. "Modeling the diffusion of scientific publications," Journal of Econometrics, Elsevier, vol. 139(2), pages 376-390, August.
  15. 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.
  16. 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.
  17. Franses, Philip Hans & Kunst, Robert M., 2007. "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, vol. 24(6), pages 954-968, November.
  18. Franses, Philip Hans & van Oest, Rutger, 2007. "On the econometrics of the geometric lag model," Economics Letters, Elsevier, vol. 95(2), pages 291-296, May.
  19. Franses, Philip Hans & van Dijk, Herman K., 2007. "Progress and challenges in econometrics," Journal of Econometrics, Elsevier, vol. 138(1), pages 1-2, May.
  20. Franses, Philip Hans & Kippers, Jeanine, 2007. "An empirical analysis of euro cash payments," European Economic Review, Elsevier, vol. 51(8), pages 1985-1997, November.
  21. Knapp, Sabine & Franses, Philip Hans, 2007. "Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?," Marine Policy, Elsevier, vol. 31(4), pages 550-563, July.
  22. Philip Hans Franses, 2007. "Constant vs. Changing Seasonality," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 6, pages 24-25, Spring.
  23. Koen Pauwels & Shuba Srinivasan & Philip Hans Franses, 2007. "When Do Price Thresholds Matter in Retail Categories?," Marketing Science, INFORMS, vol. 26(1), pages 83-100, 01-02.
  24. Eric Damme & Martin Fase & Hugo Keuzenkamp & Philip Hans & Franses, 2007. "Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006," De Economist, Springer, vol. 155(1), pages 133-134, March.
  25. Philip Hans Franses, 2007. "Estimating the stock of postwar Dutch postal stamps," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 943-946.
  26. Sabine Knapp & Philip Hans Franses, 2007. "A global view on port state control: econometric analysis of the differences across port state control regimes," Maritime Policy & Management, Taylor & Francis Journals, vol. 34(5), pages 453-482, October.

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.
  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.
  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.
  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.
  5. G Budai & D Huisman & R Dekker, 2006. "Scheduling preventive railway maintenance activities," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(9), pages 1035-1044, September.
  6. 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.
  7. 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.
  8. 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.
  9. Karen Watkins & Dick Van Dijk & Jaap Spronk, 2006. "Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 2(2), pages 39-55, Enero-Jun.
  10. Raoul Pietersz & Marcel Regenmortel, 2006. "Generic market models," Finance and Stochastics, Springer, vol. 10(4), pages 507-528, December.
    • Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, University Library of Munich, Germany.
    • Pietersz, R. & van Regenmortel, M., 2005. "Generic Market Models," ERIM Report Series Research in Management ERS-2005-010-F&A, 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 University Rotterdam.
  11. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2006. "Portfolio implications of systemic crises," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2347-2369, August.
  12. 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.
  13. 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.
  14. 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, May.
  15. 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.
  16. 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.
  17. Philip Hans Franses & Patrick J. F. Groenen & Albert P. M. Wagelmans, 2006. "Editorial introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 79-79, May.
  18. 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.
  19. 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.
  20. 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.
  21. H. Peter Boswijk & Philip Hans Franses, 2006. "Robust Inference on Average Economic Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(3), pages 345-370, June.
  22. Philip Hans Franses, 2006. "On modeling panels of time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(4), pages 438-456, November.
  23. Hyung, Namwon & Franses, Philip Hans & Penm, Jack, 2006. "Structural breaks and long memory in US inflation rates: Do they matter for forecasting?," Research in International Business and Finance, Elsevier, vol. 20(1), pages 95-110, March.
  24. Gerard J. Tellis & Philip Hans Franses, 2006. "Optimal Data Interval for Estimating Advertising Response," Marketing Science, INFORMS, vol. 25(3), pages 217-229, 05-06.
  25. Namwon Hyung & Philip Hans Franses, 2006. "Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?," Korean Economic Review, Korean Economic Association, vol. 22, pages 83-97.
  26. Philip Hans Franses, 2006. "Empirical causality between bigger banknotes and inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 13(12), pages 751-752.

2005

  1. 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.
  2. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
  3. Mohammed Abdellaoui & Peter Wakker, 2005. "The Likelihood Method for Decision under Uncertainty," Theory and Decision, Springer, vol. 58(1), pages 3-76, February.
  4. 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.
  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.
  6. 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.
  7. Ovidiu Listes & Rommert Dekker, 2005. "A Scenario Aggregation–Based Approach for Determining a Robust Airline Fleet Composition for Dynamic Capacity Allocation," Transportation Science, INFORMS, vol. 39(3), pages 367-382, August.
  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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783.
  17. 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, November.
  18. Frank Busing & Patrick Groenen & Willem Heiser, 2005. "Avoiding degeneracy in multidimensional unfolding by penalizing on the coefficient of variation," Psychometrika, Springer;The Psychometric Society, vol. 70(1), pages 71-98, March.
  19. 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;The Psychometric Society, vol. 70(1), pages 45-69, March.
  20. K. Van Deun & P. J. F. Groenen, 2005. "Majorization Algorithms for Inspecting Circles, Ellipses, Squares, Rectangles, and Rhombi," Operations Research, INFORMS, vol. 53(6), pages 957-967, December.
  21. 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.
  22. Boswijk, H. Peter & Franses, Philip Hans, 2005. "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 255-268, July.
  23. Philip Hans Franses, 2005. "The Econometric Analysis of Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 319-321, March.
  24. Vogelsang, Timothy J. & Franses, Philip Hans, 2005. "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, vol. 126(1), pages 1-24, May.
  25. 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.
  26. Philip Hans Franses & Namwon Hyung, 2005. "Forecasting time series with long memory and level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 1-16.
  27. 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.
  28. Ben Pelzer & Rob Eisinga & Philip Franses, 2005. "“Panelizing” Repeated Cross Sections," Quality & Quantity: International Journal of Methodology, Springer, vol. 39(2), pages 155-174, April.
  29. Paulo Rodrigues & Philip Hans Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 555-569.
  30. Albert C. Bemmaor & Philip Hans Franses, 2005. "The diffusion of marketing science in the practitioners' community: opening the black box," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 21(4‐5), pages 289-301, July.

2004

  1. Peter P. Wakker & Sylvia J. T. Jansen & Anne M. Stiggelbout, 2004. "Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility," Decision Analysis, INFORMS, vol. 1(4), pages 217-234, December.
  2. 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, March.
  3. 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.
  4. Sylvie M. C. van Osch & Peter P. Wakker & Wilbert B. van den Hout & Anne M. Stiggelbout, 2004. "Correcting Biases in Standard Gamble and Time Tradeoff Utilities," Medical Decision Making, , vol. 24(5), pages 511-517, October.
  5. 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.
  6. R. Dekker & M. B. M. de Koster & K. J. Roodbergen & H. van Kalleveen, 2004. "Improving Order-Picking Response Time at Ankor's Warehouse," Interfaces, INFORMS, vol. 34(4), pages 303-313, August.
  7. 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, August.
  8. Raoul Pietersz & Patrick Groenen, 2004. "Rank reduction of correlation matrices by majorization," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 649-662.
  9. 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, November.
  10. 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.
  11. Philip Hans Franses, 2004. "Fifty years since Koyck (1954)," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 381-387, November.
  12. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004. "Generalizations of the KPSS‐test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 483-502, November.
  13. Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen, 2004. "Modeling consideration sets and brand choice using artificial neural networks," European Journal of Operational Research, Elsevier, vol. 154(1), pages 206-217, April.
  14. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004. "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.
  15. Philip Hans Franses, 2004. "Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics," Interfaces, INFORMS, vol. 34(6), pages 466-468, December.
  16. Philip Hans Franses & Yoshinori Kawasaki, 2004. "Do seasonal unit roots matter for forecasting monthly industrial production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 77-88.

2003

  1. Peter P. Wakker, 2003. "The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory," Management Science, INFORMS, vol. 49(7), pages 979-981, July.
  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.
  3. 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.
  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 104-121, 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, June.
  6. 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.
  7. 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.
  8. Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
  9. Jeanine Kippers & Erjen van 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, November.
  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 547-563, October.
  11. Frédéric Carsoule & Philip Franses, 2003. "A note on monitoring time-varying parameters in an autoregression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 57(1), pages 51-62, February.
  12. Philip Hans Franses, 2003. "The diffusion of scientific publications: The case of Econometrica, 1987," Scientometrics, Springer;Akadémiai Kiadó, vol. 56(1), pages 29-42, January.
  13. Yoshinori Kawasaki & Philip Hans Franses, 2003. "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(4), pages 373-387.

2002

  1. 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.
  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.
  3. 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.
  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.
  5. R. Dekker & R.M. Hill & M.J. Kleijn & R.H. Teunter, 2002. "On the (S − 1, S) lost sales inventory model with priority demand classes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 49(6), pages 593-610, September.
  6. 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.
  7. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
  8. A. M. Robert Taylor & Dick van Dijk, 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 381-397, September.
  9. 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.
  10. 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, February.
  11. 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.
  12. 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.
  13. Siem Jan Koopman & Philip Hans Franses, 2002. "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 509-526, December.
  14. Philip Hans Franses, 2002. "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 1-1, February.
  15. Philip Hans Franses, 2002. "From first submission to citation: an empirical analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(4), pages 496-509, November.
  16. Pelzer, Ben & Eisinga, Rob & Franses, Philip Hans, 2002. "Inferring Transition Probabilities from Repeated Cross Sections," Political Analysis, Cambridge University Press, vol. 10(2), pages 113-133, April.
  17. Franses, Philip Hans & de Bruin, Paul, 2002. "On data transformations and evidence of nonlinearity," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 621-632, September.
  18. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002. "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, vol. 18(2), pages 243-264.
  19. Philip Hans Franses & Michael McAleer, 2002. "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 419-424.
  20. Roy Kluitman & Philip Hans Franses, 2002. "Estimating volatility on overlapping returns when returns are autocorrelated," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(3), pages 179-188.

2001

  1. 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 1039-1059, July.
  2. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
  3. Han Bleichrodt & Jose Luis Pinto & Peter P. Wakker, 2001. "Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility," Management Science, INFORMS, vol. 47(11), pages 1498-1514, November.
  4. Diecidue, Enrico & Wakker, Peter P, 2001. "On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 281-298, November.
  5. R Dekker & R P Plasmeijer, 2001. "Multi-parameter maintenance optimisation via the marginal cost approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(2), pages 188-197, February.
  6. M A J Smith & R Dekker & J Kos & J A M Hontelez, 2001. "The availability of unmanned air vehicles: a post-case study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(2), pages 161-168, February.
  7. Rothman, Philip & van Dijk, Dick & , Philip Hans, 2001. "Multivariate Star Analysis Of Money–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 506-532, September.
  8. Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128.
  9. Philip Hans Franses, 2001. "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(1), pages 1-1, March.
  10. Ben Pelzer & Rob Eisinga & Philip Hans Franses, 2001. "Estimating Transition Probabilities from a Time Series of Independent Cross Sections," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(2), pages 249-262, July.
  11. Philip Hans Franses, 2001. "Some comments on seasonal adjustment," Revista de Economía del Rosario, Universidad del Rosario, June.
  12. Franses, Philip Hans & Teräsvirta, Timo, 2001. "Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations," Macroeconomic Dynamics, Cambridge University Press, vol. 5(4), pages 461-465, September.
  13. Lof, Marten & Hans Franses, Philip, 2001. "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, vol. 17(4), pages 607-621.
  14. Hobijn, Bart & Franses, Philip Hans, 2001. "Are living standards converging?," Structural Change and Economic Dynamics, Elsevier, vol. 12(2), pages 171-200, July.
  15. Philip Hans Franses, 2001. "How to deal with intercept and trend in practical cointegration analysis?," Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 577-579.

2000

  1. Sarin, Rakesh & Wakker, Peter P., 2000. "Cumulative dominance and probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 40(2), pages 191-196, September.
  2. Sylvia J.T. Jansen & Anne M. Stiggelbout & Peter P. Wakker & Marianne A. Nooij & Evert M. Noordijk & Job Kievit, 2000. "Unstable Preferences:," Medical Decision Making, , vol. 20(1), pages 62-71, January.
  3. 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, April.
  4. 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.
  5. R Korporaal & A Ridder & P Kloprogge & R Dekker, 2000. "An analytic model for capacity planning of prisons in the Netherlands," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(11), pages 1228-1237, November.
  6. P Melchiors & R Dekker & M J Kleijn, 2000. "Inventory rationing in an (s, Q) inventory model with lost sales and two demand classes," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 51(1), pages 111-122, January.
  7. 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;The Psychometric Society, vol. 65(4), pages 511-524, December.
  8. 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.
  9. 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.
  10. Franses Philip Hans & de Bruin Paul, 2000. "Seasonal Adjustment and the Business Cycle in Unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(2), pages 1-14, July.
  11. 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.
  12. Arino, Miguel A. & Franses, Philip Hans, 2000. "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, vol. 16(1), pages 111-116.
  13. Franses, P. H. B. F., 2000. "The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 052," International Journal of Forecasting, Elsevier, vol. 16(3), pages 426-427.
  14. Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre, 2000. "SETS, arbitrage activity, and stock price dynamics," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1289-1306, August.
  15. 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.

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.
  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 137-145, August.
  3. 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.
  4. 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.
  5. 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.
  6. Erwin van der Laan & Marc Salomon & Rommert Dekker & Luk Van Wassenhove, 1999. "Inventory Control in Hybrid Systems with Remanufacturing," Management Science, INFORMS, vol. 45(5), pages 733-747, May.
  7. Antonio G. Chessa & Rommert Dekker & Bas Van Vliet & Ewout W. Steyerberg & J. Dik F. Habbema, 1999. "Correlations in Uncertainty Analysis for Medical Decision Making," Medical Decision Making, , vol. 19(3), pages 276-286, August.
  8. 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 217-235, April.
  9. 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 539-562, Sept.-Oct.
  10. Jacques Commandeur & Patrick Groenen & Jacqueline Meulman, 1999. "A distance-based variety of nonlinear multivariate data analysis, including weights for objects and variables," Psychometrika, Springer;The Psychometric Society, vol. 64(2), pages 169-186, June.
  11. P. J. F. Groenen & W. J. Heiser & J. J. Meulman, 1999. "Global Optimization in Least-Squares Multidimensional Scaling by Distance Smoothing," Journal of Classification, Springer;The Classification Society, vol. 16(2), pages 225-254, July.
  12. 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.
  13. Richard Paap & Philip Hans Franses, 1999. "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 271-286.
  14. Philip Hans Franses & Robert M. Kunst, 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 409-433, August.
  15. Dijk, Dick van & Franses, Philip Hans, 1999. "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, vol. 3(3), pages 311-340, September.
  16. Franses, Philip Hans & Ghijsels, Hendrik, 1999. "Additive outliers, GARCH and forecasting volatility," International Journal of Forecasting, Elsevier, vol. 15(1), pages 1-9, February.
  17. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April.
  18. 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.
  19. Philip Franses & Irma Geluk & Paul Van Homelen, 1999. "Modeling Item Nonresponse in Questionnaires," Quality & Quantity: International Journal of Methodology, Springer, vol. 33(2), pages 203-213, May.
  20. Paul De Bruin & Philip Hans Franses, 1999. "Forecasting power-transformed time series data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 807-815.

1998

  1. John M. Miyamoto & Peter P. Wakker & Han Bleichrodt & Hans J. M. Peters, 1998. "The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility," Management Science, INFORMS, vol. 44(6), pages 839-849, June.
  2. Sarin, Rakesh & Wakker, Peter P, 1998. "Revealed Likelihood and Knightian Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 16(3), pages 223-250, July-Aug..
  3. Sarin, Rakesh & Wakker, Peter P, 1998. "Dynamic Choice and NonExpected Utility," Journal of Risk and Uncertainty, Springer, vol. 17(2), pages 87-119, November.
  4. Sylvia J.T. Jansen & Anne M. Stiggelbout & Peter P. Wakker & Thea P.M. Vliet Vlieland & Jan-Willem H. Leer & Marianne A. Nooy & Job Kievit, 1998. "Patients' Utilities for Cancer Treatments," Medical Decision Making, , vol. 18(4), pages 391-399, October.
  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.
  6. 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.
  7. 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.
  8. Geoff McLachlan & Monica Markus & Patrick Groenen & Vladimir Batagelj, 1998. "Reviews," Psychometrika, Springer;The Psychometric Society, vol. 63(1), pages 93-104, March.
  9. Franses, Philip Hans & Lucas, Andre, 1998. "Outlier Detection in Cointegration Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 459-468, October.
  10. Philip Hans Franses & Michael McAleer, 1998. "Cointegration Analysis of Seasonal Time Series," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 651-678, December.
  11. Philip Hans Franses & Michael McAleer, 1998. "Testing for Unit Roots and Non‐linear Transformations," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(2), pages 147-164, March.
  12. Philip Hans Franses, 1998. "Large data sets in finance and marketing: introduction by the special issue editor," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 255-257, November.
  13. Franses Philip Hans & van Griensven Kasper, 1998. "Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-8, January.
  14. Breitung, Jörg & Franses, Philip Hans, 1998. "On Phillips–Perron-Type Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, vol. 14(2), pages 200-221, April.
  15. Franses, Philip Hans & Koop, Gary, 1998. "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, vol. 59(1), pages 7-15, April.
  16. Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998. "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 293-315, November.
  17. Hans Franses, Philip & Koehler, Anne B., 1998. "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, vol. 14(3), pages 405-414, September.
  18. 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.
  19. Philip Hans Franses & Bart Hobijn, 1998. "Increasing seasonal variation; unit roots versus shifts in mean and trend," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(3), pages 255-261, September.

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.
  2. Bleichrodt, Han & Wakker, Peter & Johannesson, Magnus, 1997. "Characterizing QALYs by Risk Neutrality," Journal of Risk and Uncertainty, Springer, vol. 15(2), pages 107-114, November.
  3. Daniel Kahneman & Peter P. Wakker & Rakesh Sarin, 1997. "Back to Bentham? Explorations of Experienced Utility," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(2), pages 375-406.
  4. Rakesh Sarin & Peter Wakker, 1997. "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(3), pages 399-409.
  5. 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.
  6. 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.
  7. 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.
  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.
  9. 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.
  10. J. B. G. Frenk & R. Dekker & M. J. Kleijn, 1997. "On the Marginal Cost Approach in Maintenance," Journal of Optimization Theory and Applications, Springer, vol. 94(3), pages 771-781, September.
  11. Rommert Dekker & Ralph Wildeman & Frank Duyn Schouten, 1997. "A review of multi-component maintenance models with economic dependence," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(3), pages 411-435, October.
  12. Hans Frenk & Rommert Dekker & Marcel Kleijn, 1997. "A unified treatment of single component replacement models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(3), pages 437-454, October.
  13. 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;The Psychometric Society, vol. 62(1), pages 63-83, March.
  14. 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.
  15. 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.
  16. 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 470-481, October.
  17. Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld, 1997. "Volatility Transmission And Patterns In Bund Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(4), pages 459-482, December.
  18. Breitung, Jorg & Franses, Philip Hans, 1997. "Impulse response functions for periodic integration," Economics Letters, Elsevier, vol. 55(1), pages 35-40, August.
  19. 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.
  20. Franses, Philip Hans & Draisma, Gerrit, 1997. "Recognizing changing seasonal patterns using artificial neural networks," Journal of Econometrics, Elsevier, vol. 81(1), pages 273-280, November.
  21. Franses, Philip Hans & Ooms, Marius, 1997. "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, vol. 13(1), pages 117-126, March.
  22. De Gooijer, Jan G. & Franses, Philip Hans, 1997. "Forecasting and seasonality," International Journal of Forecasting, Elsevier, vol. 13(3), pages 303-305, September.
  23. Franses, Philip Hans & McAleer, Michael, 1997. "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 457-465.
  24. Veenstra, Albert Willem & Franses, Philip Hans, 1997. "A co-integration approach to forecasting freight rates in the dry bulk shipping sector," Transportation Research Part A: Policy and Practice, Elsevier, vol. 31(6), pages 447-458, November.
  25. Philip Hans Franses & Bart Hobijn, 1997. "Critical values for unit root tests in seasonal time series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(1), pages 25-48.

1996

  1. 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.
  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.
  3. Peter Wakker & Daniel Deneffe, 1996. "Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown," Management Science, INFORMS, vol. 42(8), pages 1131-1150, August.
  4. John M. Miyamoto & Peter Wakker, 1996. "Multiattribute Utility Theory Without Expected Utility Foundations," Operations Research, INFORMS, vol. 44(2), pages 313-326, April.
  5. Hong, Chew Soo & Wakker, Peter, 1996. "The Comonotonic Sure-Thing Principle," Journal of Risk and Uncertainty, Springer, vol. 12(1), pages 5-27, January.
  6. 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.
  7. Peter Wakker, 1996. "A Criticism of Healthy-years Equivalents," Medical Decision Making, , vol. 16(3), pages 207-214, August.
  8. Peter Wakker, 1996. "HYEs: Rejoinder," Medical Decision Making, , vol. 16(3), pages 216-216, August.
  9. 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.
  10. 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.
  11. 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.
  12. Patrick Groenen & Willem Heiser, 1996. "The tunneling method for global optimization in multidimensional scaling," Psychometrika, Springer;The Psychometric Society, vol. 61(3), pages 529-550, September.
  13. Henk Kiers & Patrick Groenen, 1996. "A monotonically convergent algorithm for orthogonal congruence rotation," Psychometrika, Springer;The Psychometric Society, vol. 61(2), pages 375-389, June.
  14. Franses, Philip Hans, 1996. "Recent Advances in Modelling Seasonality," Journal of Economic Surveys, Wiley Blackwell, vol. 10(3), pages 299-345, September.
  15. H. Peter Boswijk & Philip Hans Franses, 1996. "Unit Roots In Periodic Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(3), pages 221-245, May.
  16. Franses, Philip Hans & Kleibergen, Frank, 1996. "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, vol. 12(2), pages 283-288, June.
  17. Franses, Philip Hans & Boswijk, H. Peter, 1996. "Temporal aggregation in a periodically integrated autoregressive process," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 235-240, October.
  18. Rob Eisinga & Philip Franses, 1996. "Testing for convergence in left-right ideological positions," Quality & Quantity: International Journal of Methodology, Springer, vol. 30(4), pages 345-359, November.

1995

  1. Tversky, Amos & Wakker, Peter, 1995. "Risk Attitudes and Decision Weights," Econometrica, Econometric Society, vol. 63(6), pages 1255-1280, November.
  2. 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.
  3. Peter Fishburn & Peter Wakker, 1995. "The Invention of the Independence Condition for Preferences," Management Science, INFORMS, vol. 41(7), pages 1130-1144, July.
  4. Peter Wakker & Anne Stiggelbout, 1995. "Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices," Medical Decision Making, , vol. 15(2), pages 180-186, June.
  5. Peter Wakker & Marc P. Klaassen, 1995. "Confidence intervals for cost/effectiveness ratios," Health Economics, John Wiley & Sons, Ltd., vol. 4(5), pages 373-381, September.
  6. 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.
  7. 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.
  8. 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.
  9. Patrick Groenen & Rudolf Mathar & Willem Heiser, 1995. "The majorization approach to multidimensional scaling for Minkowski distances," Journal of Classification, Springer;The Classification Society, vol. 12(1), pages 3-19, March.
  10. 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 109-132.
  11. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.
  12. Franses, Philip Hans, 1995. "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 683-704, June.
  13. Peter Boswijk, H. & Franses, Philip Hans, 1995. "Testing for periodic integration," Economics Letters, Elsevier, vol. 48(3-4), pages 241-248, June.
  14. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995. "Spurious deterministic seasonality," Economics Letters, Elsevier, vol. 48(3-4), pages 249-256, June.
  15. Franses, Philip Hans, 1995. "Quarterly US Unemployment: Cycles, Seasons and Asymmetries," Empirical Economics, Springer, vol. 20(4), pages 717-725.
  16. Philip Hans Franses, 1995. "IGARCH and variance change in the US long-run interest rate," Applied Economics Letters, Taylor & Francis Journals, vol. 2(4), pages 113-114.
  17. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-454, August.
  18. Philip Hans Franses & Teun Kloek, 1995. "A periodic cointegration model of quarterly consumption," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 11(2), pages 159-166, June.

1994

  1. Sarin, Rakesh & Wakker, Peter, 1994. "A General Result for Quantifying Beliefs," Econometrica, Econometric Society, vol. 62(3), pages 683-685, May.
  2. 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.
  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.
  4. Rakesh Sarin & Peter Wakker, 1994. "Folding Back in Decision Tree Analysis," Management Science, INFORMS, vol. 40(5), pages 625-628, May.
  5. 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.
  6. Rommert Dekker & Eric Smeitink, 1994. "Preventive maintenance at opportunities of restricted duration," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(3), pages 335-353, April.
  7. 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 421-439, November.
  8. 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 471-478, October.
  9. Franses, Philip Hans, 1994. "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, vol. 63(1), pages 133-151, July.

1993

  1. 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.
  2. Wakker, Peter, 1993. "Additive representations on rank-ordered sets : II. The topological approach," Journal of Mathematical Economics, Elsevier, vol. 22(1), pages 1-26.
  3. Chateauneuf, Alain & Wakker, Peter, 1993. "From local to global additive representation," Journal of Mathematical Economics, Elsevier, vol. 22(6), pages 523-545.
  4. 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.
  5. Wakker, Peter, 1993. "Counterexamples to Segal's Measure Representation Theorem," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 91-98, January.
  6. Wakker, Peter & Tversky, Amos, 1993. "An Axiomatization of Cumulative Prospect Theory," Journal of Risk and Uncertainty, Springer, vol. 7(2), pages 147-175, October.
  7. 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 255-271, December.
  8. Peter Wakker, 1993. "Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(2), pages 487-493.
  9. Franses, Philip Hans, 1993. "A method to select between periodic cointegration and seasonal cointegration," Economics Letters, Elsevier, vol. 41(1), pages 7-10.
  10. Hans Franses, Philip & Romijn, Gerbert, 1993. "Periodic integration in quarterly UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 9(4), pages 467-476, December.
  11. Franses, Philip Hans, 1993. "A model selection procedure for time series with seasonality," Statistics & Probability Letters, Elsevier, vol. 16(4), pages 253-258, March.

1992

  1. Sarin, Rakesh K & Wakker, Peter, 1992. "A Simple Axiomatization of Nonadditive Expected Utility," Econometrica, Econometric Society, vol. 60(6), pages 1255-1272, November.
  2. Wakker, Peter, 1992. "Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(4), pages 565-566, October.
  3. Rommert Dekker & Matthijs C. Dijkstra, 1992. "Opportunity‐based age replacement: Exponentially distributed times between opportunities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(2), pages 175-190, March.
  4. 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 369-381, August.
  5. 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 455-459, August.
  6. Franses, Philip Hans & Biessen, Guido, 1992. "Model adequacy and influential observations," Economics Letters, Elsevier, vol. 38(2), pages 133-137, February.
  7. Hans Franses, Philip, 1992. "Testing for seasonality," Economics Letters, Elsevier, vol. 38(3), pages 259-262, March.
  8. Franses, Philip Hans, 1992. "A model selection test for an AR (1) versus an MA (1) model," Statistics & Probability Letters, Elsevier, vol. 15(4), pages 281-284, November.
  9. Franses, Philip Hans, 1992. "Modeling seasonality in bimonthly time series," Statistics & Probability Letters, Elsevier, vol. 15(5), pages 407-415, December.

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.
  2. Dekker, Rommert & Smeitink, Eric, 1991. "Opportunity-based block replacement," European Journal of Operational Research, Elsevier, vol. 53(1), pages 46-63, July.
  3. Franses, Philip Hans, 1991. "Moving average filters and unit roots," Economics Letters, Elsevier, vol. 37(4), pages 399-403, December.
  4. Franses, Philip Hans, 1991. "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, vol. 7(2), pages 199-208, August.
  5. Franses, Philip Hans, 1991. "The detection of observations possibly influential for model selection," Statistics & Probability Letters, Elsevier, vol. 11(4), pages 321-325, April.
  6. Philip Hans Franses & Paul Kofman, 1991. "An empirical test for parities between metal prices at the LME," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(6), pages 729-736, December.

1990

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

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.

1988

  1. Wakker, Peter, 1988. "Derived strengths of preference relations on coordinates," Economics Letters, Elsevier, vol. 28(4), pages 301-306.
  2. 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 105-110, February.

1987

  1. Wakker, Peter, 1987. "Subjective probabilities for state dependent continuous utility," Mathematical Social Sciences, Elsevier, vol. 14(3), pages 289-298, December.

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.

1985

  1. R. Dekker., 1985. "Recent Ph.D. Theses In The Netherlands," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 39(3), pages 319-320, September.

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.

Books

2018

  1. Franses,Philip Hans, 2018. "Enjoyable Econometrics," Cambridge Books, Cambridge University Press, number 9781107164611.

2014

  1. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521520911.
  2. Franses,Philip Hans, 2014. "Expert Adjustments of Model Forecasts," Cambridge Books, Cambridge University Press, number 9781107081598.

2010

  1. Wakker,Peter P., 2010. "Prospect Theory," Cambridge Books, Cambridge University Press, number 9780521748681.
  2. Franses,Philip Hans & Paap,Richard, 2010. "Quantitative Models in Marketing Research," Cambridge Books, Cambridge University Press, number 9780521143653.

2004

  1. Franses, Philip Hans & Paap, Richard, 2004. "Periodic Time Series Models," OUP Catalogue, Oxford University Press, number 9780199242030, Decembrie.
  2. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004. "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016, Decembrie.

2002

  1. Franses,Philip Hans, 2002. "A Concise Introduction to Econometrics," Cambridge Books, Cambridge University Press, number 9780521520904.

2000

  1. Franses,Philip Hans & Dijk,Dick van, 2000. "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415.

1996

  1. Franses, Philip Hans, 1996. "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549, Decembrie.

Chapters

2016

  1. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016. "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 127-174, Emerald Group Publishing Limited.

2013

  1. Peter P. Wakker, 2013. "The Data of Levy and Levy (2002) “Prospect Theory: Much Ado About Nothing?” Actually Support Prospect Theory," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 8, pages 145-147, World Scientific Publishing Co. Pte. Ltd..

2011

  1. Philip Hans Franses & Dick Dijk, 2011. "GARCH, Outliers, and Forecasting Volatility," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, chapter 8, pages 136-159, Palgrave Macmillan.

2008

  1. Robin P. Nicolai & Rommert Dekker, 2008. "Optimal Maintenance of Multi-component Systems: A Review," Springer Series in Reliability Engineering, in: Complex System Maintenance Handbook, chapter 11, pages 263-286, Springer.
  2. Gabriella Budai & Rommert Dekker & Robin P. Nicolai, 2008. "Maintenance and Production: A Review of Planning Models," Springer Series in Reliability Engineering, in: Complex System Maintenance Handbook, chapter 13, pages 321-344, Springer.
  3. Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008. "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, in: Forecasting in the Presence of Structural Breaks and Model Uncertainty, pages 561-594, Emerald Group Publishing Limited.
  4. Marnik G. Dekimpe & Philip Hans Franses & Dominique M. Hanssens & Prasad A. Naik, 2008. "Time-Series Models in Marketing," International Series in Operations Research & Management Science, in: Berend Wierenga (ed.), Handbook of Marketing Decision Models, chapter 0, pages 373-398, Springer.
    • Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006. "Time-Series Models in Marketing," ERIM Report Series Research in Management ERS-2006-049-MKT, 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 University Rotterdam.
  5. Philip Hans Franses, 2008. "Forecasting Seasonal Time Series," World Scientific Book Chapters, in: Roberto S Mariano & Yiu-Kuen Tse (ed.), Econometric Forecasting And High-Frequency Data Analysis, chapter 3, pages 93-130, World Scientific Publishing Co. Pte. Ltd..

2007

  1. Mark B. Duinkerken & Rommert Dekker & Stef T. G. L. Kurstjens & Jaap A. Ottjes & Nico P. Dellaert, 2007. "Comparing transportation systems for inter-terminal transport at the Maasvlakte container terminals," Springer Books, in: Kap Hwan Kim & Hans-Otto Günther (ed.), Container Terminals and Cargo Systems, pages 37-61, Springer.
  2. Rommert Dekker & Patrick Voogd & Eelco Asperen, 2007. "Advanced methods for container stacking," Springer Books, in: Kap Hwan Kim & Hans-Otto Günther (ed.), Container Terminals and Cargo Systems, pages 131-154, Springer.

2006

  1. Franses, Philip Hans, 2006. "Forecasting in Marketing," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 18, pages 983-1012, Elsevier.
  2. Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006. "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 59-103, Emerald Group Publishing Limited.

2005

  1. Marisa P. Brito & Rommert Dekker & Simme Douwe P. Flapper, 2005. "Reverse Logistics: A Review of Case Studies," Lecture Notes in Economics and Mathematical Systems, in: Bernhard Fleischmann & Andreas Klose (ed.), Distribution Logistics, pages 243-281, Springer.

2002

  1. Philip Hans Franses & Alan L. Montgomery, 2002. "Econometric models in marketing: Editors' introduction," Advances in Econometrics, in: Advances in Econometrics, pages 1-9, Emerald Group Publishing Limited.

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