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

# Econometric Institute Research Papers

**Contact information of Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute:**

Postal: Postbus 1738, 3000 DR Rotterdam

Phone: 31 10 4081111

Web page: http://www.eur.nl/ese

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### 2014

**EI 2014-08 Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?***by*Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F.**EI 2014-21 Microeconomic determinants of skilled migration: The case of Suriname***by*Dulam, T. & Franses, Ph.H.B.F.**EI 2014-17 Axiomatic characterization of the interval function of a block graph***by*Balakrishnan, K. & Changat, M. & Lakshmikuttyamma, A.K. & Mathews, J. & Mulder, H.M.**EI 2014-10 Five axioms for location functions on median graphs***by*McMorris, F.R. & Mulder, H.M. & Novick, B. & Powers, R.C.**EI 2014-09 The Roadside Healthcare Facility Location Problem***by*de Vries, H. & Klundert, J.J. & Wagelmans, A.P.M.**EI 2014-07 Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations***by*Chang, C-L. & McAleer, M.J.**EI 2014-06 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay***by*McAleer, M.J.**EI 2014-04 A Tourism Conditions Index***by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.**EI 2014-03 Integrating Timetabling and Crew Scheduling at a Freight Railway Operator***by*Bach, L. & Dollevoet, T.A.B. & Huisman, D.**EI 2014-02 The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency***by*Bodeutsch, D. & Franses, Ph.H.B.F.**50641 Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences***by*Chang, C-L. & McAleer, M.J.**EI2014-22 On the Invertibility of EGARCH***by*Martinet, G.G. & McAleer, M.J.**EI2014-20 A One Line Derivation of EGARCH***by*McAleer, M.J. & Hafner, C.M.**EI2014-19 Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan***by*Chang, C. & Chen, W. & McAleer, M.J.**EI2014-18 Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations***by*Chang, C-L. & McAleer, M.J.**EI2014-16 Does a financial crisis make consumers increasingly prudent?***by*Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F.**EI2014-15 Effects of wind strength and wave height on ship incident risk: regional trends and seasonality***by*Heij, C. & Knapp, S.**EI2014-14 A multi-layered risk exposure assessment approach for the shipping industry***by*van der Hoorn, S. & Knapp, S.**EI2014-13 Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge***by*Carey, J.M. & Knapp, S. & Irving, P.**EI2014-11 A Tourism Financial Conditions Index***by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.

### 2013

**EI 2014-01 Health Benets of Roadside Healthcare Services***by*de Vries, H. & Klundert, J.J. & Wagelmans, A.P.M.**EI 2013-31 Size and value effects in Suriname***by*Bodeutsch, D. & Franses, Ph.H.B.F.**EI 2013-34 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc***by*Chang, C-L. & McAleer, M.J.**EI 2013-32 A Capital Adequacy Buffer Model***by*Allen, D.E. & Powell, R.J. & Singh, A.K.**EI 2013-27 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures***by*Lean, H.H. & McAleer, M.J. & Wong, W-K.**EI 2013-26 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry***by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.**EI 2013-25 Modeling the impact of forecast-based regime switches on macroeconomic time series***by*Bel, K. & Paap, R.**EI 2013-24 International Technology Diffusion of Joint and Cross-border Patents***by*Chang, C-L. & McAleer, M.J. & Tang, J-T.**EI 2013-23 Herding, Information Cascades and Volatility Spillovers in Futures Markets***by*McAleer, M.J. & Radalj, K.**EI 2013-22 Risk Modelling and Management: An Overview***by*Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.**EI 2013-21 Ten Things You Should Know About the Dynamic Conditional Correlation Representation***by*Caporin, M. & McAleer, M.J.**EI 2013-18 Impact and relevance of transit disturbances on planning in intermodal container networks***by*van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G.**EI 2013-13 Ten Things You Should Know About DCC***by*Caporin, M. & McAleer, M.J.**EI 2013-12 Are we in a bubble? A simple time-series-based diagnostic***by*Franses, Ph.H.B.F.**EI 2013-11 An integrated risk estimation methodology: Ship specific incident type risk***by*Knapp, S.**EI 2013-10 Constrained Dual Scaling for Detecting Response Styles in Categorical Data***by*Schoonees, P.C. & van de Velden, M. & Groenen, P.J.F.**EI 2013-07 The Past, Present, and Future of Multidimensional Scaling***by*Groenen, P.J.F. & Borg, I.**EI 2013-05 What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?***by*Chang, C-L. & McAleer, M.J.**EI 2013-04 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility***by*Chang, C-L. & Chen, C-C. & McAleer, M.J. & Chen, P-Y.**EI 2013-03 Recent Developments in Financial Economics and Econometrics: An Overview***by*Chang, C-L. & Allen, D.E. & McAleer, M.J.**EI 2013-01 Tactical/Operational Decision Making for Designing Green Logistics Networks***by*Mallidis, I. & Dekker, R. & Vlachos, D.**50163 Some Tools for Robustifying Econometric Analyses***by*Hoornweg, V.**50112 An Overview of Recovery Models for Real-time Railway Rescheduling***by*Cacchiani, V. & Huisman, D. & Kidd, M.P. & Kroon, L.G. & Toth, P. & Veelenturf, L.P. & Wagenaar, J.C.**50110 A Quasi-Robust Optimization Approach for Resource Rescheduling***by*Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G. & Maroti, G. & Wagelmans, A.P.M.**EI2013-35 The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations***by*Nawata, K. & McAleer, M.J.**EI2013-19 Modelling and Simulation: An Overview***by*McAleer, M.J. & Chan, F. & Oxley, L.**EI2013-17 Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport***by*van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G.**EI2013-16 Ship incident risk in the areas of Tubbataha and Banc d’Arguin: A case for designation as Particular Sensitive Sea Area?***by*Knapp, S. & Heij, C. & Henderson, R. & Kleverlaan, E.**EI2013-15 The impact of forecasting errors on warehouse labor efficiency: A case study in consumer electronics***by*Kim, T.Y. & Dekker, R. & Heij, C.**EI2013-14 The minimum spanning tree and duality in graphs***by*Pijls, W.H.L.M.**EI2013-09 Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence***by*Chang, C-L. & McAleer, M.J. & Oxley, L.**EI2013-06 Performance Effects of the Corporatisation of Port of Rotterdam Authority***by*de Langen, P.W. & Heij, C.

### 2012

**EI 2013-02 The Late 1970's Bubble in Dutch Collectible Postage Stamps***by*Franses, Ph.H.B.F. & Knecht, W.**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 2011-41 The Economic Lot-Sizing Problem with an Emission Constraint***by*Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W. & Wagelmans, A.P.M.**EI 2012-37 Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism***by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.**EI 2012-36 Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan***by*Chu, L-F. & McAleer, M.J. & Wang, S-H.**EI 2012-35 Statistical Modelling of Extreme Rainfall in Taiwan***by*Chu, L-F. & McAleer, M.J. & Chang, C-C.**EI 2012-34 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?***by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.**EI 2012-33 How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?***by*Chu, L-F. & McAleer, M.J. & Chen, C-C.**EI 2012-29 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?***by*McAleer, M.J. & Jimenez-Martin, J-A. & Perez-Amaral, T.**EI 2012-28 How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?***by*Chu, L. & McAleer, M.J. & Chen, C-C.**EI 2012-27 Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence***by*Chang, C-L. & McAleer, M.J. & Oxley, L.**EI 2012-26 Income, Cultural Norms and Purchases of Counterfeits***by*Franses, Ph.H.B.F. & Lede, M.**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.A.B. & 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.M. & van der Ster, S. & Barros, A.I. & Monsuur, H.**EI 2012-20 Quorum Colorings of Graphs***by*Heditniemi, S.M. & Laskar, R.C. & Mulder, H.M.**EI 2012-19 Unspecified donation in kidney exchange: when to end the chain***by*Glorie, K.M. & de Klerk, M. & Klundert, J.J. & 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 2012-14 Risk Management and Financial Derivatives: An Overview***by*Hammoudeh, S.M. & McAleer, M.J.**EI 2012-12 Do Commercial Real Estate Prices Have Predictive Content for GDP***by*de Groot, E.A. & Franses, Ph.H.B.F.**EI 2012-11 Iterative branch-and-price for hierarchical multi-criteria kidney exchange***by*Glorie, K.M. & Wagelmans, A.P.M. & Klundert, J.J.**EI 2012-10 An Iterative Optimization Framework for Delay Management and Train Scheduling***by*Dollevoet, T.A.B. & Corman, F. & D'Ariano, A. & Huisman, D.**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*de Vries, H. & 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. & van den Heuvel, W.J. & Liu, T.**EI 2012-03 Mitigating the Cost of Anarchy in Supply Chain Systems***by*Romeijn, H.E. & van den Heuvel, W.J. & Geunes, J.**EI 2012-02 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models***by*Asai, M. & Caporin, M. & McAleer, M.J.**32410 Statistical Institutes and Economic Prosperity***by*Franses, Ph.H.B.F. & Legerstee, R.**EI2012-24 Evaluation of scalarization methods and NSGA-II/SPEA2 genetic algorithms for multi-objective optimization of green supply chain design***by*van der Plas, C. & Tervonen, T. & Dekker, R.**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.

### 2011

**EI 2011-09 An evolutionary model of price competition among spatially distributed firms***by*Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U.**EI 2010-77 Testing the Box-Cox Parameter for an Integrated Process***by*Huang, J. & Kobayashi, 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 2011-39 Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"***by*van den Heuvel, W. & 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*de Bruijn, B. & Franses, Ph.H.B.F.**EI 2011-35 Fast Heuristics for Delay Management with Passenger Rerouting***by*Dollevoet, T.A.B. & 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*de Boer, P.M.C.**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 2011-14 Causality Between Market Liquidity and Depth for Energy and Grains***by*Sari, R. & Hammoudeh, S.M. & 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. & van der Laan, E.A. & 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 2011-08 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.A.B. & 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***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 2010-78 Asymmetric Adjustment in the Ethanol and Grains Markets***by*Chang, C-L. & Chen, L.H. & Hammoudeh, S.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*van Jaarsveld, W.L. & Dollevoet, T.A.B.**EI2011-23 Risk evaluation methods at individual ship and company level***by*Heij, C. & Knapp, S.

### 2010

**EI 2010-36 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH***by*Caporin, M. & McAleer, M.J.**EI 2009-45 A Continuous Review Inventory Model with Advance Policy Change and Obsolescence***by*Pinçe, C. & 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*van Asperen, E. & Dekker, R. & van der Schalk, P.**EI 2010-71 Economic lot-sizing with remanufacturing: complexity and efficient formulations***by*Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W.J. & Wagelmans, A.P.M.**EI 2010-70 Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"***by*van den Heuvel, W.J. & 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.A.B. & 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.M. & van Oostrum, J.M. & Dur, 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. & Chang, 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. & van Dijk, D.J.C.**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***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 2010-40 The hemline and the economy: is there any match?***by*van Baardwijk, M. & Franses, Ph.H.B.F.**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 2010-35 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.A.B. & 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. & van den Heuvel, W.**EI 2010-16 Integrating Reliability Centered Maintenance and Spare Parts Stock Control***by*van Jaarsveld, W.L. & 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. & van Dijk, D.J.C. & 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*de Mare, R. & Spliet, R. & Huisman, D.**EI 2010-04 Approximating the DGP of China's Quarterly GDP***by*Franses, Ph.H.B.F. & Mees, H.

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