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Publications

by members of

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

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

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. 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

2015

  1. Herings P.J.J. & Houba H, 2015. "Costless delay in negotiations," Research Memorandum 002, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.

2014

  1. Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and forecasting economic growth in the euro area using principal components," DNB Working Papers 415, Netherlands Central Bank, Research Department.
  2. Federico Carlini & Katarzyna Lasak, 2014. "On an Estimation Method for an Alternative Fractionally Cointegrated Model," CREATES Research Papers 2014-15, School of Economics and Management, University of Aarhus.
  3. Laurent Callot & Johannes Tang Kristensen, 2014. "Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy," CREATES Research Papers 2014-41, School of Economics and Management, University of Aarhus.
  4. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, School of Economics and Management, University of Aarhus.
  5. Laurent Callot & Niels Haldrup & Malene Kallestrup Lamb, 2014. "Deterministic and stochastic trends in the Lee-Carter mortality model," CREATES Research Papers 2014-44, School of Economics and Management, University of Aarhus.
  6. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014. "Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis," Discussion Papers 45/2014, Deutsche Bundesbank, Research Centre.

2013

  1. Brink J.R. van den & Talman A.J.J. & Herings P.J.J. & Laan G. van der, 2013. "The average tree permission value for games with a permission tree," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
  2. Creal, Drew & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2013. "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series 1626, European Central Bank.
  3. Herings P.J.J. & Houba H, 2013. "The Condorcet paradox revisited," Research Memorandum 021, Maastricht University, Graduate School of Business and Economics (GSBE).
  4. Katarzyna Lasak & Carlos Velasco, 2013. "Fractional cointegration rank estimation," CREATES Research Papers 2013-08, School of Economics and Management, University of Aarhus.

2012

  1. Koopman, Siem Jan & Lucas, André & Schwaab, Bernd, 2012. "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series 1459, European Central Bank.
  2. Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012. "Regime switches in the volatility and correlation of financial institutions," Working Paper Research 227, National Bank of Belgium.
  3. Houba, Harold & Pham Do, Kim Hang & Zhu, Xueqin, 2012. "Transboundary Water Management: A joint management approach to the Mekong River Basin," 2012 Conference (56th), February 7-10, 2012, Freemantle, Australia 125063, Australian Agricultural and Resource Economics Society.
  4. Funaki, Y. & Houba, H.E.D. & Motchenkova, E., 2012. "Market Power in Bilateral Oligopoly Markets with Nonexpendable Infrastructure," Discussion Paper 2012-041, Tilburg University, Tilburg Law and Economic Center.
  5. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, School of Economics and Management, University of Aarhus.
  6. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, School of Economics and Management, University of Aarhus.
  7. Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank, Research Centre.
  8. Falk Brauning & Siem Jan Koopman, 2012. "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis," Tinbergen Institute Discussion Papers 12-042/4, Tinbergen Institute.
  9. Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
  10. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.

2011

  1. Gerard van der Laan & Zaifu Yang, 2011. "An Ascending Multi-Item Auction with Financially Constrained Bidders," Discussion Papers 11/04, Department of Economics, University of York.
  2. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011. "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series 1327, European Central Bank.
  3. Houba, Harold & Pham Do, Kim Hang & Zhu, Xueqin, 2011. "Saving the Mekong River Basin," MPRA Paper 37407, University Library of Munich, Germany.
  4. René van den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: An Axiomatization," Documents de travail du Centre d'Economie de la Sorbonne 11018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. René Van Den Brink & Agnieszka Rusinowska & Frank Steffen, 2011. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Dictator and Opinion Leader Properties," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00633881, HAL.
  6. Lindner, Ines & Strulik, Holger, 2011. "From Tradition to Modernity: Economic Growth in a Small World," Hannover Economic Papers (HEP) dp-478, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

2010

  1. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2010. "Combinatorial integer labeling theorems on finite sets with applications," Other publications TiSEM ad8b5690-7516-41b6-b034-7, Tilburg University, School of Economics and Management.
  2. Ferrara, L. & Koopman, S J., 2010. "Common business and housing market cycles in the Euro area from a multivariate decomposition," Working papers 275, Banque de France.
  3. Ramón Jesús Flores Díaz & Maurice Koster & Ines Lindner & Elisenda Molina, 2010. "Networks and collective action," Statistics and Econometrics Working Papers ws104830, Universidad Carlos III, Departamento de Estadística y Econometría.
  4. Martin Paldam & Laurent Callot, 2010. "Natural funnel asymmetries. A simulation analysis of the three basic tools of meta analysis," Economics Working Papers 2010-01, School of Economics and Management, University of Aarhus.
  5. Laurent A.F. Callot, 2010. "A Bootstrap Cointegration Rank Test for Panels of VAR Models," CREATES Research Papers 2010-75, School of Economics and Management, University of Aarhus.
  6. Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele, 2010. "Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino
    [Structural Equation Models for the assessment of the University experience at the University
    ," MPRA Paper 43412, University Library of Munich, Germany.

2009

  1. Drew Creal & Siem Jan Koopman & Andre Lucas, 2009. "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series gd08-038, Institute of Economic Research, Hitotsubashi University.
  2. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, School of Economics and Management, University of Aarhus.
  3. Harold Houba & Hans Kremers, 2009. "Environmental Damage and Price Taking Behaviour by Firms and Consumers," Discussion Papers of DIW Berlin 878, DIW Berlin, German Institute for Economic Research.
  4. Michel Beine & Charles Bos & Serge Coulombe, 2009. "Does the Canadian economy suffer from Dutch Disease?," CREA Discussion Paper Series 09-06, Center for Research in Economic Analysis, University of Luxembourg.
  5. Rene van der Brink & Agnieszka Rusinowska & Frank Steffen, 2009. "Measuring Power and Satisfaction in Societies with Opinion Leaders: Properties of the Qualified Majority Case," Working Papers 0901, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  6. Estevez Fernandez, M.A. & Borm, P.E.M. & Meertens, M. & Reijnierse, J.H., 2009. "On the core of routing games with revenues," Other publications TiSEM 09bc6e81-943f-466a-b86f-f, Tilburg University, School of Economics and Management.
  7. Parrini, Alessandro, 2009. "Algoritmi di flusso massimo al minimo costo
    [Maximum flow - minimum cost algorithms]
    ," MPRA Paper 39759, University Library of Munich, Germany.

2008

  1. Herings P. Jean-Jacques & Laan Gerard van der & Talman Dolf & Yang Zaifu, 2008. "The Average Tree Solution for Cooperative Games with Communication Structure," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "Solving Discrete Systems of Nonlinear Equations," Discussion Paper 2008-105, Tilburg University, Center for Economic Research.
  3. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter," Working Papers UWEC-2008-15-FC, University of Washington, Department of Economics.
  5. Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, School of Economics and Management, University of Aarhus.
  6. Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, School of Economics and Management, University of Aarhus.
  7. Estevez Fernandez, M.A., 2008. "A Game Theoretical Approach to Sharing Penalties and Rewards in Projects," Discussion Paper 2008-84, Tilburg University, Center for Economic Research.

2007

  1. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2007. "Socially structured games," Other publications TiSEM c2546c5b-249a-44a8-b917-7, Tilburg University, School of Economics and Management.
  2. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "Combinatorial Integer Labeling Thorems on Finite Sets with an Application to Discrete Systems of Nonlinear Equations," Discussion Paper 2007-88, Tilburg University, Center for Economic Research.
  3. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2007. "A vector labeling method for solving discrete zero point and complementarity problems," Other publications TiSEM 070869d0-4e42-4d34-85f9-b, Tilburg University, School of Economics and Management.
  4. Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007. "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers 2007-44, School of Economics and Management, University of Aarhus.
  5. Michel Beine & Charles Bos & Sébastien Laurent, 2007. "The impact of Central Bank FX interventions on currency components," ULB Institutional Repository 2013/10419, ULB -- Universite Libre de Bruxelles.
  6. Rene van den Brink & Rene Levinsky & Miroslav Zeleny, 2007. "The balanced solution for cooperative transferable utility games," Jena Economic Research Papers 2007-073, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  7. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2007. "Project games," Other publications TiSEM 809ba203-2bd2-48ce-ae6d-b, Tilburg University, School of Economics and Management.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Discussion Paper 2005-91, Tilburg University, Center for Economic Research.

2006

  1. Koopman, Siem Jan & Kräussl, Roman & Lucas, André, 2006. "Credit cycles and macro fundamentals," CFS Working Paper Series 2006/33, Center for Financial Studies (CFS).
  2. Harold Houba & Quan Wen, 2006. "Perfect Equilibria in a Negotiation Model with Different Time Preferences," Vanderbilt University Department of Economics Working Papers 0706, Vanderbilt University Department of Economics.
  3. Estevez Fernandez, M.A. & Mosquera, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2006. "Proportionate Flow Shop Games," Discussion Paper 2006-63, Tilburg University, Center for Economic Research.
  4. Estevez Fernandez, M.A., 2006. "Cooperative behavior, competition and operations research," Other publications TiSEM 89866d9a-2195-469c-a13f-0, Tilburg University, School of Economics and Management.

2005

  1. Herings P. Jean-Jacques & Laan Gerard van der & Talman Dolf, 2005. "The Component Fairness Solution for Cycle- Free Graph Games," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Computing Integral Solutions of Complementarity Problems," Discussion Paper 2005-5, Tilburg University, Center for Economic Research.
  3. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "Solving Discrete Zero Point Problems with Vector Labeling," Discussion Paper 2005-122, Tilburg University, Center for Economic Research.
  4. Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
  5. Siem Jan Koopman & Andr� Lucas & Robert J. Daniels, 2005. "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," DNB Working Papers 055, Netherlands Central Bank, Research Department.
  6. LINDNER, Ines, 2005. "Voting games with abstention : A probabilistic characterization of power and a special case of Penrose’s Limit Theorem," CORE Discussion Papers 2005078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. LINDNER, Ines, 2005. "Preference aggregation versus truth-tracking: asymptotic properties of a related story," CORE Discussion Papers 2005002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Borm, P.E.M. & Estevez Fernandez, M.A. & Fiestras-Janeiro, G., 2005. "Competitive Environments and Protective Behaviour," Discussion Paper 2005-50, Tilburg University, Center for Economic Research.

2004

  1. Herings,Jean-Jacques & Laan,Gerard,van der & Talman,Dolf, 2004. "The Socially Stable Core in Structured Transferable Utility Games," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2004. "Equilibria with Coordination Failures," Discussion Paper 2004-107, Tilburg University, Center for Economic Research.
  3. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2004. "Solving discrete zero point problems," Discussion Paper 2004-113, Tilburg University, Center for Economic Research.
  4. Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society.
  5. Eugenie Hol & Siem Jan Koopman & Borus Jungbacker, 2004. "Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements," Computing in Economics and Finance 2004 342, Society for Computational Economics.
  6. Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford.
  7. Rene van den Brink & Robert P. Gilles, 2004. "Explicit and Latent Authority in Hierarchical Organizations," Econometric Society 2004 North American Summer Meetings 393, Econometric Society.
  8. Ines Lindner & Holger Strulik, 2004. "Social Fractionalization, Endogenous Property Rights, and Economic Development," Discussion Papers 04-27, University of Copenhagen. Department of Economics.
  9. Estevez Fernandez, M.A. & Borm, P.E.M. & Calleja, P. & Hamers, H.J.M., 2004. "Sequencing Games with Repeated Players," Discussion Paper 2004-128, Tilburg University, Center for Economic Research.
  10. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. ""The Museum Pass Game and its Value" Revisited," Discussion Paper 2004-7, Tilburg University, Center for Economic Research.
  11. Calleja, P. & Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2004. "Job Scheduling, Cooperation and Control," Discussion Paper 2004-65, Tilburg University, Center for Economic Research.

2003

  1. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 2003. "Socially Structured Games and their Applications," Discussion Paper 2003-40, Tilburg University, Center for Economic Research.
  2. Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford.
  3. João Valle e Azevedo & Siem Jan Koopman & António Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
  4. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003. "Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2003. "On the Core of Multiple Longest Traveling Salesman Games," Discussion Paper 2003-127, Tilburg University, Center for Economic Research.

2002

  1. Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002. "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Working Papers 2002-12-18, Bielefeld University, Center for Mathematical Economics.
  2. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002. "Existence and welfare properties of equilibrium in an exchange economy with multiple divisible and indivisible commodities and linear production," Other publications TiSEM 5a5610bf-4f85-4a25-963c-c, Tilburg University, School of Economics and Management.
  3. van der Laan, G. & Talman, A.J.J., 2002. "Dynamic Adjustment of Supply Constrained Disequilibria to Walrasian Equilibrium," Discussion Paper 2002-61, Tilburg University, Center for Economic Research.
  4. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford.
  5. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002. "Adaptive Polar Sampling," Computing in Economics and Finance 2002 307, Society for Computational Economics.
  6. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002. "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers EI 2002-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2001

  1. Talman,Dolf & Laan,Gerard,van der & Herings,P. Jean-Jacques, 2001. "Quantity Constrained Equilibria," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. Herings,P. Jean-Jacques & Laan,Gerard,van der & Talman,Dolf, 2001. "Measuring the Power of Nodes in Digraphs," Research Memorandum 007, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  3. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2001. "Existence of balanced simplices on polytopes," Other publications TiSEM 4240b1b6-949e-4d15-942e-8, Tilburg University, School of Economics and Management.
  4. van den Brink, J.R. & van der Laan, G., 2001. "A Class of Consistent Share Functions For Games in Coalition Structure," Discussion Paper 2001-33, Tilburg University, Center for Economic Research.
  5. Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford.
  6. J. Durbin and S.J. Koopman, 2001. "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001 52, Society for Computational Economics.
  7. 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.

2000

  1. Herings P. Jean-Jacques & Laan Gerard van der & Talman Dolf, 2000. "Cooperative Games in Graph Structure," Research Memorandum 011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. van der Laan, G. & Ruys, P.H.M. & Talman, A.J.J., 2000. "Optimal Provision of Infrastructure Using Public-Private Partnership Contracts," Discussion Paper 2000-126, Tilburg University, Center for Economic Research.
  3. Jurgen A. Doornik & Marius Ooms, 2000. "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers 0798, Econometric Society.
  4. A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers 0888, Econometric Society.
  5. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society.
  6. K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
  7. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000. "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers EI 2000-20/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Lindner, I. & Strulik, H., 2000. "Property Rights and Growth," Faechergruppe Volkswirtschaftlehre 111, University of Hamburg, Institute of Economics.

1999

  1. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1999. "Existence and Welfare Properties of Equilibrium in an Exchange Economy with Multiple Divisible, Indivisible Commodities and Linear Production Technologies," Discussion Paper 1999-76, Tilburg University, Center for Economic Research.
  2. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1999. "Intersection theorems on polytypes," Other publications TiSEM 7cc2ec6a-3a45-4ad1-a99b-7, Tilburg University, School of Economics and Management.
  3. van den Brink, J.R. & van der Laan, G., 1999. "Potentials and Reduced Games for Share Functions," Discussion Paper 1999-41, Tilburg University, Center for Economic Research.
  4. van den Brink, J.R. & van der Laan, G., 1999. "Core Concepts for Share Vectors," Discussion Paper 1999-64, Tilburg University, Center for Economic Research.
  5. Marius Ooms & Bj�rn de Groot & Siem Jan Koopman, 1999. "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999 312, Society for Computational Economics.
  6. Ooms, M. & Doornik, J.A., 1999. "Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation," Econometric Institute Research Papers EI 9947/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. Siem Jan Koopman, 1999. "Fast Estimation of Parameters in State Space Models," Computing in Economics and Finance 1999 311, Society for Computational Economics.
  8. Holger Strulik & Ines Lindner, 1999. "Why not Africa? -- Growth and Welfare Effects of Secure Property Rights," Quantitative Macroeconomics Working Papers 19909, Hamburg University, Department of Economics.
  9. Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R., 1999. "Capacity planning of prisons in the Netherlands," Econometric Institute Research Papers EI 9909-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1998

  1. Alexander F. Tieman & Harold Houba & Gerard van der Laan, 1998. "Cooperation in a Multi-Dimensional Local Interaction Model," Game Theory and Information 9803002, EconWPA.
  2. van den Brink, J.R. & van der Laan, G., 1998. "The Normalized Banzhaf Value and the Banzhaf Share Function," Research Memorandum 764, Tilburg University, School of Economics and Management.
  3. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J., 1998. "Price-Quantity Adjustment in a Keynesian Economy," Discussion Paper 1998-118, Tilburg University, Center for Economic Research.
  4. van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 1998. "Cooperative games in permutational structure," Other publications TiSEM 94dd61cf-8471-40af-8cc8-4, Tilburg University, School of Economics and Management.
  5. van der Laan, G. & van den Brink, J.R., 1998. "A Banzhaf share function for cooperative games in coalition structure," Discussion Paper 1998-66, Tilburg University, Center for Economic Research.
  6. 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.
  7. 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.
  8. Neil Shephard & Jurgen Doornik & Siem Jan Koopman, 1998. "Statistical algorithms for models in state space using SsfPack 2.2," Economics Series Working Papers 1998-W06, University of Oxford, Department of Economics.
  9. Alexander F. Tieman & Harold Houba, 1998. "A Note on Varying Mutation Rates in 2 x 2 Coordination Games," Game Theory and Information 9809002, EconWPA.
  10. van Lomwel, A.G.C. & Houba, H.E.D., 1998. "Counter Intuitive Results in a Simple Model of Wage Negotiations," Discussion Paper 1998-92, Tilburg University, Center for Economic Research.
  11. Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998. "Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces," Econometric Institute Research Papers EI 9822, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

1997

  1. van der Laan, G. & Talman, A.J.J., 1997. "Van vast punt tot evenwicht," Other publications TiSEM 28485ca9-3482-4e4d-97ce-2, Tilburg University, School of Economics and Management.
  2. 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.
  3. Andrew C Harvey & Siem Jan Koopman & J Penzer, 1997. "Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.)," STICERD - Econometrics Paper Series /1997/327, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

1996

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

1995

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

1994

  1. van der Laan, G. & Talman, A.J.J. & Yang, Z., 1994. "Modelling cooperative games in permutational structure," Discussion Paper 1994-43, Tilburg University, Center for Economic Research.
  2. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Venniker, R., 1994. "Equilibrium adjustment of disequilibrium prices," Discussion Paper 1994-84, Tilburg University, Center for Economic Research.

1993

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

1992

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

1991

  1. Gerlagh, R. & Laan, G. van der, 1991. "Monotone improvement of the social welfare in an industrial network," Serie Research Memoranda 0073, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Kremers, H. & Laan, G. van der & Talman, A.J.J., 1991. "On the existence and computation of an equilibrium in an economy with constant returns to scale production," Serie Research Memoranda 0082, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Talman, A.J.J. & Dai, Y. & van der Laan, G. & Yamamoto, Y., 1991. "A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron," Other publications TiSEM d961dc7e-e203-4709-8a75-5, Tilburg University, School of Economics and Management.

1990

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

1989

  1. Van Der Laan, G. & Ta & Man, A.J.J., 1989. "Price Rigidities And Rationing," Papers 8913, Tilburg - Center for Economic Research.
  2. Elzen, A. van den & Laan, G. van der, 1989. "Price adjustment in a two-country model," Serie Research Memoranda 0033, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Hofkes, M.W. & Laan, G. van der, 1989. "Solution of general equilibrium models with nonconvex technologies," Serie Research Memoranda 0088, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  4. Houba, H.E.D. & Kremers, H.A.W.M., 1989. "Correction of the material balance equation in dynamic input-output models," Research Memorandum 71ce38b2-9b97-4fec-902c-3, Tilburg University, School of Economics and Management.

1987

  1. Hofkes, M.W. & Laan, G. van der, 1987. "On the exclusion from the use of a public good and pareto optimality," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  2. Ruys, P.H.M. & Laan, G. van der, 1987. "Computation of an industrial equilibrium," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  3. Talman, A.J.J. & Doup, T.M. & van der Laan, G., 1987. "The (2**(n+1)-2)-ray algorithm : A new simplicial algorithm to compute economic equilibria," Other publications TiSEM 400795a4-b171-4faa-b242-2, Tilburg University, School of Economics and Management.
  4. Talman, A.J.J. & van der Laan, G., 1987. "Simplicial approximation of solutions to the nonlinear complementarity problem with lower and upper bounds," Other publications TiSEM 738c081c-83bc-4764-a144-9, Tilburg University, School of Economics and Management.
  5. Talman, A.J.J. & van der Laan, G. & Van der Heyden, L., 1987. "Variable dimension algorithms for solving the nonlinear complementarity problem on a product of unit simplices using general labelling," Other publications TiSEM fbe9ae2f-e01d-4eef-944c-6, Tilburg University, School of Economics and Management.
  6. van der Laan, G. & Talman, A.J.J., 1987. "Computing economic equilibria by variable dimension algorithms : State of the art," Research Memorandum FEW 270, Tilburg University, School of Economics and Management.
  7. van der Laan, G. & Talman, A.J.J., 1987. "A convergent price adjustment process," Other publications TiSEM 0271830c-c03d-46a1-ae6f-f, Tilburg University, School of Economics and Management.

1986

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

1985

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

1984

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

1983

  1. Talman, A.J.J. & van der Laan, G., 1983. "Interpretation of the variable dimension fixed point algorithm with an artificial level," Other publications TiSEM a021faea-47c1-4b65-a508-4, Tilburg University, School of Economics and Management.

1982

  1. Talman, A.J.J. & van der Laan, G., 1982. "On the computation of fixed points on the product space of unit simplices and an application to noncooperative N-person games," Other publications TiSEM ba74b902-87c8-43d5-8471-6, Tilburg University, School of Economics and Management.
  2. van der Laan, G. & Talman, A.J.J., 1982. "From fixed point to equilibrium," Research Memorandum FEW 122, Tilburg University, School of Economics and Management.
  3. van der Laan, G. & Talman, A.J.J., 1982. "Simplical algorithms for finding stationary points, a unifying description," Research Memorandum FEW 109, Tilburg University, School of Economics and Management.
  4. van der Laan, G. & Talman, A.J.J., 1982. "Simplicial approximation of solutions to the nonlinear complementarity problem," Research Memorandum FEW 118, Tilburg University, School of Economics and Management.

1981

  1. van der Laan, G. & Talman, A.J.J., 1981. "Note of the path following approach of equilibrium programming," Research Memorandum FEW 106, Tilburg University, School of Economics and Management.
  2. Talman, A.J.J. & van der Laan, G., 1981. "A class of simplicial subdivisions for restart fixed point algorithms," Other publications TiSEM 4b5dcc3a-9a84-4ee8-b8a5-b, Tilburg University, School of Economics and Management.

1980

  1. Talman, A.J.J. & van der Laan, G., 1980. "An improvement of fixed point algorithms by using a good triangulation," Other publications TiSEM df7bfc3b-d7c7-4631-811a-e, Tilburg University, School of Economics and Management.
  2. Talman, A.J.J. & van der Laan, G., 1980. "A new subdivision for computing fixed points with a homotopy algorithm," Other publications TiSEM d702630e-5e0d-4c31-bd1e-1, Tilburg University, School of Economics and Management.

1979

  1. Talman, A.J.J. & van der Laan, G., 1979. "A restart algorithm for computing fixed points without an extra dimension," Other publications TiSEM 1f2102f8-e6da-4e9c-a2ed-9, Tilburg University, School of Economics and Management.

Undated

  1. HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf & YANG, Zaifu, . "A fixed point theorem for discontinuous functions," CORE Discussion Papers RP -2154, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf, . "The average tree solution for cycle-free graph games," CORE Discussion Papers RP -2155, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. van der LAAN, Gerard, . "Simplicial approximation of unemployment equilibria," CORE Discussion Papers RP -467, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Hans Kremers & Harold Houba, . "Bargaining for an Efficient and Fair Allocation of Emission Permits to Developing Countries," Energy and Environmental Modeling 2007 24000028, EcoMod.

Journal articles

Undated material is listed at the end

2014

  1. Houba, Harold & van der Laan, Gerard & Zeng, Yuyu, 2014. "Asymmetric Nash Solutions in the River Sharing Problem," Strategic Behavior and the Environment, now publishers, vol. 4(4), pages 321-360, December.
  2. Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius, 2014. "Long memory with stochastic variance model: A recursive analysis for US inflation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 144-157.
  3. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, 08.
  4. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2014. "Nowcasting and forecasting global financial sector stress and credit market dislocation," International Journal of Forecasting, Elsevier, vol. 30(3), pages 741-758.
  5. Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
  6. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
  7. Houba, Harold & Wen, Quan, 2014. "Backward induction and unacceptable offers," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 151-156.
  8. René Brink & Chris Dietz, 2014. "Games with a local permission structure: separation of authority and value generation," Theory and Decision, Springer, vol. 76(3), pages 343-361, March.
  9. René Brink & Arantza Estévez-Fernández & Gerard Laan & Nigel Moes, 2014. "Independence of downstream and upstream benefits in river water allocation problems," Social Choice and Welfare, Springer, vol. 43(1), pages 173-194, June.
  10. Estévez-Fernández, Arantza & Reijnierse, Hans, 2014. "On the core of cost-revenue games: Minimum cost spanning tree games with revenues," European Journal of Operational Research, Elsevier, vol. 237(2), pages 606-616.
  11. Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014. "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 187-206.
  12. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.

2013

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

2012

  1. van den Brink, René & van der Laan, Gerard & Moes, Nigel, 2012. "Fair agreements for sharing international rivers with multiple springs and externalities," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 388-403.
  2. van den Brink, René & Khmelnitskaya, Anna & van der Laan, Gerard, 2012. "An efficient and fair solution for communication graph games," Economics Letters, Elsevier, vol. 117(3), pages 786-789.
  3. Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius, 2012. "Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3134-3152.
  4. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(2), pages 354-389, 2012 06.
  5. Siem Jan Koopman & Marcel Scharth, 2012. "The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(1), pages 76-115, December.
  6. Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur, 2012. "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(6), pages 652-677, November.
  7. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2012. "Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 521-532, May.
  8. Ansink, Erik & Houba, Harold, 2012. "Market power in water markets," Journal of Environmental Economics and Management, Elsevier, vol. 64(2), pages 237-252.
  9. Houba, Harold & Motchenkova, Evgenia & Wen, Quan, 2012. "Competitive prices as optimal cartel prices," Economics Letters, Elsevier, vol. 114(1), pages 39-42.
  10. Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012. "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, vol. 34(4), pages 468-492.
  11. René Brink & Frank Steffen, 2012. "Axiomatizations of a positional power score and measure for hierarchies," Public Choice, Springer, vol. 151(3), pages 757-787, June.
  12. René Brink & Youngsub Chun, 2012. "Balanced consistency and balanced cost reduction for sequencing problems," Social Choice and Welfare, Springer, vol. 38(3), pages 519-529, March.
  13. René Brink, 2012. "On hierarchies and communication," Social Choice and Welfare, Springer, vol. 39(4), pages 721-735, October.
  14. van den Brink, René, 2012. "Efficiency and collusion neutrality in cooperative games and networks," Games and Economic Behavior, Elsevier, vol. 76(1), pages 344-348.
  15. Ines Lindner, 2012. "Annick Laruelle and Federico Valenciano: Voting and collective decision-making," Social Choice and Welfare, Springer, vol. 38(1), pages 161-179, January.
  16. Estévez-Fernández, Arantza, 2012. "A game theoretical approach to sharing penalties and rewards in projects," European Journal of Operational Research, Elsevier, vol. 216(3), pages 647-657.
  17. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2012. "A Note On Passepartout Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 14(02), pages 1250013-1-1.
  18. Estévez-Fernández, Arantza, 2012. "New characterizations for largeness of the core," Games and Economic Behavior, Elsevier, vol. 76(1), pages 160-180.
  19. A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera & E. Sánchez-Rodríguez, 2012. "A bankruptcy approach to the core cover," Mathematical Methods of Operations Research, Springer, vol. 76(3), pages 343-359, December.

2011

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

2010

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

2009

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

2008

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

2007

  1. René Brink & Gerard Laan & Valeri Vasil’ev, 2007. "Component efficient solutions in line-graph games with applications," Economic Theory, Springer, vol. 33(2), pages 349-364, November.
  2. Herings, P. Jean-Jacques & van der Laan, Gerard & Talman, Dolf, 2007. "The socially stable core in structured transferable utility games," Games and Economic Behavior, Elsevier, vol. 59(1), pages 85-104, April.
  3. P. Herings & Gerard Laan & Dolf Talman, 2007. "Socially Structured Games," Theory and Decision, Springer, vol. 62(1), pages 1-29, February.
  4. Jurjen Kamphorst & Gerard Van Der Laan, 2007. "Network Formation Under Heterogeneous Costs: The Multiple Group Model," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 599-635.
  5. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
  6. Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre, 2007. "Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 213-225, April.
  7. Borus Jungbacker & Siem Jan Koopman, 2007. "Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models," Biometrika, Biometrika Trust, vol. 94(4), pages 827-839.
  8. Houba, Harold, 2007. "Alternating offers in economic environments," Economics Letters, Elsevier, vol. 96(3), pages 316-324, September.
  9. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007. "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(1), pages 154-183.
  10. van den Brink, Rene, 2007. "Null or nullifying players: The difference between the Shapley value and equal division solutions," Journal of Economic Theory, Elsevier, vol. 136(1), pages 767-775, September.
  11. Lindner, Ines & Owen, Guillermo, 2007. "Cases where the Penrose limit theorem does not hold," Mathematical Social Sciences, Elsevier, vol. 53(3), pages 232-238, May.
  12. Arantza Estévez-Fernández & Peter Borm & Herbert Hamers, 2007. "Project games," International Journal of Game Theory, Springer, vol. 36(2), pages 149-176, October.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2005. "Project Games," Discussion Paper 2005-91, Tilburg University, Center for Economic Research.
    • Estevez Fernandez, M.A. & Borm, P.E.M. & Hamers, H.J.M., 2007. "Project games," Other publications TiSEM 809ba203-2bd2-48ce-ae6d-b, Tilburg University, School of Economics and Management.
  13. Francke, Marc K. & de Vos, Aart F., 2007. "Marginal likelihood and unit roots," Journal of Econometrics, Elsevier, vol. 137(2), pages 708-728, April.

2006

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

2005

  1. van den Brink, Rene & van der Laan, Gerard, 2005. "A class of consistent share functions for games in coalition structure," Games and Economic Behavior, Elsevier, vol. 51(1), pages 193-212, April.
  2. André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
  3. Koopman, Siem Jan & Jungbacker, Borus & Hol, Eugenie, 2005. "Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 445-475, June.
  4. Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter, 2005. "Empirical credit cycles and capital buffer formation," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3159-3179, December.
  5. Bos, Charles S. & Justel, Ana, 2005. "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, vol. 21(4), pages 749-754.

2004

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

2003

  1. van der Laan, Gerard & Withagen, Cees, 2003. "Quasi-equilibrium in economies with infinite dimensional commodity spaces: a truncation approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 423-444, January.
  2. Doornik, Jurgen A. & Ooms, Marius, 2003. "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 333-348, March.
  3. Siem Jan Koopman & Marius Ooms, 2003. "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 439-469.
  4. S. J. Koopman & J. Durbin, 2003. "Filtering and smoothing of state vector for diffuse state-space models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 85-98, 01.
  5. Koopman, Siem Jan & Harvey, Andrew, 2003. "Computing observation weights for signal extraction and filtering," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1317-1333, May.
  6. Rob Luginbuhl & Aart de Vos, 2003. "Seasonality and Markov switching in an unobserved component time series model," Empirical Economics, Springer, vol. 28(2), pages 365-386, 04.

2002

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

2001

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

2000

  1. Andrew Harvey & Siem Jan Koopman, 2000. "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, vol. 3(1), pages 84-107.
  2. J. Durbin & S. J. Koopman, 2000. "Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 3-56.
  3. Alexander Tieman & Harold Houba & Gerard Laan, 2000. "On the level of cooperative behavior in a local-interaction model," Journal of Economics, Springer, vol. 71(1), pages 1-30, February.
  4. Houba, Harold & Bolt, Wilko, 2000. "Holdouts, backdating and wage negotiations," European Economic Review, Elsevier, vol. 44(9), pages 1783-1800, October.
  5. Houba, Harold & Sneek, Koos & Vardy, Felix, 2000. "Can negotiations prevent fish wars?," Journal of Economic Dynamics and Control, Elsevier, vol. 24(8), pages 1265-1280, July.
  6. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.
  7. Magnus, Jan R & van Tongeren, Jan W & de Vos, Aart F, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-50, September.
  8. Francke, M K & de Vos, A F, 2000. "Efficient Computation of Hierarchical Trends," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 51-57, January.

1999

  1. Marius Ooms, 1999. "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 161-166.
  2. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449.
  3. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April.
  4. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
  5. Luginbuhl, Rob & de Vos, Aart, 1999. "Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 456-65, October.

1998

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

1997

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

1996

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

1993

  1. Houba, Harold, 1993. "An alternative proof of uniqueness in non-cooperative bargaining," Economics Letters, Elsevier, vol. 41(3), pages 253-256.
  2. Merkus, H R & Pollock, D S G & de Vos, A F, 1993. "A Synopsis of the Smoothing Formulae Associated with the Kalman Filter," Computational Economics, Society for Computational Economics, vol. 6(3-4), pages 177-200, November.

1992

  1. Harvey, Andrew C & Koopman, Siem Jan, 1992. "Diagnostic Checking of Unobserved-Components Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 377-89, October.
  2. Gilles, Robert P & Owen, Guillermo & van den Brink, Rene, 1992. "Games with Permission Structures: The Conjunctive Approach," International Journal of Game Theory, Springer, vol. 20(3), pages 277-93.
  3. Jacob A. Bikker & Aart F. De Vos, 1992. "An international trade flow model with zero observations: an extension of the Tobit model," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 135, pages 379-404.
  4. J A Bikker & A F de Vos, 1992. "A regional supply and demand model for inpatient hospital care," Environment and Planning A, Pion Ltd, London, vol. 24(8), pages 1097-1116, August.

1991

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

1987

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

1986

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

1985

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

1984

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

1983

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

1982

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

1980

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

Undated

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

Books

2012

  1. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods: Second Edition," OUP Catalogue, Oxford University Press, number 9780199641178, March.

2007

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

2001

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

Chapters

2014

  1. Harold Houba & Evgenia Motchenkova & Quan Wen, 2014. "The Role of Legal Principles in the Economic Analysis of Competition Policy," World Scientific Book Chapters, in: THE ANALYSIS OF COMPETITION POLICY AND SECTORAL REGULATION, chapter 14, pages 389-421 World Scientific Publishing Co. Pte. Ltd..

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.