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Publications

by members of

Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen → Econometrisch Instituut

Erasmus University of Rotterdam → Erasmus School of Economics → Econometric Institute

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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


| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Petropoulos, F. & Akkermans, H. & Aksin, O. Z. & Ali, I. & Babai, M. Z. & Barbosa-Povoa, A. & Battaïa, O. & Besiou, M. & Boysen, N. & Brammer, S. & Brandon-Jones, A. & Briskorn, D. & Browning, T. R. &, 2026, "Operations & supply chain management: principles and practice," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 158243, Jan.

2025

  1. Luuk van Maasakkers & Bas Donkers & Dennis Fok, 2025, "What Did I Forget? Basket Analysis for Large Assortments Using Transformers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-071/XII, Dec.
  2. Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2025, "Implicit score-driven filters for time-varying parameter models," Papers, arXiv.org, number 2512.02744, Dec, revised Apr 2026.
  3. Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino, 2025, "A general randomized test for Alpha," Papers, arXiv.org, number 2507.17599, Jul, revised May 2026.
  4. Federico Carlini & Mirco Rubin & Pierluigi Vallarino, 2025, "New rank-based tests and estimators for Common Primitive Shocks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-016/III, Mar.
  5. Aurélien Baillon & Han Bleichrodt & Chen Li & Peter P. Wakker, 2025, "Source Theory : A Tractable and Positive Ambiguity Theory," Post-Print, HAL, number hal-04964898, Oct, DOI: 10.1287/mnsc.2023.03307.

2024

  1. Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange, 2024, "Expected Kullback-Leibler-based characterizations of score-driven updates," Papers, arXiv.org, number 2408.02391, Aug, revised Mar 2026.
  2. Mingxuan Song & Bernhard van der Sluis & Yicong Lin, 2024, "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-060/III, Nov.
  3. Pierluigi Vallarino, 2024, "Dynamic kernel models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-082/III, Dec.
  4. Jean-Gabriel Lauzier & Liyuan Lin & Peter Wakker & Ruodu Wang, 2024, "Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes," Papers, arXiv.org, number 2401.03328, Jan, revised Jul 2026.

2023

  1. Daan Opschoor & Dick van Dijk, 2023, "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-018/III, Apr.
  2. Ramon F. A. de Punder & Cees G. H. Diks & Roger J. A. Laeven & Dick J. C. van Dijk, 2023, "Localizing Strictly Proper Scoring Rules," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-084/III, 12, revised 28 May 2025.
  3. Giulio Principi & Peter P. Wakker & Ruodu Wang, 2023, "Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity," Papers, arXiv.org, number 2307.08542, Jul, revised Dec 2024.
  4. Mohammed Abdellaoui & Peter P. Wakker, 2023, "Savage for Dummies and Experts," Post-Print, HAL, number hal-04955157, DOI: 10.1016/j.jet.2020.104991.

2022

  1. Annika Camehl & Dennis Fok & Kathrin Gruber, 2022, "Multivariate quantile regression using superlevel sets of conditional densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-094/III, Dec.
  2. Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022, "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2022-02, Feb.
  3. Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
  4. Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022, "Solving penalised American options for jump diffusions using the POST algorithm," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-007/IV, Jan.
  5. Bart Keijsers & Dick van Dijk, 2022, "Does economic uncertainty predict real activity in real-time?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-069/III, Sep, revised 01 Mar 2023.
  6. Xiaomeng Zhang & Wendun Wang & Xinyu Zhang, 2022, "Asymptotic Properties of the Synthetic Control Method," Papers, arXiv.org, number 2211.12095, Nov.

2021

  1. Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021, "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-036/III, May.
  2. Hartleb, J. & Schmidt, M.E. & Huisman, D. & Friedrich, M., 2021, "Modeling and solving line planning with integrated mode choice," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2021-005-LIS, May.
  3. Teulings, Coen & Lange, Rutger-Jan, 2021, "The option value of vacant land: Don't build when demand for housing is booming," CEPR Discussion Papers, Centre for Economic Policy Research, number 16023, Apr.
  4. Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021, "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-039/III, Jun.
  5. Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021, "Economic vulnerability is state dependent," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-09, Jun.
  6. Bart H. L. Overes & Michel van der Wel, 2021, "Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques," Papers, arXiv.org, number 2101.12684, Jan, revised Jul 2021.
  7. van Zon, M. & Spliet, R. & van den Heuvel, W., 2021, "The effect of algorithm capabilities on cooperative games," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2021-02, Jun.
  8. Aurélien Baillon & Han Bleichrodt & Chen Li & Peter P. Wakker, 2021, "Belief hedges," Post-Print, HAL, number hal-05644515, Dec, DOI: 10.1016/j.jet.2021.105353.
  9. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  10. Ahmed, Hanan & Einmahl, John & Zhou, Chen, 2021, "Extreme Value Statistics in Semi-Supervised Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2021-007.

2020

  1. Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020, "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2020-010-MKT, Aug.
  2. Anoek Castelein & Stan Koobs & Dennis Fok & Richard Paap, 2020, "Bayesian heterogeneous variable selection in (non)linear panel data models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-061/III, Sep, revised 05 Mar 2026.
  3. Anoek Castelein & Dennis Fok & Richard Paap, 2020, "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-069/III, Sep.
  4. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  5. Franses, Ph.H.B.F. & Welz, M., 2020, "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-1687, Jan.
  6. Franses, Ph.H.B.F. & Welz, M., 2020, "The Cash Use of the Malaysian Ringgit," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 125962, Mar.
  7. Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
  8. Knapp, S. & Franses, Ph.H.B.F. & B. Whitby (Bruce), 2020, "Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2020-07, Jul.
  9. Perumal, S.S.G. & Dollevoet, T.A.B. & Huisman, D. & Lusby, R.M. & Larsen, J. & Riis, M., 2020, "Solution Approaches for Vehicle and Crew Scheduling with Electric Buses," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2020-02, Jan.
  10. Polinder, G.-J. & Schmidt, M.E. & Huisman, D., 2020, "Timetabling for strategic passenger railway planning," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2020-001-LIS, Jan.
  11. Polinder, G.-J. & Cacchiani, V. & Schmidt, M.E. & Huisman, D., 2020, "An iterative heuristic for passenger-centric train timetabling with integrated adaption times," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2020-006-LIS, Jun.
  12. van Lieshout, R.N. & Bouman, P.C. & van den Akker, M. & Huisman, D., 2020, "A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-06, Jun.
  13. Rutger Jan Lange, 2020, "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-052/III, Aug, revised 19 May 2021.
  14. Michael Grubb & Rutger-Jan Lange & Nicolas Cerkez & Claudia Wieners & Ida Sognnaes & Pablo Salas, 2020, "Dynamic determinants of optimal global climate policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-063/VI, Dec, revised 01 Aug 2024.
  15. Bram van Os & Dick van Dijk, 2020, "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-057/VI, Sep, revised 14 Dec 2020.
  16. van der Wel, M., 2020, "Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number 124748, Jan.
  17. Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020, "Spatial Dependence and Space-Time Trend in Extreme Events," Other publications TiSEM, Tilburg University, School of Economics and Management, number ae5818cd-f071-4275-9577-d.

2019

  1. Zhu, S. & van Jaarsveld, W.L. & Dekker, R., 2019, "Spare Parts Inventory Control based on Maintenance Planning," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-02, Jan.
  2. Fok, D. & Paap, R., 2019, "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-24, Jun.
  3. Li, W. & Fok, D. & Franses, Ph.H.B.F., 2019, "Forecasting own brand sales: Does incorporating competition help?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-35, Oct.
  4. Anoek Castelein & Dennis Fok & Richard Paap, 2019, "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-056/III, Aug.
  5. Franses, Ph.H.B.F. & S. Vasilev (Simeon), 2019, "Real GDP growth in Africa, 1963-2016," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-23, Jan.
  6. Franses, Ph.H.B.F., 2019, "Do African economies grow similarly?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-26, Jul.
  7. Franses, Ph.H.B.F., 2019, "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-28, Aug.
  8. Franses, Ph.H.B.F., 2019, "Professional Forecasters and January," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-25, Jul.
  9. Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019, "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-29, Aug.
  10. Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F., 2019, "Forecasting Annual Inflation in Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-32, Sep.
  11. Franses, Ph.H.B.F., 2019, "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-03, Sep.
  12. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2019, "Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-1691, Jan.
  13. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019, "Reducing Passenger Delays by Rolling Stock Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-29, Jan.
  14. Hartleb, J. & Schmidt, M.E. & Friedrich, M. & Huisman, D., 2019, "A good or a bad timetable: Do different evaluation functions agree?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2019-002-LIS, Apr.
  15. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2019, "A Column Generation Approach for the Integrated Crew Re-Planning Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-31, Sep.
  16. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019, "A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-34, Dec.
  17. Erik Kole & Liesbeth Noordegraaf-Eelens & Bas Vringer, 2019, "Cognitive Biases and Consumer Sentiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-031/I, May, revised 21 Mar 2023.
  18. Sander Barendse & Erik Kole & Dick van Dijk, 2019, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-058/III, Aug.
  19. Nibbering, D. & Paap, R., 2019, "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-30, Sep.
  20. Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019, "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-013/IV, Feb, revised 23 Oct 2019.
  21. van Zon, M. & Spliet, R. & van den Heuvel, W., 2019, "The Joint Network Vehicle Routing Game," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-03, Jan.
  22. M. Turkensteen (Marcel) & van den Heuvel, W., 2019, "The trade-off between costs and carbon emissions from lot-sizing decisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-19, Apr.
  23. Chen Li & Uyanga Turmunkh & Peter Wakker, 2019, "Trust as a decision under ambiguity," Post-Print, HAL, number hal-02988097, Mar, DOI: 10.1007/s10683-018-9582-3.

2018

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

2017

  1. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R., 2017, "Literature Review - the vaccine supply chain," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-01, Jan.
  2. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Dekker, R., 2017, "The benefits of combining early aspecific vaccination with later specific vaccination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-03, Feb.
  3. Franses, Ph.H.B.F. & Janssens, E., 2017, "This time it is different! Or not?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-25, Sep.
  4. Franses, Ph.H.B.F. & Janssens, E., 2017, "Spurious Principal Components," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-31, Nov.
  5. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2017, "Is Equality always desirable?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-30, Jan.
  6. Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017, "Panel Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-36, Oct.
  7. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2017, "Robust Pooling for Contracting Models with Asymmetric Information," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-10, Mar.

2016

  1. Mulder, J. & Dekker, R., 2016, "Will liner ships make fewer port calls per route?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-04, Feb.
  2. Mulder, J. & Dekker, R., 2016, "Optimization in container liner shipping," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-05, Feb.
  3. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R., 2016, "The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-06, Feb.
  4. Kim, T.Y. & Dekker, R. & Heij, C., 2016, "Spare part demand forecasting for consumer goods using installed base information," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-11, Feb.
  5. Kim, T.Y. & Dekker, R. & Heij, C., 2016, "The value of express delivery services for cross-border e-commerce in European Union markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-12, Feb.
  6. van Riessen, B. & Negenborn, R.R. & Dekker, R., 2016, "Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-14, Mar.
  7. Mulder, J. & van Jaarsveld, W.L. & Dekker, R., 2016, "Simultaneous optimization of speed and buffer times for robust transportation systems," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-36, Oct.
  8. Li, X. & Zuidwijk, R.A. & de Koster, M.B.M. & Dekker, R., 2016, "Competitive Capacity Investment under Uncertainty," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2016-005-LIS, Mar.
  9. Jacobs, B.J.D. & Donkers, A.C.D. & Fok, D., 2016, "Model-based Purchase Predictions for Large Assortments," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2014-007-MKT, Feb.
  10. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016, "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-075/III, Sep.
  11. Franses, Ph.H.B.F., 2016, "Yet another look at MIDAS regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-32, Aug.
  12. Franses, Ph.H.B.F. & Janssens, E., 2016, "Recovering historical inflation data from postal stamps prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-33, Aug.
  13. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2016, "Volatility Spillovers Across User-Generated Content and Stock Market Performance," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2016-008-MKT, Sep.
  14. David A. Bennett & Klaus Berger & Lars Bertram & Hans Bisgaard & Dorret I. Boomsma & Ingrid B. Borecki & Ute Bültmann & Christopher F. Chabris & Francesco Cucca & Daniele Cusi & Ian J. Deary & George , 2016, "Genome-wide association study identifies 74 loci associated with educational attainment," Post-Print, HAL, number hal-02017372, DOI: 10.1038/nature17671.
  15. Magnus Johannesson & David I. Laibson & Sarah E. Medland & Michelle N. Meyer & Joseph K. Pickrell & Tõnu Esko & Robert F. Krueger & Jonathan P. Beauchamp & Philipp D. Koellinger & Daniel J. Benjamin &, 2016, "Genetic variants associated with subjective well-being, depressive symptoms, and neuroticism identified through genome-wide analyses," Post-Print, HAL, number hal-02017373, DOI: 10.1038/ng.3552.
  16. Grith, Maria & Härdle, Wolfgang Karl & Kneip, Alois & Wagner, Heiko, 2016, "Functional principal component analysis for derivatives of multivariate curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-033.
  17. Trap, M.L. & Huisman, D. & Goverde, R.M.P., 2016, "Design of a robust railway line system for severe winter conditions in The Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-08, Feb.
  18. Verhaegh, T. & Huisman, D. & Fioole, P-J. & Vera, J.C., 2016, "A heuristic for real-time crew rescheduling during small disruptions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-09, Feb.
  19. van Lieshout, R.N. & Mulder, J. & Huisman, D., 2016, "The Vehicle Rescheduling Problem with Retiming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-37, Nov.
  20. Huisman, D., 2016, "Good, Better, Best! About Optimization in Public Transport," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number 94226, Nov.
  21. Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016, "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-064/IV, Aug.
  22. Irena Mikolajun & Richard Paap & Jean-Marie Viaene & Olga Zelenko, 2016, "Trade Policy Options of Ukraine: East or West," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-057/VI, Jul.
  23. Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
  24. Breugem, T. & Dollevoet, T.A.B. & van den Heuvel, W., 2016, "Analysis of FPTASes for the Multi-Objective Shortest Path Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-03, Feb.
  25. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2016, "Two-echelon supply chain coordination under information asymmetry with multiple types," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2016-18, May.
  26. Müller, Julia & Li, Zhihua & Wakker, Peter P. & Wang, Tong V., 2016, "The Rich Domain of Ambiguity Explored," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145734.
  27. Maarten van Oordt & Chen Zhou, 2016, "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers, Bank of Canada, number 16-22, DOI: 10.34989/swp-2017-22.

2015

  1. Westerink-Duijzer, L.E. & van Jaarsveld, W.L. & Wallinga, J. & Dekker, R., 2015, "Dose-optimal vaccine allocation over multiple populations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-29, Oct.
  2. van Oest, R.D. & Franses, Ph.H.B.F., 2015, "The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-01, Jan.
  3. Franses, Ph.H.B.F., 2015, "Return migration of high skilled workers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 78065, Jan.
  4. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-04, Jan.
  5. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in the board room and company performance: Evidence for an emerging economy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-09, May.
  6. Dulam, T.W. & Franses, Ph.H.B.F., 2015, "How to gain brain for Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-10, May.
  7. de Bruijn, L.P. & Franses, Ph.H.B.F., 2015, "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-20, Sep.
  8. Franses, Ph.H.B.F. & Maassen, N.R., 2015, "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-21, Oct.
  9. Franses, Ph.H.B.F. & de Bruijn, L.P., 2015, "Benchmarking judgmentally adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-36, Nov.
  10. Bert de Bruijn & Philip Hans Franses, 2015, "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-032/III, Mar.
  11. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-086/III, Jul.
  12. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Exploiting Spillovers to forecast Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-118/III, Oct.
  13. Patrick J.F. & Michael Greenacre, 2015, "Weighted Euclidean Biplots," Working Papers, Barcelona School of Economics, number 708, Sep.
  14. Schoonees, P.C. & Groenen, P.J.F. & van de Velden, M., 2015, "Least-squares Bilinear Clustering of Three-way Data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-23, Feb.
  15. Groenen, P.J.F. & Terada, Y., 2015, "Symbolic Multidimensional Scaling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-15, May.
  16. van Herk, H. & Schoonees, P.C. & Groenen, P.J.F. & van Rosmalen, J.M., 2015, "Competing for the Same Value Segments: Explaining the Volatile Dutch Political Landscape," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2015-012-STR, Sep.
  17. Núñez Ares, J. & de Vries, H. & Huisman, D., 2015, "A Column Generation Approach for Locating Roadside Clinics in Africa based upon Effectiveness and Equity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-19, Aug.
  18. Dollevoet, T.A.B. & Huisman, D. & Kroon, L.G. & Veelenturf, L.P. & Wagenaar, J.C., 2015, "An Iterative Framework for Real-time Railway Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-28, Oct.
  19. Bart Keijsers & Bart Diris & Erik Kole, 2015, "Cyclicality in Losses on Bank Loans," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-050/III, May, revised 01 Sep 2017.
  20. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-140/III, Jan, revised 19 Apr 2017.
  21. Andrew Harvey & Rutger-Jan Lange, 2015, "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1517, Jun.
  22. Andrew Harvey & Rutger-Jan Lange, 2015, "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1518, Jul.
  23. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2015, "Dynamic Factor Models for the Volatility Surface," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-13, Jan.
  24. Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015, "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-082/III, Jul.
  25. Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
  26. Danielsson, Jon & Zhou, Chen, 2015, "Why risk is so hard to measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62002, Apr.

2014

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

2013

  1. Mallidis, I. & Dekker, R. & Vlachos, D., 2013, "Tactical/Operational Decision Making for Designing Green Logistics Networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-01, Feb.
  2. van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G., 2013, "Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2013-17, Jun.
  3. van Riessen, B. & Negenborn, R.R. & Dekker, R. & Lodewijks, G., 2013, "Impact and relevance of transit disturbances on planning in intermodal container networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-18, Oct.
  4. Korkmaz, E. & Kuik, R. & Fok, D., 2013, ""Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-001-LIS, Jan.
  5. Fok, D., 2013, "Stay Ahead of Competition," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2013-054-MKT, Oct.
  6. Franses, Ph.H.B.F., 2013, "Are we in a bubble? A simple time-series-based diagnostic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-12, Mar.
  7. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2013, "Size and value effects in Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-31, Oct.
  8. Versluis, I. & Franses, Ph.H.B.F., 2013, "Low-fat, light, and reduced in calories," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-014-MKT, Sep.
  9. Bert de Bruijn & Philip Hans Franses, 2013, "Forecasting Earnings Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-121/III, Aug.
  10. Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013, "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-16, 05.
  11. Groenen, P.J.F. & Borg, I., 2013, "The Past, Present, and Future of Multidimensional Scaling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-07, Jan.
  12. Schoonees, P.C. & van de Velden, M. & Groenen, P.J.F., 2013, "Constrained Dual Scaling for Detecting Response Styles in Categorical Data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-10, Mar.
  13. Rietveld, C.A. & Groenen, P.J.F. & Koellinger, Ph.D. & van der Loos, M.J.H.M. & Thurik, A.R., 2013, "Living Forever: Entrepreneurial Overconfidence at Older Ages," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-012-STR, Jul.
  14. Hastie, Nicholas D. & van der Loos, Matthijs J. H. M. & Vitart, Veronique & Völzke, Henry & Wellmann, Jürgen & Yu, Lei & Zhao, Wei & Allik, Jüri & Attia, John R. & Bandinelli, Stefania & Bastardot,, 2013, "GWAS of 126,559 Individuals Identifies Genetic Variants Associated with Educational Attainment," Scholarly Articles, Harvard University Department of Economics, number 13383543.
  15. Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013, "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-023.
  16. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G. & Maróti, G. & Wagelmans, A.P.M., 2013, "A Quasi-Robust Optimization Approach for Resource Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50110, Nov.
  17. Cacchiani, V. & Huisman, D. & Kidd, M.P. & Kroon, L.G. & Toth, P. & Veelenturf, L.P. & Wagenaar, J.C., 2013, "An Overview of Recovery Models for Real-time Railway Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50112, Nov.
  18. Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
  19. Bel, K. & Paap, R., 2013, "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-25, Aug.
  20. Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
  21. Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013, "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-068/III, May.
  22. Anne Opschoor & Dick van Dijk & Michel van der Wel, 2013, "Predicting Covariance Matrices with Financial Conditions Indexes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-113/III, Aug.
  23. Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013, "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-156/IV/DSF64, Oct.
  24. Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013, "The drivers of downside equity tail risk," MPRA Paper, University Library of Munich, Germany, number 45591, Feb.
  25. Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013, "The cross-section of tail risks in stock returns," MPRA Paper, University Library of Munich, Germany, number 45592, Feb.
  26. Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013, "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers, Chapman University, Economic Science Institute, number 13-13.
  27. Moore, Kyle & Zhou, Chen, 2013, ""Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance," MPRA Paper, University Library of Munich, Germany, number 45589, Feb.

2012

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

2011

  1. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2011, "An evolutionary model of price competition among spatially distributed firms," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-09, Mar.
  2. Pourakbar, M. & van der Laan, E.A. & Dekker, R., 2011, "End-of-Life Inventory Problem with Phase-out Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-12, Apr.
  3. Pourakbar, M. & Dekker, R., 2011, "Customer Differentiated End-of-Life Inventory Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-21, Jun.
  4. Dekker, R. & Bloemhof-Ruwaard, J.M. & Mallidis, I., 2011, "Operations Research for Green Logistics – An Overview of Aspects, Issues, Contributions and Challenges," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-30, Aug.
  5. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/16, Apr.
  6. Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
  7. Franses, Ph.H.B.F. & Vlam, A., 2011, "Financial innumeracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-01, Jan.
  8. Franses, Ph.H.B.F. & Vlam, A., 2011, ""Borrowing money costs money": Yes, but why not tell how much?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-02, Jan.
  9. Legerstee, R. & Franses, Ph.H.B.F., 2011, "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-31, Sep.
  10. Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011, "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-32, Sep.
  11. Dulam, T.W. & Franses, Ph.H.B.F., 2011, "Emigration, wage differentials and brain drain: The case of Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-33, Oct.
  12. de Bruijn, L.P. & Franses, Ph.H.B.F., 2011, "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-36, Nov.
  13. Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011, "Estimating Loss Functions of Experts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-42, Dec.
  14. Lam, K.Y. & van de Velden, M. & Franses, Ph.H.B.F., 2011, "Visualizing attitudes towards service levels," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2011-022-MKT, Sep.
  15. Heleen Mees & Philip Hans Franses, 2011, "Are Chinese Individuals prone to Money Illusion?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-149/4, Oct, revised 25 Mar 2014.
  16. Sanne Lise Blauw & Philip Hans Franses, 2011, "The Impact of Mobile Telephone Use on Economic Development of Households in Uganda," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-152/4, Oct.
  17. van de Velden, M. & de Beuckelaer, A. & Groenen, P.J.F. & Busing, F.M.T.A., 2011, "Nonmetric Unfolding of Marketing Data: Degeneracy and Stability," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2011-006-MKT, Mar.
  18. Tarakci, M. & Ates, N.Y. & Porck, J.P. & van Knippenberg, D.L. & Groenen, P.J.F. & de Haas, M., 2011, "Testing and Visualizing Strategic Consensus Within and Between Teams," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2011-015-MKT, Jun.
  19. Kroon, L.G. & Huisman, D., 2011, "Algorithmic Support for Disruption Management at Netherlands Railways," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-06, Feb.
  20. Dollevoet, T.A.B. & Huisman, D., 2011, "Fast Heuristics for Delay Management with Passenger Rerouting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-35, Oct.
  21. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
  22. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
  23. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011, "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-093/4, Jul.
  24. Tim Salimans, 2011, "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-012/4, Jan.
  25. Van Dijk, Dick & Munandar, Haris & Hafner, Christian, 2011, "The Euro-introduction and non-Euro currencies," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011052, Jan.
  26. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
  27. Oleg Sokolinskiy & Dick van Dijk, 2011, "Forecasting Volatility with Copula-Based Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-125/4, Sep.
  28. Bent Jesper Christensen & Olaf Posch & Michel van der Wel, 2011, "Estimating Dynamic Equilibrium Models using Macro and Financial Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-21, Jun.
  29. B. Jungbacker & S.J. Koopman & M. van Der Wel, 2011, "Maximum likelihood estimation for dynamic factor models with missing data," Post-Print, HAL, number hal-00828980, Jun, DOI: 10.1016/j.jedc.2011.03.009.
  30. Siem Jan Koopman & Michel van der Wel, 2011, "Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-063/4, Apr.
  31. Mohammed Abdellaoui & Laetitia Placido & Aurélien Baillon & P.P. Wakker, 2011, "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00609214, Apr, DOI: 10.1257/aer.101.2.695.
  32. van de Kuilen, G. & Wakker, P.P., 2011, "The midweight method to measure attitudes towards risk and ambiguity," Other publications TiSEM, Tilburg University, School of Economics and Management, number c58a6884-24cc-4cab-ae2f-a.
  33. Gus, Garita & Chen, Zhou, 2011, "Averting Currency Crises: The Pros and Cons of Financial Openness," MPRA Paper, University Library of Munich, Germany, number 30218, Apr.

2010

  1. Pourakbar, M. & Frenk, J.B.G. & Dekker, R., 2010, "End-of-Life Inventory Decisions for Consumer Electronics Service Parts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-48, Mar.
  2. Yang, G. & Dekker, R., 2010, "Service Parts Inventory Control with Lateral Transshipment that Takes Time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-02, Mar.
  3. van Jaarsveld, W.L. & Dekker, R., 2010, "Integrating Reliability Centered Maintenance and Spare Parts Stock Control," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-16, Mar.
  4. van Asperen, E. & Dekker, R., 2010, "Flexibility in Port Selection: A Quantitative Approach Using Floating Stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-44, Mar.
  5. Pinçe, C. & Dekker, R., 2010, "A Continuous Review Inventory Model with Advance Policy Change and Obsolescence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-45, Mar.
  6. Mallidis, I. & Vlachos, D. & Dekker, R., 2010, "Greening Supply Chains: Impact on Cost and Design," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-39a, Aug.
  7. van Asperen, E. & Dekker, R. & van der Schalk, P., 2010, "ORTEC Predicts the Payback Period for its Workforce Scheduling Software," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-72, Dec.
  8. Dekker, R. & Pinçe, C. & Zuidwijk, R.A. & Jalil, M.N., 2010, "On the use of installed base information for spare parts logistics: a revieuw of ideas and industry practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-73, Dec.
  9. Hernández-Mireles, C. & Fok, D., 2010, "Random Coefficient Logit Model for Large Datasets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-021-MKT, May.
  10. Peers, Y. & Fok, D. & Franses, Ph.H.B.F., 2010, "Modeling Seasonality in New Product Diffusion," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-029-MKT, Jul.
  11. Dennis Fok & Andre van Stel & Andrew Burke & Roy Thurik, 2010, "Industry Dynamics and Entrepreneurship: An Equilibrium Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-012/3, Jan, revised 08 Oct 2010.
  12. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
  13. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/12, Apr.
  14. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/16, Apr.
  15. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
  16. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/74, Dec.
  17. Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/75, Dec.
  18. Franses, Ph.H.B.F. & Mees, H., 2010, "Approximating the DGP of China's Quarterly GDP," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-04, Feb.
  19. Franses, Ph.H.B.F. & Lede, M.M., 2010, "Diffusion of Original and Counterfeit Products in a Developing Country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-08, Feb.
  20. Heij, C. & Franses, Ph.H.B.F., 2010, "Correcting for Survey Effects in Pre-election Polls," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-20, Mar.
  21. Franses, Ph.H.B.F., 2010, "Decomposing bias in expert forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-26, Apr.
  22. Franses, Ph.H.B.F. & Vermeer, S., 2010, "Inequality amongst the wealthiest and its link with economic growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-27, Apr.
  23. Franses, Ph.H.B.F. & Lede, M.M., 2010, "Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-38, Jul.
  24. Franses, Ph.H.B.F. & Mees, H., 2010, "Does news on real Chinese GDP growth impact stock markets?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-41, Jul.
  25. van Baardwijk, M. & Franses, Ph.H.B.F., 2010, "The hemline and the economy: is there any match?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-40, Jul.
  26. Legerstee, R. & Franses, Ph.H.B.F., 2010, "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-53, Sep.
  27. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2010, "Ranking Models in Conjoint Analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-51, Oct.
  28. Donkers, A.C.D. & van Diepen, M. & Franses, Ph.H.B.F., 2010, "Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-015-MKT, Apr.
  29. Hernández-Mireles, C. & Franses, Ph.H.B.F., 2010, "The Launch Timing of New and Dominant Multigeneration Technologies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-022-MKT, May.
  30. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2010, "To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-046-MKT, Dec.
  31. Kunst, Robert M. & Franses, Philip Hans, 2010, "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series, Institute for Advanced Studies, number 252, Jul.
  32. Exterkate, P. & van Dijk, D.J.C. & Heij, C. & Groenen, P.J.F., 2010, "Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-06, Feb.
  33. van der Loos, M.J.H.M. & Koellinger, Ph.D. & Groenen, P.J.F. & Thurik, A.R., 2010, "Genome-wide Association Studies and the Genetics of Entrepreneurship," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-004-ORG, Jan.
  34. Gower, J.C. & Groenen, P.J.F. & van de Velden, M. & Vines, K., 2010, "Perceptual maps: the good, the bad and the ugly," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-011-MKT, Feb.
  35. Grith, Maria & Härdle, Wolfgang Karl & Schienle, Melanie, 2010, "Nonparametric estimation of risk-neutral densities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-021.
  36. Grith, Maria & Krätschmer, Volker, 2010, "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-045.
  37. de Mare, R. & Spliet, R. & Huisman, D., 2010, "A Branch-and-Price Approach for a Ship Routing Problem with Multiple Products and Inventory Constraints," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-05, Feb.
  38. Dollevoet, T.A.B. & Huisman, D. & Schmidt, M.E. & Schöbel, A., 2010, "Delay Management with Re-Routing of Passengers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-31, May.
  39. Abbink, E.J.W. & Albino, L. & Dollevoet, T.A.B. & Huisman, D. & Roussado, J. & Saldanha, R.L., 2010, "Solving Large Scale Crew Scheduling Problems in Practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-63, Dec.
  40. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010, "Financial Development and Convergence Clubs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-52, Sep.
  41. Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010, "Term structure forecasting using macro factors and forecast combination," Working Paper, Norges Bank, number 2010/01, Mar.
  42. Schauten, M.B.J. & van Dijk, D.J.C., 2010, "Corporate Governance and the Cost of Debt of Large European Firms," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-025-F&A, Jun.
  43. Cem Cakmakli & Dick van Dijk, 2010, "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-115/4, Nov.
  44. Hwang, H.C. & van den Heuvel, W., 2010, "Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-17, Mar.
  45. van den Heuvel, W.J. & Gutierrez, J.M. & Hwang, H.C., 2010, "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-70, Dec.
  46. Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W.J. & Wagelmans, A.P.M., 2010, "Economic lot-sizing with remanufacturing: complexity and efficient formulations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-71, Dec.

2009

  1. van Jaarsveld, W.L. & Dekker, R., 2009, "Risk-based stock decisions for projects," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-02, Jan.
  2. van Jaarsveld, W.L. & Dekker, R., 2009, "Finding optimal policies in the (S - 1, S ) lost sales inventory model with multiple demand classes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-14, Jul.
  3. Carrasco-Gallego, R. & Ponce-Cueto, E. & Dekker, R., 2009, "A framework for closed-loop supply chains of reusable articles," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-21, Sep.
  4. Spliet, R. & Gabor, A.F. & Dekker, R., 2009, "The Vehicle Rescheduling Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-43, Nov.
  5. Budai-Balke, G. & Dekker, R. & Kaymak, U., 2009, "Genetic and memetic algorithms for scheduling railway maintenance activities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-30, Dec.
  6. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2009, "Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-028-LIS, May.
  7. Gabor, A.F. & Dekker, R. & van Dijk, T. & van Scheepstal, P., 2009, "Scheduling deliveries under uncertainty," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-040-LIS, Jun.
  8. Pinçe, C. & Dekker, R., 2009, "An Inventory Model for Slow Moving Items Subject to Obsolescence," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-053-LIS, Nov.
  9. André van Stel & Roy Thurik & Dennis Fok & Andrew Burke, 2009, "The Dynamics of Entry and Exit," Scales Research Reports, EIM Business and Policy Research, number H200907, Mar.
  10. Fok, D. & Franses, Ph.H.B.F., 2009, "Testing Earning Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-31, Nov.
  11. Dorotic, M. & Fok, D. & Verhoef, P.C. & Bijmolt, T.H.A., 2009, "Do vendors benefit from marketing actions in a multi-vendor loyalty program?," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 09001.
  12. Roel van Elk & Esther Mot & P.H. Franses, 2009, "Modelling health care expenditures; overview of the literature and evidence from a panel time series model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 121, Feb.
  13. Knapp, S. & Franses, Ph.H.B.F., 2009, "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-03, Feb.
  14. Kunst, R.M. & Franses, Ph.H.B.F., 2009, "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-05, Feb.
  15. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009, "Cointegration in a historical perspective," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-08, May.
  16. Franses, Ph.H.B.F., 2009, "Testing Changing Harmonic Regressors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-13, Jul.
  17. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009, "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-09, Jul.
  18. Franses, Ph.H.B.F., 2009, "Forecasting Sales," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-29, Nov.
  19. van Damme, E.E.C. & Fase, M.M.G. & Franses, P.H. & Swank, J. & Theeuwes, J.J.M., 2009, "Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008," Other publications TiSEM, Tilburg University, School of Economics and Management, number 36b09f2e-d872-4a52-8c71-c.
  20. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2009, "Macroeconomic forecasting with real-time data: an empirical comparison," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-27, Oct.
  21. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009, "Map Based Visualization of Product Catalogs," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-010-MKT, Mar.
  22. Borg, I. & Groenen, P.J.F. & Jehn, K.A. & Bilsky, W. & Schwartz, S.H., 2009, "Embedding the Organizational Culture Profile into Schwartz’s Universal Value Theory using Multidimensional Scaling with Regional Restrictions," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-017-MKT, Mar.
  23. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009, "Determination of Attribute Weights for Recommender Systems Based on Product Popularity," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-022-MKT, May.
  24. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2009, "An Empirical Comparison of Dissimilarity Measures for Recommender Systems," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-023-MKT, May.
  25. Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009, "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-041.
  26. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G., 2009, "Railway Crew Rescheduling with Retiming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-24, Sep.
  27. Kroon, L.G. & Huisman, D., 2009, "Algorithmic Support for Railway Disruption Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-50, Dec.
  28. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2009, "Time Variation in Asset Return Dependence: Strength or Structure?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-052-F&A, Oct.
  29. Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009, "Riding Bubbles," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-058-F&A, Dec.
  30. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
  31. van Dijk, A. & van Rosmalen, J.M. & Paap, R., 2009, "A Bayesian approach to two-mode clustering," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-06, Mar.
  32. de Boer, P.M.C. & Paap, R., 2009, "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-07, Apr.
  33. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009, "Structural Breaks in the International Transmission of Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 119.
  34. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009, "Changes in International Business Cycle Affiliations," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 132.
  35. 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, Department of Economics and Business Economics, Aarhus University, number 2009-39, Sep.
  36. Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2009, "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports, Federal Reserve Bank of New York, number 395.
  37. B. Jungbacker & S.J. Koopman & M. van der Wel, 2009, "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-010/4, Feb, revised 11 Mar 2011.
  38. Garita, Gus & Zhou, Chen, 2009, "Can Financial Openness Help Avoid Currency Crises?," MPRA Paper, University Library of Munich, Germany, number 23166, Feb, revised 07 Jun 2010.

2008

  1. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008, "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-15, Aug.
  2. Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F., 2008, "The Triggers, Timing and Speed of New Product Price Landings," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-044-MKT, Jul.
  3. Horváth, C. & Fok, D., 2008, "Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-042-MKT, Jul.
  4. van Everdingen, Y.M. & Fok, D. & Stremersch, S., 2008, "Modeling Global Spill-Over of New Product Takeoff," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-067-MKT, Oct.
  5. KIYGI CALLI, Meltem & WEVERBERGH, Marcel & FRANSES, Philip Hans, 2008, "Modeling the effectiveness of hourly direct-response radio commercials," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2008005, Apr.
  6. Franses, Ph.H.B.F., 2008, "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-04, Mar.
  7. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2008, "Analyzing preferences ranking when there are too many alternatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-06, Mar.
  8. Segers, R. & Franses, Ph.H.B.F., 2008, "Measuring weekly consumer confidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-01, Mar.
  9. Franses, Ph.H.B.F. & Segers, R., 2008, "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-09, Apr.
  10. Franses, Ph.H.B.F., 2008, "Model selection for forecast combination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-11, Jun.
  11. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008, "Expert opinion versus expertise in forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-30, Nov.
  12. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008, "Does the ROMC have expertise, and can it forecast?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-33, Dec.
  13. Boulaksil, Y. & Franses, Ph.H.B.F., 2008, "Experts' Stated Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-001-MKT, Jan.
  14. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2008, "Does Irritation Induced by Charitable Direct Mailings Reduce Donations?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-036-MKT, Jun.
  15. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2008, "Choosing Attribute Weights for Item Dissimilarity using Clikstream Data with an Application to a Product Catalog Map," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-024-MKT, Apr.
  16. Kroon, L.G. & Huisman, D. & Abbink, E.J.W. & Fioole, P-J. & Fischetti, M. & Maróti, G. & Schrijver, A. & Steenbeek, A. & Ybema, R., 2008, "The new Dutch timetable: The OR revolution," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-19, Nov.
  17. Potthoff, D. & Huisman, D. & Desaulniers, G., 2008, "Column generation with dynamic duty selection for railway crew rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-28, Dec.
  18. Kagie, M. & van der Loos, M.J.H.M. & van Wezel, M.C., 2008, "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-053-MKT, Aug.
  19. Markwat, T.D. & Kole, H.J.W.G. & van Dijk, D.J.C., 2008, "Contagion as Domino Effect in Global Stock Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-071-F&A, Nov.
  20. Nalan Basturk & Richard Paap & Dick van Dijk, 2008, "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-085/4, Sep.
  21. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008, "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-13, Aug.
  22. Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
  23. Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
  24. Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008, "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-53, Jan.
  25. de Zwart, G.J. & van Dijk, D.J.C., 2008, "The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-007-F&A, Mar.
  26. Schauten, M.B.J. & van Dijk, D.J.C. & van der Waal, J-P., 2008, "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-027-F&A, May.
  27. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2008, "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 109.
  28. Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel, 2008, "Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/47.
  29. van den Heuvel, W.J. & Wagelmans, A.P.M., 2008, "A holding cost bound for the economic lot-sizing problem with time-invariant cost parameters," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-10, Apr.
  30. André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008, "Risk, Uncertainty and Discrete Choice Models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-02.
    • Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008, "Risk, uncertainty and discrete choice models," Marketing Letters, Springer, volume 19, issue 3, pages 269-285, December, DOI: 10.1007/s11002-008-9047-0.
  31. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008, "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper, Norges Bank, number 2008/08, May.
  32. Laurens de Haan & Casper de Vries & Chen Zhou, 2008, "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-041/2, Apr.

2007

  1. Borsje, Jethro & Levering, Leonard & Embregts, Hanno & Frasincar, Flavius, 2007, "Hermes: an Ontology-Based News Personalization Portal," MPRA Paper, University Library of Munich, Germany, number 1422, Jan.
  2. Budai-Balke, G. & Maróti, G. & Dekker, R. & Huisman, D. & Kroon, L.G., 2007, "Re-scheduling in railways: the rolling stock balancing problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-21, Jun.
  3. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007, "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-24, Jul.
  4. Pourakbar, M. & Sleptchenko, A.V. & Dekker, R., 2007, "Mathematical modeling of floating stock policy in FMCG supply chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-54, Dec.
  5. Larco Martinelli, J.A. & Dekker, R. & Kaymak, U., 2007, "Distributed Services with Foreseen and Unforeseen Tasks: The Mobile Re-allocation Problem," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-087-LIS, Dec.
  6. van Dijk, A. & Fok, D. & Paap, R., 2007, "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-07, Feb.
  7. Henk Kranendonk & Debby Lanser & P.H. Franses, 2007, "On the optimality of expert-adjusted forecasts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 92, Dec.
  8. Knapp, S. & Franses, Ph.H.B.F., 2007, "Comprehensive review of the maritime safety regimes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-19, May.
  9. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
  10. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Dynamics of expert adjustment to model-based forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-35, Aug.
  11. Legerstee, R. & Franses, Ph.H.B.F., 2007, "Competence and confidence effects in experts' forecast adjustments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-36, Aug.
  12. Seger, R. & Franses, Ph.H.B.F., 2007, "Panel design effects on response rates and response quality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-29, Aug.
  13. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Does experts' adjustment to model-based forecasts contribute to forecast quality?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-37, Oct.
  14. Franses, Ph.H.B.F., 2007, "Experts adjusting model-based forecasts and the law of small numbers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-42, Oct.
  15. Franses, Ph.H.B.F. & Legerstee, R., 2007, "What drives the relevance and quality of experts' adjustment to model-based forecasts?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-43, Oct.
  16. Clarijs, P. & Hogeling, B. & Franses, Ph.H.B.F. & Heij, C., 2007, "Evaluation of survey effects in pre-election polls," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-50, Nov.
  17. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Experts' adjustment to model-based forecasts: Does the forecast horizon matter?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-51, Dec.
  18. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007, "Modeling regional house prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-55, Dec.
  19. Franses, Ph.H.B.F. & de Groot, E.A. & Legerstee, R., 2007, "Testing for harmonic regressors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-04, Jan.
  20. Nalbantov, G.I. & Franses, Ph.H.B.F. & Bioch, J.C. & Groenen, P.J.F., 2007, "Estimating the market share attraction model using support vector regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-06, Jan.
  21. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2007, "Confidence intervals for maximal reliability of probability judgments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-09, Feb.
  22. Franses, Ph.H.B.F. & Legerstee, R., 2007, "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-083-MKT, Dec.
  23. Stremersch, S. & Tellis, G.J. & Franses, Ph.H.B.F. & Binken, J.L.G., 2007, "Indirect Network Effects in New Product Growth," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-019-MKT, Mar.
  24. Mariëlle C. Non & Philip Hans Franses, 2007, "Interlocking Boards and Firm Performance: Evidence from a New Panel Database," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-034/2, Mar.
  25. van de Velden, M. & Groenen, P.J.F. & Poblome, J., 2007, "Seriation by constrained correspondence analysis: a simulation study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-40, Oct.
  26. van Rosmalen, J.M. & Koning, A.J. & Groenen, P.J.F., 2007, "Optimal Scaling of Interaction Effects in Generalized Linear Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-44, Oct.
  27. Gower, J.C. & Groenen, P.J.F. & van de Velden, M., 2007, "Area Biplots," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-48, Nov.
  28. Groenen, P.J.F. & Nalbantov, G.I. & Bioch, J.C., 2007, "SVM-Maj: a majorization approach to linear support vector machines with different hinge errors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-49, Nov.
  29. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2007, "Instance-Based penalization techniques for classification," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-01, Jan.
  30. Kagie, M. & van Wezel, M.C. & Groenen, P.J.F., 2007, "A graphical shopping interface bases on product attributes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-02, Feb.
  31. van Rosmalen, J.M. & van Herk, H. & Groenen, P.J.F., 2007, "Identifying Unknown Response Styles: A Latent-Class Bilinear Multinomial Logit Model," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-045-MKT, Jul.
  32. Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-17, May.
    • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-Driven Scheduling of Movies in a Multiplex," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-033-MKT, May.
  33. Kroon, L.G. & Huisman, D. & Maróti, G., 2007, "Railway timetabling from an operations research," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-22, Jun.
  34. Jespersen-Groth, J. & Potthoff, D. & Clausen, J. & Huisman, D. & Kroon, L.G. & Maróti, G. & Nielsen, M.N., 2007, "Disruption management in passenger railway transportation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-05, Jan.
  35. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007, "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series, CESifo, number 2123.
  36. Roy Thurik & Isabel Grilo & Richard Paap & Peter van der Zwan, 2007, "Modelling latent and actual entrepreneurship," Scales Research Reports, EIM Business and Policy Research, number H200719, Dec.
  37. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
  38. Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007, "Instability and nonlinearity in the euro area Phillips curve," Working Paper Series, European Central Bank, number 811, Sep.
  39. Fidrmuc, J.P. & Roosenboom, P.G.J. & van Dijk, D.J.C., 2007, "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-028-F&A, May.
  40. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007, "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-066-F&A, Oct.
  41. de Zwart, G.J. & Markwat, T.D. & Swinkels, L.A.P. & van Dijk, D.J.C., 2007, "The Economic Value of Fundamental and Technical Information in Emerging Currency Markets," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-096-F&A, Dec.
  42. de Zwart, G.J. & Frieser, B. & van Dijk, D.J.C., 2007, "A Recommitment Strategy for Long Term Private Equity Fund Investors," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-097-F&A, Dec.
  43. van Dijk, D.J.C., 2007, "Good News is No News," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2007-031-F&A, Nov.
  44. Albert J. Menkveld & Asani Sarkar & Michel Van der Wel, 2007, "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports, Federal Reserve Bank of New York, number 307.
  45. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007, "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-095/4, Dec.
  46. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007, "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-086/2, Nov.
  47. van den Heuvel, W. & Wagelmans, A.P.M., 2007, "Four equivalent lot-sizing models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-30, Jan.
  48. van den Heuvel, W. & Kundakcioglu, O.E. & Geunes, J. & Romeijn, H.E. & Sharkey, T.C. & Wagelmans, A.P.M., 2007, "Integrated market selection and production planning: complexity and solution approaches," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-45, Oct.
  49. van den Heuvel, W. & Wagelmans, A.P.M., 2007, "Worst case analysis for a general class of on-line lot-sizing heuristics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-46, Oct.
  50. Irma Machielse & Danielle Timmermans & Peter Wakker, 2007, "The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions," Natural Field Experiments, The Field Experiments Website, number 00338.
  51. Diecidue, E. & Wakker, P.P. & Zeelenberg, M., 2007, "Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory," Other publications TiSEM, Tilburg University, School of Economics and Management, number ac35645a-7772-46fe-ba31-c.
  52. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007, "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-036/4, Apr.

2006

  1. Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006, "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-28, Aug.
  2. Nicolai, R.P. & Dekker, R., 2006, "Optimal maintenance of multi-component systems: a review," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-29, Aug.
  3. Budai-Balke, G. & Dekker, R. & Nicolai, R.P., 2006, "A review of planning models for maintenance and production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-44, Oct.
  4. Surico, M. & Kaymak, U. & Naso, D. & Dekker, R., 2006, "Hybrid Meta-Heuristics for Robust Scheduling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-018-LIS, Mar.
  5. Kroon, L.G. & Dekker, R. & Maróti, G. & Retel Helmrich, M. & Vromans, M.J.C.M., 2006, "Stochastic Improvement of Cyclic Railway Timetables," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-067-LIS, Dec.
  6. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2006, "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-013-MKT, Mar.
  7. H.P. Boswijk & D. Fok & P.-H. Franses, 2006, "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-027/4, Mar.
  8. Franses, Ph.H.B.F. & de Groot, E.A., 2006, "Long-term forecast for the Dutch economy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-06, Jan.
  9. Knapp, S. & Franses, Ph.H.B.F., 2006, "The Global View on Port State Control," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-14 UPDATED, Mar.
  10. de Groot, E.A. & Franses, Ph.H.B.F., 2006, "Stability through cycles," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-07, Apr.
  11. Franses, Ph.H.B.F. & van Oest, R.D., 2006, "Testing changes in consumer confidence indicators," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-18, Apr.
  12. Franses, Ph.H.B.F., 2006, "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-19, Apr.
  13. Knapp, S. & Franses, Ph.H.B.F., 2006, "Analysis of the Maritime Inspection Regimes - Are ships over-inspected?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-30, Jan.
  14. Knapp, S. & Franses, Ph.H.B.F., 2006, "The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-31, Jan.
  15. Knapp, S. & Franses, Ph.H.B.F., 2006, "Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-32, Jan.
  16. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
  17. Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
  18. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006, "Does rounding matter for payment efficiency?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-43, Oct.
  19. Franses, Ph.H.B.F., 2006, "Forecasting 1 to h steps ahead using partial least squares," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-47, Nov.
  20. Heij, C. & Franses, Ph.H.B.F., 2006, "Prediction beyond the survey sample: correcting for survey effects on consumer decisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-48, Nov.
  21. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006, "Irritation Due to Direct Mailings from Charities," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-029-MKT, Jun.
  22. Franses, Ph.H.B.F. & Hernández-Mireles, C., 2006, "When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-032-MKT, Jul.
  23. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006, "Dynamic and Competitive Effects of Direct Mailings," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-050-MKT, Sep.
  24. Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006, "Time-Series Models in Marketing," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-049-MKT, Sep.
  25. Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006, "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-03-REV, Feb.
  26. Groenen, P.J.F. & Kaymak, U. & van Rosmalen, J.M., 2006, "Fuzzy clustering with Minkowski distance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-24, Jul.
  27. Groenen, P.J.F. & Bioch, J.C. & Nalbantov, G.I., 2006, "Nonlinear support vector machines through iterative majorization and I-splines," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-25, Jul.
  28. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2006, "Time series forecasting by principal covariate regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-37, Aug.
  29. Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2006, "Classification with support hyperplanes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-42, Jul.
  30. Groenen, P.J.F. & Winsberg, S., 2006, "3WaySym-Scal: three-way symbolic multidimensional scaling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-49, Dec.
  31. Nalbantov, G.I. & Groenen, P.J.F. & Bioch, J.C., 2006, "Nearest convex hull classification," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-50, Dec.
  32. Groenen, P.J.F. & van der Lans, A., 2006, "Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-057-MKT, Oct.
  33. Hartog, A. & Huisman, D. & Abbink, E.J.W. & Kroon, L.G., 2006, "Decision support for crew rostering at NS," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-04, Jan.
  34. Pepin, A.S. & Desaulniers, G. & Hertz, A. & Huisman, D., 2006, "Comparison of heuristic approaches for the multiple depot vehicle scheduling problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-34, Nov.
  35. Kagie, M. & van Wezel, M.C., 2006, "Hedonic price models and indices based on boosting applied to the Dutch housing market," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-17, Apr.
  36. Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006, "Selecting Copulas for Risk Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 5652, Apr.
  37. Paap, R. & van Dijk, A., 2006, "Explaining individual response using aggregated data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-05, Feb.
  38. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
  39. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.
  40. Martens, M.P.E. & van Dijk, D.J.C., 2006, "Measuring volatility with the realized range," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-10, Feb.
  41. De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006, "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper, University Library of Munich, Germany, number 2512, Nov, revised 03 Mar 2007.
  42. Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006, "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-046/4, May, revised 07 Jun 2007.

2005

  1. Bayindir, Z.P. & Teunter, R.H. & Dekker, R., 2005, "A comparison of inventory control policies for a joint manufacturing/Remanufacturing environment with remanufacturing yield loss," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-10, Mar.
  2. Nicolai, R.P. & Dekker, R., 2005, "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-20, Apr.
  3. Porras Musalem, E. & Dekker, R., 2005, "New Bounds for the Joint Replenishment Problem: Tighter, but not always better," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-18, Jul.
  4. Porras Musalem, E. & Dekker, R., 2005, "Generalized Solutions for the joint replenishment problem with correction factor," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-19, Jul.
  5. Kroon, L.G. & Dekker, R. & Vromans, M.J.C.M., 2005, "Cyclic Railway Timetabling: a Stochastic Optimization Approach," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-051-LIS, Oct.
  6. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005, "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-30, Sep.
  7. Fok, D. & Franses, Ph.H.B.F., 2005, "Seasonality on non-linear price effects in scanner-data based market-response models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-45, Jan.
  8. Fok, D. & Franses, Ph.H.B.F., 2005, "Modeling the diffusion of scientific publications," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-48, Nov.
  9. Fok, D. & Paap, R. & Horváth, C. & Franses, Ph.H.B.F., 2005, "A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-047-MKT, Sep.
  10. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Real time estimates of GDP growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-01, Jan.
  11. Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005, "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-26, Jul.
  12. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Real time estimates of GDP growth, based on two-regime models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-32, Sep.
  13. Franses, Ph.H.B.F. & Paap, R., 2005, "Random-Coefficient periodic autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-34, Jan.
  14. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Cycles in basic innovations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-35, Jan.
  15. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005, "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-41, Jan.
  16. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005, "Retrieving unobserved consideration sets from household panel data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-49, Nov.
  17. Bruyneel, S. & Dewitte, S. & Franses, Ph.H.B.F. & Dekimpe, M.G., 2005, "Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-045-MKT, Sep.
  18. Raoul Pietersz & Patrick J. F. Groenen, 2005, "Rank Reduction of Correlation Matrices by Majorization," Finance, University Library of Munich, Germany, number 0502006, Feb.
  19. van Deun, K. & Groenen, P.J.F. & Delbeke, L., 2005, "VIPSCAL: A combined vector ideal point model for preference data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-03, Jan.
  20. Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2005, "SymScal: symbolic multidimensional scaling of interval dissimilarities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-15, Mar.
  21. Heij, C. & Groenen, P.J.F. & van Dijk, D.J.C., 2005, "Forecast comparison of principal component regression and principal covariate regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-28, Aug.
  22. van Rosmalen, J.M. & Groenen, P.J.F. & Trejos, J. & Castilli, W., 2005, "Global Optimization strategies for two-mode clustering," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-33, Nov.
  23. Bioch, J.C. & Groenen, P.J.F. & Nalbantov, G.I., 2005, "Solving and interpreting binary classification problems in marketing with SVMs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-46, Nov.
  24. Huisman, D. & Kroon, L.G. & Lentink, R.M. & Vromans, M.J.C.M., 2005, "Operations research in passenger railway transportation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-16, Apr.
  25. Huisman, D., 2005, "A column generation approach to solve the crew re-scheduling problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-54, Dec.
  26. van Wezel, M.C. & Kagie, M. & Potharst, R., 2005, "Boosting the accuracy of hedonic pricing models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-50, Dec.
  27. Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005, "Fast drift approximated pricing in the BGM model," Finance, University Library of Munich, Germany, number 0502005, Feb.
      Unknown
  28. Igor Grubisic & Raoul Pietersz, 2005, "Efficient Rank Reduction of Correlation Matrices," Finance, University Library of Munich, Germany, number 0502007, Feb.
  29. Raoul Pietersz & Antoon Pelsser, 2005, "A Comparison of Single Factor Markov-functional and Multi Factor Market Models," Finance, University Library of Munich, Germany, number 0502008, Feb.
  30. Raoul Pietersz & Antoon Pelsser, 2005, "Risk Managing Bermudan Swaptions in the Libor BGM Model," Finance, University Library of Munich, Germany, number 0502004, Feb.
  31. Raoul Pietersz & Marcel van Regenmortel, 2005, "Generic Market Models," Finance, University Library of Munich, Germany, number 0502009, Feb.
  32. Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005, "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-09, Mar.
  33. van der Hart, J. & de Zwart, G.J. & van Dijk, D.J.C., 2005, "The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-012-F&A, Mar.
  34. Michiel de Pooter & Martin Martens & Dick van Dijk, 2005, "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-089/4, Oct, revised 03 Jan 2006.
  35. Teunter, R.H. & Bayindir, Z.P. & van den Heuvel, W., 2005, "Dynamic lot sizing with product returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-17, Apr.

2004

  1. Bayindir, Z.P. & Dekker, R. & Porras Musalem, E., 2004, "Determination of recovery effort for a probabilistic recovery system under various inventory control policies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-08, Mar.
  2. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H., 2004, "Arrival processes in port modeling: insights from a case study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-16, May.
  3. Ochtman, G. & Dekker, R. & van Asperen, E. & Kusters, W., 2004, "Floating stocks in FMCG supply chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-17, May.
  4. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H., 2004, "On the effect of ship arrival processes on jetty and storage capacity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-32, Aug.
  5. Porras Musalem, E. & Dekker, R., 2004, "On the efficiency of optimal algorithms for the joint replenishment problem: a comparative study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-33, Aug.
  6. Budai-Balke, G. & Huisman, D. & Dekker, R., 2004, "Scheduling preventive railway maintenance activities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-41, Sep.
  7. Trimp, M.E. & Sinnema, S.M. & Dekker, R. & Teunter, R.H., 2004, "Optimise initial spare parts inventories: an analysis and improvement of an electronic decision tool," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-52, Dec.
  8. Pak, K. & Dekker, R., 2004, "Cargo Revenue Management: Bid-Prices for a 0-1 Multi Knapsack Problem," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-055-LIS, Aug.
  9. P.H. Franses & D. Fok & D. van Dijk, 2004, "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings, Econometric Society, number 267, Aug.
  10. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004, "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-27, Aug.
  11. Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004, "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-44, Nov.
  12. Franses, Ph.H.B.F. & van Oest, R.D., 2004, "On the econometrics of the Koyck model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-07, Mar.
  13. Sándor, Z. & Franses, Ph.H.B.F., 2004, "Experimental investigation of consumer price evaluations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-12, Apr.
  14. Franses, Ph.H.B.F., 2004, "Forecasting in marketing," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-40, Sep.
  15. Franses, Ph.H.B.F. & Vriens, M., 2004, "Advertising effects on awareness, consideration and brand choice using tracking data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-028-MKT, Apr.
  16. Groenen, P.J.F. & Koning, A.J., 2004, "A new model for visualizing interactions in analysis of variance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-06, Mar.
  17. Groenen, P.J.F. & Koning, A.J., 2004, "Generalized bi-additive modelling for categorical data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-05, Mar.
  18. Groenen, P.J.F. & van de Velden, M., 2004, "Multidimensional scaling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-15, May.
  19. Huisman, D. & Wagelmans, A.P.M., 2004, "A solution approach for dynamic vehicle and crew scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-02, Mar.
  20. de Groot, S.W. & Huisman, D., 2004, "Vehicle and crew scheduling: solving large real-world instances with an integrated approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-13, Apr.
  21. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2004, "The effects of systemic crises when investors can be crisis ignorant," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-027-F&A, Apr.
  22. Richard Paap & Frank Kleibergen, 2004, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 195, Aug.
  23. van Oest, R.D. & Paap, R., 2004, "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-36, Aug.
  24. Michiel D. de Pooter & Rengert Segers, 2004, "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 82, Aug.
  25. Dick van Dijk, 2004, "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings, Econometric Society, number 143, Aug.
  26. de Pooter, M.D. & van Dijk, D.J.C., 2004, "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-38, Sep.
  27. van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004, "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-48, Nov.
  28. Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo, 2004, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 561, Jul, revised 09 Nov 2004.
  29. Karen Watkins & Dick van Dijk & Jaap Spronk, 2004, "Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-057/2, May.
  30. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004, "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-067/4, Jun.
  31. van den Heuvel, W., 2004, "On the complexity of the economic lot-sizing problem with remanufacturing options," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-46, Nov.
  32. van den Heuvel, W. & Borm, P.E.M. & Hamers, H.J.M., 2004, "Economic Lot-Sizing Games," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-088-LIS, Nov.

2003

  1. Pak, K. & Dekker, R. & Kindervater, G.A.P., 2003, "Airline Revenue Management with Shifting Capacity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number ERS-2003-091-LIS, Dec.
  2. Porras Musalem, E. & Dekker, R., 2003, "An efficient optimal solution method for the joint replenishment problem with minimum order quantities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-52, Aug.
  3. Vromans, M.J.C.M. & Dekker, R. & Kroon, L.G., 2003, "Reliability and heterogeneity of railway services," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-090-LIS, Dec.
  4. de Brito, M.P. & Dekker, R. & Flapper, S.D.P., 2003, "Reverse Logistics - a review of case studies," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-012-LIS, Mar.
  5. de Brito, M.P. & Dekker, R., 2003, "A Framework for Reverse Logistics," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-045-LIS, May.
  6. van Asperen, E. & Dekker, R. & Polman, M. & de Swaan Arons, H. & Waltman, L., 2003, "Arrival Processes for Vessels in a Port Simulation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-067-LIS, Oct.
  7. Eric Porras Musalem & Rommert Dekker, 2003, "Controlling Inventories in a Supply Chain," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-012/4, Feb.
  8. Fok, D. & Paap, R., 2003, "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 1715, May.
  9. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003, "Modeling Dynamic Effects of the Marketing Mix on Market Shares," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-044-MKT, May.
  10. Franses, Ph.H.B.F. & Kippers, J., 2003, "How do we pay with euro notes? Empirical evidence from Monopoly experiments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-32, Nov.
  11. Kippers, J. & Franses, Ph.H.B.F., 2003, "Do we need all Euro denominations?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-39, Nov.
  12. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003, "Modeling purchases as repeated events," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-45, Jan.
  13. Franses, Ph.H.B.F., 2003, "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-06, Feb.
  14. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003, "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-07, Jan.
  15. van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-10, Mar.
  16. Koning, A.J. & Franses, Ph.H.B.F., 2003, "Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-13, May.
  17. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003, "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-14, Apr.
  18. Hafner, C.M. & Franses, Ph.H.B.F., 2003, "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-18, Jul.
  19. Kippers, J. & Franses, Ph.H.B.F., 2003, "An empirical analysis of euro cash payments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-25, Jul.
  20. van Oest, R.D. & Franses, Ph.H.B.F., 2003, "Which brands gain share from which brands? Inference from store-level scanner data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-076-MKT, Jan.
  21. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2003, "Effectiveness of Brokering within Account Management Organizations," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-078-MKT, Jan.
  22. Horváth, C. & Franses, Ph.H.B.F., 2003, "Deriving dynamic marketing effectiveness from econometric time series models," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-079-MKT, Jan.
  23. Pauwels, K.H. & Franses, Ph.H.B.F. & Srinivasan, S., 2003, "Reference-based transitions in short-run price elasticity," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-095-MKT, Dec.
  24. Franses, Ph.H.B.F. & Vroomen, B.L.K., 2003, "Estimating duration intervals," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-031-MKT, Apr.
  25. Franses, Ph.H.B.F., 2003, "On the Bass diffusion theory, empirical models and out-of-sample forecasting," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-034-MKT, Apr.
  26. Koning, A.J. & Franses, Ph.H.B.F., 2003, "Confidence Intervals for Cronbach's Coefficient Alpha Values," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-041-MKT, Jun.
  27. Vroomen, B.L.K. & Donkers, A.C.D. & Verhoef, P.C. & Franses, Ph.H.B.F., 2003, "Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-075-MKT, Oct.
  28. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
  29. Groenen, P.J.F., 2003, "Dynamische Meerdimensionele Schaling: Statistiek op de Kaart," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number 304, Mar.
  30. Groenen, P.J.F. & Giaquinto, P. & Kiers, H.A.L., 2003, "Weighted Majorization Algorithms for Weighted Least Squares Decomposition Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-09, Mar.
  31. van Deun, K. & Groenen, P.J.F., 2003, "Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-35, Sep.
  32. Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003, "Combining Column Generation and Lagrangian Relaxation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-092-LIS, Jan.
  33. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2003, "Multiple-Depot Integrated Vehicle and Crew Scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-02, Feb.
  34. Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003, "Stress Testing with Student's t Dependence," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-056-F&A, Sep.
  35. Siliverstovs, B. & van Dijk, D.J.C., 2003, "Forecasting industrial production with linear, nonlinear, and structural change models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-16, May.
  36. M Sensier & D van Dijk, 2003, "Testing for Volatility Changes in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 36.
  37. D R Osborn & M Sensier & D van Dijk, 2003, "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 39.
  38. van den Heuvel, W.J. & Wagelmans, A.P.M., 2003, "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-24, Jan.
  39. van den Heuvel, W. & Wagelmans, A.P.M., 2003, "A Polynomial Time Algorithm for a Deterministic Joint Pricing and Inventory Model," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-065-LIS, Sep.
  40. van den Heuvel, W. & Wagelmans, A.P.M., 2003, "A note on a multi-period profit maximizing model for retail supply chain management," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-072-LIS, Oct.

2002

  1. Porras Musalem, E. & Dekker, R., 2002, "Controlling inventories in a supply chain: a case study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-53, Dec.
  2. de Brito, M.P. & Dekker, R., 2002, "Reverse logistics - a framework," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-38, Oct.
  3. de Brito, M.P. & Flapper, S.D.P. & Dekker, R., 2002, "Reverse logistics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-21, Jun.
  4. Listes, O.L. & Dekker, R., 2002, "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-17, May.
  5. Dekker, R. & de Koster, M.B.M. & van Kalleveen, H. & Roodbergen, K.J., 2002, "Quick Response Practices at the Warehouse of Ankor," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-19-LIS, Feb.
  6. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002, "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-37, Oct.
  7. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2002, "Sales Models For Many Items Using Attribute Data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-65-MKT, Sep.
  8. Franses, Ph.H.B.F., 2002, "On modeling panels of time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-23, Jun.
  9. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2002, "Ecological panel inference in repeated cross sections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-22, Jan.
  10. Franses, Ph.H.B.F., 2002, "On the diffusion of scientific publications; the case of Econometrica 1987," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-16, Jan.
  11. Franses, Ph.H.B.F. & Cramer, J.S., 2002, "On the number of categories in an ordered regression model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-15, Mar.
  12. Franses, Ph.H.B.F. & Patoir, D.A., 2002, "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-12, Jan.
  13. Franses, Ph.H.B.F. & Paap, R., 2002, "Common large innovations across nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-09, Jan.
  14. Hyung, N. & Franses, Ph.H.B.F., 2002, "Inflation rates; long-memoray, level shifts, or both?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-08, Mar.
  15. Franses, Ph.H.B.F., 2002, "From first submission to citation: an empirical analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-07, Mar.
  16. Franses, Ph.H.B.F. & Verhoef, P.C., 2002, "On combining revealed and stated preferences to forecast customer behaviour: three case studies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-04, Feb.
  17. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002, "A simple test for PPP among traded goods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-02, Jan.
  18. Jonker, J.-J. & Franses, Ph.H.B.F. & Piersma, N., 2002, "Evaluating Direct Marketing Campaigns: recent findings and future research topics," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-26-MKT, Feb.
  19. Franses, Ph.H.B.F. & Heij, C., 2002, "Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-31-MKT, Mar.
  20. Dekker, D.J. & Krackhardt, D. & Franses, Ph.H.B.F., 2002, "Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-33-MKT, Mar.
  21. Franses, Ph.H.B.F. & Stremersch, S., 2002, "Modeling Generational Transitions from Aggregate Data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-49-MKT, May.
  22. Boswijk, H.P. & Franses, Ph.H.B.F., 2002, "The Econometrics Of The Bass Diffusion Model," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-66-MKT, Jul.
  23. Sloot, L.M. & Verhoef, P.C. & Franses, Ph.H.B.F., 2002, "The impact of brand and category characteristics on consumer stock-out reactions," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-106-MKT, Nov.
  24. H. Peter Boswijk & Philip Hans Franses, 2002, "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-002/4, Jan.
  25. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2002, "An Empirical Study of Cash Payments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-075/4, Jul.
  26. Rutger van Oest & Philip Hans Franses & Richard Paap, 2002, "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-097/4, Oct.
  27. Rutger van Oest & Richard Paap & Philip Hans Franses, 2002, "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-124/4, Dec.
  28. Groenen, P.J.F. & van de Velden, M., 2002, "Inverse correspondence analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-31, Sep.
  29. Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002, "Shunting of Passenger Train Units in a Railway Station," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-74-LIS, Sep.
  30. Paap, R. & van Dijk, H.K., 2002, "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-42, Dec.
  31. Sensier, Marianne & Dick van Dijk, 2002, "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 164, Aug.
  32. van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002, "Changes in variability of the business cycle in the G7 countries," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-28, Sep.
  33. André van Stel & Shaastie Dielbandhoesing & David Storey & Wilco Heuvel van den, 2002, "Startup activity and employment growth in regions," Scales Research Reports, EIM Business and Policy Research, number H200108, Mar.
  34. van den Heuvel, W. & Wagelmans, A.P.M., 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2002-63-LIS, Jul.
  35. Itzhak Gilboa & David Schmeidler & Peter P. Wakker, 2002, "Utility in Case-Based Decision Theory," Post-Print, HAL, number hal-00752278, Aug, DOI: 10.1006/jeth.2001.2858.

2001

  1. Kokkinaki, A.I. & Dekker, R. & de Koster, M.B.M. & Pappis, C.P., 2001, "From e-trash to e-treasure: how value can be created by the new e-business models for reverse logistics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-32/A, Feb.
  2. Listes, O.L. & Dekker, R., 2001, "Stochastic approaches for product recovery network design: a case study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-08, Mar.
  3. Meersmans, P.J.M. & Dekker, R., 2001, "Operations research supports container handling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-22, Nov.
  4. de Brito, M.P. & Dekker, R., 2001, "Modelling product returns in inventory control - exploring the validity or general assumptions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-27, Oct.
  5. Kokkinaki, A.I. & Dekker, R. & Lee, R. & Pappis, C.P., 2001, "Integrating a web-based system with business processes in closed loop supply chains," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-31, Nov.
  6. Teunter, R.H. & Dekker, R., 2001, "An easy derivation of the order optimality condition for inventory systems with backordering," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-41, Nov.
  7. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001, "Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-47-MKT, Aug.
  8. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001, "Econometric Analysis of the Market Share Attraction Model," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-25-MKT, May.
  9. Vogelsang, Timothy J. & Franses, Philip Hans, 2001, "Testing for Common Deterministic Trend Slopes," Working Papers, Cornell University, Center for Analytic Economics, number 01-15, Jun.
  10. Koopman, S.J. & Franses, Ph.H.B.F., 2001, "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-02, Jan.
  11. Hyung, N. & Franses, Ph.H.B.F., 2001, "Structural breaks and long memory in US inflation rates: do they matter for forecasting?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-13, Apr.
  12. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-14, Apr.
  13. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2001, "Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-21, Aug.
  14. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001, "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-34, Nov.
  15. Boswijk, H.P. & Franses, Ph.H.B.F., 2001, "Robust inference on average economic growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-47, Dec.
  16. Dekker, D.J. & Franses, Ph.H.B.F. & Krackhardt, D., 2001, "An Equilibrium-Correction Model for Dynamic Network Data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-39-MKT, Jun.
  17. Donkers, A.C.D. & Franses, Ph.H.B.F. & Verhoef, P.C., 2001, "Using Selective Sampling for Binary Choice Models to Reduce Survey Costs," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-67-MKT, Jan.
  18. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001, "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-68-MKT, Jan.
  19. Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A., 2001, "Modeling Potentially Time-Varying Effects of Promotions on Sales," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-05-MKT, Jan.
  20. Vroomen, B.L.K. & Franses, Ph.H.B.F. & van Nierop, J.E.M., 2001, "Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-10-MKT, Mar.
  21. Wuyts, S.H.K. & Stremersch, S. & Franses, Ph.H.B.F., 2001, "Buying High Tech Products," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-27-MKT, May.
  22. Verhoef, P.C. & Franses, Ph.H.B.F. & Donkers, A.C.D., 2001, "Changing Perceptions and Changing Behavior in Customer Relationships," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-31-MKT, Jun.
  23. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001, "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-029/4, Mar.
  24. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2001, "A dynamic approach to vehicle scheduling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-35-LIS, Jul.
  25. van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001, "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-12, Mar.
  26. Swanson, N.R. & van Dijk, D.J.C., 2001, "Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-28, Sep.
  27. Jaap van der Hart & Erica Slagter & Dick van Dijk, 2001, "Stock Selection Strategies in Emerging Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-009/4, Jan.

2000

  1. Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R., 2000, "A framework for response surface methodology for simulation optimization," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-14/A, Apr.
  2. Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R. & Habbema, J.D.F., 2000, "Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-22/A, May.
  3. Vlachos, D. & Dekker, R., 2000, "Return handling options and order quantities for single period products," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-29/A, Sep.
  4. Fok, D. & Franses, Ph.H.B.F., 2000, "Forecasting Market Shares from Models for Sales," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-03-MKT, Mar.
  5. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000, "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-10.
  6. Löf, M. & Franses, Ph.H.B.F., 2000, "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-04/A, Jan.
  7. Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000, "Seasonal smooth transition autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-06/A, Feb.
  8. Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F., 2000, "Modeling charity donations: target selection, response time and gift size," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-07/A, Feb.
  9. van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000, "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-23/A, Jun.
  10. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000, "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-30/A, Oct.
  11. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000, "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-33/A, Dec.
  12. Verhoef, P.C. & Franses, Ph.H.B.F. & Hoekstra, J.C., 2000, "The Effect of Relational Constructs on Relationship Performance," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-08-MKT, May.
  13. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2000, "Broker Positions in Task-Specific Knowledge Networks," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-37-MKT, Sep.
  14. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000, "Modeling Unobserved Consideration Sets for Household Panel Data," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-42-MKT, Oct.
  15. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000, "Models and algorithms for Integration of Vehicle and Crew Scheduling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-14-LIS, May.
  16. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000, "Applying an Integrated Approach to Vehicle and Crew Scheduling in Practice," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2000-31-LIS, Jul.
  17. Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000, "The Bayesian Score Statistic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-16/A, Jan.
  18. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
  19. Diecidue, E. & Wakker, P.P., 2000, "Comonotonic Book-Making with Nonadditive Probabilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-76.
  20. Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000, "A Theory of the Gambling Effect," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-75.
  21. Diecidue, E. & Wakker, P.P., 2000, "On the Intuition of Rank-Dependent Utility," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-74.

1999

  1. Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R., 1999, "Capacity planning of prisons in the Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9909-/A, Mar.
  2. Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & Habbema, J.D.F. & Dekker, R., 1999, "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9924-/A, Jul.
  3. Voogd, P. & Dekker, R. & Meersmans, P.J.M., 1999, "Famas-NewCon: A generator program for stacking in the reference case," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9943-/A, Nov.
  4. Aronis, K-P. & Magou, I. & Dekker, R. & Tagaras, G., 1999, "Inventory control of spare parts using a Bayesian approach: a case study," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9950-/A, Dec.
  5. Kokkinaki, A.I. & Dekker, R. & van Nunen, J.A.E.E. & Pappis, C.P., 1999, "An explanatory study on electronic commerce for reverse logistics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9951-/A, Dec.
  6. Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S., 1999, "Ordered logit analysis for selectively sampled data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9933/A, Aug.
  7. Fok, D. & Franses, Ph.H.B.F., 1999, "Impulse-response analysis of the market share attraction model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9955-/A, Jan.
  8. Franses, Ph.H.B.F., 1999, "How to deal with intercept and trend in pratical cointegration analysis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9904-/A, Feb.
  9. Franses, Ph.H.B.F. & Kunst, R.M., 1999, "Testing common deterministic seasonality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9905-/A, Jan.
  10. Kleibergen, F.R. & Franses, Ph.H.B.F., 1999, "Cointegration in a periodic vector autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9906-/A, Jan.
  11. Paap, R. & Franses, Ph.H.B.F., 1999, "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9907-/A, Jan.
  12. Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999, "On SETAR non- linearity and forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9914-/A, Mar.
  13. Franses, Ph.H.B.F. & Kunst, R.M., 1999, "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9917-/A, Jan.
  14. Franses, Ph.H.B.F. & de Bruin, P., 1999, "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9923-/A, Jan.
  15. Carsoule, F. & Franses, Ph.H.B.F., 1999, "Monitoring structural change in variance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9925A, Jun.
  16. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999, "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9926-/A, Jul.
  17. Franses, Ph.H.B.F. & Paap, R., 1999, "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9927-/A, Jan.
  18. Carsoule, F. & Franses, Ph.H.B.F., 1999, "Monitoring time-varying parameters in an autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9937/A, Jan.
  19. Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S., 1999, "Censored regression analysis in large samples with many zero observations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9939-A, Nov.
  20. Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999, "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9945-/A, Nov.
  21. Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999, "SETS, Arbitrage Activity, and Stock Price Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-003/4, Feb.
  22. Berben, R-P. & van Dijk, D.J.C., 1999, "Unit root tests and assymmetric adjustment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9902-/A, Mar.
  23. Taylor, A.M.R. & van Dijk, D.J.C., 1999, "Testing for Stochastic Unit Roots - Some Monte Carlo evidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9922-/A, May.

1998

  1. Kleijn, M.J. & Dekker, R., 1998, "An overview of inventory systems with several demand classes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9838, Nov.
  2. Melchiors, Ph. & Dekker, R. & Kleijn, M.J., 1998, "Inventory rationing in an (s, Q) inventory model with lost sales a two demand classes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9837, Dec.
  3. Franses, Ph.H.B.F. & Paap, R., 1998, "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9852, Jan.
  4. Ooms, M. & Franses, Ph.H.B.F., 1998, "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9842, Sep.
  5. Franses, Ph.H.B.F. & Paap, R., 1998, "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9841, Jan.
  6. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Modeling asymmetric volatility in weekly Dutch temperature data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9840, Sep.
  7. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998, "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9832, Aug.
  8. de Bruin, P. & Franses, Ph.H.B.F., 1998, "On data transformations and evidence of nonlinearity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9823, Jan.
  9. Franses, Ph.H.B.F. & Kunst, R.M., 1998, "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9820, Jan.
  10. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Forecasting volatility with switching persistence GARCH models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9819, Jun.
  11. Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998, "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9811, Jul.
  12. Philip Hans Franses & Dick van Dijk & André Lucas, 1998, "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-057/4, Jun.
  13. Kleibergen, F.R. & Paap, R., 1998, "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9821, Jul.
  14. Berben, R-P. & van Dijk, D.J.C., 1998, "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9814, Dec.
  15. Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.

1997

  1. Kleijn, M.J. & Dekker, R., 1997, "Using break quantities for tactical optimisation in multistage distribution systems," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9737/A, Jan.
  2. Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & de Kok, A.G., 1997, "On the newsboy model with a cutoff transaction size," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9736/A, Jan.
  3. Frenk, J.B.G. & Kleijn, M.J. & Dekker, R., 1997, "An efficient algorithm for a generalized joint replenishment problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9701-/A, Jan.
  4. R. Dekker & R.M. Hill & M.J. Kleijn, 1997, "On the (S-1, S) Lost Sales Inventory Model with Priority Demand Classes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-114/4, Nov.
  5. Rommert Dekker & Raymond Ph. Plasmeijer & Jan H. Swart, 1997, "Evaluation of a New Maintenance Concept for the Preservation of Highways," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-129/4, Dec.
  6. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9734/A, Jan.
  7. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9733/A, Jan.
  8. 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9709-/A, Jan.
  9. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Do We Often Find ARCH Because Of Neglected Outliers?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9706-/A, Jan.
  10. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9704-/A, Jan.
  11. Franses, Philip Hans & Lucas, André, 1997, "Outlier robust cointegration analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0045.
  12. Wakker, P.P. & Thaler, R.H. & Tversky, A., 1997, "Probabilistic insurance," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-35.
  13. De Waegenaere, A.M.B. & Wakker, P.P., 1997, "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-44.

1996

  1. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996, "A unified treatment of single component replacement models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9602-/A, Jan.
  2. Frenk, J.B.G. & Dekker, R. & Kleijn, M.J., 1996, "A note on the marginal cost approach in maintenance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9603-/A, Jan.
  3. Dekker, R. & van der Duyn Schouten, F.A. & Wildeman, R.E., 1996, "A Review of Multi-Component Maintenance Models with Economic Dependence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9605-/A, Jan.
  4. Dekker, R. & Kleijn, M.J. & de Kok, A.G., 1996, "The break quantity rule in a 1-warehouse, N-retailers distribution system," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9624-/A, Jan.
  5. Dekker, R. & Kleijn, M.J. & de Rooij, P.J., 1996, "A spare parts stocking policy based on equipment criticality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9625-/A, Jan.
  6. Wildeman, R.E. & Dekker, R., 1996, "Dynamic Influences in Multi-Component Maintenance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9630-/A, Jan.
  7. Rommert Dekker & J. Robert van der Meer & Raymond Ph. Plasmeijer & Ralph E. Wildeman & Jacco J. de Bruin, 1996, "Maintenance of Light Standards, a Case-Study," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 96-166/9, Nov.
  8. Dekker, R. & Dorenbos, R., 1996, "Flexibel werk aan de onderkant van de arbeidsmarkt," WORC Paper, Tilburg University, Work and Organization Research Centre, number 96.07.011.
  9. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9622-/A, Jan.
  10. Franses, Ph.H.B.F. & Kloek, T. & Lucas, A., 1996, "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9646-/A, Jan.
  11. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9659-/A, Jan.
  12. Ariño, M.A. & Franses, Ph.H.B.F., 1996, "Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9669-/A, Jan.
  13. Breitung, J. & Franses, P. H., 1996, "On Phillips-Perron Type Tests for Seasonal Unit Roots," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,27.
  14. Kleibergen, F.R. & Paap, R., 1996, "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9668-/A, Jan.
  15. Sarin, R. & Wakker, P.P., 1996, "Revealed likelihood and knightian uncertainty," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-59.
  16. Sarin, R. & Wakker, P.P., 1996, "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-45.

1995

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

1994

  1. Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994, "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/94.
  2. Sarin, R. & Wakker, P.P., 1994, "A simple axiomatization of nonadditive expected utility," Other publications TiSEM, Tilburg University, School of Economics and Management, number 07a4969d-cceb-4239-b20d-5.

1993

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

1992

  1. Franses, P. H., 1992, "The Gompertz Curve: Estimation And Selection," Econometric Institute Archives, Erasmus University Rotterdam, number 272486, DOI: 10.22004/ag.econ.272486.
  2. Broersma, L. & Franses, P.H., 1992, "A model for quarterly unemployment in Canada," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0011.
  3. Quiggin, J. & Wakker, P., 1992, "The Axiomatic Basis of Anticipated Utility: A Clarification," Papers, Tilburg - Center for Economic Research, number 9203.
  4. Peters, H. & Wakker, P.P., 1992, "Independence of irrelevant alternatives and revealed group preferences," Other publications TiSEM, Tilburg University, School of Economics and Management, number d5b29b32-d795-4423-8c3e-0.

1991

  1. Dekker, R. & Smeitink, E., 1991, "Preventive maintenance at opportunities of restricted duration," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0038.
  2. Franses, P.H. & Kofman, P., 1991, "An Empirical Test For Parities Between Metal Prices At The Ime," Papers, Erasmus University of Rotterdam - Institute for Economic Research, number 9102.
  3. Hong, S.C. & Wakker, P., 1991, "Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple," Papers, California Irvine - School of Social Sciences, number 90-91-24.

1990

  1. Franses, P. H., 1990, "Testing For Seasonal Unit Roots In Monthly Data," Econometric Institute Archives, Erasmus University Rotterdam, number 272393, DOI: 10.22004/ag.econ.272393.
  2. Franses, P. H., 1990, "Testing For White Noise In Time Series Models," Econometric Institute Archives, Erasmus University Rotterdam, number 272394, DOI: 10.22004/ag.econ.272394.
  3. Franses, P. H., 1990, "Seasonality, Outliers And Linearity," Econometric Institute Archives, Erasmus University Rotterdam, number 272395, DOI: 10.22004/ag.econ.272395.
  4. Franses, P. H., 1990, "Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series," Econometric Institute Archives, Erasmus University Rotterdam, number 272481, DOI: 10.22004/ag.econ.272481.

1983

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

Undated

  1. Franses, Philip Hans, undated, "Franses," Instructional Stata datasets for econometrics, Boston College Department of Economics, number franses.
  2. Philip Hans Franses & Robert Taylor, undated, "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers, Department of Economics, University of York, number 97/9.
  3. Erik Kole & Reza Brink, undated, "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
  4. Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, undated, "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-021/III.
  5. Bent Jesper Christensen & Michel van der Wel, undated, "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-14.
  6. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0, "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-041/4, 00, revised 17 Sep 2010.

Journal articles

2026

  1. Fotios Petropoulos & Henk Akkermans & O. Zeynep Aksin & Imran Ali & Mohamed Zied Babai & Ana Barbosa-Povoa & Olga Battaïa & Maria Besiou & Nils Boysen & Stephen Brammer & Alistair Brandon-Jones & Dirk, 2026, "Operations & supply chain management: principles and practice," International Journal of Production Research, Taylor & Francis Journals, volume 64, issue 1, pages 330-513, January, DOI: 10.1080/00207543.2025.2555531.
  2. Lange, Rutger-Jan & van Os, Bram & van Dijk, Dick, 2026, "Implicit score-driven filters for time-varying parameter models," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106251.

2025

  1. Abouelrous, Abdo & Dekker, Rommert & Bliek, Laurens & Zhang, Yingqian, 2025, "Real-time policy for yard allocation of transshipment containers in a terminal," Transportation Research Part B: Methodological, Elsevier, volume 192, issue C, DOI: 10.1016/j.trb.2024.103138.
  2. Camehl, Annika & Fok, Dennis & Gruber, Kathrin, 2025, "On superlevel sets of conditional densities and multivariate quantile regression," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105807.
  3. Fok, Dennis & Paap, Richard, 2025, "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, volume 54, issue C, DOI: 10.1016/j.jocm.2024.100531.
  4. Paap, Richard & Franses, Philip Hans, 2025, "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105937.
  5. Mattera, Raffaele & Franses, Philip Hans, 2025, "Forecasting house price growth rates with factor models and spatio-temporal clustering," International Journal of Forecasting, Elsevier, volume 41, issue 1, pages 398-417, DOI: 10.1016/j.ijforecast.2024.09.003.
  6. Philip Hans Franses & Richard Paap, 2025, "Testing for Bias in Forecasts for Independent Multinomial Outcomes," Forecasting, MDPI, volume 7, issue 1, pages 1-8, January.
  7. Philip Hans Franses, 2025, "Adstock revisited," Applied Economics, Taylor & Francis Journals, volume 57, issue 8, pages 882-886, February, DOI: 10.1080/00036846.2024.2309463.
  8. Erik Kole & Liesbeth Noordegraaf-Eelens & Bas Vringer, 2025, "Cognitive biases in consumer sentiment: the peak-end rule and herding," Empirical Economics, Springer, volume 69, issue 4, pages 2141-2211, October, DOI: 10.1007/s00181-025-02797-y.
  9. Keijsers, Bart & van Dijk, Dick, 2025, "Does economic uncertainty predict real activity in real time?," International Journal of Forecasting, Elsevier, volume 41, issue 2, pages 748-762, DOI: 10.1016/j.ijforecast.2024.06.008.
  10. Daan Opschoor & Dick van Dijk, 2025, "Slow Expectation–Maximization Convergence in Low‐Noise Dynamic Factor Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 7, pages 829-845, November, DOI: 10.1002/jae.70007.
  11. Aurélien Baillon & Han Bleichrodt & Chen Li & Peter P. Wakker, 2025, "Source Theory: A Tractable and Positive Ambiguity Theory," Management Science, INFORMS, volume 71, issue 10, pages 8767-8782, October, DOI: 10.1287/mnsc.2023.03307.
  12. Principi, Giulio & Wakker, Peter P. & Wang, Ruodu, 2025, "Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity," Theoretical Economics, Econometric Society, volume 20, issue 3, July.

2024

  1. Eruguz, Ayse Sena & Karabağ, Oktay & Tetteroo, Eline & van Heijst, Carl & van den Heuvel, Wilco & Dekker, Rommert, 2024, "Customer-to-customer returns logistics: Can it mitigate the negative impact of online returns?," Omega, Elsevier, volume 128, issue C, DOI: 10.1016/j.omega.2024.103127.
  2. Brian Chung & Philip Hans Franses & Enrico Pennings, 2024, "Conditions that make ventures thrive: from individual entrepreneur to innovation impact," Small Business Economics, Springer, volume 62, issue 3, pages 1177-1200, March, DOI: 10.1007/s11187-023-00800-3.
  3. Gavin Ooft & Sailesh Bhaghoe & Philip Hans Franses, 2024, "Forecasting Annual Inflation Using Weekly Money Supply," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 1, pages 25-43, March, DOI: 10.1007/s40953-023-00376-5.
  4. Philip Hans Franses, 2024, "Incorporating judgment in forecasting models in times of crisis," Futures & Foresight Science, John Wiley & Sons, volume 6, issue 4, December, DOI: 10.1002/ffo2.193.
  5. van der Zwan, Terri & Kole, Erik & van der Wel, Michel, 2024, "Heterogeneous macro and financial effects of ECB asset purchase programs," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103073.
  6. Lange, Rutger-Jan, 2024, "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105632.
  7. Lange, Rutger-Jan & Teulings, Coen N., 2024, "Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming," Journal of Economic Theory, Elsevier, volume 215, issue C, DOI: 10.1016/j.jet.2023.105776.
  8. Grubb, Michael & Lange, Rutger-Jan & Cerkez, Nicolas & Sognnaes, Ida & Wieners, Claudia & Salas, Pablo, 2024, "Dynamic determinants of optimal global climate policy," Structural Change and Economic Dynamics, Elsevier, volume 71, issue C, pages 490-508, DOI: 10.1016/j.strueco.2024.07.005.
  9. Didier Nibbering & Richard Paap, 2024, "Forecasting carbon emissions using asymmetric grouping," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2228-2256, September, DOI: 10.1002/for.3124.
  10. van Os, Bram & van Dijk, Dick, 2024, "Accelerating peak dating in a dynamic factor Markov-switching model," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 313-323, DOI: 10.1016/j.ijforecast.2023.03.005.
  11. Li, Chen & Wakker, Peter P., 2024, "A simple and general axiomatization of average utility maximization for infinite streams," Journal of Economic Theory, Elsevier, volume 216, issue C, DOI: 10.1016/j.jet.2024.105795.

2023

  1. Ma, Weina & Hekimoğlu, Mustafa & Dekker, Rommert, 2023, "Admission control for a capacitated supply system with real-time replenishment information," International Journal of Production Economics, Elsevier, volume 266, issue C, DOI: 10.1016/j.ijpe.2023.109000.
  2. Akyüz, M. Hakan & Dekker, Rommert & Sharif Azadeh, Shadi, 2023, "Partial and complete replanning of an intermodal logistic system under disruptions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 169, issue C, DOI: 10.1016/j.tre.2022.102968.
  3. Gavin Ooft & Philip Hans Franses & Sailesh Bhaghoe, 2023, "Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate," Review of Development Economics, Wiley Blackwell, volume 27, issue 4, pages 2618-2637, November, DOI: 10.1111/rode.13018.
  4. Mattera, Raffaele & Franses, Philip Hans, 2023, "Are African business cycles synchronized? Evidence from spatio-temporal modeling," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106485.
  5. Philip Hans Franses, 2023, "On the life cycles of successful rock bands," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 5, pages 4693-4707, October, DOI: 10.1007/s11135-022-01577-5.
  6. Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
  7. Sander Barendse & Erik Kole & Dick van Dijk, 2023, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 528-568.
  8. Wilco van den Heuvel & Semra Ağralı & Z. Caner Taşkın, 2023, "A Decomposition Algorithm for Single and Multiobjective Integrated Market Selection and Production Planning," INFORMS Journal on Computing, INFORMS, volume 35, issue 6, pages 1439-1453, November, DOI: 10.1287/ijoc.2022.0053.
  9. Hark-Chin Hwang & Wilco van den Heuvel & Albert P. M. Wagelmans, 2023, "Multilevel Lot-Sizing with Inventory Bounds," INFORMS Journal on Computing, INFORMS, volume 35, issue 6, pages 1470-1490, November, DOI: 10.1287/ijoc.2022.0216.
  10. Wakker, Peter P., 2023, "A criticism of Bernheim & Sprenger's (2020) tests of rank dependence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 107, issue C, DOI: 10.1016/j.socec.2022.101950.
  11. Peter P. Wakker, 2023, "The correct formula of 1979 prospect theory for multiple outcomes," Theory and Decision, Springer, volume 94, issue 2, pages 183-187, February, DOI: 10.1007/s11238-022-09885-w.
  12. Zhang, Xiaomeng & Zhang, Xinyu, 2023, "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.03.010.

2022

  1. Schouten, Thijs Nicolaas & Dekker, Rommert & Hekimoğlu, Mustafa & Eruguz, Ayse Sena, 2022, "Maintenance optimization for a single wind turbine component under time-varying costs," European Journal of Operational Research, Elsevier, volume 300, issue 3, pages 979-991, DOI: 10.1016/j.ejor.2021.09.004.
  2. Zhu, Sha & van Jaarsveld, Willem & Dekker, Rommert, 2022, "Critical project planning and spare parts inventory management in shutdown maintenance," Reliability Engineering and System Safety, Elsevier, volume 219, issue C, DOI: 10.1016/j.ress.2021.108197.
  3. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  4. Philip Hans Franses & Max Welz, 2022, "Forecasting Real GDP Growth for Africa," Econometrics, MDPI, volume 10, issue 1, pages 1-16, January.
  5. Philip Hans Franses, 2022, "Interpolation and correlation," Applied Economics, Taylor & Francis Journals, volume 54, issue 14, pages 1562-1567, March, DOI: 10.1080/00036846.2021.1980199.
  6. Philip Hans Franses & Max Welz, 2022, "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 4, pages 829-839, July, DOI: 10.1002/for.2835.
  7. Cem Cakmakli & Richard Paap & Dick van Dijk, 2022, "Modeling and estimation of synchronization in size-sorted portfolio returns," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 22, issue 4, pages 129-140.
  8. Potrawa, Tomasz & Tetereva, Anastasija, 2022, "How much is the view from the window worth? Machine learning-driven hedonic pricing model of the real estate market," Journal of Business Research, Elsevier, volume 144, issue C, pages 50-65, DOI: 10.1016/j.jbusres.2022.01.027.
  9. Peter P. Wakker, 2022, "Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019)," American Economic Journal: Microeconomics, American Economic Association, volume 14, issue 2, pages 561-565, May, DOI: 10.1257/mic.20190338.
  10. Oorschot, Jochem & Zhou, Chen, 2022, "Tail Dependence Of Ols," Econometric Theory, Cambridge University Press, volume 38, issue 2, pages 273-300, April.

2021

  1. Bart Van Riessen & Judith Mulder & Rudy R. Negenborn & Rommert Dekker, 2021, "Revenue management with two fare classes in synchromodal container transportation," Flexible Services and Manufacturing Journal, Springer, volume 33, issue 3, pages 623-662, September, DOI: 10.1007/s10696-020-09394-4.
  2. Bruno Jacobs & Dennis Fok & Bas Donkers, 2021, "Understanding Large-Scale Dynamic Purchase Behavior," Marketing Science, INFORMS, volume 40, issue 5, pages 844-870, September, DOI: 10.1287/mksc.2020.1279.
  3. Matilda Dorotic & Dennis Fok & Peter C. Verhoef & Tammo H. A. Bijmolt, 2021, "Synergistic and cannibalization effects in a partnership loyalty program," Journal of the Academy of Marketing Science, Springer, volume 49, issue 5, pages 1021-1042, September, DOI: 10.1007/s11747-020-00759-7.
  4. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2021, "Forecasting time-varying arrivals: Impact of direct response advertising on call center performance," Journal of Business Research, Elsevier, volume 131, issue C, pages 227-240, DOI: 10.1016/j.jbusres.2021.03.014.
  5. Franses, Philip Hans, 2021, "Modeling box office revenues of motion pictures✰," Technological Forecasting and Social Change, Elsevier, volume 169, issue C, DOI: 10.1016/j.techfore.2021.120812.
  6. Philip Hans Franses, 2021, "Marketing response and temporal aggregation," Journal of Marketing Analytics, Palgrave Macmillan, volume 9, issue 2, pages 111-117, June, DOI: 10.1057/s41270-020-00102-7.
  7. Philip Hans Franses, 2021, "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 401-417, December, DOI: 10.1007/s40953-021-00277-5.
  8. Philip Hans Franses, 2021, "Estimating persistence for irregularly spaced historical data," Quality & Quantity: International Journal of Methodology, Springer, volume 55, issue 6, pages 2177-2187, December, DOI: 10.1007/s11135-021-01099-6.
  9. Philip Hans Franses, 2021, "Testing for bias in forecasts for independent binary outcomes," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 15, pages 1336-1338, September, DOI: 10.1080/13504851.2020.1838429.
  10. Philip Hans Franses, 2021, "Inclusion of older annual data into time series models for recent quarterly data," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 19, pages 1717-1721, November, DOI: 10.1080/13504851.2020.1866152.
  11. Philip Hans Franses, 2021, "Testing bias in professional forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1086-1094, September, DOI: 10.1002/for.2765.
  12. Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.
  13. Mathijs van Zon & Remy Spliet & Wilco van den Heuvel, 2021, "The Joint Network Vehicle Routing Game," Transportation Science, INFORMS, volume 55, issue 1, pages 179-195, 1-2, DOI: 10.1287/trsc.2020.1008.
  14. Wakker, Peter P. & Yang, Jingni, 2021, "Concave/convex weighting and utility functions for risk: A new light on classical theorems," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 429-435, DOI: 10.1016/j.insmatheco.2021.07.002.
  15. Baillon, Aurélien & Bleichrodt, Han & Li, Chen & Wakker, Peter P., 2021, "Belief hedges: Measuring ambiguity for all events and all models," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105353.
  16. Cathleen Johnson & Aurélien Baillon & Han Bleichrodt & Zhihua Li & Dennie Dolder & Peter P. Wakker, 2021, "Prince: An improved method for measuring incentivized preferences," Journal of Risk and Uncertainty, Springer, volume 62, issue 1, pages 1-28, February, DOI: 10.1007/s11166-021-09346-9.
  17. Qin, Xiao & Zhou, Chen, 2021, "Systemic risk allocation using the asymptotic marginal expected shortfall," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106099.
  18. John H. J. Einmahl & Fan Yang & Chen Zhou, 2021, "Testing the Multivariate Regular Variation Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 907-919, October, DOI: 10.1080/07350015.2020.1737533.
  19. Laurens de Haan & Chen Zhou, 2021, "Trends in Extreme Value Indices," Journal of the American Statistical Association, Taylor & Francis Journals, volume 116, issue 535, pages 1265-1279, July, DOI: 10.1080/01621459.2019.1705307.

2020

  1. Topan, E. & Eruguz, A.S. & Ma, W. & van der Heijden, M.C. & Dekker, R., 2020, "A review of operational spare parts service logistics in service control towers," European Journal of Operational Research, Elsevier, volume 282, issue 2, pages 401-414, DOI: 10.1016/j.ejor.2019.03.026.
  2. Zhu, Sha & Jaarsveld, Willem van & Dekker, Rommert, 2020, "Spare parts inventory control based on maintenance planning," Reliability Engineering and System Safety, Elsevier, volume 193, issue C, DOI: 10.1016/j.ress.2019.106600.
  3. I. Mallidis & S. Despoudi & R. Dekker & E. Iakovou & D. Vlachos, 2020, "The impact of sulphur limit fuel regulations on maritime supply chain network design," Annals of Operations Research, Springer, volume 294, issue 1, pages 677-695, November, DOI: 10.1007/s10479-018-2999-4.
  4. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2020, "Flexible Mixture-Amount Models Using Multivariate Gaussian Processes," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 257-271, April, DOI: 10.1080/07350015.2018.1497506.
  5. Philip Hans Franses, 2020, "Measurement Error in a First-order Autoregression," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 2, pages 1-14, June.
  6. Gilian van den Hengel & Philip Hans Franses, 2020, "Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model," Forecasting, MDPI, volume 2, issue 3, pages 1-25, August.
  7. Philip Hans Franses & Max Welz, 2020, "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, volume 13, issue 3, pages 1-8, March.
  8. Philip Hans Franses & Thomas Wiemann, 2020, "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 59-75, June, DOI: 10.1007/s10614-020-09986-0.
  9. Philip Hans Franses, 2020, "IMA(1,1) as a new benchmark for forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 17, pages 1419-1423, October, DOI: 10.1080/13504851.2019.1686115.
  10. Philip Hans Franses, 2020, "Inflation in China, 1953-1978," China Economic Journal, Taylor & Francis Journals, volume 13, issue 3, pages 290-298, September, DOI: 10.1080/17538963.2019.1679329.
  11. Philip Hans Franses, 2020, "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 927-933, September, DOI: 10.1002/for.2670.
  12. Philip Hans Franses & Max Welz, 2020, "The Cash Use Of The Malaysian Ringgit: Can It Be More Efficient?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-5, March, DOI: 10.1142/S2010495220500049.
  13. Philip Hans Franses, 2020, "Simple Bayesian Forecast Combination," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-7, December, DOI: 10.1142/S2010495220500165.
  14. van de Velden, Michel & van den Heuvel, Wilco & Galy, Hugo & Groenen, Patrick J.F., 2020, "Retrieving a contingency table from a correspondence analysis solution," European Journal of Operational Research, Elsevier, volume 283, issue 2, pages 541-548, DOI: 10.1016/j.ejor.2019.11.014.
  15. Lange, Rutger-Jan & Ralph, Daniel & Støre, Kristian, 2020, "Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 2, pages 653-677, March.
  16. Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan, 2020, "Can Google search data help predict macroeconomic series?," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1163-1172, DOI: 10.1016/j.ijforecast.2018.12.006.
  17. Suzanne, Elodie & Absi, Nabil & Borodin, Valeria & van den Heuvel, Wilco, 2020, "A single-item lot-sizing problem with a by-product and inventory capacities," European Journal of Operational Research, Elsevier, volume 287, issue 3, pages 844-855, DOI: 10.1016/j.ejor.2020.05.017.
  18. Peter P. Wakker, 2020, "A Personal Tribute to David Schmeidler’s Influence," Revue économique, Presses de Sciences-Po, volume 71, issue 2, pages 387-390.
  19. Li, Chen & Turmunkh, Uyanga & Wakker, Peter P., 2020, "Social and strategic ambiguity versus betrayal aversion," Games and Economic Behavior, Elsevier, volume 123, issue C, pages 272-287, DOI: 10.1016/j.geb.2020.07.007.
  20. Abdellaoui, Mohammed & Wakker, Peter P., 2020, "Savage for dummies and experts," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2020.104991.

2019

  1. Mulder, Judith & Dekker, Rommert, 2019, "Designing robust liner shipping schedules: Optimizing recovery actions and buffer times," European Journal of Operational Research, Elsevier, volume 272, issue 1, pages 132-146, DOI: 10.1016/j.ejor.2018.05.066.
  2. Dennis Fok & André Stel & Andrew Burke & Roy Thurik, 2019, "How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry," Annals of Operations Research, Springer, volume 283, issue 1, pages 1111-1138, December, DOI: 10.1007/s10479-019-03322-y.
  3. Philip Hans Franses & Max Welz, 2019, "Cash Use of the Taiwan Dollar: Is It Efficient? †," JRFM, MDPI, volume 12, issue 1, pages 1-6, January.
  4. Philip Hans Franses, 2019, "On inflation expectations in the NKPC model," Empirical Economics, Springer, volume 57, issue 6, pages 1853-1864, December, DOI: 10.1007/s00181-018-1417-8.
  5. Philip Hans Franses & Eva Janssens, 2019, "Spurious principal components," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 1, pages 37-39, January, DOI: 10.1080/13504851.2018.1433292.
  6. Philip Hans Franses, 2019, "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 2, pages 73-80, March, DOI: 10.1002/for.2557.
  7. Dick van Dijk & Philip Hans Franses, 2019, "Combining expert‐adjusted forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 5, pages 415-421, August, DOI: 10.1002/for.2570.
  8. Wendun Wang & Xinyu Zhang & Richard Paap, 2019, "To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 724-745, August, DOI: 10.1002/jae.2696.
  9. Audrino, Francesco & Tetereva, Anastasija, 2019, "Sentiment spillover effects for US and European companies," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 542-567, DOI: 10.1016/j.jbankfin.2019.07.022.
  10. Christensen, Bent Jesper & van der Wel, Michel, 2019, "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 165-191, DOI: 10.1016/j.jfineco.2019.03.010.
  11. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019, "Robust pooling for contracting models with asymmetric information," European Journal of Operational Research, Elsevier, volume 273, issue 3, pages 1036-1051, DOI: 10.1016/j.ejor.2018.08.041.
  12. Mobini, Zahra & van den Heuvel, Wilco & Wagelmans, Albert, 2019, "Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information," European Journal of Operational Research, Elsevier, volume 277, issue 2, pages 542-560, DOI: 10.1016/j.ejor.2019.03.002.
  13. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019, "Two-echelon lot-sizing with asymmetric information and continuous type space," Omega, Elsevier, volume 87, issue C, pages 158-176, DOI: 10.1016/j.omega.2018.09.001.
  14. Onur A. Kilic & Wilco van den Heuvel, 2019, "Economic lot sizing with remanufacturing: Structural properties and polynomial-time heuristics," IISE Transactions, Taylor & Francis Journals, volume 51, issue 12, pages 1318-1331, December, DOI: 10.1080/24725854.2019.1593555.
  15. Wakker, Peter P. & Yang, Jingni, 2019, "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 143-159, DOI: 10.1016/j.jet.2019.02.008.
  16. Chen Li & Uyanga Turmunkh & Peter P. Wakker, 2019, "Trust as a decision under ambiguity," Experimental Economics, Springer;Economic Science Association, volume 22, issue 1, pages 51-75, March, DOI: 10.1007/s10683-018-9582-3.
  17. Han Bleichrodt & Jason N. Doctor & Yu Gao & Chen Li & Daniella Meeker & Peter P. Wakker, 2019, "Resolving Rabin’s paradox," Journal of Risk and Uncertainty, Springer, volume 59, issue 3, pages 239-260, December, DOI: 10.1007/s11166-019-09318-0.
  18. Maarten van Oordt & Chen Zhou, 2019, "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 365-384, April, DOI: 10.1002/jae.2666.
  19. Chen Zhou, 2019, "Risk Theory: A Heavy Tail Approach," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 527, pages 1424-1425, July, DOI: 10.1080/01621459.2019.1662244.
  20. Maarten R C van Oordt & Chen Zhou, 2019, "Estimating Systematic Risk under Extremely Adverse Market Conditions," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 432-461.

2018

  1. Lotty E. Duijzer & Willem L. van Jaarsveld & Jacco Wallinga & Rommert Dekker, 2018, "Dose†Optimal Vaccine Allocation over Multiple Populations," Production and Operations Management, Production and Operations Management Society, volume 27, issue 1, pages 143-159, January, DOI: 10.1111/poms.12788.
  2. Duijzer, Lotty Evertje & van Jaarsveld, Willem & Dekker, Rommert, 2018, "Literature review: The vaccine supply chain," European Journal of Operational Research, Elsevier, volume 268, issue 1, pages 174-192, DOI: 10.1016/j.ejor.2018.01.015.
  3. Hekimoğlu, Mustafa & van der Laan, Ervin & Dekker, Rommert, 2018, "Markov-modulated analysis of a spare parts system with random lead times and disruption risks," European Journal of Operational Research, Elsevier, volume 269, issue 3, pages 909-922, DOI: 10.1016/j.ejor.2018.02.040.
  4. Duijzer, Lotty Evertje & van Jaarsveld, Willem & Dekker, Rommert, 2018, "The benefits of combining early aspecific vaccination with later specific vaccination," European Journal of Operational Research, Elsevier, volume 271, issue 2, pages 606-619, DOI: 10.1016/j.ejor.2018.05.054.
  5. Mallidis, Ioannis & Iakovou, Eleftherios & Dekker, Rommert & Vlachos, Dimitrios, 2018, "The impact of slow steaming on the carriers’ and shippers’ costs: The case of a global logistics network," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 111, issue C, pages 18-39, DOI: 10.1016/j.tre.2017.12.008.
  6. Engin Topan & Tarkan Tan & Geert-Jan van Houtum & Rommert Dekker, 2018, "Using imperfect advance demand information in lost-sales inventory systems with the option of returning inventory," IISE Transactions, Taylor & Francis Journals, volume 50, issue 3, pages 246-264, March, DOI: 10.1080/24725854.2017.1403060.
  7. Koen Bel & Dennis Fok & Richard Paap, 2018, "Parameter estimation in multivariate logit models with many binary choices," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 5, pages 534-550, May, DOI: 10.1080/07474938.2015.1093780.
  8. Philip Hans Franses, 2018, "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 308-320, December.
  9. Franses, Philip Hans & Janssens, Eva, 2018, "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 261-292, DOI: 10.1016/j.intfin.2018.09.005.
  10. Bert De Bruijn & Philip Hans Franses, 2018, "How Informative Are Earnings Forecasts? †," JRFM, MDPI, volume 11, issue 3, pages 1-20, July.
  11. Philip Hans Franses & Eva Janssens, 2018, "This Time It Is Different! Or Not? Discounting Past Data When Predicting The Future," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-34, June, DOI: 10.1142/S2010495218500057.
  12. Bart Keijsers & Bart Diris & Erik Kole, 2018, "Cyclicality in losses on bank loans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 4, pages 533-552, June, DOI: 10.1002/jae.2612.
  13. Andrew Harvey & Rutger‐Jan Lange, 2018, "Modeling the Interactions between Volatility and Returns using EGARCH‐M," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 909-919, November, DOI: 10.1111/jtsa.12419.
  14. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018, "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 288-311, DOI: 10.1016/j.ijforecast.2017.12.004.
  15. Anne Opschoor & Pawel Janus & André Lucas & Dick Van Dijk, 2018, "New HEAVY Models for Fat-Tailed Realized Covariances and Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 643-657, October, DOI: 10.1080/07350015.2016.1245622.
  16. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018, "Two-echelon supply chain coordination under information asymmetry with multiple types," Omega, Elsevier, volume 76, issue C, pages 137-159, DOI: 10.1016/j.omega.2017.04.005.
  17. Zhihua Li & Julia Müller & Peter P. Wakker & Tong V. Wang, 2018, "The Rich Domain of Ambiguity Explored," Management Science, INFORMS, volume 64, issue 7, pages 3227-3240, July, DOI: 10.1287/mnsc.2017.2777.
  18. Stefan Trautmann & Peter P. Wakker, 2018, "Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications," Journal of Risk and Uncertainty, Springer, volume 56, issue 1, pages 83-116, February, DOI: 10.1007/s11166-018-9273-7.
  19. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018, "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, volume 86, issue 5, pages 1839-1858, September, DOI: 10.3982/ECTA14370.
  20. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018, "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, volume 167, issue C, pages 124-126, DOI: 10.1016/j.econlet.2018.03.028.
  21. Xiao, Xiao & Zhou, Chen, 2018, "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 207-228, DOI: 10.1016/j.jempfin.2018.04.002.

2017

  1. Andreas Alfons & Christophe Croux & Peter Filzmoser, 2017, "Robust Maximum Association Estimators," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 436-445, January, DOI: 10.1080/01621459.2016.1148609.
  2. Zhu, Sha & Dekker, Rommert & van Jaarsveld, Willem & Renjie, Rex Wang & Koning, Alex J., 2017, "An improved method for forecasting spare parts demand using extreme value theory," European Journal of Operational Research, Elsevier, volume 261, issue 1, pages 169-181, DOI: 10.1016/j.ejor.2017.01.053.
  3. Ye, Qing Chuan & Zhang, Yingqian & Dekker, Rommert, 2017, "Fair task allocation in transportation," Omega, Elsevier, volume 68, issue C, pages 1-16, DOI: 10.1016/j.omega.2016.05.005.
  4. Kadziński, Miłosz & Tervonen, Tommi & Tomczyk, Michał K. & Dekker, Rommert, 2017, "Evaluation of multi-objective optimization approaches for solving green supply chain design problems," Omega, Elsevier, volume 68, issue C, pages 168-184, DOI: 10.1016/j.omega.2016.07.003.
  5. Rommert Dekker & René Koster & Kap Hwan Kim, 2017, "Maritime and container logistics," Flexible Services and Manufacturing Journal, Springer, volume 29, issue 1, pages 1-3, March, DOI: 10.1007/s10696-017-9281-y.
  6. Bart Riessen & Rudy R. Negenborn & Rommert Dekker, 2017, "The Cargo Fare Class Mix problem for an intermodal corridor: revenue management in synchromodal container transportation," Flexible Services and Manufacturing Journal, Springer, volume 29, issue 3, pages 634-658, December, DOI: 10.1007/s10696-017-9285-7.
  7. Christos Keramydas & Ioannis Mallidis & Rommert Dekker & Dimitrios Vlachos & Eleftherios Iakovou, 2017, "Cost and environmental trade-offs in supply chain network design and planning: the merit of a simulation-based approach," Journal of Simulation, Taylor & Francis Journals, volume 11, issue 1, pages 20-29, February, DOI: 10.1057/s41273-016-0031-z.
  8. Aiste Ruseckaite & Peter Goos & Dennis Fok, 2017, "Bayesian D-optimal choice designs for mixtures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 66, issue 2, pages 363-386, February.
  9. Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017, "A novel approach to measuring consumer confidence," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 121-129, DOI: 10.1016/j.ecosta.2016.11.009.
  10. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2017, "Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 90-101, DOI: 10.1016/j.ijforecast.2016.06.005.
  11. Donkers, Bas & van Diepen, Merel & Franses, Philip Hans, 2017, "Do charities get more when they ask more often? Evidence from a unique field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 66, issue C, pages 58-65, DOI: 10.1016/j.socec.2016.05.006.
  12. Philip Hans Franses & Eva Janssens, 2017, "Recovering Historical Inflation Data from Postage Stamps Prices," JRFM, MDPI, volume 10, issue 4, pages 1-11, November.
  13. Philip Hans Franses & Madesta Lede, 2017, "Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname," Sustainability, MDPI, volume 9, issue 10, pages 1-18, September.
  14. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
  15. Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017, "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, volume 49, issue 4, pages 386-396, January, DOI: 10.1080/00036846.2016.1197373.
  16. Philip Hans Franses & Bert Bruijn, 2017, "Benchmarking Judgmentally Adjusted Forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 3-11, January.
  17. Bert De Bruijn & Philip Hans Franses, 2017, "Heterogeneous Forecast Adjustment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 4, pages 337-344, July.
  18. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Exploiting Spillovers to Forecast Crashes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 8, pages 936-955, December.
  19. Michel Tenenhaus & Arthur Tenenhaus & Patrick J. F. Groenen, 2017, "Regularized Generalized Canonical Correlation Analysis: A Framework for Sequential Multiblock Component Methods," Psychometrika, Springer;The Psychometric Society, volume 82, issue 3, pages 737-777, September, DOI: 10.1007/s11336-017-9573-x.
  20. Ronald de Vlaming & Aysu Okbay & Cornelius A Rietveld & Magnus Johannesson & Patrik K E Magnusson & André G Uitterlinden & Frank J A van Rooij & Albert Hofman & Patrick J F Groenen & A Roy Thurik & Ph, 2017, "Meta-GWAS Accuracy and Power (MetaGAP) Calculator Shows that Hiding Heritability Is Partially Due to Imperfect Genetic Correlations across Studies," PLOS Genetics, Public Library of Science, volume 13, issue 1, pages 1-23, January, DOI: 10.1371/journal.pgen.1006495.
  21. Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
  22. Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
  23. Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017, "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 28-48, DOI: 10.1016/j.finmar.2016.10.001.
  24. Ostap Okhrin & Anastasija Tetereva, 2017, "The Realized Hierarchical Archimedean Copula in Risk Modelling," Econometrics, MDPI, volume 5, issue 2, pages 1-31, June.
  25. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2017, "A note on “A multi-period profit maximizing model for retail supply chain management”," European Journal of Operational Research, Elsevier, volume 260, issue 2, pages 625-630, DOI: 10.1016/j.ejor.2017.01.014.
  26. Han Bleichrodt & Martin Filko & Amit Kothiyal & Peter P. Wakker, 2017, "Making Case-Based Decision Theory Directly Observable," American Economic Journal: Microeconomics, American Economic Association, volume 9, issue 1, pages 123-151, February.
  27. Zhihua Li & Kirsten I. M. Rohde & Peter P. Wakker, 2017, "Improving one’s choices by putting oneself in others’ shoes – An experimental analysis," Journal of Risk and Uncertainty, Springer, volume 54, issue 1, pages 1-13, February, DOI: 10.1007/s11166-017-9253-3.

2016

  1. Alfons, Andreas & Croux, Christophe & Gelper, Sarah, 2016, "Robust groupwise least angle regression," Computational Statistics & Data Analysis, Elsevier, volume 93, issue C, pages 421-435, DOI: 10.1016/j.csda.2015.02.007.
  2. Bruno J.D. Jacobs & Bas Donkers & Dennis Fok, 2016, "Model-Based Purchase Predictions for Large Assortments," Marketing Science, INFORMS, volume 35, issue 3, pages 389-404, May, DOI: 10.1287/mksc.2016.0985.
  3. Franses, Philip Hans, 2016, "A simple test for a bubble based on growth and acceleration," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 160-169, DOI: 10.1016/j.csda.2014.06.006.
  4. Franses, Philip Hans, 2016, "A note on the Mean Absolute Scaled Error," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 20-22, DOI: 10.1016/j.ijforecast.2015.03.008.
  5. Philip Hans Franses & Wouter Knecht, 2016, "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, volume 50, issue 4, pages 1215-1228, June, DOI: 10.1007/s00181-015-0974-3.
  6. Sanne Blauw & Philip Hans Franses, 2016, "Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas," Journal of Development Studies, Taylor & Francis Journals, volume 52, issue 3, pages 315-330, March, DOI: 10.1080/00220388.2015.1056783.
  7. Denice Bodeutsch & Philip Hans Franses, 2016, "Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 1-14, December, DOI: 10.1142/S2010495216500196.
  8. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016, "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 736-753, DOI: 10.1016/j.ijforecast.2015.11.017.
  9. Groenen, Patrick J. F. & van de Velden, Michel, 2016, "Multidimensional Scaling by Majorization: A Review," Journal of Statistical Software, Foundation for Open Access Statistics, volume 73, issue i08, DOI: http://hdl.handle.net/10.18637/jss..
  10. Michael J. Greenacre & Patrick J. F. Groenen, 2016, "Weighted Euclidean Biplots," Journal of Classification, Springer;The Classification Society, volume 33, issue 3, pages 442-459, October, DOI: 10.1007/s00357-016-9213-7.
  11. Aysu Okbay & Jonathan P. Beauchamp & Mark Alan Fontana & James J. Lee & Tune H. Pers & Cornelius A. Rietveld & Patrick Turley & Guo-Bo Chen & Valur Emilsson & S. Fleur W. Meddens & Sven Oskarsson & Jo, 2016, "Genome-wide association study identifies 74 loci associated with educational attainment," Nature, Nature, volume 533, issue 7604, pages 539-542, May, DOI: 10.1038/nature17671.
  12. Michael Atkinson & Moshe Kress & Rutger-Jan Lange, 2016, "When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence," Operations Research, INFORMS, volume 64, issue 2, pages 315-328, April, DOI: 10.1287/opre.2016.1488.
  13. Bel, Koen & Paap, Richard, 2016, "Modeling the impact of forecast-based regime switches on US inflation," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1306-1316, DOI: 10.1016/j.ijforecast.2016.06.002.
  14. Çakmaklı, Cem & van Dijk, Dick, 2016, "Getting the most out of macroeconomic information for predicting excess stock returns," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 650-668, DOI: 10.1016/j.ijforecast.2015.10.001.
  15. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2016, "Market Set‐up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal, Royal Economic Society, volume 0, issue 592, pages 618-653, May.
  16. Christensen, Bent Jesper & Posch, Olaf & van der Wel, Michel, 2016, "Estimating dynamic equilibrium models using mixed frequency macro and financial data," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 116-137, DOI: 10.1016/j.jeconom.2016.04.005.
  17. Geunes, Joseph & Romeijn, H. Edwin & van den Heuvel, Wilco, 2016, "Improving the efficiency of decentralized supply chains with fixed ordering costs," European Journal of Operational Research, Elsevier, volume 252, issue 3, pages 815-828, DOI: 10.1016/j.ejor.2016.02.004.
  18. Arthur E. Attema & Han Bleichrodt & Yu Gao & Zhenxing Huang & Peter P. Wakker, 2016, "Measuring Discounting without Measuring Utility," American Economic Review, American Economic Association, volume 106, issue 6, pages 1476-1494, June.
  19. Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016, "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, volume 62, issue 5, pages 1363-1380, May, DOI: 10.1287/mnsc.2015.2198.
  20. Aurélien Baillon & Han Bleichrodt & Ning Liu & Peter P. Wakker, 2016, "Group decision rules and group rationality under risk," Journal of Risk and Uncertainty, Springer, volume 52, issue 2, pages 99-116, April, DOI: 10.1007/s11166-016-9237-8.
  21. Han Bleichrodt & Chen Li & Ivan Moscati & Peter P. Wakker, 2016, "Nash was a first to axiomatize expected utility," Theory and Decision, Springer, volume 81, issue 3, pages 309-312, September, DOI: 10.1007/s11238-016-9542-3.
  22. van Oordt, Maarten R. C. & Zhou, Chen, 2016, "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 2, pages 685-705, April.
  23. Laurens Haan & Cécile Mercadier & Chen Zhou, 2016, "Adapting extreme value statistics to financial time series: dealing with bias and serial dependence," Finance and Stochastics, Springer, volume 20, issue 2, pages 321-354, April, DOI: 10.1007/s00780-015-0287-6.
  24. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016, "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 78, issue 1, pages 31-51, January.

2015

  1. Çerağ Pinçe & J. B. G. Frenk & Rommert Dekker, 2015, "The Role of Contract Expirations in Service Parts Management," Production and Operations Management, Production and Operations Management Society, volume 24, issue 10, pages 1580-1597, October.
  2. van Jaarsveld, Willem & Dollevoet, Twan & Dekker, Rommert, 2015, "Improving spare parts inventory control at a repair shop," Omega, Elsevier, volume 57, issue PB, pages 217-229, DOI: 10.1016/j.omega.2015.05.002.
  3. Bart van Riessen & Rudy R Negenborn & Gabriel Lodewijks & Rommert Dekker, 2015, "Impact and relevance of transit disturbances on planning in intermodal container networks using disturbance cost analysis," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), volume 17, issue 4, pages 440-463, December.
  4. Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015, "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 123-139, DOI: 10.1016/j.jbankfin.2015.03.003.
  5. Denice Bodeutsch & Philip Hans Franses, 2015, "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 130-139, January, DOI: 10.1080/1540496X.2015.1011523.
  6. Robert Kunst & Philip Franses, 2015, "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, volume 49, issue 1, pages 363-387, August, DOI: 10.1007/s00181-014-0864-0.
  7. Philip Hans Franses, 2015, "The life cycle of social media," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 10, pages 796-800, July, DOI: 10.1080/13504851.2014.978069.
  8. Tina Dulam & Philip Hans Franses, 2015, "Emigration, wage differentials and brain drain: the case of Suriname," Applied Economics, Taylor & Francis Journals, volume 47, issue 23, pages 2339-2347, May, DOI: 10.1080/00036846.2015.1005826.
  9. Rianne Legerstee & Philip Hans Franses, 2015, "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 4, pages 290-302, July.
  10. Pieter Schoonees & Michel Velden & Patrick Groenen, 2015, "Constrained Dual Scaling for Detecting Response Styles in Categorical Data," Psychometrika, Springer;The Psychometric Society, volume 80, issue 4, pages 968-994, December, DOI: 10.1007/s11336-015-9458-9.
  11. Patrick Groenen & Niël Roux & Sugnet Gardner-Lubbe, 2015, "Spline-based nonlinear biplots," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 9, issue 2, pages 219-238, June, DOI: 10.1007/s11634-014-0179-1.
  12. Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015, "Forecasting day-ahead electricity prices: Utilizing hourly prices," Energy Economics, Elsevier, volume 50, issue C, pages 227-239, DOI: 10.1016/j.eneco.2015.05.014.
  13. Retel Helmrich, Mathijn J. & Jans, Raf & van den Heuvel, Wilco & Wagelmans, Albert P.M., 2015, "The economic lot-sizing problem with an emission capacity constraint," European Journal of Operational Research, Elsevier, volume 241, issue 1, pages 50-62, DOI: 10.1016/j.ejor.2014.06.030.
  14. Önal, Mehmet & Romeijn, H.Edwin & Sapra, Amar & van den Heuvel, Wilco, 2015, "The economic lot-sizing problem with perishable items and consumption order preference," European Journal of Operational Research, Elsevier, volume 244, issue 3, pages 881-891, DOI: 10.1016/j.ejor.2015.02.021.
  15. Naber, S.K. & de Ree, D.A. & Spliet, R. & van den Heuvel, W., 2015, "Allocating CO2 emission to customers on a distribution route," Omega, Elsevier, volume 54, issue C, pages 191-199, DOI: 10.1016/j.omega.2015.01.017.
  16. Han Bleichrodt & Umut Keskin & Kirsten I. M. Rohde & Vitalie Spinu & Peter Wakker, 2015, "Discounted Utility and Present Value—A Close Relation," Operations Research, INFORMS, volume 63, issue 6, pages 1420-1430, December, DOI: 10.1287/opre.2015.1433.
  17. Sales, Célia Maria Dias & Wakker, Peter P. & Alves, Paula Cristina Gomes & Faísca, Luís, 2015, "MF Calculator: A Web-Based Application for Analyzing Similarity," Journal of Statistical Software, Foundation for Open Access Statistics, volume 65, issue c02, DOI: http://hdl.handle.net/10.18637/jss..
  18. Han Bleichrodt & Peter P. Wakker, 2015, "Regret Theory: A Bold Alternative to the Alternatives," Economic Journal, Royal Economic Society, volume 0, issue 583, pages 493-532, March.
  19. Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015, "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 77, issue 2, pages 417-442, March.

2014

  1. M. Pourakbar & E. Laan & R. Dekker, 2014, "End-of-Life Inventory Problem with Phaseout Returns," Production and Operations Management, Production and Operations Management Society, volume 23, issue 9, pages 1561-1576, September.
  2. Mulder, Judith & Dekker, Rommert, 2014, "Methods for strategic liner shipping network design," European Journal of Operational Research, Elsevier, volume 235, issue 2, pages 367-377, DOI: 10.1016/j.ejor.2013.09.041.
  3. de Vries, Harwin & Carrasco-Gallego, Ruth & Farenhorst-Yuan, Taoying & Dekker, Rommert, 2014, "Prioritizing replenishments of the piece picking area," European Journal of Operational Research, Elsevier, volume 236, issue 1, pages 126-134, DOI: 10.1016/j.ejor.2013.12.045.
  4. van Wingerden, E. & Basten, R.J.I. & Dekker, R. & Rustenburg, W.D., 2014, "More grip on inventory control through improved forecasting: A comparative study at three companies," International Journal of Production Economics, Elsevier, volume 157, issue C, pages 220-237, DOI: 10.1016/j.ijpe.2014.08.018.
  5. Mallidis, Ioannis & Vlachos, Dimitrios & Iakovou, Eleftherios & Dekker, Rommert, 2014, "Design and planning for green global supply chains under periodic review replenishment policies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 72, issue C, pages 210-235, DOI: 10.1016/j.tre.2014.10.008.
  6. Dorotic, Matilda & Verhoef, Peter C. & Fok, Dennis & Bijmolt, Tammo H.A., 2014, "Reward redemption effects in a loyalty program when customers choose how much and when to redeem," International Journal of Research in Marketing, Elsevier, volume 31, issue 4, pages 339-355, DOI: 10.1016/j.ijresmar.2014.06.001.
  7. Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
  8. André Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Ido Erev & Helga Fehr-Duda & Dennis Fok & Craig Fox & Ralph Hertwig & Nathalie Picard & Peter Wakker & Joan Walker & Martin We, 2014, "Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty," Marketing Letters, Springer, volume 25, issue 3, pages 269-280, September, DOI: 10.1007/s11002-014-9316-z.
  9. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014, "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 2, pages 195-208, April.
  10. Rene Segers & Philip Hans Franses, 2014, "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 1, pages 1-24, February.
  11. Philip Hans Franses & Elli Hoek Dijke, 2014, "Editorial Statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 4, pages 344-344, November.
  12. Mees, Heleen & Franses, Philip Hans, 2014, "Are individuals in China prone to money illusion?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 51, issue C, pages 38-46, DOI: 10.1016/j.socec.2014.03.003.
  13. Philip Franses, 2014, "Evaluating CPB’s Forecasts," De Economist, Springer, volume 162, issue 3, pages 215-221, September, DOI: 10.1007/s10645-014-9230-z.
  14. Philip Franses & Rianne Legerstee, 2014, "Statistical institutes and economic prosperity," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 1, pages 507-520, January, DOI: 10.1007/s11135-012-9784-2.
  15. Philip Hans Franses, 2014, "Trends in three decades of rankings of Dutch economists," Scientometrics, Springer;Akadémiai Kiadó, volume 98, issue 2, pages 1257-1268, February, DOI: 10.1007/s11192-013-1041-5.
  16. Denice Bodeutsch & Philip Hans Franses, 2014, "Size and value effects in Suriname," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 10, pages 671-677, May, DOI: 10.1080/09603107.2014.896981.
  17. Rianne Legerstee & Philip Hans Franses, 2014, "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 69-79, January.
  18. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014, "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 3, pages 360-388, June.
  19. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
  20. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014, "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 185-201, DOI: 10.1016/j.jempfin.2014.07.002.
  21. Opschoor, Anne & van Dijk, Dick & van der Wel, Michel, 2014, "Predicting volatility and correlations with Financial Conditions Indexes," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 435-447, DOI: 10.1016/j.jempfin.2014.10.003.
  22. Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
  23. Mathijn Retel Helmrich & Raf Jans & Wilco van den Heuvel & Albert Wagelmans, 2014, "Economic lot-sizing with remanufacturing: complexity and efficient formulations," IISE Transactions, Taylor & Francis Journals, volume 46, issue 1, pages 67-86, DOI: 10.1080/0740817X.2013.802842.
  24. H. Edwin Romeijn & Dolores Romero Morales & Wilco Van den Heuvel, 2014, "Computational complexity of finding Pareto efficient outcomes for biobjective lot‐sizing models," Naval Research Logistics (NRL), John Wiley & Sons, volume 61, issue 5, pages 386-402, August, DOI: 10.1002/nav.21590.
  25. Amit Kothiyal & Vitalie Spinu & Peter P. Wakker, 2014, "Average Utility Maximization: A Preference Foundation," Operations Research, INFORMS, volume 62, issue 1, pages 207-218, February, DOI: 10.1287/opre.2013.1230.
  26. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014, "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, volume 48, issue 1, pages 1-17, February, DOI: 10.1007/s11166-014-9185-0.
  27. Chen Li & Zhihua Li & Peter Wakker, 2014, "If nudge cannot be applied: a litmus test of the readers’ stance on paternalism," Theory and Decision, Springer, volume 76, issue 3, pages 297-315, March, DOI: 10.1007/s11238-013-9375-2.
  28. Sun, Pengfei & Zhou, Chen, 2014, "Diagnosing the distribution of GARCH innovations," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 287-303, DOI: 10.1016/j.jempfin.2014.08.005.

2013

  1. Alfons, Andreas & Templ, Matthias, 2013, "Estimation of Social Exclusion Indicators from Complex Surveys: The R Package laeken," Journal of Statistical Software, Foundation for Open Access Statistics, volume 54, issue i15, DOI: http://hdl.handle.net/10.18637/jss..
  2. Andreas Alfons & Matthias Templ & Peter Filzmoser, 2013, "Robust estimation of economic indicators from survey samples based on Pareto tail modelling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 62, issue 2, pages 271-286, March, DOI: j.1467-9876.2012.01063.x.
  3. Yang, Guangyuan & Dekker, Rommert & Gabor, Adriana F. & Axsäter, Sven, 2013, "Service parts inventory control with lateral transshipment and pipeline stockflexibility," International Journal of Production Economics, Elsevier, volume 142, issue 2, pages 278-289, DOI: 10.1016/j.ijpe.2012.11.009.
  4. Dekker, Rommert & Pinçe, Çerağ & Zuidwijk, Rob & Jalil, Muhammad Naiman, 2013, "On the use of installed base information for spare parts logistics: A review of ideas and industry practice," International Journal of Production Economics, Elsevier, volume 143, issue 2, pages 536-545, DOI: 10.1016/j.ijpe.2011.11.025.
  5. Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak, 2013, "An Evolutionary Model of Price Competition Among Spatially Distributed Firms," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 4, pages 373-391, December, DOI: 10.1007/s10614-012-9358-3.
  6. Eelco van Asperen & Rommert Dekker, 2013, "Centrality, flexibility and floating stocks: A quantitative evaluation of port-of-entry choices," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), volume 15, issue 1, pages 72-100, March.
  7. Dennis Fok & Philip Hans Franses, 2013, "Testing earnings management," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 67, issue 3, pages 281-292, August.
  8. Csilla Horváth & Dennis Fok, 2013, "Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions," Marketing Science, INFORMS, volume 32, issue 1, pages 127-152, July, DOI: 10.1287/mksc.1120.0748.
  9. Franses Philip Hans & Paap Richard, 2013, "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 251-263, May, DOI: 10.1515/snde-2012-0047.
  10. Franses, Philip Hans, 2013, "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, volume 120, issue 2, pages 139-141, DOI: 10.1016/j.econlet.2013.04.014.
  11. Franses, Philip Hans & Legerstee, Rianne, 2013, "Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 80-87, DOI: 10.1016/j.ijforecast.2012.05.008.
  12. Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013, "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 622-627, DOI: 10.1016/j.ijforecast.2013.04.002.
  13. Franses, Philip Hans, 2013, "Improving judgmental adjustment of model-based forecasts," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 1-8, DOI: 10.1016/j.matcom.2012.11.007.
  14. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 9-18, DOI: 10.1016/j.matcom.2013.03.007.
  15. Philip Hans Franses & Heleen Mees, 2013, "Approximating the DGP of China's quarterly GDP," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3469-3472, August, DOI: 10.1080/00036846.2012.709604.
  16. Philip Hans Franses & Bert De Groot, 2013, "Do commercial real estate prices have predictive content for GDP?," Applied Economics, Taylor & Francis Journals, volume 45, issue 31, pages 4379-4384, November, DOI: 10.1080/00036846.2013.783681.
  17. Peter Exterkate & Dick Van Dijk & Christiaan Heij & Patrick J. F. Groenen, 2013, "Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 3, pages 193-214, April.
  18. Matthijs J H M van der Loos & Cornelius A Rietveld & Niina Eklund & Philipp D Koellinger & Fernando Rivadeneira & Gonçalo R Abecasis & Georgina A Ankra-Badu & Sebastian E Baumeister & Daniel J Benjami, 2013, "The Molecular Genetic Architecture of Self-Employment," PLOS ONE, Public Library of Science, volume 8, issue 4, pages 1-15, April, DOI: 10.1371/journal.pone.0060542.
  19. Maria Grith & Wolfgang Härdle & Juhyun Park, 2013, "Shape Invariant Modeling of Pricing Kernels and Risk Aversion," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 2, pages 370-399, March.
  20. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
  21. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013, "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 19-40, DOI: 10.1016/j.jmacro.2013.05.001.
  22. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013, "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 29-44, January, DOI: 10.1080/07350015.2012.727718.
  23. Marc B.J. Schauten & Dick van Dijk & Jan†Paul van der Waal, 2013, "Corporate Governance and the Value of Excess Cash Holdings of Large European Firms," European Financial Management, European Financial Management Association, volume 19, issue 5, pages 991-1016, November, DOI: 10.1111/j.1468-036X.2011.00615.x.
  24. Bannouh, Karim & Martens, Martin & van Dijk, Dick, 2013, "Forecasting volatility with the realized range in the presence of noise and non-trading," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 535-551, DOI: 10.1016/j.najef.2013.02.020.
  25. Jana P. Fidrmuc & Alessandro Palandri & Peter Roosenboom & Dick van Dijk, 2013, "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Review of Finance, European Finance Association, volume 17, issue 3, pages 1099-1139.
  26. Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013, "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, volume 95, issue 2, pages 646-659, May.
  27. 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, volume 29, issue 4, pages 676-694, DOI: 10.1016/j.ijforecast.2012.12.004.
  28. Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013, "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5073-5087, DOI: 10.1016/j.jbankfin.2013.09.010.
  29. Hark-Chin Hwang & Wilco van den Heuvel & Albert Wagelmans, 2013, "The economic lot-sizing problem with lost sales and bounded inventory," IISE Transactions, Taylor & Francis Journals, volume 45, issue 8, pages 912-924, DOI: 10.1080/0740817X.2012.724187.
  30. Bleichrodt, Han & van Loon, Rogier J. D. Potter & Rohde, Kirsten I. M. & Wakker, Peter P., 2013, "A Criticism of Doyle’s survey of time preference: A correction regarding the CRDI and CADI families," Judgment and Decision Making, Cambridge University Press, volume 8, issue 5, pages 630-631, September.
  31. Spinu, Vitalie & Wakker, Peter P., 2013, "Expected utility without continuity: A comment on Delbaen et al. (2011)," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 28-30, DOI: 10.1016/j.jmateco.2012.09.005.
  32. de Haan, Laurens & de Vries, Casper G. & Zhou, Chen, 2013, "The number of active bidders in internet auctions," Journal of Economic Theory, Elsevier, volume 148, issue 4, pages 1726-1736, DOI: 10.1016/j.jet.2013.04.017.
  33. Chen Zhou & Nikola Tarashev, 2013, "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
  34. Zhou, Chen, 2013, "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 320-329, DOI: 10.1016/j.jfs.2013.06.002.

2012

  1. Matthias Templ & Andreas Alfons & Peter Filzmoser, 2012, "Exploring incomplete data using visualization techniques," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 6, issue 1, pages 29-47, April, DOI: 10.1007/s11634-011-0102-y.
  2. Dekker, Rommert & Bloemhof, Jacqueline & Mallidis, Ioannis, 2012, "Operations Research for green logistics – An overview of aspects, issues, contributions and challenges," European Journal of Operational Research, Elsevier, volume 219, issue 3, pages 671-679, DOI: 10.1016/j.ejor.2011.11.010.
  3. Pourakbar, Morteza & Dekker, Rommert, 2012, "Customer differentiated end-of-life inventory problem," European Journal of Operational Research, Elsevier, volume 222, issue 1, pages 44-53, DOI: 10.1016/j.ejor.2012.03.034.
  4. Mallidis, Ioannis & Dekker, Rommert & Vlachos, Dimitrios, 2012, "The impact of greening on supply chain design and cost: a case for a developing region," Journal of Transport Geography, Elsevier, volume 22, issue C, pages 118-128, DOI: 10.1016/j.jtrangeo.2011.12.007.
  5. Fok, Dennis & Paap, Richard & Franses, Philip Hans, 2012, "Modeling dynamic effects of promotion on interpurchase times," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3055-3069, DOI: 10.1016/j.csda.2012.03.022.
  6. Yuri Peers & Dennis Fok & Philip Hans Franses, 2012, "Modeling Seasonality in New Product Diffusion," Marketing Science, INFORMS, volume 31, issue 2, pages 351-364, March, DOI: 10.1287/mksc.1110.0696.
  7. Dennis Fok & Richard Paap & Bram Van Dijk, 2012, "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 831-846, August.
  8. Kiygi Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2012, "The effectiveness of high-frequency direct-response commercials," International Journal of Research in Marketing, Elsevier, volume 29, issue 1, pages 98-109, DOI: 10.1016/j.ijresmar.2011.09.001.
  9. de Groot, Bert & Franses, Philip Hans, 2012, "Common socio-economic cycle periods," Technological Forecasting and Social Change, Elsevier, volume 79, issue 1, pages 59-68, DOI: 10.1016/j.techfore.2011.06.006.
  10. Marjolein van Baardwijk & Philip Hans Franses, 2012, "Hemlines and the Economy: Which Goes Down First?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 26, pages 27-28, Summer.
  11. Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
  12. Philip Hans Franses & Stephanie Vermeer, 2012, "Inequality amongst the wealthiest and its link with economic growth," Applied Economics, Taylor & Francis Journals, volume 44, issue 22, pages 2851-2858, August, DOI: 10.1080/00036846.2011.566211.
  13. Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim, 2012, "One size does not fit all: Selling firms to private equity versus strategic acquirers," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 828-848, DOI: 10.1016/j.jcorpfin.2012.06.006.
  14. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012, "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 1, pages 119-134, January, DOI: 10.1080/00036846.2010.500274.
  15. Salimans, Tim, 2012, "Variable selection and functional form uncertainty in cross-country growth regressions," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 267-280, DOI: 10.1016/j.jeconom.2012.06.007.
  16. Gerben de Zwart & Brian Frieser & Dick van Dijk, 2012, "Private Equity Recommitment Strategies for Institutional Investors," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 3, pages 81-99, May, DOI: 10.2469/faj.v68.n3.1.
  17. Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der, 2012, "Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 4, pages 821-849, August.
  18. Önal, Mehmet & van den Heuvel, Wilco & Liu, Tieming, 2012, "A note on “The economic lot sizing problem with inventory bounds”," European Journal of Operational Research, Elsevier, volume 223, issue 1, pages 290-294, DOI: 10.1016/j.ejor.2012.05.019.
  19. Hark‐Chin Hwang & Wilco van den Heuvel, 2012, "Improved algorithms for a lot‐sizing problem with inventory bounds and backlogging," Naval Research Logistics (NRL), John Wiley & Sons, volume 59, issue 3‐4, pages 244-253, April, DOI: 10.1002/nav.21485.
  20. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012, "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, volume 75, issue 2, pages 481-489, DOI: 10.1016/j.geb.2012.01.006.
  21. Guido Baltussen & G. Post & Martijn Assem & Peter Wakker, 2012, "Random incentive systems in a dynamic choice experiment," Experimental Economics, Springer;Economic Science Association, volume 15, issue 3, pages 418-443, September, DOI: 10.1007/s10683-011-9306-4.
  22. Aurélien Baillon & Laure Cabantous & Peter Wakker, 2012, "Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories," Journal of Risk and Uncertainty, Springer, volume 44, issue 2, pages 115-147, April, DOI: 10.1007/s11166-012-9140-x.
  23. Arthur E. Attema & Han Bleichrodt & Peter P. Wakker, 2012, "A Direct Method for Measuring Discounting and QALYs More Easily and Reliably," Medical Decision Making, , volume 32, issue 4, pages 583-593, July, DOI: 10.1177/0272989X12451654.
  24. Ferreira, Ana & de Haan, Laurens & Zhou, Chen, 2012, "Exceedance probability of the integral of a stochastic process," Journal of Multivariate Analysis, Elsevier, volume 105, issue 1, pages 241-257, DOI: 10.1016/j.jmva.2011.08.020.
  25. Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012, "The power of weather," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3793-3807, DOI: 10.1016/j.csda.2010.06.021.
  26. van Oordt, Maarten R.C. & Zhou, Chen, 2012, "The simple econometrics of tail dependence," Economics Letters, Elsevier, volume 116, issue 3, pages 371-373, DOI: 10.1016/j.econlet.2012.04.016.

2011

  1. Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011, "Robust variable selection with application to quality of life research," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 20, issue 1, pages 65-82, March, DOI: 10.1007/s10260-010-0151-y.
  2. Andreas Alfons & Stefan Kraft & Matthias Templ & Peter Filzmoser, 2011, "Simulation of close-to-reality population data for household surveys with application to EU-SILC," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 20, issue 3, pages 383-407, August, DOI: 10.1007/s10260-011-0163-2.
  3. Pinçe, Çerag & Dekker, Rommert, 2011, "An inventory model for slow moving items subject to obsolescence," European Journal of Operational Research, Elsevier, volume 213, issue 1, pages 83-95, August.
  4. van Jaarsveld, Willem & Dekker, Rommert, 2011, "Estimating obsolescence risk from demand data to enhance inventory control--A case study," International Journal of Production Economics, Elsevier, volume 133, issue 1, pages 423-431, September.
  5. van Jaarsveld, Willem & Dekker, Rommert, 2011, "Spare parts stock control for redundant systems using reliability centered maintenance data," Reliability Engineering and System Safety, Elsevier, volume 96, issue 11, pages 1576-1586, DOI: 10.1016/j.ress.2011.06.015.
  6. Ludo Waltman & Nees Eck & Rommert Dekker & Uzay Kaymak, 2011, "Economic modeling using evolutionary algorithms: the effect of a binary encoding of strategies," Journal of Evolutionary Economics, Springer, volume 21, issue 5, pages 737-756, December, DOI: 10.1007/s00191-010-0177-1.
  7. Matilda Dorotic & Dennis Fok & Peter Verhoef & Tammo Bijmolt, 2011, "Do vendors benefit from promotions in a multi-vendor loyalty program?," Marketing Letters, Springer, volume 22, issue 4, pages 341-356, November, DOI: 10.1007/s11002-010-9128-8.
  8. Robert M. Kunst & Philip Hans Franses, 2011, "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 469-488, August.
  9. Philip Hans Franses & Richard Paap, 2011, "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 101-115, February, DOI: j.1467-9574.2010.00477.x.
  10. Christiaan Heij & Philip Hans Franses, 2011, "Correcting for survey effects in pre‐election polls," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 3, pages 352-370, August, DOI: j.1467-9574.2011.00489.x.
  11. Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby, 2011, "One model and various experts: Evaluating Dutch macroeconomic forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 482-495, April.
  12. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
  13. Philip Hans Franses, 2011, "Averaging Model Forecasts and Expert Forecasts: Why Does It Work?," Interfaces, INFORMS, volume 41, issue 2, pages 177-181, April, DOI: 10.1287/inte.1100.0554.
  14. P H Franses & R Legerstee, 2011, "Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 3, pages 537-543, March, DOI: 10.1057/jors.2010.87.
  15. Philip Hans Franses & Heleen Mees, 2011, "Does news on real Chinese GDP growth impact stock markets?," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 61-66, DOI: 10.1080/09603107.2011.523190.
  16. Philip Hans Franses, 2011, "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, volume 43, issue 14, pages 1721-1727, DOI: 10.1080/00036840902762753.
  17. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011, "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2097-2110, DOI: 10.1080/00036840903085089.
  18. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2011, "Real-time macroeconomic forecasting with leading indicators: An empirical comparison," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 466-481, April.
  19. Matthijs Loos & Philipp Koellinger & Patrick Groenen & Cornelius Rietveld & Fernando Rivadeneira & Frank Rooij & André Uitterlinden & Albert Hofman & A. Thurik, 2011, "Candidate gene studies and the quest for the entrepreneurial gene," Small Business Economics, Springer, volume 37, issue 3, pages 269-275, October, DOI: 10.1007/s11187-011-9339-2.
  20. Jonathan P. Beauchamp & David Cesarini & Magnus Johannesson & Matthijs J. H. M. van der Loos & Philipp D. Koellinger & Patrick J. F. Groenen & James H. Fowler & J. Niels Rosenquist & A. Roy Thurik & N, 2011, "Molecular Genetics and Economics," Journal of Economic Perspectives, American Economic Association, volume 25, issue 4, pages 57-82, Fall.
  21. Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011, "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2011, issue 1, pages 73-92, DOI: 10.1787/jbcma-2011-5kgdwlpzs79v.
  22. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
  23. Dick van Dijk & Haris Munandar & Christian Hafner, 2011, "The euro introduction and noneuro currencies," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 95-116, DOI: 10.1080/09603107.2011.523197.
  24. 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, volume 35, issue 8, pages 1358-1368, August.
  25. van den Heuvel, Wilco & Gutiérrez, José Miguel & Hwang, Hark-Chin, 2011, "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," European Journal of Operational Research, Elsevier, volume 213, issue 2, pages 455-457, September.
  26. Mohammed Abdellaoui & Aurelien Baillon & Laetitia Placido & Peter P. Wakker, 2011, "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," American Economic Review, American Economic Association, volume 101, issue 2, pages 695-723, April.
  27. Gijs van de Kuilen & Peter P. Wakker, 2011, "The Midweight Method to Measure Attitudes Toward Risk and Ambiguity," Management Science, INFORMS, volume 57, issue 3, pages 582-598, March, DOI: 10.1287/mnsc.1100.1282.
  28. Stefan T. Trautmann & Ferdinand M. Vieider & Peter P. Wakker, 2011, "Preference Reversals for Ambiguity Aversion," Management Science, INFORMS, volume 57, issue 7, pages 1320-1333, July, DOI: 10.1287/mnsc.1110.1343.
  29. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2011, "Prospect theory for continuous distributions: A preference foundation," Journal of Risk and Uncertainty, Springer, volume 42, issue 3, pages 195-210, June, DOI: 10.1007/s11166-011-9118-0.
  30. Peter Wakker, 2011, "Jaffray’s ideas on ambiguity," Theory and Decision, Springer, volume 71, issue 1, pages 11-22, July, DOI: 10.1007/s11238-010-9209-4.
  31. Gabriela Galati & Steven Poelhekke & Chen Zhou, 2011, "Did the Crisis Affect Inflation Expectations?," International Journal of Central Banking, International Journal of Central Banking, volume 7, issue 1, pages 167-207, March.

2010

  1. Alfons, Andreas & Templ, Matthias & Filzmoser, Peter, 2010, "An Object-Oriented Framework for Statistical Simulation: The R Package simFrame," Journal of Statistical Software, Foundation for Open Access Statistics, volume 37, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
  2. Nees Jan van Eck & Ludo Waltman & Rommert Dekker & Jan van den Berg, 2010, "A comparison of two techniques for bibliometric mapping: Multidimensional scaling and VOS," Journal of the American Society for Information Science and Technology, Association for Information Science & Technology, volume 61, issue 12, pages 2405-2416, December, DOI: 10.1002/asi.21421.
  3. Nenes, George & Panagiotidou, Sofia & Dekker, Rommert, 2010, "Inventory control policies for inspection and remanufacturing of returns: A case study," International Journal of Production Economics, Elsevier, volume 125, issue 2, pages 300-312, June.
  4. Philip Hans Franses & Rianne Legerstee, 2010, "A Unifying View On Multi‐Step Forecasting Using An Autoregression," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 3, pages 389-401, July, DOI: 10.1111/j.1467-6419.2009.00581.x.
  5. Philip Hans Franses & J.S. Cramer, 2010, "On the number of categories in an ordered regression model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 64, issue 1, pages 125-128, February, DOI: 10.1111/j.1467-9574.2009.00432.x.
  6. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2010, "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 64, issue 4, pages 508-508, November, DOI: 10.1111/j.1467-9574.2010.00473.x.
  7. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Twenty years of cointegration," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 1-2, September.
  8. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 156-159, September.
  9. Philip Hans Franses & Rianne Legerstee, 2010, "Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 3, pages 331-340, DOI: 10.1002/for.1129.
  10. Philip Hans Franses & Jeanine Kippers, 2010, "How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 6, pages 459-464, DOI: 10.1080/09603100903459808.
  11. Georgi Nalbantov & Philip Hans Franses & Patrick Groenen & Jan Bioch, 2010, "Estimating the Market Share Attraction Model using Support Vector Regressions," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 688-716, DOI: 10.1080/07474938.2010.481989.
  12. Philipp Koellinger & Matthijs Loos & Patrick Groenen & A. Thurik & Fernando Rivadeneira & Frank Rooij & André Uitterlinden & Albert Hofman, 2010, "Genome-wide association studies in economics and entrepreneurship research: promises and limitations," Small Business Economics, Springer, volume 35, issue 1, pages 1-18, July, DOI: 10.1007/s11187-010-9286-3.
  13. Csilla Horváth & Andreas Günther & Richard Paap, 2010, "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, volume 10, issue 3, pages 255-268, December, DOI: 10.1080/14459795.2010.528784.
  14. Raoul Pietersz & Antoon Pelsser, 2010, "A comparison of single factor Markov-functional and multi factor market models," Review of Derivatives Research, Springer, volume 13, issue 3, pages 245-272, October, DOI: 10.1007/s11147-009-9050-5.
  15. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
  16. Roger Lord & Remmert Koekkoek & Dick Van Dijk, 2010, "A comparison of biased simulation schemes for stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 2, pages 177-194, DOI: 10.1080/14697680802392496.
  17. 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, volume 28, issue 3, pages 329-343.
  18. Wilco Van den Heuvel & Albert P. M. Wagelmans, 2010, "Worst-Case Analysis for a General Class of Online Lot-Sizing Heuristics," Operations Research, INFORMS, volume 58, issue 1, pages 59-67, February, DOI: 10.1287/opre.1080.0662.
  19. Trautmann, Stefan T. & Wakker, Peter P., 2010, "Process fairness and dynamic consistency," Economics Letters, Elsevier, volume 109, issue 3, pages 187-189, December.
  20. Arthur E. Attema & Han Bleichrodt & Kirsten I. M. Rohde & Peter P. Wakker, 2010, "Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency," Management Science, INFORMS, volume 56, issue 11, pages 2015-2030, November, DOI: 10.1287/mnsc.1100.1219.
  21. Zhou, Chen, 2010, "The extent of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, volume 101, issue 4, pages 971-983, April.
  22. Zhou, Chen, 2010, "Dependence structure of risk factors and diversification effects," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 3, pages 531-540, June.
  23. Chen Zhou, 2010, "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 34, pages 205-250, December.

2009

  1. Flavius Frasincar & Jethro Borsje & Leonard Levering, 2009, "A Semantic Web-Based Approach for Building Personalized News Services," International Journal of E-Business Research (IJEBR), IGI Global Scientific Publishing, volume 5, issue 3, pages 35-53, July.
  2. Pourakbar, Morteza & Sleptchenko, Andrei & Dekker, Rommert, 2009, "The floating stock policy in fast moving consumer goods supply chains," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 45, issue 1, pages 39-49, January.
  3. Dennis Fok & Richard Paap, 2009, "Modeling category‐level purchase timing with brand‐level marketing variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 469-489, April.
  4. Philip Hans Franses, 2009, "Why is GDP typically revised upwards?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 2, pages 125-130, May, DOI: 10.1111/j.1467-9574.2008.00410.x.
  5. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009, "Expert opinion versus expertise in forecasting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 3, pages 334-346, August, DOI: 10.1111/j.1467-9574.2009.00426.x.
  6. Bijwaard, Govert E. & Franses, Philip Hans, 2009, "The effect of rounding on payment efficiency," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 4, pages 1449-1461, February.
  7. van Diepen, Merel & Donkers, Bas & Franses, Philip Hans, 2009, "Does irritation induced by charitable direct mailings reduce donations?," International Journal of Research in Marketing, Elsevier, volume 26, issue 3, pages 180-188, DOI: 10.1016/j.ijresmar.2009.03.007.
  8. Prins, Remco & Verhoef, Peter C. & Franses, Philip Hans, 2009, "The impact of adoption timing on new service usage and early disadoption," International Journal of Research in Marketing, Elsevier, volume 26, issue 4, pages 304-313, DOI: 10.1016/j.ijresmar.2009.07.002.
  9. Franses, Philip Hans & Legerstee, Rianne, 2009, "Properties of expert adjustments on model-based SKU-level forecasts," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 35-47.
  10. Knapp, Sabine & Franses, Philip Hans, 2009, "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Marine Policy, Elsevier, volume 33, issue 5, pages 826-846, September.
  11. Philip Hans Franses, 2009, "Can Managers Judgmental Forecasts Be Made Scientifically?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 15, pages 32-36, Fall.
  12. Youssef Boulaksil & Philip Hans Franses, 2009, "Experts' Stated Behavior," Interfaces, INFORMS, volume 39, issue 2, pages 168-171, April, DOI: 10.1287/inte.1080.0421.
    • Boulaksil, Y. & Franses, Ph.H.B.F., 2008, "Experts' Stated Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2008-001-MKT, Jan.
  13. Pradeep Chintagunta & Philip Hans Franses & Richard Paap, 2009, "Introduction to the special issue on new econometric models in marketing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 375-376, April.
  14. Zsolt Sándor & Philip Hans Franses, 2009, "Consumer price evaluations through choice experiments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 517-535, April.
  15. Eric Damme & Martin Fase & Philip Franses & Job Swank & Jules Theeuwes, 2009, "Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008," De Economist, Springer, volume 157, issue 2, pages 267-269, June, DOI: 10.1007/s10645-009-9116-7.
  16. Christian Hafner & Philip Hans Franses, 2009, "A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 612-631, DOI: 10.1080/07474930903038834.
  17. Philip Hans Franses & Bert de Groot & Rianne Legerstee, 2009, "Testing for harmonic regressors," Journal of Applied Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 339-346, DOI: 10.1080/02664760802454837.
  18. Sabine Knapp & Philip Hans Franses, 2009, "Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements," Transport Reviews, Taylor & Francis Journals, volume 30, issue 2, pages 241-270, April, DOI: 10.1080/01441640902985934.
  19. Blasius, J. & Greenacre, M. & Groenen, P.J.F. & van de Velden, M., 2009, "Special issue on correspondence analysis and related methods," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 8, pages 3103-3106, June.
  20. van de Velden, Michel & Groenen, Patrick J.F. & Poblome, Jeroen, 2009, "Seriation by constrained correspondence analysis: A simulation study," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 8, pages 3129-3138, June.
  21. Joost Rosmalen & Patrick Groenen & Javier Trejos & William Castillo, 2009, "Optimization Strategies for Two-Mode Partitioning," Journal of Classification, Springer;The Classification Society, volume 26, issue 2, pages 155-181, August, DOI: 10.1007/s00357-009-9031-2.
  22. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009, "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, volume 33, issue 11, pages 1996-2012, November.
  23. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
  24. Paul De Boer & Richard Paap, 2009, "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 3, pages 368-384, August, DOI: 10.1111/j.1467-9574.2009.00429.x.
  25. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009, "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 215-217.
  26. Martens, Martin & van Dijk, Dick & de Pooter, Michiel, 2009, "Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 282-303.
  27. de Zwart, Gerben & Markwat, Thijs & Swinkels, Laurens & van Dijk, Dick, 2009, "The economic value of fundamental and technical information in emerging currency markets," Journal of International Money and Finance, Elsevier, volume 28, issue 4, pages 581-604, June.
  28. Watkins, Karen & van Dijk, Dick & Spronk, Jaap, 2009, "Crisis macroeconómica y desempeño de la empresa individual. La experiencia mexicana," El Trimestre Económico, Fondo de Cultura Económica, volume 76, issue 304, pages 991-1026, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v76i.
  29. Karen Watkins & Jaap Spronk & Dick Van Dijk, 2009, "Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective," International Journal of Corporate Governance, Inderscience Enterprises Ltd, volume 1, issue 4, pages 382-399.
  30. Alberto Musso & Livio Stracca & Dick van Dijk, 2009, "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 2, pages 181-212, June.
  31. Karim Bannouh & Dick van Dijk & Martin Martens, 2009, "Range-Based Covariance Estimation Using High-Frequency Data: The Realized Co-Range -super-," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 341-372, Fall.
  32. Bleichrodt, Han & Rohde, Kirsten I.M. & Wakker, Peter P., 2009, "Non-hyperbolic time inconsistency," Games and Economic Behavior, Elsevier, volume 66, issue 1, pages 27-38, May.
  33. Theo Offerman & Joep Sonnemans & Gijs Van De Kuilen & Peter P. Wakker, 2009, "A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes ," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 4, pages 1461-1489.
  34. Zhou, Chen, 2009, "Existence and consistency of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, volume 100, issue 4, pages 794-815, April.

2008

  1. Porras, Eric & Dekker, Rommert, 2008, "An inventory control system for spare parts at a refinery: An empirical comparison of different re-order point methods," European Journal of Operational Research, Elsevier, volume 184, issue 1, pages 101-132, January.
  2. Porras, Eric & Dekker, Rommert, 2008, "A solution method for the joint replenishment problem with correction factor," International Journal of Production Economics, Elsevier, volume 113, issue 2, pages 834-851, June.
  3. Teunter, Ruud & Dekker, Rommert, 2008, "An easy derivation of the order level optimality condition for inventory systems with backordering," International Journal of Production Economics, Elsevier, volume 114, issue 1, pages 201-204, July.
  4. Kroon, Leo & Maróti, Gábor & Helmrich, Mathijn Retel & Vromans, Michiel & Dekker, Rommert, 2008, "Stochastic improvement of cyclic railway timetables," Transportation Research Part B: Methodological, Elsevier, volume 42, issue 6, pages 553-570, July.
  5. Erjen van Nierop & Dennis Fok & Philip Hans Franses, 2008, "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements," Marketing Science, INFORMS, volume 27, issue 6, pages 1065-1082, 11-12, DOI: 10.1287/mksc.1080.0365.
  6. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2008, "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 62, issue 4, pages 509-509, November, DOI: 10.1111/j.1467-9574.2008.00405.x.
  7. ten Cate, Arie & Franses, Philip Hans, 2008, "Error-correction modelling in discrete and continuous time," Economics Letters, Elsevier, volume 101, issue 2, pages 140-141, November.
  8. Franses, Philip Hans, 2008, "Merging models and experts," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 31-33.
  9. Knapp, Sabine & Franses, Philip Hans, 2008, "Econometric analysis to differentiate effects of various ship safety inspections," Marine Policy, Elsevier, volume 32, issue 4, pages 653-662, July.
  10. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008, "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 291-306, Summer.
  11. Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F., 2008, "Macroeconomic forecasting with matched principal components," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 87-100.
  12. van Dijk, Bram & Paap, Richard, 2008, "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 1-9, September.
  13. Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie, 2008, "The trade and FDI effects of EMU enlargement," Journal of International Money and Finance, Elsevier, volume 27, issue 2, pages 188-208, March.
  14. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008, "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 199-229, DOI: 10.1080/07474930701873333.
  15. Stefan Trautmann & Ferdinand Vieider & Peter Wakker, 2008, "Causes of ambiguity aversion: Known versus unknown preferences," Journal of Risk and Uncertainty, Springer, volume 36, issue 3, pages 225-243, June, DOI: 10.1007/s11166-008-9038-9.
  16. Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008, "Risk, uncertainty and discrete choice models," Marketing Letters, Springer, volume 19, issue 3, pages 269-285, December, DOI: 10.1007/s11002-008-9047-0.
    • André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008, "Risk, Uncertainty and Discrete Choice Models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-02.
  17. Peter P. Wakker, 2008, "Lessons Learned by (from?) an Economist Working in Medical Decision Making," Medical Decision Making, , volume 28, issue 5, pages 690-698, September, DOI: 10.1177/0272989X08323916.
  18. Peter P. Wakker, 2008, "Explaining the characteristics of the power (CRRA) utility family," Health Economics, John Wiley & Sons, Ltd., volume 17, issue 12, pages 1329-1344, December, DOI: 10.1002/hec.1331.

2007

  1. Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007, "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, volume 92, issue 12, pages 1635-1650, DOI: 10.1016/j.ress.2006.09.021.
  2. Fok, Dennis & Hans Franses, Philip & Paap, Richard, 2007, "Seasonality and non-linear price effects in scanner-data-based market-response models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 231-251, May.
  3. Fok, Dennis & Franses, Philip Hans, 2007, "Modeling the diffusion of scientific publications," Journal of Econometrics, Elsevier, volume 139, issue 2, pages 376-390, August.
  4. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007, "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 9, pages 4206-4226, May.
  5. Franses, Philip Hans & Kunst, Robert M., 2007, "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, volume 24, issue 6, pages 954-968, November.
  6. Franses, Philip Hans & van Oest, Rutger, 2007, "On the econometrics of the geometric lag model," Economics Letters, Elsevier, volume 95, issue 2, pages 291-296, May.
  7. Franses, Philip Hans & van Dijk, Herman K., 2007, "Progress and challenges in econometrics," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 1-2, May.
  8. Franses, Philip Hans & Kippers, Jeanine, 2007, "An empirical analysis of euro cash payments," European Economic Review, Elsevier, volume 51, issue 8, pages 1985-1997, November.
  9. Knapp, Sabine & Franses, Philip Hans, 2007, "Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?," Marine Policy, Elsevier, volume 31, issue 4, pages 550-563, July.
  10. Philip Hans Franses, 2007, "Constant vs. Changing Seasonality," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 6, pages 24-25, Spring.
  11. Koen Pauwels & Shuba Srinivasan & Philip Hans Franses, 2007, "When Do Price Thresholds Matter in Retail Categories?," Marketing Science, INFORMS, volume 26, issue 1, pages 83-100, 01-02, DOI: 10.1287/mksc.1060.0207.
  12. Eric Damme & Martin Fase & Hugo Keuzenkamp & Philip Hans & Franses, 2007, "Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006," De Economist, Springer, volume 155, issue 1, pages 133-134, March, DOI: 10.1007/s10645-007-9051-4.
  13. Philip Hans Franses, 2007, "Estimating the stock of postwar Dutch postal stamps," Applied Economics, Taylor & Francis Journals, volume 39, issue 8, pages 943-946, DOI: 10.1080/00036840701243641.
  14. Sabine Knapp & Philip Hans Franses, 2007, "A global view on port state control: econometric analysis of the differences across port state control regimes," Maritime Policy & Management, Taylor & Francis Journals, volume 34, issue 5, pages 453-482, October, DOI: 10.1080/03088830701585217.
  15. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007, "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3506-3508, April.
  16. Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick, 2007, "Forecast comparison of principal component regression and principal covariate regression," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3612-3625, April.
  17. Huisman, Dennis, 2007, "A column generation approach for the rail crew re-scheduling problem," European Journal of Operational Research, Elsevier, volume 180, issue 1, pages 163-173, July.
  18. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007, "Selecting copulas for risk management," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2405-2423, August.
  19. Paap, Richard, 2007, "John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1," International Journal of Forecasting, Elsevier, volume 23, issue 3, pages 529-531.
  20. Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007, "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 112-133, March.
  21. Martens, Martin & van Dijk, Dick, 2007, "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 181-207, May.
  22. Heuvel, Wilco van den & Borm, Peter & Hamers, Herbert, 2007, "Economic lot-sizing games," European Journal of Operational Research, Elsevier, volume 176, issue 2, pages 1117-1130, January.
  23. Abdellaoui, Mohammed & Barrios, Carolina & Wakker, Peter P., 2007, "Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 356-378, May.
  24. Peter P. Wakker & Daniëlle R. M. Timmermans & Irma Machielse, 2007, "The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions," Management Science, INFORMS, volume 53, issue 11, pages 1770-1784, November, DOI: 10.1287/mnsc.1070.0735.
  25. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007, "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, volume 34, issue 3, pages 179-199, June, DOI: 10.1007/s11166-007-9011-z.
  26. Peter Wakker & Veronika Köbberling & Christiane Schwieren, 2007, "Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically," Theory and Decision, Springer, volume 63, issue 3, pages 205-231, November, DOI: 10.1007/s11238-007-9040-8.

2006

  1. Vromans, Michiel J.C.M. & Dekker, Rommert & Kroon, Leo G., 2006, "Reliability and heterogeneity of railway services," European Journal of Operational Research, Elsevier, volume 172, issue 2, pages 647-665, July.
  2. Porras, Eric & Dekker, Rommert, 2006, "An efficient optimal solution method for the joint replenishment problem with minimum order quantities," European Journal of Operational Research, Elsevier, volume 174, issue 3, pages 1595-1615, November.
  3. BayIndIr, Z. Pelin & Dekker, Rommert & Porras, Eric, 2006, "Determination of recovery effort for a probabilistic recovery system under various inventory control policies," Omega, Elsevier, volume 34, issue 6, pages 571-584, December.
  4. G Budai & D Huisman & R Dekker, 2006, "Scheduling preventive railway maintenance activities," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 57, issue 9, pages 1035-1044, September, DOI: 10.1057/palgrave.jors.2602085.
  5. Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard, 2006, "Modeling Purchases as Repeated Events," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 487-502, October.
  6. H. Peter Boswijk & Philip Hans Franses, 2006, "Robust Inference on Average Economic Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 3, pages 345-370, June, DOI: 10.1111/j.1468-0084.2006.00165.x.
  7. Philip Hans Franses & Patrick J. F. Groenen & Albert P. M. Wagelmans, 2006, "Editorial introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 2, pages 79-79, May, DOI: 10.1111/j.1467-9574.2006.00316.x.
  8. Philip Hans Franses, 2006, "On modeling panels of time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 4, pages 438-456, November, DOI: 10.1111/j.1467-9574.2006.00339.x.
  9. Hyung, Namwon & Franses, Philip Hans & Penm, Jack, 2006, "Structural breaks and long memory in US inflation rates: Do they matter for forecasting?," Research in International Business and Finance, Elsevier, volume 20, issue 1, pages 95-110, March.
  10. Gerard J. Tellis & Philip Hans Franses, 2006, "Optimal Data Interval for Estimating Advertising Response," Marketing Science, INFORMS, volume 25, issue 3, pages 217-229, 05-06, DOI: 10.1287/mksc.1050.0178.
  11. Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker, 2006, "Deriving target selection rules from endogenously selected samples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 549-562, DOI: 10.1002/jae.858.
  12. Namwon Hyung & Philip Hans Franses, 2006, "Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?," Korean Economic Review, Korean Economic Association, volume 22, pages 83-97.
  13. Philip Hans Franses, 2006, "Empirical causality between bigger banknotes and inflation," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 12, pages 751-752, DOI: 10.1080/13504850500424926.
  14. Philip Hans Franses & Dick van Dijk, 2006, "A simple test for PPP among traded goods," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 19-27, DOI: 10.1080/09603100500390711.
  15. Patrick J. F. Groenen & L. Andries van der Ark, 2006, "Visions of 70 years of psychometrics: the past, present, and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 2, pages 135-144, May, DOI: 10.1111/j.1467-9574.2006.00318.x.
  16. Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2006, "I-Scal: Multidimensional scaling of interval dissimilarities," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 1, pages 360-378, November.
  17. Barlow, Jesse L. & Park, Haesun & Groenen, Patrick J.F. & Zha, Hongyuan, 2006, "2nd Special issue on matrix computations and statistics," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 1, pages 1-4, January.
  18. Huisman, Dennis & Wagelmans, Albert P.M., 2006, "A solution approach for dynamic vehicle and crew scheduling," European Journal of Operational Research, Elsevier, volume 172, issue 2, pages 453-471, July.
  19. Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2006, "Portfolio implications of systemic crises," Journal of Banking & Finance, Elsevier, volume 30, issue 8, pages 2347-2369, August.
  20. Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
  21. Raoul Pietersz & Marcel Regenmortel, 2006, "Generic market models," Finance and Stochastics, Springer, volume 10, issue 4, pages 507-528, December, DOI: 10.1007/s00780-006-0023-3.
    • Pietersz, R. & van Regenmortel, M., 2005, "Generic Market Models," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-010-F&A, Mar.
    • Raoul Pietersz & Marcel van Regenmortel, 2005, "Generic Market Models," Finance, University Library of Munich, Germany, number 0502009, Feb.
  22. Swanson, Norman R. & van Dijk, Dick, 2006, "Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 24-42, January.
  23. Harvey, David I. & van Dijk, Dick, 2006, "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 10, pages 2734-2751, June.
  24. Van Dijk, Dick, 2006, "Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 407-408.
  25. Karen Watkins & Dick Van Dijk & Jaap Spronk, 2006, "Corporate Governance and Performance during the Aftermath of the 1994 Mexican Crisis," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 2, issue 2, pages 39-55, Enero-Jun.
  26. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2006, "A polynomial time algorithm for a deterministic joint pricing and inventory model," European Journal of Operational Research, Elsevier, volume 170, issue 2, pages 463-480, April.
  27. Gijs Kuilen & Peter Wakker, 2006, "Learning in the Allais paradox," Journal of Risk and Uncertainty, Springer, volume 33, issue 3, pages 155-164, December, DOI: 10.1007/s11166-006-0390-3.

2005

  1. Listes, Ovidiu & Dekker, Rommert, 2005, "A stochastic approach to a case study for product recovery network design," European Journal of Operational Research, Elsevier, volume 160, issue 1, pages 268-287, January.
  2. Krever, Maarten & Wunderink, Sophia & Dekker, Rommert & Schorr, Benno, 2005, "Inventory control based on advanced probability theory, an application," European Journal of Operational Research, Elsevier, volume 162, issue 2, pages 342-358, April.
  3. Musalem, Eric Porras & Dekker, Rommert, 2005, "Controlling inventories in a supply chain: A case study," International Journal of Production Economics, Elsevier, volume 93, issue 1, pages 179-188, January.
  4. Ovidiu Listes & Rommert Dekker, 2005, "A Scenario Aggregation–Based Approach for Determining a Robust Airline Fleet Composition for Dynamic Capacity Allocation," Transportation Science, INFORMS, volume 39, issue 3, pages 367-382, August, DOI: 10.1287/trsc.1040.0097.
  5. Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005, "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 785-794.
  6. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005, "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 6, pages 811-827, DOI: 10.1002/jae.822.
  7. Boswijk, H. Peter & Franses, Philip Hans, 2005, "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 255-268, July.
  8. Philip Hans Franses, 2005, "The Econometric Analysis of Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 319-321, March, DOI: 10.1111/j.1467-9892.2005.00403.x.
  9. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005, "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, volume 77, issue 2, pages 553-570, August.
  10. Vogelsang, Timothy J. & Franses, Philip Hans, 2005, "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 1-24, May.
  11. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005, "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 53-71.
  12. Franses, Philip Hans & van Dijk, Dick, 2005, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 87-102.
  13. Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005, "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 397-409.
  14. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005, "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 147-150, DOI: 10.1002/jae.844.
  15. Philip Hans Franses & Namwon Hyung, 2005, "Forecasting time series with long memory and level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 1, pages 1-16, DOI: 10.1002/for.937.
  16. Martin Fase & Hugo Keuzenkamp & Philip Franses & Hans Franses & Peter Leeflang, 2005, "Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004," De Economist, Springer, volume 153, issue 1, pages 135-136, December, DOI: 10.1007/s10645-004-8088-x.
  17. Ben Pelzer & Rob Eisinga & Philip Franses, 2005, "“Panelizing” Repeated Cross Sections," Quality & Quantity: International Journal of Methodology, Springer, volume 39, issue 2, pages 155-174, April, DOI: 10.1007/s11135-004-1673-x.
  18. Paulo Rodrigues & Philip Hans Franses, 2005, "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, volume 32, issue 6, pages 555-569, DOI: 10.1080/02664760500078912.
  19. Albert C. Bemmaor & Philip Hans Franses, 2005, "The diffusion of marketing science in the practitioners' community: opening the black box," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 4‐5, pages 289-301, July, DOI: 10.1002/asmb.553.
  20. Frank Busing & Patrick Groenen & Willem Heiser, 2005, "Avoiding degeneracy in multidimensional unfolding by penalizing on the coefficient of variation," Psychometrika, Springer;The Psychometric Society, volume 70, issue 1, pages 71-98, March, DOI: 10.1007/s11336-001-0908-1.
  21. K. Deun & P. Groenen & W. Heiser & F. Busing & L. Delbeke, 2005, "Interpreting degenerate solutions in unfolding by use of the vector model and the compensatory distance model," Psychometrika, Springer;The Psychometric Society, volume 70, issue 1, pages 45-69, March, DOI: 10.1007/s11336-002-1046-0.
  22. K. Van Deun & P. J. F. Groenen, 2005, "Majorization Algorithms for Inspecting Circles, Ellipses, Squares, Rectangles, and Rhombi," Operations Research, INFORMS, volume 53, issue 6, pages 957-967, December, DOI: 10.1287/opre.1050.0253.
  23. Dennis Huisman & Leo G. Kroon & Ramon M. Lentink & Michiel J. C. M. Vromans, 2005, "Operations Research in passenger railway transportation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 4, pages 467-497, November, DOI: 10.1111/j.1467-9574.2005.00303.x.
  24. van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005, "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, volume 89, issue 2, pages 193-199, November.
  25. van der Hart, Jaap & de Zwart, Gerben & van Dijk, Dick, 2005, "The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?," Emerging Markets Review, Elsevier, volume 6, issue 3, pages 238-262, September.
  26. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 755-774.
  27. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Reply," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 781-783.
  28. Wakker, Peter P., 2005, "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, volume 50, issue 1, pages 107-125, January.
  29. Kobberling, Veronika & Wakker, Peter P., 2005, "An index of loss aversion," Journal of Economic Theory, Elsevier, volume 122, issue 1, pages 119-131, May.
  30. Mohammed Abdellaoui & Peter Wakker, 2005, "The Likelihood Method for Decision under Uncertainty," Theory and Decision, Springer, volume 58, issue 1, pages 3-76, February, DOI: 10.1007/s11238-005-8320-4.

2004

  1. Aronis, Kostas-Platon & Magou, Ioulia & Dekker, Rommert & Tagaras, George, 2004, "Inventory control of spare parts using a Bayesian approach: A case study," European Journal of Operational Research, Elsevier, volume 154, issue 3, pages 730-739, May.
  2. R. Dekker & M. B. M. de Koster & K. J. Roodbergen & H. van Kalleveen, 2004, "Improving Order-Picking Response Time at Ankor's Warehouse," Interfaces, INFORMS, volume 34, issue 4, pages 303-313, August, DOI: 10.1287/inte.1040.0083.
  3. Philip Hans Franses, 2004, "Fifty years since Koyck (1954)," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 58, issue 4, pages 381-387, November, DOI: 10.1111/j.1467-9574.2004.00266.x.
  4. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004, "Generalizations of the KPSS‐test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 58, issue 4, pages 483-502, November, DOI: 10.1111/j.1467-9574.2004.00272.x.
  5. Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen, 2004, "Modeling consideration sets and brand choice using artificial neural networks," European Journal of Operational Research, Elsevier, volume 154, issue 1, pages 206-217, April.
  6. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004, "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 169-183.
  7. Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004, "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 255-271.
  8. Philip Hans Franses, 2004, "Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics," Interfaces, INFORMS, volume 34, issue 6, pages 466-468, December, DOI: 10.1287/inte.1040.0102.
  9. Philip Hans Franses & Yoshinori Kawasaki, 2004, "Do seasonal unit roots matter for forecasting monthly industrial production?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 2, pages 77-88, DOI: 10.1002/for.901.
  10. Philip Hans Franses & Dick van Dijk & Andre Lucas, 2004, "Short patches of outliers, ARCH and volatility modelling," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 4, pages 221-231, DOI: 10.1080/0960310042000201174.
  11. Patrick J. F. Groenen & Jacqueline J. Meulman, 2004, "A comparison of the ratio of variances in distance‐based and classical multivariate analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 58, issue 4, pages 428-439, November, DOI: 10.1111/j.1467-9574.2004.00269.x.
  12. Raoul Pietersz & Patrick Groenen, 2004, "Rank reduction of correlation matrices by majorization," Quantitative Finance, Taylor & Francis Journals, volume 4, issue 6, pages 649-662, DOI: 10.1080/14697680400016182.
  13. Marianne Sensier & Dick van Dijk, 2004, "Testing for Volatility Changes in U.S. Macroeconomic Time Series," The Review of Economics and Statistics, MIT Press, volume 86, issue 3, pages 833-839, August.
  14. Peter P. Wakker & Sylvia J. T. Jansen & Anne M. Stiggelbout, 2004, "Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility," Decision Analysis, INFORMS, volume 1, issue 4, pages 217-234, December, DOI: 10.1287/deca.1040.0028.
  15. Veronika K–bberling & Peter P. Wakker, 2004, "A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility," Journal of Risk and Uncertainty, Springer, volume 28, issue 2, pages 135-145, March.
  16. Enrico Diecidue & Ulrich Schmidt & Peter P. Wakker, 2004, "The Utility of Gambling Reconsidered," Journal of Risk and Uncertainty, Springer, volume 29, issue 3, pages 241-259, December.
  17. Sylvie M. C. van Osch & Peter P. Wakker & Wilbert B. van den Hout & Anne M. Stiggelbout, 2004, "Correcting Biases in Standard Gamble and Time Tradeoff Utilities," Medical Decision Making, , volume 24, issue 5, pages 511-517, October, DOI: 10.1177/0272989X04268955.

2003

  1. Vlachos, Dimitrios & Dekker, Rommert, 2003, "Return handling options and order quantities for single period products," European Journal of Operational Research, Elsevier, volume 151, issue 1, pages 38-52, November.
  2. de Brito, Marisa P. & Dekker, Rommert, 2003, "Modelling product returns in inventory control--exploring the validity of general assumptions," International Journal of Production Economics, Elsevier, volume 81, issue 1, pages 225-241, January.
  3. Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
  4. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2003, "An Empirical Study of Cash Payments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 57, issue 4, pages 484-508, November, DOI: 10.1111/1467-9574.00241.
  5. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003, "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 5, pages 359-375, DOI: 10.1002/for.863.
  6. Frédéric Carsoule & Philip Franses, 2003, "A note on monitoring time-varying parameters in an autoregression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 57, issue 1, pages 51-62, February, DOI: 10.1007/s001840200198.
  7. Philip Hans Franses, 2003, "The diffusion of scientific publications: The case of Econometrica, 1987," Scientometrics, Springer;Akadémiai Kiadó, volume 56, issue 1, pages 29-42, January, DOI: 10.1023/A:1021994422916.
  8. Yoshinori Kawasaki & Philip Hans Franses, 2003, "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 373-387, DOI: 10.1080/0266476032000035412.
  9. Paap, Richard & van Dijk, Herman K, 2003, "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 4, pages 547-563, October.
  10. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003, "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 104-121, January.
  11. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003, "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, volume 6, issue 1, pages 79-98, June.
  12. van der Hart, Jaap & Slagter, Erica & van Dijk, Dick, 2003, "Stock selection strategies in emerging markets," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 105-132, February.
  13. Peter P. Wakker, 2003, "The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory," Management Science, INFORMS, volume 49, issue 7, pages 979-981, July, DOI: 10.1287/mnsc.49.7.979.16383.

2002

  1. Fleischmann, Moritz & Kuik, Roelof & Dekker, Rommert, 2002, "Controlling inventories with stochastic item returns: A basic model," European Journal of Operational Research, Elsevier, volume 138, issue 1, pages 63-75, April.
  2. R. Dekker & R.M. Hill & M.J. Kleijn & R.H. Teunter, 2002, "On the (S − 1, S) lost sales inventory model with priority demand classes," Naval Research Logistics (NRL), John Wiley & Sons, volume 49, issue 6, pages 593-610, September, DOI: 10.1002/nav.10032.
  3. Fok, Dennis & Franses, Philip Hans, 2002, "Ordered logit analysis for selectively sampled data," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 3, pages 477-497, September.
  4. Siem Jan Koopman & Philip Hans Franses, 2002, "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 5, pages 509-526, December, DOI: 10.1111/1468-0084.00275.
  5. Philip Hans Franses, 2002, "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 1, pages 1-1, February, DOI: 10.1111/1467-9574.06001.
  6. Philip Hans Franses, 2002, "From first submission to citation: an empirical analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 4, pages 496-509, November, DOI: 10.1111/1467-9574.00214.
  7. Pelzer, Ben & Eisinga, Rob & Franses, Philip Hans, 2002, "Inferring Transition Probabilities from Repeated Cross Sections," Political Analysis, Cambridge University Press, volume 10, issue 2, pages 113-133, April.
  8. Franses, Philip Hans & de Bruin, Paul, 2002, "On data transformations and evidence of nonlinearity," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 3, pages 621-632, September.
  9. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002, "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 135-165, October.
  10. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002, "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 243-264.
  11. Philip Hans Franses & Michael McAleer, 2002, "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 419-424, DOI: 10.1002/jae.693.
  12. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002, "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 601-616, DOI: 10.1002/jae.690.
  13. Pauline Bod & David Blitz & Philip Hans Franses & Roy Kluitman, 2002, "An unbiased variance estimator for overlapping returns," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 3, pages 155-158, DOI: 10.1080/09603100110090127.
  14. Roy Kluitman & Philip Hans Franses, 2002, "Estimating volatility on overlapping returns when returns are autocorrelated," Applied Mathematical Finance, Taylor & Francis Journals, volume 9, issue 3, pages 179-188, DOI: 10.1080/13504860210162029.
  15. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002, "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 1-47, DOI: 10.1081/ETC-120008723.
  16. Richard Paap, 2002, "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 1, pages 2-22, February, DOI: 10.1111/1467-9574.00060.
  17. Kleibergen, Frank & Paap, Richard, 2002, "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 223-249, December.
  18. A. M. Robert Taylor & Dick van Dijk, 2002, "Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 4, pages 381-397, September, DOI: 10.1111/1468-0084.00029.
  19. Wakker, Peter P. & Zank, Horst, 2002, "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, volume 46, issue 7, pages 1253-1271, July.
  20. Gilboa, Itzhak & Schmeidler, David & Wakker, Peter P., 2002, "Utility in Case-Based Decision Theory," Journal of Economic Theory, Elsevier, volume 105, issue 2, pages 483-502, August.
  21. Diecidue, Enrico & Wakker, Peter P., 2002, "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, volume 43, issue 2, pages 135-149, March.

2001

  1. R Dekker & R P Plasmeijer, 2001, "Multi-parameter maintenance optimisation via the marginal cost approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 52, issue 2, pages 188-197, February, DOI: 10.1057/palgrave.jors.2601072.
  2. M A J Smith & R Dekker & J Kos & J A M Hontelez, 2001, "The availability of unmanned air vehicles: a post-case study," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 52, issue 2, pages 161-168, February, DOI: 10.1057/palgrave.jors.2601075.
  3. Fok, Dennis & Franses, Philip Hans, 2001, "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, volume 17, issue 1, pages 121-128.
  4. Philip Hans Franses, 2001, "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 55, issue 1, pages 1-1, March, DOI: 10.1111/1467-9574.00151.
  5. Ben Pelzer & Rob Eisinga & Philip Hans Franses, 2001, "Estimating Transition Probabilities from a Time Series of Independent Cross Sections," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 55, issue 2, pages 249-262, July, DOI: 10.1111/1467-9574.00168.
  6. Philip Hans Franses, 2001, "Some comments on seasonal adjustment," Revista de Economía del Rosario, Universidad del Rosario.
  7. Franses, Philip Hans & Teräsvirta, Timo, 2001, "Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 461-465, September.
  8. Lof, Marten & Hans Franses, Philip, 2001, "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, volume 17, issue 4, pages 607-621.
  9. Hobijn, Bart & Franses, Philip Hans, 2001, "Are living standards converging?," Structural Change and Economic Dynamics, Elsevier, volume 12, issue 2, pages 171-200, July.
  10. Philip Hans Franses, 2001, "How to deal with intercept and trend in practical cointegration analysis?," Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 577-579, DOI: 10.1080/00036840121713.
  11. Rothman, Philip & van Dijk, Dick & , Philip Hans, 2001, "Multivariate Star Analysis Of Money–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 506-532, September.
  12. Wakker, Peter P, 2001, "Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle," Econometrica, Econometric Society, volume 69, issue 4, pages 1039-1059, July.
  13. De Waegenaere, Anja & Wakker, Peter P., 2001, "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, volume 36, issue 1, pages 45-60, September.
  14. Han Bleichrodt & Jose Luis Pinto & Peter P. Wakker, 2001, "Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility," Management Science, INFORMS, volume 47, issue 11, pages 1498-1514, November, DOI: 10.1287/mnsc.47.11.1498.10248.
  15. Diecidue, Enrico & Wakker, Peter P, 2001, "On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, volume 23, issue 3, pages 281-298, November.

2000

  1. Fleischmann, Mortiz & Krikke, Hans Ronald & Dekker, Rommert & Flapper, Simme Douwe P., 2000, "A characterisation of logistics networks for product recovery," Omega, Elsevier, volume 28, issue 6, pages 653-666, December.
  2. P Melchiors & R Dekker & M J Kleijn, 2000, "Inventory rationing in an (s, Q) inventory model with lost sales and two demand classes," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 51, issue 1, pages 111-122, January, DOI: 10.1057/palgrave.jors.2600844.
  3. R Korporaal & A Ridder & P Kloprogge & R Dekker, 2000, "An analytic model for capacity planning of prisons in the Netherlands," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 51, issue 11, pages 1228-1237, November, DOI: 10.1057/palgrave.jors.2601021.
  4. Franses Philip Hans & de Bruin Paul, 2000, "Seasonal Adjustment and the Business Cycle in Unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 2, pages 1-14, July, DOI: 10.2202/1558-3708.1057.
  5. Philip Hans Franses And A. M. Robert Taylor, 2000, "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, volume 3, issue 2, pages 250-264.
  6. Groenen, Patrick J. F. & Franses, Philip Hans, 2000, "Visualizing time-varying correlations across stock markets," Journal of Empirical Finance, Elsevier, volume 7, issue 2, pages 155-172, August.
  7. Arino, Miguel A. & Franses, Philip Hans, 2000, "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, volume 16, issue 1, pages 111-116.
  8. Franses, P. H. B. F., 2000, "The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)," International Journal of Forecasting, Elsevier, volume 16, issue 3, pages 426-427.
  9. Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre, 2000, "SETS, arbitrage activity, and stock price dynamics," Journal of Banking & Finance, Elsevier, volume 24, issue 8, pages 1289-1306, August.
  10. Bart Hobijn & Philip Hans Franses, 2000, "Asymptotically perfect and relative convergence of productivity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 59-81.
  11. Richard Paap & Philip Hans Franses, 2000, "A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 717-744.
  12. Philip Hans Franses & Richard Paap, 2000, "Modelling day-of-the-week seasonality in the S&P 500 index," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 5, pages 483-488, DOI: 10.1080/096031000416352.
  13. Patrick Groenen & Bart-Jan Os & Jacqueline Meulman, 2000, "Optimal scaling by alternating length-constrained nonnegative least squares, with application to distance-based analysis," Psychometrika, Springer;The Psychometric Society, volume 65, issue 4, pages 511-524, December, DOI: 10.1007/BF02296341.
  14. Sarin, Rakesh & Wakker, Peter P., 2000, "Cumulative dominance and probabilistic sophistication," Mathematical Social Sciences, Elsevier, volume 40, issue 2, pages 191-196, September.
  15. Sylvia J.T. Jansen & Anne M. Stiggelbout & Peter P. Wakker & Marianne A. Nooij & Evert M. Noordijk & Job Kievit, 2000, "Unstable Preferences:," Medical Decision Making, , volume 20, issue 1, pages 62-71, January, DOI: 10.1177/0272989X0002000108.
  16. Peter P. Wakker, 2000, "Uncertainty aversion: a discussion of critical issues in health economics," Health Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 261-263, April, DOI: 10.1002/(SICI)1099-1050(200004)9:3<.

1999

  1. van der Laan, Erwin & Salomon, Marc & Dekker, Rommert, 1999, "An investigation of lead-time effects in manufacturing/remanufacturing systems under simple PUSH and PULL control strategies," European Journal of Operational Research, Elsevier, volume 115, issue 1, pages 195-214, May.
  2. Archibald, Thomas W. & Bokkers, Menno B. & Dekker, Rommert & Vliet, Andre van, 1999, "Minimising bins in transmission systems," European Journal of Operational Research, Elsevier, volume 115, issue 2, pages 380-391, June.
  3. Frenk, J. B. G. & Kleijn, M. J. & Dekker, R., 1999, "An efficient algorithm for a generalized joint replenishment problem," European Journal of Operational Research, Elsevier, volume 118, issue 2, pages 413-428, October.
  4. Erwin van der Laan & Marc Salomon & Rommert Dekker & Luk Van Wassenhove, 1999, "Inventory Control in Hybrid Systems with Remanufacturing," Management Science, INFORMS, volume 45, issue 5, pages 733-747, May, DOI: 10.1287/mnsc.45.5.733.
  5. Antonio G. Chessa & Rommert Dekker & Bas Van Vliet & Ewout W. Steyerberg & J. Dik F. Habbema, 1999, "Correlations in Uncertainty Analysis for Medical Decision Making," Medical Decision Making, , volume 19, issue 3, pages 276-286, August, DOI: 10.1177/0272989X9901900306.
  6. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 2, pages 217-235, April.
  7. Philip Hans Franses & Robert M. Kunst, 1999, "On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 3, pages 409-433, August, DOI: 10.1111/1468-0084.00136.
  8. Dijk, Dick van & Franses, Philip Hans, 1999, "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 3, pages 311-340, September.
  9. Franses, Philip Hans & Ghijsels, Hendrik, 1999, "Additive outliers, GARCH and forecasting volatility," International Journal of Forecasting, Elsevier, volume 15, issue 1, pages 1-9, February.
  10. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999, "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, volume 15, issue 2, pages 185-199, April.
  11. Franses, Philip Hans & Paap, Richard, 1999, "Does Seasonality Influence the Dating of Business Cycle Turning Points?," Journal of Macroeconomics, Elsevier, volume 21, issue 1, pages 79-92, January.
  12. van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 539-562, Sept.-Oct.
  13. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999, "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, volume 24, issue 3, pages 427-449.
  14. Philip Franses & Irma Geluk & Paul Van Homelen, 1999, "Modeling Item Nonresponse in Questionnaires," Quality & Quantity: International Journal of Methodology, Springer, volume 33, issue 2, pages 203-213, May, DOI: 10.1023/A:1026454011346.
  15. Richard Paap & Philip Hans Franses, 1999, "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 3, pages 271-286, DOI: 10.1080/07474939908800446.
  16. Paul De Bruin & Philip Hans Franses, 1999, "Forecasting power-transformed time series data," Journal of Applied Statistics, Taylor & Francis Journals, volume 26, issue 7, pages 807-815, DOI: 10.1080/02664769922043.
  17. Jacques Commandeur & Patrick Groenen & Jacqueline Meulman, 1999, "A distance-based variety of nonlinear multivariate data analysis, including weights for objects and variables," Psychometrika, Springer;The Psychometric Society, volume 64, issue 2, pages 169-186, June, DOI: 10.1007/BF02294534.
  18. P. J. F. Groenen & W. J. Heiser & J. J. Meulman, 1999, "Global Optimization in Least-Squares Multidimensional Scaling by Distance Smoothing," Journal of Classification, Springer;The Classification Society, volume 16, issue 2, pages 225-254, July, DOI: 10.1007/s003579900055.
  19. Wakker, Peter P. & Zank, Horst, 1999, "A unified derivation of classical subjective expected utility models through cardinal utility," Journal of Mathematical Economics, Elsevier, volume 32, issue 1, pages 1-19, August.
  20. Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.

1998

  1. Barros, A. I. & Dekker, R. & Scholten, V., 1998, "A two-level network for recycling sand: A case study," European Journal of Operational Research, Elsevier, volume 110, issue 2, pages 199-214, October.
  2. Dekker, R. & Kleijn, M. J. & de Kok, A. G., 1998, "The break quantity rule's effect on inventory costs in a 1-warehouse, N-retailers distribution system," International Journal of Production Economics, Elsevier, volume 56, issue 1, pages 61-68, September.
  3. Dekker, R. & Kleijn, M. J. & de Rooij, P. J., 1998, "A spare parts stocking policy based on equipment criticality," International Journal of Production Economics, Elsevier, volume 56, issue 1, pages 69-77, September.
  4. Franses, Philip Hans & Lucas, Andre, 1998, "Outlier Detection in Cointegration Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 4, pages 459-468, October.
  5. Philip Hans Franses & Michael McAleer, 1998, "Cointegration Analysis of Seasonal Time Series," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 651-678, December, DOI: 10.1111/1467-6419.00070.
  6. Philip Hans Franses & Michael McAleer, 1998, "Testing for Unit Roots and Non‐linear Transformations," Journal of Time Series Analysis, Wiley Blackwell, volume 19, issue 2, pages 147-164, March, DOI: 10.1111/1467-9892.00083.
  7. Philip Hans Franses, 1998, "Large data sets in finance and marketing: introduction by the special issue editor," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 52, issue 3, pages 255-257, November, DOI: 10.1111/1467-9574.00083.
  8. Franses Philip Hans & van Griensven Kasper, 1998, "Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-8, January, DOI: 10.2202/1558-3708.1033.
  9. Breitung, Jörg & Franses, Philip Hans, 1998, "On Phillips–Perron-Type Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, volume 14, issue 2, pages 200-221, April.
  10. Franses, Philip Hans & Koop, Gary, 1998, "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, volume 59, issue 1, pages 7-15, April.
  11. Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998, "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, volume 89, issue 1-2, pages 293-315, November.
  12. Hans Franses, Philip & Koehler, Anne B., 1998, "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, volume 14, issue 3, pages 405-414, September.
  13. Philip Hans Franses & Paul van Homelen, 1998, "On forecasting exchange rates using neural networks," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 6, pages 589-596, DOI: 10.1080/096031098332628.
  14. Philip Hans Franses & Timothy J. Vogelsang, 1998, "On Seasonal Cycles, Unit Roots, And Mean Shifts," The Review of Economics and Statistics, MIT Press, volume 80, issue 2, pages 231-240, May.
  15. Philip Hans Franses & Bart Hobijn, 1998, "Increasing seasonal variation; unit roots versus shifts in mean and trend," Applied Stochastic Models and Data Analysis, John Wiley & Sons, volume 14, issue 3, pages 255-261, September, DOI: 10.1002/(SICI)1099-0747(199809)14:3.
  16. Geoff McLachlan & Monica Markus & Patrick Groenen & Vladimir Batagelj, 1998, "Reviews," Psychometrika, Springer;The Psychometric Society, volume 63, issue 1, pages 93-104, March, DOI: 10.1007/BF02295440.
  17. John M. Miyamoto & Peter P. Wakker & Han Bleichrodt & Hans J. M. Peters, 1998, "The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility," Management Science, INFORMS, volume 44, issue 6, pages 839-849, June, DOI: 10.1287/mnsc.44.6.839.
  18. Sarin, Rakesh & Wakker, Peter P, 1998, "Revealed Likelihood and Knightian Uncertainty," Journal of Risk and Uncertainty, Springer, volume 16, issue 3, pages 223-250, July-Aug..
  19. Sarin, Rakesh & Wakker, Peter P, 1998, "Dynamic Choice and NonExpected Utility," Journal of Risk and Uncertainty, Springer, volume 17, issue 2, pages 87-119, November.
  20. Sylvia J.T. Jansen & Anne M. Stiggelbout & Peter P. Wakker & Thea P.M. Vliet Vlieland & Jan-Willem H. Leer & Marianne A. Nooy & Job Kievit, 1998, "Patients' Utilities for Cancer Treatments," Medical Decision Making, , volume 18, issue 4, pages 391-399, October, DOI: 10.1177/0272989X9801800406.

1997

  1. Fleischmann, Moritz & Bloemhof-Ruwaard, Jacqueline M. & Dekker, Rommert & van der Laan, Erwin & van Nunen, Jo A. E. E. & Van Wassenhove, Luk N., 1997, "Quantitative models for reverse logistics: A review," European Journal of Operational Research, Elsevier, volume 103, issue 1, pages 1-17, November.
  2. Wildeman, R.E. & Frenk, J.B.G. & Dekker, R., 1997, "An efficient optimal solution method for the joint replenishment problem," European Journal of Operational Research, Elsevier, volume 99, issue 2, pages 433-444, June.
  3. Wildeman, R. E. & Dekker, R. & Smit, A. C. J. M., 1997, "A dynamic policy for grouping maintenance activities," European Journal of Operational Research, Elsevier, volume 99, issue 3, pages 530-551, June.
  4. Smith, M. A. J. & Dekker, R., 1997, "Preventive maintenance in a 1 out of n system: The uptime, downtime and costs," European Journal of Operational Research, Elsevier, volume 99, issue 3, pages 565-583, June.
  5. den Iseger, P. W. & Smith, M. A. J. & Dekker, R., 1997, "Computing compound distributions faster!," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 1, pages 23-34, June.
  6. J. B. G. Frenk & R. Dekker & M. J. Kleijn, 1997, "On the Marginal Cost Approach in Maintenance," Journal of Optimization Theory and Applications, Springer, volume 94, issue 3, pages 771-781, September, DOI: 10.1023/A:1022621621633.
  7. Rommert Dekker & Ralph Wildeman & Frank Duyn Schouten, 1997, "A review of multi-component maintenance models with economic dependence," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 45, issue 3, pages 411-435, October, DOI: 10.1007/BF01194788.
  8. Hans Frenk & Rommert Dekker & Marcel Kleijn, 1997, "A unified treatment of single component replacement models," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 45, issue 3, pages 437-454, October, DOI: 10.1007/BF01194789.
  9. 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, volume 15, issue 4, pages 470-481, October.
  10. Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld, 1997, "Volatility Transmission And Patterns In Bund Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 20, issue 4, pages 459-482, December.
  11. Breitung, Jorg & Franses, Philip Hans, 1997, "Impulse response functions for periodic integration," Economics Letters, Elsevier, volume 55, issue 1, pages 35-40, August.
  12. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997, "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 359-380, June.
  13. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997, "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 167-193, September.
  14. Franses, Philip Hans & Draisma, Gerrit, 1997, "Recognizing changing seasonal patterns using artificial neural networks," Journal of Econometrics, Elsevier, volume 81, issue 1, pages 273-280, November.
  15. Franses, Philip Hans & Ooms, Marius, 1997, "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, volume 13, issue 1, pages 117-126, March.
  16. De Gooijer, Jan G. & Franses, Philip Hans, 1997, "Forecasting and seasonality," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 303-305, September.
  17. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997, "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 357-368, September.
  18. Franses, Philip Hans & McAleer, Michael, 1997, "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 43, issue 3, pages 457-465, DOI: 10.1016/S0378-4754(97)00032-3.
  19. Veenstra, Albert Willem & Franses, Philip Hans, 1997, "A co-integration approach to forecasting freight rates in the dry bulk shipping sector," Transportation Research Part A: Policy and Practice, Elsevier, volume 31, issue 6, pages 447-458, November.
  20. Philip Hans Franses & Bart Hobijn, 1997, "Critical values for unit root tests in seasonal time series," Journal of Applied Statistics, Taylor & Francis Journals, volume 24, issue 1, pages 25-48, DOI: 10.1080/02664769723864.
  21. Willem Heiser & Patrick Groenen, 1997, "Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima," Psychometrika, Springer;The Psychometric Society, volume 62, issue 1, pages 63-83, March, DOI: 10.1007/BF02294781.
  22. Wakker, Peter P & Thaler, Richard H & Tversky, Amos, 1997, "Probabilistic Insurance," Journal of Risk and Uncertainty, Springer, volume 15, issue 1, pages 7-28, October.
  23. Bleichrodt, Han & Wakker, Peter & Johannesson, Magnus, 1997, "Characterizing QALYs by Risk Neutrality," Journal of Risk and Uncertainty, Springer, volume 15, issue 2, pages 107-114, November.
  24. Daniel Kahneman & Peter P. Wakker & Rakesh Sarin, 1997, "Back to Bentham? Explorations of Experienced Utility," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 112, issue 2, pages 375-406.
  25. Rakesh Sarin & Peter Wakker, 1997, "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 64, issue 3, pages 399-409.

1996

  1. Dekker, R. & Wildeman, R. E. & van Egmond, R., 1996, "Joint replacement in an operational planning phase," European Journal of Operational Research, Elsevier, volume 91, issue 1, pages 74-88, May.
  2. van der Laan, Erwin & Dekker, Rommert & Salomon, Marc, 1996, "Product remanufacturing and disposal: A numerical comparison of alternative control strategies," International Journal of Production Economics, Elsevier, volume 45, issue 1-3, pages 489-498, August.
  3. 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, volume 46, issue 1, pages 339-350, December.
  4. Franses, Philip Hans, 1996, "Recent Advances in Modelling Seasonality," Journal of Economic Surveys, Wiley Blackwell, volume 10, issue 3, pages 299-345, September.
  5. H. Peter Boswijk & Philip Hans Franses, 1996, "Unit Roots In Periodic Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, volume 17, issue 3, pages 221-245, May, DOI: 10.1111/j.1467-9892.1996.tb00274.x.
  6. Franses, Philip Hans & Kleibergen, Frank, 1996, "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, volume 12, issue 2, pages 283-288, June.
  7. Franses, Philip Hans & Boswijk, H. Peter, 1996, "Temporal aggregation in a periodically integrated autoregressive process," Statistics & Probability Letters, Elsevier, volume 30, issue 3, pages 235-240, October.
  8. Rob Eisinga & Philip Franses, 1996, "Testing for convergence in left-right ideological positions," Quality & Quantity: International Journal of Methodology, Springer, volume 30, issue 4, pages 345-359, November, DOI: 10.1007/BF00170141.
  9. Patrick Groenen & Willem Heiser, 1996, "The tunneling method for global optimization in multidimensional scaling," Psychometrika, Springer;The Psychometric Society, volume 61, issue 3, pages 529-550, September, DOI: 10.1007/BF02294553.
  10. Henk Kiers & Patrick Groenen, 1996, "A monotonically convergent algorithm for orthogonal congruence rotation," Psychometrika, Springer;The Psychometric Society, volume 61, issue 2, pages 375-389, June, DOI: 10.1007/BF02294345.
  11. Wakker, Peter, 1996, "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, volume 25, issue 2, pages 213-227.
  12. Peters, Hans & Wakker, Peter, 1996, "Cycle-preserving extension of demand functions to new commodities," Journal of Mathematical Economics, Elsevier, volume 25, issue 3, pages 281-290.
  13. Peter Wakker & Daniel Deneffe, 1996, "Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown," Management Science, INFORMS, volume 42, issue 8, pages 1131-1150, August, DOI: 10.1287/mnsc.42.8.1131.
  14. John M. Miyamoto & Peter Wakker, 1996, "Multiattribute Utility Theory Without Expected Utility Foundations," Operations Research, INFORMS, volume 44, issue 2, pages 313-326, April, DOI: 10.1287/opre.44.2.313.
  15. Hong, Chew Soo & Wakker, Peter, 1996, "The Comonotonic Sure-Thing Principle," Journal of Risk and Uncertainty, Springer, volume 12, issue 1, pages 5-27, January.
  16. Fennema, Hein & Wakker, Peter, 1996, "A Test of Rank-Dependent Utility in the Context of Ambiguity," Journal of Risk and Uncertainty, Springer, volume 13, issue 1, pages 19-35, July.
  17. Peter Wakker, 1996, "A Criticism of Healthy-years Equivalents," Medical Decision Making, , volume 16, issue 3, pages 207-214, August, DOI: 10.1177/0272989X9601600302.
  18. Peter Wakker, 1996, "HYEs: Rejoinder," Medical Decision Making, , volume 16, issue 3, pages 216-216, August, DOI: 10.1177/0272989X9601600304.

1995

  1. Dekker, Rommert, 1995, "Integrating optimisation, priority setting, planning and combining of maintenance activities," European Journal of Operational Research, Elsevier, volume 82, issue 2, pages 225-240, April.
  2. Dekker, Rommert & Roelvink, Ingrid F. K., 1995, "Marginal cost criteria for preventive replacement of a group of components," European Journal of Operational Research, Elsevier, volume 84, issue 2, pages 467-480, July.
  3. Nieboer, Roelant A. J. J. & Dekker, Rommert, 1995, "Brownian motion approximations for tankage assessment and stock control," European Journal of Operational Research, Elsevier, volume 85, issue 1, pages 192-204, August.
  4. Franses, Philip Hans, 1995, "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, volume 19, issue 6, pages 683-704, June.
  5. Peter Boswijk, H. & Franses, Philip Hans, 1995, "Testing for periodic integration," Economics Letters, Elsevier, volume 48, issue 3-4, pages 241-248, June.
  6. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995, "Spurious deterministic seasonality," Economics Letters, Elsevier, volume 48, issue 3-4, pages 249-256, June.
  7. Franses, Philip Hans & Paap, Richard, 1995, "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 39, issue 3, pages 245-249, DOI: 10.1016/0378-4754(95)00066-8.
  8. Franses, Philip Hans & Paap, Richard, 1995, "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, volume 20, issue 1, pages 109-132.
  9. Franses, Philip Hans, 1995, "Quarterly US Unemployment: Cycles, Seasons and Asymmetries," Empirical Economics, Springer, volume 20, issue 4, pages 717-725.
  10. Philip Hans Franses, 1995, "IGARCH and variance change in the US long-run interest rate," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 4, pages 113-114, DOI: 10.1080/758529815.
  11. Boswijk, H Peter & Franses, Philip Hans, 1995, "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, volume 77, issue 3, pages 436-454, August.
  12. Philip Hans Franses & Teun Kloek, 1995, "A periodic cointegration model of quarterly consumption," Applied Stochastic Models and Data Analysis, John Wiley & Sons, volume 11, issue 2, pages 159-166, June, DOI: 10.1002/asm.3150110206.
  13. Patrick Groenen & Rudolf Mathar & Willem Heiser, 1995, "The majorization approach to multidimensional scaling for Minkowski distances," Journal of Classification, Springer;The Classification Society, volume 12, issue 1, pages 3-19, March, DOI: 10.1007/BF01202265.
  14. Tversky, Amos & Wakker, Peter, 1995, "Risk Attitudes and Decision Weights," Econometrica, Econometric Society, volume 63, issue 6, pages 1255-1280, November.
  15. Maas, Arne & Bezembinder, Thom & Wakker, Peter, 1995, "On solving intransitivities in repeated pairwise choices," Mathematical Social Sciences, Elsevier, volume 29, issue 2, pages 83-101, April.
  16. Peter Fishburn & Peter Wakker, 1995, "The Invention of the Independence Condition for Preferences," Management Science, INFORMS, volume 41, issue 7, pages 1130-1144, July, DOI: 10.1287/mnsc.41.7.1130.
  17. Peter Wakker & Anne Stiggelbout, 1995, "Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices," Medical Decision Making, , volume 15, issue 2, pages 180-186, June, DOI: 10.1177/0272989X9501500212.
  18. Peter Wakker & Marc P. Klaassen, 1995, "Confidence intervals for cost/effectiveness ratios," Health Economics, John Wiley & Sons, Ltd., volume 4, issue 5, pages 373-381, September, DOI: 10.1002/hec.4730040503.

1994

  1. Rommert Dekker & Eric Smeitink, 1994, "Preventive maintenance at opportunities of restricted duration," Naval Research Logistics (NRL), John Wiley & Sons, volume 41, issue 3, pages 335-353, April, DOI: 10.1002/1520-6750(199404)41:33.0.CO.
  2. Franses, Philip Hans & Haldrup, Niels, 1994, "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 471-478, October.
  3. Franses, Philip Hans & Paap, Richard, 1994, "Model Selection in Periodic Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 56, issue 4, pages 421-439, November.
  4. Franses, Philip Hans, 1994, "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 133-151, July.
  5. Sarin, Rakesh & Wakker, Peter, 1994, "A General Result for Quantifying Beliefs," Econometrica, Econometric Society, volume 62, issue 3, pages 683-685, May.
  6. Peters Hans & Wakker Peter, 1994, "WARP Does Not Imply SARP for More Than Two Commodities," Journal of Economic Theory, Elsevier, volume 62, issue 1, pages 152-160, February.
  7. Quiggin John & Wakker Peter, 1994, "The Axiomatic Basis of Anticipated Utility: A Clarification," Journal of Economic Theory, Elsevier, volume 64, issue 2, pages 486-499, December.
  8. Rakesh Sarin & Peter Wakker, 1994, "Folding Back in Decision Tree Analysis," Management Science, INFORMS, volume 40, issue 5, pages 625-628, May, DOI: 10.1287/mnsc.40.5.625.
  9. Wakker, Peter & Erev, Ido & Weber, Elke U, 1994, "Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories," Journal of Risk and Uncertainty, Springer, volume 9, issue 3, pages 195-230, December.

1993

  1. Franses, Philip Hans, 1993, "A method to select between periodic cointegration and seasonal cointegration," Economics Letters, Elsevier, volume 41, issue 1, pages 7-10.
  2. Hans Franses, Philip & Romijn, Gerbert, 1993, "Periodic integration in quarterly UK macroeconomic variables," International Journal of Forecasting, Elsevier, volume 9, issue 4, pages 467-476, December.
  3. Franses, Philip Hans, 1993, "A model selection procedure for time series with seasonality," Statistics & Probability Letters, Elsevier, volume 16, issue 4, pages 253-258, March.
  4. Hong Chew Soo & Epstein Larry G. & Wakker Peter, 1993, "A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment," Journal of Economic Theory, Elsevier, volume 59, issue 1, pages 183-188, February.
  5. Wakker, Peter, 1993, "Additive representations on rank-ordered sets : II. The topological approach," Journal of Mathematical Economics, Elsevier, volume 22, issue 1, pages 1-26.
  6. Chateauneuf, Alain & Wakker, Peter, 1993, "From local to global additive representation," Journal of Mathematical Economics, Elsevier, volume 22, issue 6, pages 523-545.
  7. Wakker, Peter, 1993, "Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954," Mathematical Social Sciences, Elsevier, volume 25, issue 2, pages 199-202, February.
  8. Wakker, Peter, 1993, "Counterexamples to Segal's Measure Representation Theorem," Journal of Risk and Uncertainty, Springer, volume 6, issue 1, pages 91-98, January.
  9. Wakker, Peter & Tversky, Amos, 1993, "An Axiomatization of Cumulative Prospect Theory," Journal of Risk and Uncertainty, Springer, volume 7, issue 2, pages 147-175, October.
  10. Jaffray, Jean-Yves & Wakker, Peter, 1993, "Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle," Journal of Risk and Uncertainty, Springer, volume 7, issue 3, pages 255-271, December.
  11. Peter Wakker, 1993, "Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 60, issue 2, pages 487-493.

1992

  1. Rommert Dekker & Matthijs C. Dijkstra, 1992, "Opportunity‐based age replacement: Exponentially distributed times between opportunities," Naval Research Logistics (NRL), John Wiley & Sons, volume 39, issue 2, pages 175-190, March, DOI: 10.1002/1520-6750(199203)39:23.0.CO.
  2. Boswijk, Peter & Franses, Philip Hans, 1992, "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 369-381, August.
  3. Franses, Philip Hans, 1992, "The Norwegian Consumption Function: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 455-459, August.
  4. Franses, Philip Hans & Biessen, Guido, 1992, "Model adequacy and influential observations," Economics Letters, Elsevier, volume 38, issue 2, pages 133-137, February.
  5. Hans Franses, Philip, 1992, "Testing for seasonality," Economics Letters, Elsevier, volume 38, issue 3, pages 259-262, March.
  6. Franses, Philip Hans, 1992, "A model selection test for an AR (1) versus an MA (1) model," Statistics & Probability Letters, Elsevier, volume 15, issue 4, pages 281-284, November.
  7. Franses, Philip Hans, 1992, "Modeling seasonality in bimonthly time series," Statistics & Probability Letters, Elsevier, volume 15, issue 5, pages 407-415, December.
  8. Sarin, Rakesh K & Wakker, Peter, 1992, "A Simple Axiomatization of Nonadditive Expected Utility," Econometrica, Econometric Society, volume 60, issue 6, pages 1255-1272, November.
  9. Wakker, Peter, 1992, "Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 4, pages 565-566, October.

1991

  1. Dekker, Rommert & Smeitink, Eric, 1991, "Opportunity-based block replacement," European Journal of Operational Research, Elsevier, volume 53, issue 1, pages 46-63, July.
  2. Franses, Philip Hans, 1991, "Moving average filters and unit roots," Economics Letters, Elsevier, volume 37, issue 4, pages 399-403, December.
  3. Franses, Philip Hans, 1991, "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, volume 7, issue 2, pages 199-208, August.
  4. Franses, Philip Hans, 1991, "The detection of observations possibly influential for model selection," Statistics & Probability Letters, Elsevier, volume 11, issue 4, pages 321-325, April.
  5. Philip Hans Franses & Paul Kofman, 1991, "An empirical test for parities between metal prices at the LME," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 11, issue 6, pages 729-736, December.
  6. Peters, Hans & Wakker, Peter, 1991, "Independence of Irrelevant Alternatives and Revealed Group Preferences," Econometrica, Econometric Society, volume 59, issue 6, pages 1787-1801, November.

1990

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

1989

  1. Wakker, Peter, 1989, "Continuous subjective expected utility with non-additive probabilities," Journal of Mathematical Economics, Elsevier, volume 18, issue 1, pages 1-27, February.

1988

  1. Wakker, Peter, 1988, "Derived strengths of preference relations on coordinates," Economics Letters, Elsevier, volume 28, issue 4, pages 301-306.
  2. Wakker, Peter, 1988, "Continuity of Preference Relations for Separable Topologies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 29, issue 1, pages 105-110, February.

1987

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

1986

  1. Peters, H. J. M. & Wakker, P. P., 1986, "Convex functions on non-convex domains," Economics Letters, Elsevier, volume 22, issue 2-3, pages 251-255.

1985

  1. R. Dekker., 1985, "Recent Ph.D. Theses In The Netherlands," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 39, issue 3, pages 319-320, September, DOI: 10.1111/j.1467-9574.1985.tb01150.x.

1983

  1. de Koster, R. & Peters, H. J. M. & Tijs, S. H. & Wakker, P., 1983, "Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions," Mathematical Social Sciences, Elsevier, volume 4, issue 3, pages 295-300, July.

Books

2024

  1. Franses,Philip Hans, 2024, "Ethics in Econometrics," Cambridge Books, Cambridge University Press, number 9781009428040.

2018

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

2014

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

2010

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

2004

  1. Franses, Philip Hans & Paap, Richard, 2004, "Periodic Time Series Models," OUP Catalogue, Oxford University Press, number 9780199242030, ISBN: ARRAY(0x821a04e0).
  2. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004, "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016, ISBN: ARRAY(0x81862640).

2002

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

2000

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

1996

  1. Franses, Philip Hans, 1996, "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549, ISBN: ARRAY(0x81f48728).

Chapters

2016

  1. Michel van der Wel & Sait R. Ozturk & Dick van Dijk, 2016, "Dynamic Factor Models for the Volatility Surface☆," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035004.

2013

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

2011

  1. Philip Hans Franses & Dick Dijk, 2011, "GARCH, Outliers, and Forecasting Volatility," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_8.

2008

  1. Robin P. Nicolai & Rommert Dekker, 2008, "Optimal Maintenance of Multi-component Systems: A Review," Springer Series in Reliability Engineering, Springer, chapter 11, "Complex System Maintenance Handbook", DOI: 10.1007/978-1-84800-011-7_11.
  2. Gabriella Budai & Rommert Dekker & Robin P. Nicolai, 2008, "Maintenance and Production: A Review of Planning Models," Springer Series in Reliability Engineering, Springer, chapter 13, "Complex System Maintenance Handbook", DOI: 10.1007/978-1-84800-011-7_13.
  3. Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008, "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00215-1.
  4. Marnik G. Dekimpe & Philip Hans Franses & Dominique M. Hanssens & Prasad A. Naik, 2008, "Time-Series Models in Marketing," International Series in Operations Research & Management Science, Springer, chapter 0, in: Berend Wierenga, "Handbook of Marketing Decision Models", DOI: 10.1007/978-0-387-78213-3_11.
    • Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006, "Time-Series Models in Marketing," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-049-MKT, Sep.
  5. Philip Hans Franses, 2008, "Forecasting Seasonal Time Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
  6. Richard Paap & Herman K. Dijk, 2008, "Distribution and Mobility of Wealth of Nations," Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer, chapter 5, in: Duangkamon Chotikapanich, "Modeling Income Distributions and Lorenz Curves", DOI: 10.1007/978-0-387-72796-7_5.

2007

  1. Mark B. Duinkerken & Rommert Dekker & Stef T. G. L. Kurstjens & Jaap A. Ottjes & Nico P. Dellaert, 2007, "Comparing transportation systems for inter-terminal transport at the Maasvlakte container terminals," Springer Books, Springer, in: Kap Hwan Kim & Hans-Otto Günther, "Container Terminals and Cargo Systems", DOI: 10.1007/978-3-540-49550-5_3.
  2. Rommert Dekker & Patrick Voogd & Eelco Asperen, 2007, "Advanced methods for container stacking," Springer Books, Springer, in: Kap Hwan Kim & Hans-Otto Günther, "Container Terminals and Cargo Systems", DOI: 10.1007/978-3-540-49550-5_7.

2006

  1. Franses, Philip Hans, 2006, "Forecasting in Marketing," Handbook of Economic Forecasting, Elsevier, chapter 18, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  2. Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.

2005

  1. Marisa P. Brito & Rommert Dekker & Simme Douwe P. Flapper, 2005, "Reverse Logistics: A Review of Case Studies," Lecture Notes in Economics and Mathematical Systems, Springer, in: Bernhard Fleischmann & Andreas Klose, "Distribution Logistics", DOI: 10.1007/978-3-642-17020-1_13.

2002

  1. Philip Hans Franses & Alan L. Montgomery, 2002, "Econometric models in marketing: Editors' introduction," Advances in Econometrics, Emerald Group Publishing Limited, "Advances in Econometrics", DOI: 10.1016/S0731-9053(02)16001-4.

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