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Erasmus University Rotterdam, Econometric Institute

Econometric Institute Report

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2013

• EI 2013-01 Tactical/Operational Decision Making for Designing Green Logistics Networks
  by Mallidis, I. & Dekker, R. & Vlachos, D.
• EI 2013-10 Constrained Dual Scaling for Detecting Response Styles in Categorical Data
  by Schoonees, P.C. & Velden, M. van de & Groenen, P.J.F.

2012

• EI 2012-14 Risk Management and Financial Derivatives: An Overview
  by Hammoudeh, S.M. & McAleer, M.J.
• EI 2012-25 Estimating the probability of positive crossmatch after negative virtual crossmatch
  by Glorie, K.M.
• EI 2012-22 Delay Management including Capacities of Stations
  by Dollevoet, T. & Huisman, D. & Schobel, A. & Schmidt, M.
• EI 2012-21 The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared
  by Evers, L. & Glorie, K. & Ster, S. van der & Barros, A.I. & Monsuur, H.
• EI 2012-19 Unspecified donation in kidney exchange: when to end the chain
  by Glorie, K.M. & Klerk, M. de & Klundert, J.J. van de & Zuidema, W.C. & Claas, F.H.J. & Weimar, W.
• EI 2012-18 Dynamics in the dry bulk market: Economic activity, trade flows, and safety in shipping
  by Heij, C. & Knapp, S.
• EI 2012-16 Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
  by Chang, C-L. & McAleer, M.J.
• EI 2012-15 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• EI 2012-11 Iterative branch-and-price for hierarchical multi-criteria kidney exchange
  by Glorie, K.M. & Wagelmans, A.P.M. & Klundert, J.J. van de
• EI 2012-10 An Iterative Optimization Framework for Delay Management and Train Scheduling
  by Dollevoet, T. & Corman, F. & Huisman, D.
• EI 2012-08 Scheduling Movements in the Network of an Express Service Provider
  by Louwerse, I. & Mijnarends, J. & Meuffels, I. & Huisman, D. & Fleuren, H.A.
• EI 2012-07 The Time Window Assignment Vehicle Routing Problem
  by Spliet, R. & Gabor, A.F.
• EI 2012-06 Prioritizing Replenishments of the Forward Reserve
  by Vries, H. de & Carrasco-Gallego, R. & Farenhorst-Yuan, T. & Dekker, R.
• EI 2012-05 Robust Ranking of Journal Quality: An Application to Economics
  by Chang, C-L. & McAleer, M.J. & Maasoumi, E.
• EI 2012-04 A note on "The Economic Lot Sizing Problem with Inventory Bounds"
  by Onal, M. & Heuvel, W.J. van den & Liu, T.
• EI 2012-03 Mitigating the Cost of Anarchy in Supply Chain Systems
  by Romeijn, H.E. & Heuvel, W.J. van den & Geunes, J.
• EI 2012-02 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
  by Asai, M. & Caporin, M. & McAleer, M.J.
• EI2012-13 Robust Ranking of Multivariate GARCH Models by Problem Dimension
  by Caporin, M. & McAleer, M.J.
• EI2012-01 What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
  by Chang, C-L. & McAleer, M.J.
• 1765032410 Statistical Institutes and Economic Prosperity
  by Franses, Ph.H.B.F. & Legerstee, R.

2011

• EI 2011-14 Causality Between Market Liquidity and Depth for Energy and Grains
  by Sari, S. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J.
• EI 2010-78 Asymmetric Adjustment in the Ethanol and Grains Markets
  by Chang, C-L. & Chen, L-H. & Hammoudeh, S.M. & McAleer, M.J.
• EI 2011-44 Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
  by Allen, D.E. & McAleer, M.J. & Amran, R.
• EI 2011-43 How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics
  by Chang, C-L. & McAleer, M.J.
• EI 2011-40 A note on "Economic Lot Sizing Problem with Inventory Bounds"
  by Heuvel, W. van den
• EI 2011-39 Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"
  by Heuvel, W. van den & Gutierrez, J.M. & Hwang, H-C.
• EI 2011-38 Guides and Shortcuts in Graphs
  by Mulder, H.M. & Nebesky, L.
• EI 2011-36 Evaluating the Rationality of Managers' Sales Forecasts
  by Bruijn, B. de & Franses, Ph.H.B.F.
• EI 2011-35 Fast Heuristics for Delay Management with Passenger Rerouting
  by Dollevoet, T. & Huisman, D.
• EI 2011-33 Emigration, wage differentials and brain drain: The case of Suriname
  by Dulam, T. & Franses, Ph.H.B.F.
• EI 2011-22 Analyzing Fixed-event Forecast Revisions
  by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.
• EI 2011-21 Customer Differentiated End-of-Life Inventory Problem
  by Pourakbar, M. & Dekker, R.
• EI 2011-20 The Generalized Fisher Index: the Generic Formulae of Siegel and of Shapley
  by Boer, P.M.C. de
• EI 2011-19 The Dynamics of Energy-Grain Prices with Open Interest
  by Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J.
• EI 2011-18 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
  by Caporin, M. & McAleer, M.J.
• EI 2011-17 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range
  by Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J.
• EI 2011-16 Maximal outerplanar graphs as chordal graphs, path-neighborhood graphs, and triangle graphs
  by Laskar, R.C. & Mulder, H.M. & Novick, B.
• EI 2011-15 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
  by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.
• EI 2011-13 Dilworth's Theorem Revisited, an Algorithmic Proof
  by Pijls, W.H.L.M. & Potharst, R.
• EI 2011-12 End-of-Life Inventory Problem with Phase-out Returns
  by Pourakbar, M. & Laan, E.A. van der & Dekker, R.
• EI 2011-11 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  by Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
• EI 2011-10 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX
  by Ishida, I. & McAleer, M.J. & Oya, K.
• EI 2011-09 An evolutionary model of price competition among spatially distributed firms
  by Waltman, L.R. & Eck, N.J.P. van & Dekker, R. & Kaymak, U.
• EI 2011-08 Axiomatic Characterization of the Antimedian Function on Paths and Hypercubes
  by Balakrishnan, K. & Changat, M. & Mulder, H.M. & Subhamathi, A.R.
• EI 2011-07 Robust UAV Mission Planning
  by Evers, L. & Dollevoet, T. & Barros, A.I. & Monsuur, H.
• EI 2011-06 Algorithmic Support for Disruption Management at Netherlands Railways
  by Kroon, L.G. & Huisman, D.
• EI 2011-05 Modelling and Forecasting Noisy Realized Volatility
  by Asai, M. & McAleer, M.J. & Medeiros, M.
• EI 2011-04 International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
  by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
• EI 2011-03 How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2011-02 "Borrowing money costs money": Yes, but why not tell how much?
  by Franses, Ph.H.B.F. & Vlam, A.
• EI 2011-01 Financial innumeracy: Consumers cannot deal with interest rates
  by Franses, Ph.H.B.F. & Vlam, A.
• EI 2010-79 Structure and Asymptotic theory for Nonlinear Models with GARCH Errors
  by Chan, F. & McAleer, M.J. & Medeiros, M.C.
• EI 2010-77 Testing the Box-Cox Parameter for an Integrated Process
  by Huang, J. & Kobayashi, M. & McAleer, M.J.
• EI2011-42 Estimating Loss Functions of Experts
  by Franses, Ph.H.B.F. & Legerstee, R. & Paap, R.
• EI2011-37 The Rise and Fall of S&P500 Variance Futures
  by Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
• EI2011-34 Consensus Strategies for Signed Profiles on Graphs
  by Balakrishnan, K. & Changat, M. & Mulder, H.M. & Subhamathi, A.R.
• EI2011-32 Do experts incorporate statistical model forecasts and should they?
  by Legerstee, R. & Franses, Ph.H.B.F. & Paap, R.
• EI2011-31 Do experts' SKU forecasts improve after feedback?
  by Legerstee, R. & Franses, Ph.H.B.F.
• EI2011-30 Operations Research for Green Logistics – An Overview of Aspects, Issues, Contributions and Challenges
  by Dekker, R. & Bloemhof-Ruwaard, J.M. & Mallidis, I.
• EI2011-29 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  by Casarin, R. & Chang, C-L. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
• EI2011-28 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  by Chang, C-L. & McAleer, M.J. & Lim, C.H.
• EI2011-27 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  by Santos, P.A. & Jimenez-Martin, J-A. & McAleer, M.J. & Perez-Amaral, T.
• EI2011-26 Citations and Impact of ISI Tourism and Hospitality Journals
  by Chang, C-L. & McAleer, M.J.
• EI2011-25 A simple axiomatization of the median procedure on median graphs
  by Mulder, H.M. & Novick, B.
• EI2011-24 Spare parts inventory control for an aircraft component repair shop
  by Jaarsveld, W.L. van & Dollevoet, T.
• EI2011-23 Risk evaluation methods at individual ship and company level
  by Heij, C. & Knapp, S.

2010

• EI 2010-40 The hemline and the economy: is there any match?
  by Baardwijk, M. van & Franses, Ph.H.B.F.
• EI 2009-48 End-of-Life Inventory Decisions for Consumer Electronics Service Parts
  by Pourakbar, M. & Frenk, J.B.G. & Dekker, R.
• EI 2010-76 Dynamic Conditional Correlations for Asymmetric Processes
  by Asai, M. & McAleer, M.J.
• EI 2010-75 What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2010-74 Evaluating Combined Non-Replicable Forecast
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• EI 2010-73 On the use of installed base information for spare parts logistics: a revieuw of ideas and industry practice
  by Dekker, R. & Pinçe, C. & Zuidwijk, R.A. & Jalil, M.N.
• EI 2010-72 ORTEC Predicts the Payback Period for its Workforce Scheduling Software
  by Asperen, E. van & Dekker, R. & Schalk, P. van der
• EI 2010-71 Economic lot-sizing with remanufacturing: complexity and efficient formulations
  by Retel Helmrich, M. & Jans, R.F. & Heuvel, W.J. van den & Wagelmans, A.P.M.
• EI 2010-70 Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"
  by Heuvel, W.J. van den & Gutierrez, J.M. & Hwang, H-C.
• EI 2010-69 Alternative Asymmetric Stochastic Volatility Models
  by Asai, M. & McAleer, M.J.
• EI 2010-68 A Trinomial Test for Paired Data When There are Many Ties
  by Bian, G. & McAleer, M.J. & Wong, W-K.
• EI 2010-67 Journal Impect Factor Versus Eigenfactor and Article Influence
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2010-66 A Trinomial Test for Paired Data When There are Many Ties
  by Bian, G. & McAleer, M.J. & Wong, W-K.
• EI 2010-63 Solving Large Scale Crew Scheduling Problems in Practice
  by Abbink, E.J.W. & Albino, L. & Dollevoet, T. & Huisman, D. & Roussado, J. & Saldanha, R.L.
• EI 2010-62 Robust Estimation and Forecasting of the Capital Asset Pricing Model
  by Bian, G. & McAleer, M.J. & Wong, W-K.
• EI 2010-61 Moment Restriction-based Econometric Methods: An Overview
  by Kunitomo, N. & McAleer, M.J. & Nishiyama, Y.
• EI 2010-60 Asymmetry and Long Memory in Volatility Modelling
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• EI 2010-59 GFC-Robust Risk Management Strategies under the Basel Accord
  by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
• EI 2010-58 Physician Incentive Management in University Hospitals: Including Efficient Behavior Through the Allocation of Research Facilities
  by Glorie, K. & Oostrum, J.M. van & Dur, R.A.J. & Kazemier, G. & Wagelmans, A.P.M.
• EI 2010-57 Model Selection and Testing of Conditional and Stochastic Volatility Models
  by Caporin, M. & McAleer, M.J.
• EI 2010-56 Modeling the Effect of Oil Price on Global Fertilizer Prices
  by Chen, P.-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
• EI 2010-55 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
  by Chang, C-L. & Chen, S-P. & McAleer, M.J.
• EI 2010-54 The Lp-function on trees
  by McMorris, F.R. & Mulder, H.M. & Ortega, O.
• EI 2010-53 Does Disagreement Amongst Forecasters have Predictive Value?
  by Legerstee, R. & Franses, Ph.H.B.F.
• EI 2010-52 Financial Development and Convergence Clubs
  by Basturk, N. & Paap, R. & Dijk, D.J.C. van
• EI 2010-51 Ranking Models in Conjoint Analysis
  by Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F.
• EI 2010-50 How does Zinfluence Affect Article Influence?
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2010-49 Ten Things We Should Know About Time Series
  by McAleer, M.J. & Oxley, L.
• EI 2010-48 Risk management of precious metals
  by Hammoudeh, S.M. & Malik, F. & McAleer, M.J.
• EI 2010-47 Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
  by Chang, C-L. & McAleer, M.J. & Lim, C.
• EI 2010-46 Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
  by Chang, C-L. & Huang, B-W. & Chen, M.-G.
• EI 2010-45 What Makes a Great Journal Great in Economics? The Singer Not the Song
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2010-44 Combining Non-Replicable Forecasts
  by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.
• EI 2010-43 Article Influence Score = 5YIF divided by 2
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• EI 2010-42 Modeling the Volatility in Global Fertilizer Prices
  by Chen, P.-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
• EI 2010-41 Does news on real Chinese GDP growth impact stock markets?
  by Franses, Ph.H.B.F. & Mees, H.
• EI 2010-39b Greening Supply Chains: Impact on Cost and Design
  by Mallidis, I. & Dekker, R. & Vlachos, D.
• EI 2010-39a Greening Supply Chains: Impact on Cost and Design
  by Mallidis, I. & Vlachos, D. & Dekker, R.
• EI 2010-38 Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname
  by Franses, Ph.H.B.F. & Lede, M.
• EI 2010-37 Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
  by Lean, H.H. & McAleer, M.J. & Wong, W-K.
• EI 2010-36 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
  by Caporin, M. & McAleer, M.J.
• EI 2010-35 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• EI 2010-34 Ranking multivariate GARCH models by problem dimension
  by Caporin, M. & McAleer, M.J.
• EI 2010-33 Ship Inspection Strategies: Effects on Maritime Safety and Environmental Protection
  by Heij, C. & Bijwaard, G.E. & Knapp, S.
• EI 2010-32 An sxiomatization of the median procedure on the n-cube
  by Mulder, H.M. & Novick, B.
• EI 2010-31 Delay Management with Re-Routing of Passengers
  by Dollevoet, T. & Huisman, D. & Schmidt, M. & Schobel, A.
• EI 2010-30 IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• EI 2010-29 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• EI 2010-28 Estimated Incident Cost Savings in Shipping Due to Inspections
  by Knapp, S. & Bijwaard, G.E. & Heij, C.
• EI 2010-27 Inequality amongst the wealthiest and its link with economic growth
  by Franses, Ph.H.B.F. & Vermeer, S.
• EI 2010-26 Decomposing bias in expert forecast
  by Franses, Ph.H.B.F.
• EI 2010-24 Are Forecast Updates Progressive?
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• EI 2010-20 Correcting for Survey Effects in Pre-election Polls
  by Heij, C. & Franses, Ph.H.B.F.
• EI 2010-19 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• EI 2010-18 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
  by Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A.
• EI 2010-17 Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging
  by Hwang, H-C. & Heuvel, W. van den
• EI 2010-16 Integrating Reliability Centered Maintenance and Spare Parts Stock Control
  by Jaarsveld, W.L. van & Dekker, R.
• EI 2010-15 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  by Chang, C-L. & McAleer, M.J.
• EI 2010-14 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
  by Chang, C. & McAleer, M.J. & Tansuchat, R.
• EI 2010-13 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
  by Caporin, M. & McAleer, M.J.
• EI 2010-12 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• EI 2010-11 Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
  by Lean, H.H. & McAleer, M.J. & Wong, W-K.
• EI 2010-10 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• EI 2010-09 Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
  by Sato, K. & Zhang, Z. & McAleer, M.J.
• EI 2010-08 Diffusion of Original and Counterfeit Products in a Developing Country
  by Franses, Ph.H.B.F. & Lede, M.
• EI 2010-07 Axiomatic Characterization of the Mean Function on Trees
  by McMorris, F.R. & Mulder, H.M. & Ortega, O.
• EI 2010-06 Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model
  by Exterkate, P. & Dijk, D.J.C. van & Heij, C. & Groenen, P.J.F.
• EI 2010-05 A Branch-and-Price Approach for a Ship Routing Problem with Multiple Products and Inventory Constraints
  by Mare, R. de & Spliet, R. & Huisman, D.
• EI 2010-04 Approximating the DGP of China's Quarterly GDP
  by Franses, Ph.H.B.F. & Mees, H.
• EI 2010-03 Estimating obsolescence risk from demand data - a case study
  by Jaarsveld, W.L. van
• EI 2010-02 Service Parts Inventory Control with Lateral Transshipment that Takes Time
  by Yang, G. & Dekker, R.
• EI 2009-45 A Continuous Review Inventory Model with Advance Policy Change and Obsolescence
  by Pinçe, C. & Dekker, R.
• EI 2009-44 Flexibility in Port Selection: A Quantitative Approach Using Floating Stocks
  by Asperen, E. van & Dekker, R.
• 1765021722 Robust Estimation and Forecasting of the Capital Asset Pricing Model
  by Bian, G. & McAleer, M.J. & Wong, W-K.

2009

• EI 2009-04 A method to measure flag performance for the shipping industry
  by Perepelkin, M. & Knapp, S. & Perepelkin, G. & Pooter, M.D. de
• EI 2009-51 Block Structure Multivariate Stochastic Volatility Models
  by Asai, M. & Caporin, M.
• EI 2009-50 Algorithmic Support for Railway Disruption Management
  by Kroon, L.G. & Huisman, D.
• EI 2009-49 Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity
  by Sato, K. & Zhang, Z. & McAleer, M.J.
• EI 2009-43 The Vehicle Rescheduling Problem
  by Spliet, R. & Gabor, A.F. & Dekker, R.
• EI 2009-41 Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
  by Chang, C-L. & McAleer, M.J.
• EI 2009-40 A Panel Threshold Model of Tourism Specialization and Economic Development
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• EI 2009-39 It Pays to Violate: How Effective are the Basel Accord Penalties?
  by Veiga, B. da & Chan, F. & McAleer, M.J.
• EI 2009-38 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.
• EI 2009-37 Forecasting Realized Volatility with Linear and Nonlinear Models
  by McAleer, M.J. & Medeiros, M.C.
• EI 2009-36 Interdependence of international tourism demand and volatility in leading ASEAN destinations
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R.
• EI 2009-35 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• EI 2009-34 Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
  by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• EI 2009-33 Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
  by Hakim, A. & McAleer, M.J.
• EI 2009-32 VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
  by Hakim, A. & McAleer, M.J.
• EI 2009-31 Testing Earning Management
  by Fok, D. & Franses, Ph.H.B.F.
• EI 2009-30 Genetic and memetic algorithms for scheduling railway maintenance activities
  by Budai-Balke, G. & Dekker, R. & Kaymak, U.
• EI 2009-29 Forecasting Sales
  by Franses, Ph.H.B.F.
• EI 2009-28 Generalized canonical correlation analysis with missing values
  by Velden, M. van de & Takane, Y.
• EI 2009-27 Macroeconomic forecasting with real-time data: an empirical comparison
  by Heij, C. & Dijk, D.J.C. van & Groenen, P.J.F.
• EI 2009-26 Modeling and prediction of surgical procedure times
  by Stepaniak, P. S. & Heij, C. & Vries, G. de
• EI 2009-25 Labour Market Status and Migration Dynamics
  by Bijwaard, G.E.
• EI 2009-24 Railway Crew Rescheduling with Retiming
  by Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G.
• EI 2009-23 Estimating the impact of whaling on global whale watching
  by Kuo, H-I. & Chen, C-C. & McAleer, M.J.
• EI 2009-22 On the Economic Order Quantity Model With Transportation Costs
  by Birbil, S.I. & Bulbul, K. & Frenk, J.B.G. & Mulder, H.M.
• EI 2009-21 A framework for closed-loop supply chains of reusable articles
  by Carrasco-Gallego, R. & Ponce-Cueto, E. & Dekker, R.
• EI 2009-20 The effect of changes in wind strength and wave heights on the safety of vessels in shipping
  by Knapp, S. & Shen, J.
• EI 2009-19 Real-time inflation forecasting in a changing world
  by Groen, J.J.J. & Paap, R.
• EI 2009-18 How Volatile is ENSO?
  by Chu, L.F. & McAleer, M.J. & Chen, C-C.
• EI 2009-17 What Happened to Risk Management During the 2008-09 Financial Crisis?
  by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
• EI 2009-16 Modeling household behavior in a CGE model: linear expenditure system or indirect addilog?
  by Boer, P.M.C. de
• EI 2009-15 ICT as an Enabler for Innovation Adoption
  by Verkerk, M. & Pijl, G. van der & Asperen, E. van
• EI 2009-14 Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes
  by Jaarsveld, W.L. van & Dekker, R.
• EI 2009-13 Testing Changing Harmonic Regressors
  by Franses, Ph.H.B.F.
• EI 2009-12 Forecasting volatility and spillovers in crude oil spot, forward and future markets
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• EI 2009-11 Modelling conditional correlations for risk diversification in crude oil markets
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• EI 2009-10 Yet another bidirectional algorithm for shortest paths
  by Pijls, W.H.L.M. & Post, H.
• EI 2009-09 How Accurate are Government Forecast of Economic Fundamentals?
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• EI 2009-08 Cointegration in a historical perspective
  by Franses, Ph.H.B.F. & Dijk, D.J.C. van
• EI 2009-07 Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog
  by Boer, P.M.C. de & Paap, R.
• EI 2009-06 A Bayesian approach to two-mode clustering
  by Dijk, A. van & Rosmalen, J.M. van & Paap, R.
• EI 2009-05 Testing for seasonal unit roots in monthly panels of time series
  by Kunst, R.M. & Franses, Ph.H.B.F.
• EI 2009-03 Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
  by Knapp, S. & Franses, Ph.H.B.F.
• EI 2009-02 Risk-based stock decisions for projects
  by Jaarsveld, W.L. van & Dekker, R.
• EI 2009-01 Economic Lot-Sizing Problem with Bounded Inventory and Lost-Sales
  by Hwang, H-C.

2008

• EI 2008-11 Model selection for forecast combination
  by Franses, Ph.H.B.F.
• EI 2007-53 Range-based covariance estimation using high-frequency data: The realized co-range
  by Bannouh, K. & Dijk, D.J.C. van & Martens, M.P.E.
• EI 2008-36 Moment-bases estimation of smooth transition regression models with endogenous variables
  by Areosa, W.D. & McAleer, M.J. & Medeiros, M.C.
• EI 2008-35 A simple expected volatility (SEV) index: application to SET50 index options
  by Wiphatthanananthakul, C. & McAleer, M.J.
• EI 2008-34 A decision rule to minimize daily capital charges in forecasting value-at-risk
  by McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.
• EI 2008-33 Does the ROMC have expertise, and can it forecast?
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• EI 2008-32 The ten commandments for optimizing value-at-risk and daily capital charges
  by McAleer, M.J.
• EI 2008-31 Asymmetry and leverage in realized volatility
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• EI 2008-30 Expert opinion versus expertise in forecasting
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• EI 2008-29 Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• EI 2008-28 Column generation with dynamic duty selection for railway crew rescheduling
  by Potthoff, D. & Huisman, D. & Desaulniers, G.
• EI 2008-27 Managerial implications and suitability of a master surgical scheduling approach
  by Oostrum, J.M. van & Bredenhoff, E. & Hans, E.W.
• EI 2008-26 A method for clustering surgical cases to allow master surgical scheduling
  by Oostrum, J.M. van & Parlevliet, T. & Wagelmans, A.P.M. & Kazemier, G.

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