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Bertrand Melenberg

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Alessie, Rob & Gradus, Raymond H J M & Melenberg, Bertrand, 1990. "The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 151-166, April-Jun.

    Mentioned in:

    1. The problem of not observing small expenditures in a consumer expenditure survey (Journal of Applied Econometrics 1990) in ReplicationWiki ()
  2. Adang, Pim & Melenberg, Bertrand, 1995. "Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 1-15, Jan.-Marc.

    Mentioned in:

    1. Nonnegativity constraints and intratemporal uncertainty in a multi-good life-cycle model (Journal of Applied Econometrics 1995) in ReplicationWiki ()
  3. Joel Horowitz & Myoung-Jae Lee & Bertrand Melenberg & Arthur van Soest, 1998. "Introduction: application of semiparametric methods for micro-data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 431-433.

    Mentioned in:

    1. Introduction: application of semiparametric methods for micro-data (Journal of Applied Econometrics 1998) in ReplicationWiki ()
  4. Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998. "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 567-585.

    Mentioned in:

    1. Testing the predictive value of subjective labour supply data (Journal of Applied Econometrics 1998) in ReplicationWiki ()

Working papers

  1. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.

    Cited by:

    1. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
    2. Liu, Yongchao & Xu, Huifu & Yang, Shu-Jung Sunny & Zhang, Jin, 2018. "Distributionally robust equilibrium for continuous games: Nash and Stackelberg models," European Journal of Operational Research, Elsevier, vol. 265(2), pages 631-643.
    3. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Discussion Paper 2016-039, Tilburg University, Center for Economic Research.
    4. Grani A. Hanasusanto & Vladimir Roitch & Daniel Kuhn & Wolfram Wiesemann, 2017. "Ambiguous Joint Chance Constraints Under Mean and Dispersion Information," Operations Research, INFORMS, vol. 65(3), pages 751-767, June.
    5. Weijun Xie & Shabbir Ahmed, 2018. "Distributionally robust simple integer recourse," Computational Management Science, Springer, vol. 15(3), pages 351-367, October.
    6. Wang, Yu & Zhang, Yu & Tang, Jiafu, 2019. "A distributionally robust optimization approach for surgery block allocation," European Journal of Operational Research, Elsevier, vol. 273(2), pages 740-753.
    7. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Other publications TiSEM a03f895f-b941-41a9-84e0-b, Tilburg University, School of Economics and Management.
    8. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Other publications TiSEM d072bdb9-4168-4522-90d8-1, Tilburg University, School of Economics and Management.
    9. Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.

  2. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.

    Cited by:

    1. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
    2. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.

  3. Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.

    Cited by:

    1. Dimitris Bertsimas & Shimrit Shtern & Bradley Sturt, 2023. "A Data-Driven Approach to Multistage Stochastic Linear Optimization," Management Science, INFORMS, vol. 69(1), pages 51-74, January.
    2. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
    3. Corlu, Canan G. & Akcay, Alp & Xie, Wei, 2020. "Stochastic simulation under input uncertainty: A Review," Operations Research Perspectives, Elsevier, vol. 7(C).
    4. David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
    5. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2019. "Technical Note—The Joint Impact of F -Divergences and Reference Models on the Contents of Uncertainty Sets," Operations Research, INFORMS, vol. 67(2), pages 428-435, March.
    6. Cohen, Asaf & Saha, Subhamay, 2021. "Asymptotic optimality of the generalized cμ rule under model uncertainty," Stochastic Processes and their Applications, Elsevier, vol. 136(C), pages 206-236.
    7. Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2020. "Worst-case sensitivity," Papers 2010.10794, arXiv.org.
    8. Carlsson, John Gunnar & Behroozi, Mehdi, 2017. "Worst-case demand distributions in vehicle routing," European Journal of Operational Research, Elsevier, vol. 256(2), pages 462-472.
    9. Aleksandrina Goeva & Henry Lam & Huajie Qian & Bo Zhang, 2019. "Optimization-Based Calibration of Simulation Input Models," Operations Research, INFORMS, vol. 67(5), pages 1362-1382, September.
    10. Mengshi Lu & Zuo‐Jun Max Shen, 2021. "A Review of Robust Operations Management under Model Uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1927-1943, June.
    11. Ran Ji & Miguel A. Lejeune, 2021. "Data-Driven Optimization of Reward-Risk Ratio Measures," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1120-1137, July.
    12. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Other publications TiSEM c3a1df3e-f338-4989-806a-d, Tilburg University, School of Economics and Management.
    13. Shubhechyya Ghosal & Wolfram Wiesemann, 2020. "The Distributionally Robust Chance-Constrained Vehicle Routing Problem," Operations Research, INFORMS, vol. 68(3), pages 716-732, May.
    14. Black, Ben & Ainslie, Russell & Dokka, Trivikram & Kirkbride, Christopher, 2023. "Distributionally robust resource planning under binomial demand intakes," European Journal of Operational Research, Elsevier, vol. 306(1), pages 227-242.
    15. Soumyadip Ghosh & Henry Lam, 2019. "Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees," Operations Research, INFORMS, vol. 67(1), pages 232-249, January.
    16. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
    17. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    18. Carrizosa, Emilio & Goerigk, Marc & Schöbel, Anita, 2017. "A biobjective approach to recoverable robustness based on location planning," European Journal of Operational Research, Elsevier, vol. 261(2), pages 421-435.
    19. Balcik, Burcu & Yanıkoğlu, İhsan, 2020. "A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty," European Journal of Operational Research, Elsevier, vol. 282(1), pages 40-57.
    20. Eunhye Song & Barry L. Nelson, 2019. "Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation," Operations Research, INFORMS, vol. 67(2), pages 562-576, March.
    21. Wei Liu & Li Yang & Bo Yu, 2022. "Kernel density estimation based distributionally robust mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 84(4), pages 1053-1077, December.
    22. Qiu, Ruozhen & Sun, Minghe & Lim, Yun Fong, 2017. "Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 880-892.
    23. Henry Lam, 2018. "Sensitivity to Serial Dependency of Input Processes: A Robust Approach," Management Science, INFORMS, vol. 64(3), pages 1311-1327, March.
    24. Sosung Baik & Sung-Ha Hwang, 2021. "Auction design with ambiguity: Optimality of the first-price and all-pay auctions," Papers 2110.08563, arXiv.org.
    25. Berk Wheelock, Lauren & Pachamanova, Dessislava A., 2022. "Acceptable set topic modeling," European Journal of Operational Research, Elsevier, vol. 299(2), pages 653-673.
    26. Nabavi, S.M. & Vahdani, Behnam & Nadjafi, B. Afshar & Adibi, M.A., 2022. "Synchronizing victim evacuation and debris removal: A data-driven robust prediction approach," European Journal of Operational Research, Elsevier, vol. 300(2), pages 689-712.
    27. Giorgio Costa & Roy H. Kwon, 2021. "Data-driven distributionally robust risk parity portfolio optimization," Papers 2110.06464, arXiv.org.
    28. Chassein, André & Goerigk, Marc, 2018. "Compromise solutions for robust combinatorial optimization with variable-sized uncertainty," European Journal of Operational Research, Elsevier, vol. 269(2), pages 544-555.
    29. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.
    30. Wang, Fan & Zhang, Chao & Zhang, Hui & Xu, Liang, 2021. "Short-term physician rescheduling model with feature-driven demand for mental disorders outpatients," Omega, Elsevier, vol. 105(C).
    31. Zhongshun Shi & Siyang Gao & Hui Xiao & Weiwei Chen, 2019. "A worst‐case formulation for constrained ranking and selection with input uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(8), pages 648-662, December.
    32. Arlen Dean & Amirhossein Meisami & Henry Lam & Mark P. Van Oyen & Christopher Stromblad & Nick Kastango, 2022. "Quantile regression forests for individualized surgery scheduling," Health Care Management Science, Springer, vol. 25(4), pages 682-709, December.
    33. Zhi Chen & Melvyn Sim & Peng Xiong, 2020. "Robust Stochastic Optimization Made Easy with RSOME," Management Science, INFORMS, vol. 66(8), pages 3329-3339, August.
    34. Yu Zhang & Zhenzhen Zhang & Andrew Lim & Melvyn Sim, 2021. "Robust Data-Driven Vehicle Routing with Time Windows," Operations Research, INFORMS, vol. 69(2), pages 469-485, March.
    35. Bart P. G. Van Parys & Peyman Mohajerin Esfahani & Daniel Kuhn, 2021. "From Data to Decisions: Distributionally Robust Optimization Is Optimal," Management Science, INFORMS, vol. 67(6), pages 3387-3402, June.
    36. Pourmohammadi, Pardis & Saif, Ahmed, 2023. "Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems," Applied Energy, Elsevier, vol. 341(C).
    37. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Other publications TiSEM 56b82c13-ee8f-4072-be97-f, Tilburg University, School of Economics and Management.
    38. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2021. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 370-389, January.
    39. Korotkov, Vladimir & Wu, Desheng, 2021. "Benchmarking project portfolios using optimality thresholds," Omega, Elsevier, vol. 99(C).
    40. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
    41. Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
    42. Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Other publications TiSEM 05c1b5b6-5b26-46f6-bd3a-a, Tilburg University, School of Economics and Management.
    43. Zhaolin Hu & L. Jeff Hong, 2022. "Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2350-2367, July.
    44. Soroush Saghafian & Brian Tomlin, 2016. "The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information," Operations Research, INFORMS, vol. 64(1), pages 167-185, February.
    45. Haolin Ruan & Zhi Chen & Chin Pang Ho, 2023. "Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1002-1023, September.
    46. Meysam Cheramin & Jianqiang Cheng & Ruiwei Jiang & Kai Pan, 2022. "Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1768-1794, May.
    47. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2021. "A Toolkit for Robust Risk Assessment Using F -Divergences," Management Science, INFORMS, vol. 67(10), pages 6529-6552, October.
    48. Schneider, Judith C. & Schweizer, Nikolaus, 2015. "Robust measurement of (heavy-tailed) risks: Theory and implementation," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 183-203.
    49. Guevara, Esnil & Babonneau, Fréderic & Homem-de-Mello, Tito & Moret, Stefano, 2020. "A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty," Applied Energy, Elsevier, vol. 271(C).
    50. Rahimian, Hamed & Bayraksan, Güzin & Homem-de-Mello, Tito, 2019. "Controlling risk and demand ambiguity in newsvendor models," European Journal of Operational Research, Elsevier, vol. 279(3), pages 854-868.
    51. Basciftci, Beste & Ahmed, Shabbir & Shen, Siqian, 2021. "Distributionally robust facility location problem under decision-dependent stochastic demand," European Journal of Operational Research, Elsevier, vol. 292(2), pages 548-561.
    52. Dominic J. Breuer & Shashank Kapadia & Nadia Lahrichi & James C. Benneyan, 2022. "Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty," Annals of Operations Research, Springer, vol. 312(2), pages 673-689, May.
    53. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
    54. Sosung Baik & Sung-Ha Hwang, 2022. "Revenue Comparisons of Auctions with Ambiguity Averse Sellers," Papers 2211.12669, arXiv.org.
    55. Balter, Anne G. & Pelsser, Antoon, 2020. "Pricing and hedging in incomplete markets with model uncertainty," European Journal of Operational Research, Elsevier, vol. 282(3), pages 911-925.
    56. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2017. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," Papers 1701.04167, arXiv.org.
    57. Thuener Silva & Davi Valladão & Tito Homem-de-Mello, 2021. "A data-driven approach for a class of stochastic dynamic optimization problems," Computational Optimization and Applications, Springer, vol. 80(3), pages 687-729, December.
    58. Liu, Ming & Liu, Xin & Chu, Feng & Zheng, Feifeng & Chu, Chengbin, 2019. "Distributionally robust inventory routing problem to maximize the service level under limited budget," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 126(C), pages 190-211.
    59. Taozeng Zhu & Jingui Xie & Melvyn Sim, 2022. "Joint Estimation and Robustness Optimization," Management Science, INFORMS, vol. 68(3), pages 1659-1677, March.
    60. Zhi Chen & Peng Xiong, 2023. "RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 717-724, July.
    61. Shunichi Ohmori, 2021. "A Predictive Prescription Using Minimum Volume k -Nearest Neighbor Enclosing Ellipsoid and Robust Optimization," Mathematics, MDPI, vol. 9(2), pages 1-16, January.
    62. Pavel Bazovkin & Karl Mosler, 2015. "A general solution for robust linear programs with distortion risk constraints," Annals of Operations Research, Springer, vol. 229(1), pages 103-120, June.
    63. Henry Lam & Clementine Mottet, 2017. "Tail Analysis Without Parametric Models: A Worst-Case Perspective," Operations Research, INFORMS, vol. 65(6), pages 1696-1711, December.
    64. Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
    65. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Other publications TiSEM e4c05682-e13c-4d1a-bc3f-a, Tilburg University, School of Economics and Management.
    66. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
    67. Wei Liu & Li Yang & Bo Yu, 2021. "KDE distributionally robust portfolio optimization with higher moment coherent risk," Annals of Operations Research, Springer, vol. 307(1), pages 363-397, December.
    68. Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
    69. Wang, Changjun & Chen, Shutong, 2020. "A distributionally robust optimization for blood supply network considering disasters," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 134(C).
    70. Wang, Jinpei & Bai, Xuejie & Liu, Yankui, 2023. "Globalized robust bilevel optimization model for hazmat transport network design considering reliability," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    71. Jochen Schlapp & Moritz Fleischmann & Danja Sonntag, 2022. "Inventory timing: How to serve a stochastic season," Production and Operations Management, Production and Operations Management Society, vol. 31(7), pages 2891-2906, July.
    72. Zhu, Zhicheng & Xiang, Yisha & Zhao, Ming & Shi, Yue, 2023. "Data-driven remanufacturing planning with parameter uncertainty," European Journal of Operational Research, Elsevier, vol. 309(1), pages 102-116.
    73. Guanglin Xu & Samuel Burer, 2018. "A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming," Computational Management Science, Springer, vol. 15(1), pages 111-134, January.
    74. Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & Liu, Ronghui, 2022. "A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems," European Journal of Operational Research, Elsevier, vol. 298(3), pages 915-938.
    75. Jacob Dorn & Kevin Guo & Nathan Kallus, 2021. "Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding," Papers 2112.11449, arXiv.org, revised Jul 2022.
    76. Zheng Cui & Jianpeng Ding & Daniel Zhuoyu Long & Lianmin Zhang, 2023. "Target‐based resource pooling problem," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1187-1204, April.
    77. Carrillo-Galvez, Adrian & Flores-Bazán, Fabián & Parra, Enrique López, 2022. "Effect of models uncertainties on the emission constrained economic dispatch. A prediction interval-based approach," Applied Energy, Elsevier, vol. 317(C).
    78. Ahmadreza Marandi & Aharon Ben-Tal & Dick den Hertog & Bertrand Melenberg, 2022. "Extending the Scope of Robust Quadratic Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 211-226, January.
    79. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
    80. Yongzhen Li & Xueping Li & Jia Shu & Miao Song & Kaike Zhang, 2022. "A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 407-426, January.
    81. Aakil M. Caunhye & Douglas Alem, 2023. "Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(3), pages 759-806, September.
    82. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    83. Yu Wang & Yu Zhang & Minglong Zhou & Jiafu Tang, 2023. "Feature‐driven robust surgery scheduling," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1921-1938, June.
    84. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Other publications TiSEM 130bc0dc-cebe-40dc-8da9-a, Tilburg University, School of Economics and Management.
    85. Karthik Natarajan & Melvyn Sim & Joline Uichanco, 2018. "Asymmetry and Ambiguity in Newsvendor Models," Management Science, INFORMS, vol. 64(7), pages 3146-3167, July.
    86. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
    87. L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
    88. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    89. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
    90. Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
    91. Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
    92. Ren, Ke & Bidkhori, Hoda, 2023. "A study of data-driven distributionally robust optimization with incomplete joint data under finite support," European Journal of Operational Research, Elsevier, vol. 305(2), pages 754-765.
    93. Utsav Sadana & Erick Delage, 2023. "The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems," INFORMS Journal on Computing, INFORMS, vol. 35(1), pages 216-232, January.
    94. Zhu, Ning & Fu, Chenyi & Zhang, Xuanyi & Ma, Shoufeng, 2022. "A network sensor location problem for link flow observability and estimation," European Journal of Operational Research, Elsevier, vol. 300(2), pages 428-448.
    95. Jose Blanchet & Yang Kang, 2021. "Sample Out-of-Sample Inference Based on Wasserstein Distance," Operations Research, INFORMS, vol. 69(3), pages 985-1013, May.
    96. Nathan Kallus, 2023. "Treatment Effect Risk: Bounds and Inference," Management Science, INFORMS, vol. 69(8), pages 4579-4590, August.
    97. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2015. "What's in a ball? Constructing and characterizing uncertainty sets," Papers 1510.01675, arXiv.org.
    98. Chaithanya Bandi & Eojin Han & Omid Nohadani, 2019. "Sustainable Inventory with Robust Periodic-Affine Policies and Application to Medical Supply Chains," Management Science, INFORMS, vol. 65(10), pages 4636-4655, October.
    99. Nicholas G. Hall & Daniel Zhuoyu Long & Jin Qi & Melvyn Sim, 2015. "Managing Underperformance Risk in Project Portfolio Selection," Operations Research, INFORMS, vol. 63(3), pages 660-675, June.
    100. Pengyu Qian & Zizhuo Wang & Zaiwen Wen, 2015. "A Composite Risk Measure Framework for Decision Making under Uncertainty," Papers 1501.01126, arXiv.org.
    101. Yan Deng & Siqian Shen & Brian Denton, 2019. "Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data," INFORMS Journal on Computing, INFORMS, vol. 31(3), pages 559-575, July.
    102. Zhi Chen & Weijun Xie, 2021. "Regret in the Newsvendor Model with Demand and Yield Randomness," Production and Operations Management, Production and Operations Management Society, vol. 30(11), pages 4176-4197, November.
    103. Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
    104. Jun-Ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2017. "Calibration of Distributionally Robust Empirical Optimization Models," Papers 1711.06565, arXiv.org, revised May 2020.
    105. Philipp Eisenhauer & Janos Gabler & Lena Janys, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," ECONtribute Discussion Papers Series 082, University of Bonn and University of Cologne, Germany.
    106. Eisenhauer, Philipp & Gabler, Janos & Janys, Lena, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," IZA Discussion Papers 14317, Institute of Labor Economics (IZA).
    107. Ruiz, C. & Conejo, A.J., 2015. "Robust transmission expansion planning," European Journal of Operational Research, Elsevier, vol. 242(2), pages 390-401.
    108. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Other publications TiSEM eeb9c898-6943-4199-b747-3, Tilburg University, School of Economics and Management.
    109. Luyun Wang & Bo Zhou, 2023. "A Modified Gradient Method for Distributionally Robust Logistic Regression over the Wasserstein Ball," Mathematics, MDPI, vol. 11(11), pages 1-15, May.
    110. Yu, Pengfei & Gao, Ruotian & Xing, Wenxun, 2021. "Maximizing perturbation radii for robust convex quadratically constrained quadratic programs," European Journal of Operational Research, Elsevier, vol. 293(1), pages 50-64.
    111. Park, Jangho & Bayraksan, Güzin, 2023. "A multistage distributionally robust optimization approach to water allocation under climate uncertainty," European Journal of Operational Research, Elsevier, vol. 306(2), pages 849-871.
    112. Zhu, Shushang & Fan, Minjie & Li, Duan, 2014. "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 1-25.
    113. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
    114. Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.
    115. Bram L. Gorissen, 2015. "Robust Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 508-528, August.
    116. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust Decision-Making Under Risk and Ambiguity," ECONtribute Discussion Papers Series 104, University of Bonn and University of Cologne, Germany.
    117. Jonathan Yu-Meng Li, 2021. "Inverse Optimization of Convex Risk Functions," Management Science, INFORMS, vol. 67(11), pages 7113-7141, November.
    118. Pesenti, Silvana M. & Millossovich, Pietro & Tsanakas, Andreas, 2019. "Reverse sensitivity testing: What does it take to break the model?," European Journal of Operational Research, Elsevier, vol. 274(2), pages 654-670.
    119. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.
    120. Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.
    121. Dirk Sierag & Rob Mei, 2016. "Single-leg choice-based revenue management: a robust optimisation approach," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 15(6), pages 454-467, December.
    122. Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.
    123. Kamyar Kargar & Halil Ibrahim Bayrak & Mustafa Çelebi Pinar, 2018. "Robust bilateral trade with discrete types," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 367-393, December.

  4. Stevens, R.S.P. & De Waegenaere, A.M.B. & Melenberg, B., 2011. "Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk," Discussion Paper 2011-036, Tilburg University, Center for Economic Research.

    Cited by:

    1. Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Single and cross-generation natural hedging of longevity and financial risk," Carlo Alberto Notebooks 257, Collegio Carlo Alberto.
    2. Jevtić, Petar & Regis, Luca, 2015. "Assessing the solvency of insurance portfolios via a continuous-time cohort model," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 36-47.
    3. van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.

  5. Melenberg, B. & Vollebergh, H.R.J. & Dijkgraaf, E., 2011. "Grazing the Commons : Global Carbon Emissions Forever?," Discussion Paper 2011-020, Tilburg University, Center for Economic Research.

    Cited by:

    1. Suphi Sen & Bertrand Melenberg & Herman R. J. Vollebergh, 2016. "Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity," CESifo Working Paper Series 5837, CESifo.
    2. Matthew A. Cole & Andrea Lucchesi, 2014. "Economic growth and the environment," Chapters, in: Giles Atkinson & Simon Dietz & Eric Neumayer & Matthew Agarwala (ed.), Handbook of Sustainable Development, chapter 16, pages 252-266, Edward Elgar Publishing.

  6. Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Discussion Paper 2011-004, Tilburg University, Center for Economic Research.

    Cited by:

    1. Zanin, Luca & Marra, Giampiero, 2012. "Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach," Economic Modelling, Elsevier, vol. 29(4), pages 1328-1337.
    2. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
    3. Peter C.B. Phillips, 2017. "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers 2094, Cowles Foundation for Research in Economics, Yale University.
    4. Carolina Euán & Ying Sun & Brian J. Reich, 2022. "Statistical analysis of multi‐day solar irradiance using a threshold time series model," Environmetrics, John Wiley & Sons, Ltd., vol. 33(3), May.
    5. Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, Osaka University.
    6. Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
    7. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
    8. Alok Bhargava, 2022. "Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 178-201, January.
    9. Robert K. Kaufmann & Felix Pretis, 2023. "An empirical estimate for the snow albedo feedback effect," Climatic Change, Springer, vol. 176(8), pages 1-20, August.
    10. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
    11. Peter C. B. Phillips, 2020. "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, vol. 8(3), pages 1-28, July.
    12. Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023. "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers 2365, Cowles Foundation for Research in Economics, Yale University.
    13. Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020. "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, vol. 214(1), pages 6-32.
    14. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).

  7. Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Non- and Semiparametric Analysis of MS Models : Some Applications," Discussion Paper 2006-95, Tilburg University, Center for Economic Research.

    Cited by:

    1. Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
    2. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
    3. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.

  8. Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper 2006-99, Tilburg University, Center for Economic Research.

    Cited by:

    1. Xue-Zhong He & Youwei Li, 2017. "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
    2. Pataracchia, B., 2013. "Ambiguity aversion and heterogeneity in financial markets : An empirical and theoretical perspective," Other publications TiSEM bc849a3c-87a4-4718-b049-f, Tilburg University, School of Economics and Management.
    3. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
    4. Franke, Reiner & Westerhoff, Frank, 2011. "Structural stochastic volatility in asset pricing dynamics: Estimation and model contest," BERG Working Paper Series 78, Bamberg University, Bamberg Economic Research Group.
    5. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
    6. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.
    7. He, Xue-Zhong & Li, Youwei & Zheng, Min, 2019. "Heterogeneous agent models in financial markets: A nonlinear dynamics approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 135-149.
    8. Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018. "Long memory in financial markets: A heterogeneous agent model perspective," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 38-51.
    9. Jeffrey (Jun) Chen & Yun Guan & Ivy Tang, 2020. "Optimal Contracting of Pension Incentive: Evidence of Currency Risk Management in Multinational Companies," JRFM, MDPI, vol. 13(2), pages 1-29, February.
    10. Zheng, Min & Wang, Hefei & Wang, Chengzhang & Wang, Shouyang, 2017. "Speculative behavior in a housing market: Boom and bust," Economic Modelling, Elsevier, vol. 61(C), pages 50-64.

  9. Melenberg, B. & Polbennikov, S.Y., 2005. "Testing for Mean-Coherent Regular Risk Spanning," Discussion Paper 2005-99, Tilburg University, Center for Economic Research.

    Cited by:

    1. Polbennikov, S.Y. & Melenberg, B., 2005. "Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection : An Empirical Comparison," Other publications TiSEM da47bd16-393d-4b80-96dc-1, Tilburg University, School of Economics and Management.
    2. Polbennikov, S.Y. & Melenberg, B., 2005. "Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection : An Empirical Comparison," Discussion Paper 2005-100, Tilburg University, Center for Economic Research.

  10. Vollebergh, H.R.J. & Dijkgraaf, E. & Melenberg, B., 2005. "Environmental Kuznets Curves for CO2 : Heterogeneity Versus Homogeneity," Discussion Paper 2005-25, Tilburg University, Center for Economic Research.

    Cited by:

    1. Massimiliano Mazzanti & Anna Montini & Roberto Zoboli, 2007. "Economic Dynamics, Emission Trends and the EKC Hypothesis New Evidence Using NAMEA and Provincial Panel Data for Italy," Working Papers 2007.24, Fondazione Eni Enrico Mattei.
    2. Socolow, Robert & Pacala, Stephen W. & Tol, Richard S.J., 2006. "Understanding Long-Term Energy Use and Carbon Dioxide Emissions in the USA," Climate Change Modelling and Policy Working Papers 12043, Fondazione Eni Enrico Mattei (FEEM).
    3. Shahbaz, Muhammad & Sinha, Avik, 2018. "Environmental Kuznets Curve for CO2 Emission: A Literature Survey," MPRA Paper 86281, University Library of Munich, Germany, revised 11 Apr 2018.
    4. Pei-Ing Wu & Je-Liang Liou & Hung-Yi Chang, 2015. "Alternative exploration of EKC for $$\hbox {CO}_{2}$$ CO 2 emissions: inclusion of meta-technical ratio in quantile regression model," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(1), pages 57-73, January.
    5. Mazzanti, Massimiliano & Musolesi, Antonio, 2009. "Carbon Kuznets Curves: Long-run Structural Dynamics and Policy Events," Sustainable Development Papers 55286, Fondazione Eni Enrico Mattei (FEEM).
    6. Carlos Ordás Criado, 2008. "Temporal and Spatial Homogeneity in Air Pollutants Panel EKC Estimations," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 40(2), pages 265-283, June.
    7. Khalfaoui, Rabeh & Tiwari, Aviral Kumar & Khalid, Usman & Shahbaz, Muhammad, 2021. "Nexus between Carbon Dioxide Emissions and Economic Growth in G7 Countries: Fresh Insights via Wavelet Coherence Analysis," MPRA Paper 109276, University Library of Munich, Germany, revised 18 Aug 2021.
    8. Saida Daly & Mohamed Abdouli, 2023. "The Nexus between Environmental Quality, Economic Growth, and Trade Openness in Saudi Arabia (1990-2017)," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 579-598, July.
    9. Mazzanti, Massimiliano & Musolesi, Antonio & Zoboli, Roberto, 2006. "A Bayesian Approach to the Estimation of Environmental Kuznets Curves for CO2 Emissions," Climate Change Modelling and Policy Working Papers 12057, Fondazione Eni Enrico Mattei (FEEM).
    10. Théophile Azomahou & François Laisney & Phu Nguyen Van, 2006. "Economic development and CO2 emissions : A nonparametric panel approach," Post-Print hal-00279218, HAL.
    11. Matías Piaggio & Emilio Padilla, 2010. "CO2 emissions and economic activity: heterogeneity across countries and non stationary series," Documentos de Trabajo de la Asociación de Economía Ecológica en España 01_2010, Asociación de Economía Ecológica en España.
    12. Matias Piaggio & Emilio Padilla & Carolina Roman, 2015. "The long-run relationship between CO2 emissions and economic activity in a small open economy: Uruguay 1882 - 2010," Documentos de Trabajo (working papers) 15-11, Instituto de Economía - IECON.
    13. Ordás Criado, Carlos, 2007. "Temporal and spatial homogeneity in air pollutants panel EKC estimations: Two nonparametric tests applied to Spanish provinces," MPRA Paper 5043, University Library of Munich, Germany.
    14. Effiong, Ekpeno & Oisaozoje, Alex, 2016. "Let the Data Speak: Revisiting the Environmental Kuznets Curve in Africa," MPRA Paper 73163, University Library of Munich, Germany.
    15. Shahbaz, Muhammad & Sinha, Avik, 2019. "Environmental Kuznets Curve for CO2 emission: A survey of empirical literature," MPRA Paper 100257, University Library of Munich, Germany, revised 2019.
    16. Antonio Musolesi & Massimiliano Mazzanti & Roberto Zoboli, 2010. "A panel data heterogeneous Bayesian estimation of environmental Kuznets curves for CO2 emissions," Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2275-2287.
    17. Massimiliano Mazzanti & Antonio Musolesi, 2011. "Income and time related effects in EKC," Working Papers 201105, University of Ferrara, Department of Economics.
    18. Ehsan Rasoulinezhad & Farhad Taghizadeh-Hesary, 2017. "A new evidence on the CIS?s environmental pollution-macroeoconmic variables relationship," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2017(1-2), pages 273-293.
    19. Jayasooriya, Sujith, 2020. "Nexus of Demographic Change, Structural Transformation and Economic Growth in South Asia," MPRA Paper 100831, University Library of Munich, Germany.
    20. Massimiliano Mazzanti & Anna Montini & Roberto Zoboli, 2008. "Environmental Kuznets Curves for Air Pollutant Emissions in Italy: Evidence from Environmental Accounts (NAMEA) Panel Data," Economic Systems Research, Taylor & Francis Journals, vol. 20(3), pages 277-301.
    21. Jie He & Patrick Richard, 2009. "Environmental Kuznets Curve for CO2 in Canada," Cahiers de recherche 09-13, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
    22. Andrée, Bo Pieter Johannes & Chamorro, Andres & Spencer, Phoebe & Koomen, Eric & Dogo, Harun, 2019. "Revisiting the relation between economic growth and the environment; a global assessment of deforestation, pollution and carbon emission," Renewable and Sustainable Energy Reviews, Elsevier, vol. 114(C), pages 1-1.
    23. Miguel Rodríguez & Yolanda Pena-Boquete, 2013. "Mishandling carbon intensities," Working Papers 1302, Universidade de Vigo, Departamento de Economía Aplicada.
    24. Massimiliano Mazzanti & Antonio Musolesi, 2010. "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers 2010.149, Fondazione Eni Enrico Mattei.
    25. Muhammad Shafiullah & Vassilios G. Papavassiliou & Muhammad Shahbaz, 2021. "Is There an Extended Education-Based Environmental Kuznets Curve? An Analysis of U.S. States," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(4), pages 795-819, December.
    26. Shahbaz, Muhammad & Jalil, Abdul & Dube, Smile, 2010. "Environmental Kuznets curve (EKC): Times series evidence from Portugal," MPRA Paper 27443, University Library of Munich, Germany.

  11. Polbennikov, S.Y. & Melenberg, B., 2005. "Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection : An Empirical Comparison," Discussion Paper 2005-100, Tilburg University, Center for Economic Research.

    Cited by:

    1. Melenberg, B. & Polbennikov, S.Y., 2005. "Testing for Mean-Coherent Regular Risk Spanning," Other publications TiSEM 0cd9ce8d-542e-418e-be38-f, Tilburg University, School of Economics and Management.
    2. Melenberg, B. & Polbennikov, S.Y., 2005. "Testing for Mean-Coherent Regular Risk Spanning," Discussion Paper 2005-99, Tilburg University, Center for Economic Research.

  12. Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003. "Testing Expected Shortfall Models for Derivative Positions," Discussion Paper 2003-24, Tilburg University, Center for Economic Research.

    Cited by:

    1. Soren Bettels & Sojung Kim & Stefan Weber, 2022. "Multinomial Backtesting of Distortion Risk Measures," Papers 2201.06319, arXiv.org, revised Jan 2024.

  13. Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002. "Model Risk and Regulatory Capital," Discussion Paper 2002-27, Tilburg University, Center for Economic Research.

    Cited by:

    1. Dannenberg, Henry, 2011. "The Importance of Estimation Uncertainty in a Multi-Rating Class Loan Portfolio," IWH Discussion Papers 11/2011, Halle Institute for Economic Research (IWH).
    2. Sibbertsen, Philipp & Stahl, Gerhard & Luedtke, Corinna, 2008. "Measuring Model Risk," Hannover Economic Papers (HEP) dp-409, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    3. Kerkhof, F.L.J. & Melenberg, B., 2002. "Backtesting for Risk-Based Regulatory Capital," Other publications TiSEM 2363cf81-9720-41f2-913c-f, Tilburg University, School of Economics and Management.
    4. Yu Feng, 2019. "Theory and Application of Model Risk Quantification," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2019.
    5. Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007. "Model risk and techniques for controlling market parameters. The experience in Banco Popolare," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0005, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    6. Kerkhof, Jeroen & Melenberg, Bertrand, 2004. "Backtesting for risk-based regulatory capital," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1845-1865, August.
    7. Kerkhof, F.L.J., 2003. "Model risk analysis for risk management and option pricing," Other publications TiSEM 01692df5-4c2d-4ed2-8108-4, Tilburg University, School of Economics and Management.

  14. Kerkhof, F.L.J. & Melenberg, B., 2002. "Backtesting for Risk-Based Regulatory Capital," Discussion Paper 2002-110, Tilburg University, Center for Economic Research.

    Cited by:

    1. Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank.
    2. Barbachan, José Santiago Fajardo & Ornelas, José Renato Haas & de Farias, Aquiles Rocha, 2006. "Goodness-of-fit Tests Focus on Value-at-Risk Estimation," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(2), November.
    3. Juan Carlos Escanciano & Zaichao Du, 2015. "Backtesting Expected Shortfall: Accounting for Tail Risk," CAEPR Working Papers 2015-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    4. Wong, Woon K., 2010. "Backtesting value-at-risk based on tail losses," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 526-538, June.
    5. Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2003. "Testing Expected Shortfall Models for Derivative Positions," Discussion Paper 2003-24, Tilburg University, Center for Economic Research.
    6. Caio Almeida & José Vicente, 2008. "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series 179, Central Bank of Brazil, Research Department.
    7. José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas, 2008. "A Goodness-of-Fit Test with Focus on Conditional Value at Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(2), pages 139-155.
    8. Chen, Qian & Gerlach, Richard H., 2013. "The two-sided Weibull distribution and forecasting financial tail risk," International Journal of Forecasting, Elsevier, vol. 29(4), pages 527-540.
    9. Sander Barendse & Erik Kole & Dick van Dijk, 2023. "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 528-568.
    10. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
    11. Sebastian Bayer & Timo Dimitriadis, 2018. "Regression Based Expected Shortfall Backtesting," Papers 1801.04112, arXiv.org, revised Sep 2019.
    12. José Vicente & Aloísio Araújo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, June.
    13. Lönnbark, Carl, 2013. "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 847-853.
    14. Wong, Woon K & Copeland, Laurence, 2008. "Risk Measurement and Management in a Crisis-Prone World," Cardiff Economics Working Papers E2008/14, Cardiff University, Cardiff Business School, Economics Section.
    15. Kratz, Marie & Lok, Y-H & McNeil, Alexander J., 2016. "Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall," ESSEC Working Papers WP1617, ESSEC Research Center, ESSEC Business School.
    16. Ophélie Couperier & Jérémy Leymarie, 2020. "Backtesting Expected Shortfall via Multi-Quantile Regression," Working Papers halshs-01909375, HAL.
    17. Kratz, Marie & Lok, Yen H. & McNeil, Alexander J., 2018. "Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 393-407.
    18. Michael B. Gordy & Alexander J. McNeil, 2017. "Spectral backtests of forecast distributions with application to risk management," Papers 1708.01489, arXiv.org, revised Jul 2019.
    19. Liu, Xiaochun, 2017. "An integrated macro-financial risk-based approach to the stressed capital requirement," Review of Financial Economics, Elsevier, vol. 34(C), pages 86-98.
    20. Alfonso Novales & Laura Garcia-Jorcano, 2019. "Backtesting Extreme Value Theory models of expected shortfall," Documentos de Trabajo del ICAE 2019-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    21. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
    22. León, Ángel & Ñíguez, Trino-Manuel, 2021. "The transformed Gram Charlier distribution: Parametric properties and financial risk applications," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 323-349.
    23. Taras Bodnar & Vilhelm Niklasson & Erik Thors'en, 2022. "Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR," Papers 2205.01444, arXiv.org.
    24. Santiago Carrillo Menéndez & Bertrand Kian Hassani, 2021. "Expected Shortfall Reliability—Added Value of Traditional Statistics and Advanced Artificial Intelligence for Market Risk Measurement Purposes," Mathematics, MDPI, vol. 9(17), pages 1-20, September.
    25. Cardone Riportella, Clara & Trujillo Ponce, Antonio & Casasola, María José, 2008. "Credit risk mitigation and SMEs bank financing in Basel II : the case of the Loan Guarantee Associations," DEE - Working Papers. Business Economics. WB wb084011, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    26. Kerkhof, Jeroen & Melenberg, Bertrand & Schumacher, Hans, 2010. "Model risk and capital reserves," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 267-279, January.
    27. James Ming Chen, 2018. "On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles," Risks, MDPI, vol. 6(2), pages 1-28, June.
    28. Richard Gerlach & Chao Wang, 2016. "Forecasting risk via realized GARCH, incorporating the realized range," Quantitative Finance, Taylor & Francis Journals, vol. 16(4), pages 501-511, April.
    29. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524.
    30. Majumder, Debasish, 2023. "Subjectivity in conventional tail measures: An exploratory model with 'risks & biases’," Finance Research Letters, Elsevier, vol. 55(PB).
    31. Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan, 2021. "Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data," Energy Economics, Elsevier, vol. 93(C).
    32. Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi, 2016. "Validation of default probability models: A stress testing approach," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 70-85.
    33. Escanciano, J. C. & Olmo, J., 2007. "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers 07/11, Department of Economics, City University London.
    34. Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.
    35. Chen, Qian & Gerlach, Richard & Lu, Zudi, 2012. "Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3498-3516.
    36. Steven Kou & Xianhua Peng, 2016. "On the Measurement of Economic Tail Risk," Operations Research, INFORMS, vol. 64(5), pages 1056-1072, October.
    37. Saralees Nadarajah & Bo Zhang & Stephen Chan, 2014. "Estimation methods for expected shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 14(2), pages 271-291, February.
    38. Katherine Uylangco & Siqiwen Li, 2016. "An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 699-718, November.
    39. Siburg, Karl Friedrich & Stoimenov, Pavel & Weiß, Gregor N.F., 2015. "Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 129-140.
    40. Xiao Qin, 2012. "Can L-moments beat central moments in modelling risk? An empirical analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1441-1447, October.
    41. Ruodu Wang, 2016. "Regulatory arbitrage of risk measures," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 337-347, March.
    42. Argyropoulos, Christos & Panopoulou, Ekaterini, 2019. "Backtesting VaR and ES under the magnifying glass," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 22-37.
    43. Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2015. "A comparison of Expected Shortfall estimation models," Journal of Economics and Business, Elsevier, vol. 78(C), pages 14-47.
    44. Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
    45. Adrián F. Rossignolo, 2019. "Basel IV A gloomy future for Expected Shortfall risk models. Evidence from the Mexican Stock Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 559-582, Agosto 20.
    46. Wong, Woon K., 2008. "Backtesting trading risk of commercial banks using expected shortfall," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1404-1415, July.
    47. Fabio Bellini & Ilia Negri & Mariya Pyatkova, 2019. "Backtesting VaR and expectiles with realized scores," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(1), pages 119-142, March.
    48. Kerkhof, F.L.J., 2003. "Model risk analysis for risk management and option pricing," Other publications TiSEM 01692df5-4c2d-4ed2-8108-4, Tilburg University, School of Economics and Management.
    49. Osmundsen, Kjartan Kloster, 2018. "Using expected shortfall for credit risk regulation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 80-93.
    50. Richard Gerlach & Declan Walpole & Chao Wang, 2017. "Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 199-215, February.

  15. Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers CWP12/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Ralf A. Wilke, 2006. "Semi‐parametric estimation of consumption‐based equivalence scales: the case of Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 781-802, September.
    2. Wiebke Kuklys & Ingrid Robeyns, 2004. "Sens's Capability Approach to Welfare Economics," Papers on Strategic Interaction 2004-03, Max Planck Institute of Economics, Strategic Interaction Group.
    3. Stefan Boes, 2007. "Nonparametric Analysis of Treatment Effects in Ordered Response Models," SOI - Working Papers 0709, Socioeconomic Institute - University of Zurich.
    4. Christian Dudel & Notburga Ott & Martin Werding, 2013. "Maintaining One's Living Standard at Old Age: What Does that Mean? Evidence Using Panel Data from Germany," CESifo Working Paper Series 4223, CESifo.
    5. Stanislaw Maciej Kot, 2023. "Equivalence scales for continuous distributions of expenditure," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 185-218, March.
    6. Dustmann, C. & van Soest, A.H.O., 2004. "An analysis of speaking fluency of immigrants using ordered response models with classification errors," Other publications TiSEM 48f7dd4a-ce90-4b0b-b71d-c, Tilburg University, School of Economics and Management.
    7. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    8. Dudel Christian & Garbuszus Jan Marvin & Ott Notburga & Werding Martin, 2017. "Matching as Non-Parametric Preprocessing for the Estimation of Equivalence Scales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(2), pages 115-141, April.
    9. Christian Dudel & Julian Schmied, 2019. "Pension adequacy standards: an empirical estimation strategy and results for the United States and Germany," MPIDR Working Papers WP-2019-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    10. Martin Biewen & Andos Juhasz, 2017. "Direct Estimation of Equivalence Scales and More Evidence on Independence of Base," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 875-905, October.
    11. Stefan Boes & Rainer Winkelmann, 2005. "Ordered Response Models," SOI - Working Papers 0507, Socioeconomic Institute - University of Zurich.
    12. Connor, Gregory & Flavin, Thomas, 2015. "Strategic, unaffordability and dual-trigger default in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 28(C), pages 59-75.
    13. Wiebke Kuklys, 2004. "A Monetary Approach to Capability Measurement of the Disabled - Evidence from the UK," Papers on Strategic Interaction 2004-08, Max Planck Institute of Economics, Strategic Interaction Group.
    14. Stewart, Mark B., 2009. "The estimation of pensioner equivalence scales using subjective data," The Warwick Economics Research Paper Series (TWERPS) 893, University of Warwick, Department of Economics.
    15. Christian Dudel & Jan Marvin Garbuszus & Notburga Ott & Martin Werding, 2014. "Non-Parametric Preprocessing for the Estimation of Equivalence Scales," CESifo Working Paper Series 5103, CESifo.
    16. Kuklys, W. & Robeyns, I., 2004. "Sen’s Capability Approach to Welfare Economics," Cambridge Working Papers in Economics 0415, Faculty of Economics, University of Cambridge.
    17. Dudel, Christian & Garbuszus, Jan Marvin & Schmied, Julian, 2017. "Assessing differences in household needs: A comparison of approaches for the estimation of equivalence scales using German expenditure data," Ruhr Economic Papers 723, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    18. Christian Dudel & Notburga Ott & Martin Werding, 2016. "Maintaining one’s living standard at old age: What does that mean?," Empirical Economics, Springer, vol. 51(3), pages 1261-1279, November.
    19. Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.
    20. Biewen, Martin & Juhasz, Andos, 2013. "A Goodness-of-Fit Approach to Estimating Equivalence Scales," IZA Discussion Papers 7209, Institute of Labor Economics (IZA).

  16. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 2001. "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper 2001-67, Tilburg University, Center for Economic Research.

    Cited by:

    1. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, May.
    2. Nicoletti, Cheti, 2006. "Nonresponse in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 461-489, June.
    3. Anita Tiefensee & Markus M. Grabka, 2014. "Comparing Wealth: Data Quality of the HFCS," Discussion Papers of DIW Berlin 1427, DIW Berlin, German Institute for Economic Research.
    4. Rosalia Vazquez-Alvarez, 2003. "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003 2003-19, Department of Economics, University of St. Gallen.
    5. Cheti Nicoletti & Franco Peracchi & Francesca Foliano, 2011. "Estimating Income Poverty in the Presence of Missing Data and Measurement Error," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 61-72, January.
    6. Nicoletti, Cheti & Peracchi, Franco & Foliano, Francesca, 2007. "Estimating income poverty in the presence of measurement error and missing data problems," ISER Working Paper Series 2007-15, Institute for Social and Economic Research.

  17. Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000. "Common Factors in International Bond Returns," Discussion Paper 2000-91, Tilburg University, Center for Economic Research.

    Cited by:

    1. Bredin, Don & Hyde, Stuart & Reilly, Gerard O., 2010. "Monetary policy surprises and international bond markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 988-1002, October.
    2. Nick James & Max Menzies & Kevin Chin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Papers 2203.15911, arXiv.org, revised Sep 2022.
    3. Engsted, Tom & Tanggaard, Carsten, 2007. "The comovement of US and German bond markets," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 172-182.
    4. Bruno Scalzo Dees, 2019. "Analysing Global Fixed Income Markets with Tensors," Papers 1908.02101, arXiv.org, revised Dec 2019.
    5. Qiang Dai & Kenneth Singleton, 2003. "Term Structure Dynamics in Theory and Reality," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 631-678, July.
    6. Bayraci, Selcuk, 2015. "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper 65758, University Library of Munich, Germany.
    7. Nitschka, Thomas, 2018. "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 44-54.
    8. Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, vol. 140(C).
    9. Díaz, Antonio & González, María de la O & Navarro, Eliseo & Skinner, Frank S., 2009. "An evaluation of contingent immunization," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1874-1883, October.
    10. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
    11. Chernov, Mikhail & Creal, Drew, 2022. "International yield curves and currency puzzles," CEPR Discussion Papers 13252, C.E.P.R. Discussion Papers.
    12. Jesper Rangvid & Maik Schmeling & Andreas Schrimpf, 2009. "Global Asset Pricing: Is There a Role for Long-run Consumption Risk?," CREATES Research Papers 2009-57, Department of Economics and Business Economics, Aarhus University.
    13. James, Nick & Menzies, Max & Gottwald, Georg A., 2022. "On financial market correlation structures and diversification benefits across and within equity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    14. Nick James & Max Menzies, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Papers 2307.15402, arXiv.org, revised Sep 2023.
    15. Diana Milena Carmona Munoz & Marcos Vera Leyton, 2017. "Evaluación de los factores de riesgo en los activos de renta variable que conforman el índice S&P MILA 40: aplicación del modelo de tres factores de Fama y French en el periodo 2009-2013," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 301-317, November.
    16. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    17. ZHU Xiaoneng & Shahidur RAHMAN, 2009. "Global Yield Curves and Sovereign Bond Market Integration," Economic Growth Centre Working Paper Series 0902, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    18. Charlotte Christiansen, 2007. "Volatility‐Spillover Effects in European Bond Markets," European Financial Management, European Financial Management Association, vol. 13(5), pages 923-948, November.
    19. Lončarski, Igor & Vidovič, Luka, 2019. "Sorting out the financials: Making economic sense out of statistical factors," Finance Research Letters, Elsevier, vol. 31(C), pages 110-118.
    20. Cavaca, Igor Bastos & Meurer, Roberto, 2021. "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 737-754.
    21. Johansson, Anders C., 2008. "Interdependencies among Asian bond markets," Journal of Asian Economics, Elsevier, vol. 19(2), pages 101-116, April.
    22. Nobi, Ashadun & Lee, Jae Woo, 2016. "State and group dynamics of world stock market by principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 85-94.
    23. Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2015. "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers 13-06 [rev.3], University of Cologne, Centre for Financial Research (CFR).
    24. Perignon, Christophe & Smith, Daniel R. & Villa, Christophe, 2007. "Why common factors in international bond returns are not so common," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 284-304, March.
    25. Inaba, Kei-Ichiro, 2021. "An empirical illustration of the integration of sovereign bond markets," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
    26. Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021. "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, vol. 74(C).
    27. Faruk Balli, 2009. "Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 331-363, October.
    28. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    29. Astrid Eisenberg & Markus Rudolf, 2007. "Exchange Rates and the Conversion of Currency‐Specific Risk Premia," European Financial Management, European Financial Management Association, vol. 13(4), pages 672-701, September.
    30. Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016. "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, vol. 27(C), pages 118-139.
    31. Corwin, Shane A. & Lipson, Marc L., 2011. "Order characteristics and the sources of commonality in prices and liquidity," Journal of Financial Markets, Elsevier, vol. 14(1), pages 47-81, February.
    32. James, Nick & Menzies, Max & Chin, Kevin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    33. Wellmann, Dennis & Trück, Stefan, 2018. "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 56-75.
    34. Nick James & Kevin Chin, 2021. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Papers 2111.11022, arXiv.org, revised Jan 2022.
    35. Diana Milena Carmona Munoz & Marcos Vera Leyton, 2017. "Evaluación de los factores de riesgo en los activos de renta variable que conforman el índice S&P MILA 40: aplicación del modelo de tres factores de Fama y French en el periodo 2009-2013," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 301-317, May.
    36. Kei-Ichiro Inaba, 2020. "The Integration of Countries' Sovereign Bond Markets: An Empirical Illustration of a Global Financial Cycle," IMES Discussion Paper Series 20-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    37. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    38. Gregory Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Staff Working Papers 12-5, Bank of Canada.
    39. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    40. Libin Yang & William Rea & Alethea Rea, 2017. "Financial Insights from the Last Few Components of a Stock Market PCA," IJFS, MDPI, vol. 5(3), pages 1-12, July.
    41. Libin Yang & William Rea & and Alethea Rea, 2015. "Identifying Highly Correlated Stocks Using the Last Few Principal Components," Papers 1512.03537, arXiv.org.
    42. Nick James, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Papers 2101.00576, arXiv.org, revised Feb 2021.
    43. James, Nick & Chin, Kevin, 2022. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    44. Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005. "Dynamics of Bond Market Integration between Existing And Accession EU Countries," The Institute for International Integration Studies Discussion Paper Series iiisdp025, IIIS.
    45. Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2017. "Investor sentiment, flight-to-quality, and corporate bond comovement," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 112-132.
    46. Skintzi, Vasiliki D. & Refenes, Apostolos N., 2006. "Volatility spillovers and dynamic correlation in European bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 23-40, February.
    47. Steeley, James M., 2006. "Volatility transmission between stock and bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 71-86, February.
    48. Larsen, Linda Sandris & Munk, Claus, 2012. "The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 266-293.
    49. Juneja, Januj, 2012. "Common factors, principal components analysis, and the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 48-56.
    50. Nick James & Max Menzies, 2021. "Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time," Papers 2107.13926, arXiv.org, revised Dec 2021.
    51. Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018. "The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies," Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
    52. Juneja, Januj, 2017. "How Germany benefits the most from its Eurozone membership," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1074-1088.
    53. Libin Yang & William Rea & Alethea Rea, 2015. "Stock Selection with Principal Component Analysis," Working Papers in Economics 15/03, University of Canterbury, Department of Economics and Finance.
    54. Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza, 2006. "Dynamics of bond market integration between established and accession European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 41-56, February.
    55. He, Hui & Locke, Peter, 2011. "Global trends in real risk free rates," Research in International Business and Finance, Elsevier, vol. 25(1), pages 53-63, January.
    56. James, Nick, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
    57. Cathy Chen & Wolfgang Härdle, 2015. "Common factors in credit defaults swap markets," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.
    58. Fang, Ming & Taylor, Stephen & Uddin, Ajim, 2022. "The network structure of overnight index swap rates," Finance Research Letters, Elsevier, vol. 46(PB).
    59. Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold, 2014. "Financial networks and trading in bond markets," Journal of Financial Markets, Elsevier, vol. 18(C), pages 126-157.
    60. Marta Gómez†Puig, 2009. "Systemic and Idiosyncratic Risk in EU†15 Sovereign Yield Spreads after Seven Years of Monetary Union," European Financial Management, European Financial Management Association, vol. 15(5), pages 971-1000, November.
    61. Chi-Sang Tam & Ip-Wing Yu, 2008. "Modelling sovereign bond yield curves of the US, Japan and Germany," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 82-91.
    62. Amir Saadaoui & Younes Boujelbene, 2014. "Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial Markets," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 6(6), pages 84-98, December.
    63. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
    64. Dahlquist, Magnus & Hasseltoft, Henrik, 2013. "International Bond Risk Premia," Journal of International Economics, Elsevier, vol. 90(1), pages 17-32.
    65. Jeon, Bang Nam & Ji, Philip & Zhang, Hongfang, 2012. "International linkages of Japanese bond markets: an empirical analysis," MPRA Paper 36929, University Library of Munich, Germany, revised 01 Jan 2012.
    66. Nick James, 2021. "Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities," Papers 2112.15321, arXiv.org, revised Mar 2022.

  18. Driessen, J.J.A.G. & Klaassen, P. & Melenberg, B., 2000. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Discussion Paper 2000-93, Tilburg University, Center for Economic Research.

    Cited by:

    1. McConnell, John J. & Saretto, Alessio, 2010. "Auction failures and the market for auction rate securities," Journal of Financial Economics, Elsevier, vol. 97(3), pages 451-469, September.
    2. Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011. "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 5(1), pages 77-92.
    3. Gupta, Anurag & Subrahmanyam, Marti G., 2005. "Pricing and hedging interest rate options: Evidence from cap-floor markets," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 701-733, March.
    4. Rong Fan & Joseph Haubrich & Peter Ritchken & James Thomson, 2003. "Getting the Most Out of a Mandatory Subordinated Debt Requirement," Journal of Financial Services Research, Springer;Western Finance Association, vol. 24(2), pages 149-179, October.
    5. I‐Doun Kuo & Kai‐Li Wang, 2009. "Implied deterministic volatility functions: An empirical test for Euribor options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(4), pages 319-347, April.
    6. Qiang Dai & Kenneth Singleton, 2003. "Term Structure Dynamics in Theory and Reality," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 631-678, July.
    7. Backwell, Alex, 2021. "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, vol. 122(C).
    8. Sami Attaoui, 2011. "Hedging performance of the Libor market model: the cap market case," Post-Print hal-00653437, HAL.
    9. Chen, D.H.J. & Beetsma, R.M.W.J. & van Wijnbergen, S.J.G., 2020. "Unhedgeable inflation risk within pension schemes," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 7-24.
    10. Raoul Pietersz & Antoon Pelsser, 2005. "A Comparison of Single Factor Markov-functional and Multi Factor Market Models," Finance 0502008, University Library of Munich, Germany.
    11. Ting‐Pin Wu & Son‐Nan Chen, 2008. "Valuation of floating range notes in a LIBOR market model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(7), pages 697-710, July.
    12. Mireille Bossy & Rajna Gibson & Francois-Serge Lhabitant & Nathalie Pistre & Denis Talay, 2006. "Model misspecification analysis for bond options and Markovian hedging strategies," Review of Derivatives Research, Springer, vol. 9(2), pages 109-135, September.
    13. Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F., 2016. "The stochastic string model as a unifying theory of the term structure of interest rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 217-237.
    14. Peterson, Sandra & Stapleton, Richard C. & Subrahmanyam, Marti G., 2003. "A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(4), pages 847-880, December.
    15. Leippold, Markus & Strømberg, Jacob, 2014. "Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube," Journal of Financial Economics, Elsevier, vol. 111(1), pages 224-250.
    16. Svenstrup, Mikkel, 2003. "On the Suboptimality of Single-Factor Exercise Strategies for Bermudan Swaptions," Finance Working Papers 02-24, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    17. Perignon, Christophe & Smith, Daniel R., 2007. "Yield-factor volatility models," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3125-3144, October.
    18. Kabir K. Dutta & David F. Babbel, 2005. "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," The Journal of Business, University of Chicago Press, vol. 78(3), pages 841-870, May.
    19. Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers 2005-04, Christian-Albrechts-University of Kiel, Department of Economics.
    20. Cathy Chen & I-Doun Kuo, 2014. "Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 367-391, August.
    21. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society.
    22. Chen, Cathy Yi-Hsuan & Kuo, I-Doun, 2015. "Survey sentiment and interest rate option smile," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 125-137.
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  19. Joost Driessen & Bertrand Melenberg & Theo Nijman, 2000. "Testing Affine Term Structure Models in Case of Transaction Costs," Econometric Society World Congress 2000 Contributed Papers 0553, Econometric Society.

    Cited by:

    1. Walch, Florian & Lennkh, Rudolf Alvise, 2015. "Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral," Working Paper Series 1793, European Central Bank.
    2. Nowman, Khalid Ben, 2010. "Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 334-341, December.
    3. Frans de Roon & Marta Szymanowska, 2012. "Asset Pricing Restrictions on Predictability: Frictions Matter," Management Science, INFORMS, vol. 58(10), pages 1916-1932, October.
    4. Rudolf Alvise Lennkh & Florian Walch, 2015. "Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral," Working Papers 6, European Stability Mechanism.
    5. Andrea Beltratti & Paolo Colla, 2007. "A portfolio-based evaluation of affine term structure models," Annals of Operations Research, Springer, vol. 151(1), pages 193-222, April.

  20. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design," Discussion Paper 1999-115, Tilburg University, Center for Economic Research.

    Cited by:

    1. Vazquez-Alvarez, R., 2001. "A nonparametric approach to the sample selection problem in survey data," Other publications TiSEM 45870f3f-60db-40c3-83ef-5, Tilburg University, School of Economics and Management.

  21. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse," Discussion Paper 1999-33, Tilburg University, Center for Economic Research.

    Cited by:

    1. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design," Other publications TiSEM cd55131c-178a-45fd-b101-e, Tilburg University, School of Economics and Management.
    2. Vazquez-Alvarez, R., 2001. "A nonparametric approach to the sample selection problem in survey data," Other publications TiSEM 45870f3f-60db-40c3-83ef-5, Tilburg University, School of Economics and Management.

  22. Donkers, A.C.D. & Melenberg, B. & van Soest, A.H.O., 1999. "Estimating Risk Attitudes Using Lotteries; A Large Sample Approach," Discussion Paper 1999-12, Tilburg University, Center for Economic Research.

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    1. Jason R.V. Franken & Joost M.E. Pennings & Philip Garcia, 2017. "Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 41-50, January.
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    4. Dharshing, Samdruk & Hille, Stefanie Lena & Wüstenhagen, Rolf, 2017. "The Influence of Political Orientation on the Strength and Temporal Persistence of Policy Framing Effects," Ecological Economics, Elsevier, vol. 142(C), pages 295-305.
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    8. Begho, Toritseju, 2020. "Determinants of farmers’ off-farm work decisions: How important are domain specific risk and uncertainty attitudes?," 94th Annual Conference, April 15-17, 2020, K U Leuven, Belgium (Cancelled) 303708, Agricultural Economics Society - AES.
    9. Peon, David & Calvo, Anxo & Antelo, Manel, 2014. "A short-but-efficient test for overconfidence and prospect theory. Experimental validation," MPRA Paper 54135, University Library of Munich, Germany.
    10. Adam S. Booij & Bernard M.S. Van Praag & Gijs Van De Kuilen & Bernard M.S. van Praag, 2009. "A Parametric Analysis of Prospect Theory's Functionals for the General Population," CESifo Working Paper Series 2609, CESifo.
    11. Auriol, Emmanuelle & Delissaint, Diego & Fourati, Maleke & Miquel-Florensa, Josepa & Seabright, Paul, 2019. "Betting on the Lord: Lotteries and Religiosity in Haiti," TSE Working Papers 19-1053, Toulouse School of Economics (TSE).
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    160. Aniseh S. Bro, 2020. "Climate Change Adaptation, Food Security, and Attitudes toward Risk among Smallholder Coffee Farmers in Nicaragua," Sustainability, MDPI, vol. 12(17), pages 1-17, August.
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    167. A. Rashad Abdel-Khalik, 2014. "CEO Risk Preference and Investing in R&D," Abacus, Accounting Foundation, University of Sydney, vol. 50(3), pages 245-278, September.
    168. Finley, Brian & Kalwij, Adriaan & Kapteyn, Arie, 2022. "Born to be wild: Second-to-fourth digit length ratio and risk preferences," Economics & Human Biology, Elsevier, vol. 47(C).
    169. Daniela Beckmann & Lukas Menkhoff, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Kyklos, Wiley Blackwell, vol. 61(3), pages 364-384, August.
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    172. Choudhury, Hari K. & Goswami, Kishor, 2013. "Determinants of expansion of area under jatropha plantation in North East India: A Tobit analysis," Forest Policy and Economics, Elsevier, vol. 30(C), pages 46-52.
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    175. Fang, Guanfu & Li, Wei & Zhu, Ying, 2022. "The shadow of the epidemic: Long-term impacts of meningitis exposure on risk preference and behaviors," World Development, Elsevier, vol. 157(C).
    176. Thomas Y. Mathä & Giuseppe Pulina & Michael Ziegelmeyer, 2018. "The Cross-border Household Finance and Consumption Survey: Results from the second wave," BCL working papers 119, Central Bank of Luxembourg.
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  23. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse," Discussion Paper 1999-38, Tilburg University, Center for Economic Research.

    Cited by:

    1. Winter, Joachim, 2002. "Bracketing effects in categorized survey questions and the measurement of economic quantities," Papers 02-35, Sonderforschungsbreich 504.
    2. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999. "Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design," Other publications TiSEM cd55131c-178a-45fd-b101-e, Tilburg University, School of Economics and Management.
    3. Vazquez-Alvarez, R., 2001. "A nonparametric approach to the sample selection problem in survey data," Other publications TiSEM 45870f3f-60db-40c3-83ef-5, Tilburg University, School of Economics and Management.
    4. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 2001. "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper 2001-67, Tilburg University, Center for Economic Research.

  24. Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.

    Cited by:

    1. Sergi Jiménez-Martín & José M. Labeaga & Majid al Sadoon, 2020. "Consistent estimation of panel data sample selection models," Working Papers 2020-06, FEDEA.
    2. Ben-Shahar, Danny & Gabriel, Stuart & Golan, Roni, 2019. "Housing affordability and inequality:A consumption-adjusted approach," Journal of Housing Economics, Elsevier, vol. 45(C), pages 1-1.
    3. Jan Erik Askildsen & Badi H. Baltagi & Tor Helge Holmås, 2002. "Will Increased Wages Reduce Shortage of Nurses? A Panel Data Analysis of Nurses' Labor Supply," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D1-2, International Conferences on Panel Data.
    4. Anastasia Semykina & Jeffrey M. Woodridge, 2010. "Estimating Panel Data Models in the Presence of Endogeneity and Selection," Working Papers wp2010_10_01, Department of Economics, Florida State University.
    5. Almeida, Alexandre N. & Bravo-Ureta, Boris E., 2019. "Agricultural productivity, shadow wages and off-farm labor decisions in Nicaragua," Economic Systems, Elsevier, vol. 43(1), pages 99-110.
    6. Federico Revelli, 2013. "Tax Mix Corners and Other Kinks," Journal of Law and Economics, University of Chicago Press, vol. 56(3), pages 741-776.
    7. Jan Erik Askildsen & Badi H. Baltagi & Tor Helge Holmås, 2003. "Wage policy in the health care sector: a panel data analysis of nurses' labour supply," Health Economics, John Wiley & Sons, Ltd., vol. 12(9), pages 705-719, September.
    8. William Nilsson, 2008. "Unemployment, Splitting up, and Spousal Income Replacement," LABOUR, CEIS, vol. 22(1), pages 73-106, March.
    9. Malikov, Emir & Hartarska, Valentina, 2018. "Endogenous Scope Economies in Microfinance Institutions," MPRA Paper 87450, University Library of Munich, Germany.
    10. Michiel van Leuvensteijn & J. van Ommeren, 2003. "New evidence of the effect of transaction costs on residential mobility," CPB Discussion Paper 18, CPB Netherlands Bureau for Economic Policy Analysis.
    11. Lisa Farrell & Michael A. Shields, 2007. "Children as consumers: investigating child diary expenditure data," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 445-467, May.
    12. Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar, 2018. "Heterogeneous credit union production technologies with endogenous switching and correlated effects," Econometric Reviews, Taylor & Francis Journals, vol. 37(10), pages 1095-1119, November.
    13. Akhmedov Akhmed & Orlov Evgeniy, 2004. "Can Government Paternalism Prevent Credit Market Failure?," EERC Working Paper Series 04-02e, EERC Research Network, Russia and CIS.
    14. Majid M. Al-Sadoon & Sergi Jiménez-Martín & José M Labeaga, 2019. "Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models," Working Papers 1069, Barcelona School of Economics.
    15. Raymond, Wladimir & Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand, 2009. "Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics," MERIT Working Papers 2009-029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    16. Woutersen, Tiemen & Khandker, Shahidur R., 2013. "Estimating the effects of credit constraints on productivity of Peruvian agriculture," Policy Research Working Paper Series 6658, The World Bank.
    17. Leontaridi, Rannia M., 2002. "Career, experience and returns to human capital: is the dual labour market hypothesis relevant for the UK?," Research in Economics, Elsevier, vol. 56(4), pages 399-426, December.
    18. Sergi Jiménez-Martín & José María Labeaga, 2016. "Monte Carlo evidence on the estimation of AR(1) panel data sample selection models," Working Papers 2016-01, FEDEA.
    19. Alex Almeida & Boris Bravo-Ureta, 2011. "Agricultural Productivity And Off-Farm Labor Decisions By Heads And Spouses In Nicaragua: A Semiparametric Analysis Using Panel Data," ERSA conference papers ersa11p508, European Regional Science Association.
    20. Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo, 2016. "Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects," Journal of Econometrics, Elsevier, vol. 190(2), pages 233-251.
    21. Bertrand Melenberg & Arthur van Soest & Erwin Charlier, 2000. "An analysis of housing expenditure using semiparametric cross-section models," Empirical Economics, Springer, vol. 25(3), pages 437-462.
    22. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.
    23. Rodrigo A. Cerda & Diego Saravia, 2009. "Corporate Tax, Firm Destruction and Capital Stock Accumulation: Evidence From Chilean Plants, 1979-2004," Working Papers Central Bank of Chile 521, Central Bank of Chile.
    24. Anil Kumar, 2004. "Taxes, Deadweight Loss and Intertemporal Female Labor Supply: Evidence from Panel Data," Center for Policy Research Working Papers 61, Center for Policy Research, Maxwell School, Syracuse University.
    25. Farrell, Lisa & Shields, Michael A., 2001. "Child Expenditure: The Role of Working Mothers, Lone Parents, Sibling Composition and Household Provision," IZA Discussion Papers 388, Institute of Labor Economics (IZA).
    26. Dustmann, Christian & Rochina-Barrachina, María Engracia, 2000. "Selection Correction in Panel Data Models: An Application to Labour Supply and Wages," IZA Discussion Papers 162, Institute of Labor Economics (IZA).
    27. Maria Ana Odejar & Kostas Mavromaras & Mandy Ryan, 2004. "Messy Data Modelling in Health Care Contingent Valuation Studies," Econometric Society 2004 North American Summer Meetings 406, Econometric Society.

  25. Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997. "Testing the Predicitive Value of Subjective Labour Supply Data," Discussion Paper 1997-25, Tilburg University, Center for Economic Research.

    Cited by:

    1. Abou Kane, 2013. "Occupational choices in Senegalese labour market: a multinomial logit analysis," Post-Print hal-01929091, HAL.
    2. Francis Green & Nicholas Tsitsianis, 2004. "Can the Changing Nature of Jobs Account for National Trends in Job Satisfaction?," Studies in Economics 0406, School of Economics, University of Kent.
    3. Sousa-Poza, Alfonso & Ziegler, Alexandre, 2003. "Asymmetric information about workers' productivity as a cause for inefficient long working hours," Labour Economics, Elsevier, vol. 10(6), pages 727-747, December.
    4. P. Taylor, Mark & Böheim, René, 2001. "Option or obligation? The determinants of labour supply preferences in Britain," ISER Working Paper Series 2001-05, Institute for Social and Economic Research.
    5. Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos, 2008. "Adaptation towards reference values: A non-linear perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 768-781, September.
    6. Euwals, R.W., 1997. "Hours Constraints Within and Between Jobs," Discussion Paper 1997-64, Tilburg University, Center for Economic Research.
    7. Euwals, R.W., 1997. "Hours Constraints Within and Between Jobs," Other publications TiSEM 4b4cb3b9-af77-4952-92a8-1, Tilburg University, School of Economics and Management.
    8. Fouarge, D. & Baaijens, F P., 2009. "Job mobility and hours of work: the effect of Dutch legislation," ROA Research Memorandum 004, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    9. Rob Euwals, 2010. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," Working Papers id:2762, eSocialSciences.
    10. Abou Kane, 2014. "Analysis of Labour Market Participation in Senegal," Post-Print hal-01929090, HAL.
    11. René Böheim & Mark P. Taylor, 2004. "Actual and Preferred Working Hours," British Journal of Industrial Relations, London School of Economics, vol. 42(1), pages 149-166, March.
    12. Basit Zafar, 2009. "College major choice and the gender gap," Staff Reports 364, Federal Reserve Bank of New York.
    13. Nadia Steiber, 2008. ""How Many Hours Would you Want to Work a Week?": Job Quality and the Omitted Variables Bias in Labour Supply Models," SOEPpapers on Multidisciplinary Panel Data Research 121, DIW Berlin, The German Socio-Economic Panel (SOEP).
    14. Euwals, Rob, 2000. "Female Labour Supply, Flexibility Of Working Hours, And Job Mobility," CEPR Discussion Papers 2419, C.E.P.R. Discussion Papers.
    15. Rob Euwals, 2002. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D1-3, International Conferences on Panel Data.
    16. Euwals, Rob, 2002. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," CEPR Discussion Papers 3121, C.E.P.R. Discussion Papers.
    17. Euwals, Rob, 1999. "Female Labour Supply, Flexibility of Working Hours, and Job Mobility in the Netherlands," IZA Discussion Papers 83, Institute of Labor Economics (IZA).
    18. Euwals, Rob, 2001. "The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error," IZA Discussion Papers 400, Institute of Labor Economics (IZA).
    19. Henneberger, Fred & Sousa-Poza, Alfonso, 2002. "Beweggründe und Determinanten zwischenbetrieblicher Mobilität: Die Schweiz in einer internationalen Perspektive (Motives and determinants of job-to-job mobility : Switzerland in an international persp," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(2), pages 205-231.

  26. Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models," Discussion Paper 1997-15, Tilburg University, Center for Economic Research.

    Cited by:

    1. Edwin Van Gameren & Michiel Ras & Evelien Eggink & Ingrid Ooms, 2005. "The demand for housing services in the Netherlands," ERSA conference papers ersa05p327, European Regional Science Association.
    2. Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
    3. Michiel van Leuvensteijn & J. van Ommeren, 2003. "New evidence of the effect of transaction costs on residential mobility," CPB Discussion Paper 18, CPB Netherlands Bureau for Economic Policy Analysis.
    4. Lisa Farrell & Michael A. Shields, 2007. "Children as consumers: investigating child diary expenditure data," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(2), pages 445-467, May.
    5. Farrell, Lisa & Shields, Michael A., 2001. "Child Expenditure: The Role of Working Mothers, Lone Parents, Sibling Composition and Household Provision," IZA Discussion Papers 388, Institute of Labor Economics (IZA).

  27. Melenberg, B. & van Soest, A.H.O., 1995. "Semiparametric estimation of equivalence scales using subjective information," Discussion Paper 1995-71, Tilburg University, Center for Economic Research.

    Cited by:

    1. Ahlheim, Michael & Schneider, Friedrich, 2013. "Considering household size in Contingent Valuation studies," FZID Discussion Papers 68-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    2. Christian Dudel & Notburga Ott & Martin Werding, 2013. "Maintaining One's Living Standard at Old Age: What Does that Mean? Evidence Using Panel Data from Germany," CESifo Working Paper Series 4223, CESifo.
    3. Stanislaw Maciej Kot, 2023. "Equivalence scales for continuous distributions of expenditure," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 185-218, March.
    4. Michael Ahlheim & Ulrike Lehr, 2008. "Equity and Aggregation in Environmental Valuation," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 295/2008, Department of Economics, University of Hohenheim, Germany.

  28. Charlier, G.W.P. & Melenberg, B. & van Soest, A.H.O., 1995. "Estimation of a censored regression panel data model using conditional moment restrictions efficiently," Discussion Paper 1995-114, Tilburg University, Center for Economic Research.

    Cited by:

    1. Stefan Hochguertel & Henry Ohlsson, 2009. "Compensatory inter vivos gifts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 993-1023.
    2. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    3. Picchio, Matteo & van Ours, Jan C., 2011. "Market imperfections and firm-sponsored training," Labour Economics, Elsevier, vol. 18(5), pages 712-722, October.
    4. Kalwij, Adriaan S., 2003. "A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects," Economics Letters, Elsevier, vol. 81(2), pages 165-172, November.
    5. Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
    6. Hochgürtel, S., 1997. "Precautionary Motives and Portfolio Decisions," Discussion Paper 1997-55, Tilburg University, Center for Economic Research.
    7. Hochgürtel, S., 1997. "Precautionary Motives and Portfolio Decisions," Other publications TiSEM a6aa05be-cbd8-4f92-ac8e-8, Tilburg University, School of Economics and Management.
    8. Adriaan Kalwij, 2015. "Two tests for strict exogeneity in a correlated random effects panel data Tobit model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(2), pages 115-125, May.
    9. Schmit, Todd M. & Dong, Diansheng & Chung, Chanjin & Kaiser, Harry M. & Gould, Brian W., 2002. "Identifying The Effects Of Generic Advertising On The Household Demand For Fluid Milk And Cheese: A Two-Step Panel Data Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(1), pages 1-22, July.
    10. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    11. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    12. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.

  29. Melenberg, B. & Van Soest, A., 1993. "Semi-Parametric Estimation on the Sample Selection Model," Papers 9334, Tilburg - Center for Economic Research.

    Cited by:

    1. van der Klaauw, Bas & Koning, Ruud H, 2003. "Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 31-42, January.
    2. Euwals, R.W. & van Soest, A.H.O., 1996. "Desired and Actual Labour Supply of Unmarried Men and Women in the Netherlands," Discussion Paper 1996-23, Tilburg University, Center for Economic Research.
    3. Maria Fraga O. Martins, 2001. "Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 23-39.
    4. Fernández-Sainz, Ana I. & Rodríguez-Póo, Juan M., 2010. "An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models = Investigación empírica de métodos de estimación paramétricos y semiparamétricos de modelos d," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 99-120, December.
    5. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Boriss Siliverstovs & Dmitri Koulikov, 2003. "Labor Supply of Married Females in Estonia," Discussion Papers of DIW Berlin 321, DIW Berlin, German Institute for Economic Research.
    7. Hiroaki Masuhara, 2008. "Semi-nonparametric count data estimation with an endogenous binary variable," Economics Bulletin, AccessEcon, vol. 3(42), pages 1-13.

  30. Melenberg, B. & Van Soest, A., 1991. "Parametric and Semi-parametric Modelling of Vocation Expenditures," Papers 9144, Tilburg - Center for Economic Research.

    Cited by:

    1. Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002. "Semi-parametric Models for Satisfaction with Income," Discussion Paper 2002-87, Tilburg University, Center for Economic Research.
    2. Christian Dustmann & Joseph-Simon Görlach, 2014. "Selective Outmigration and the Estimation of Immigrants' Earnings Profiles," CESifo Working Paper Series 4617, CESifo.
    3. Wu, Lingling & Zhang, Junyi & Chikaraishi, Makoto, 2013. "Representing the influence of multiple social interactions on monthly tourism participation behavior," Tourism Management, Elsevier, vol. 36(C), pages 480-489.
    4. Kaitlin Anderson & Gema Zamarro & Jennifer Steele & Trey Miller, 2021. "Comparing Performance of Methods to Deal With Differential Attrition in Randomized Experimental Evaluations," Evaluation Review, , vol. 45(1-2), pages 70-104, February.
    5. Oliver Fritz & Peter Laimer & Jürgen Weiß & Egon Smeral, 2016. "Bericht über die Bedeutung, Entwicklung und Struktur der österreichischen Tourismus- und Freizeitwirtschaft im Jahr 2015," WIFO Studies, WIFO, number 58817, April.
    6. Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2022. "On a log-symmetric quantile tobit model applied to female labor supply data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(16), pages 4225-4253, December.
    7. Hochgürtel, S. & van Soest, A.H.O., 1996. "The Relation Between Financial and Housing Wealth of Dutch Households," Other publications TiSEM db5f1307-aa5a-4a4b-bec2-f, Tilburg University, School of Economics and Management.
    8. Alegre, Joaquín & Mateo, Sara & Pou, Llorenç, 2010. "An analysis of households' appraisal of their budget constraints for potential participation in tourism," Tourism Management, Elsevier, vol. 31(1), pages 45-56.
    9. Falk, Martin, 2001. "Diffusion of information technology, internet use and the demand of heterogeneous labor," ZEW Discussion Papers 01-48, ZEW - Leibniz Centre for European Economic Research.
    10. A. Sharma & L. Siciliani & A. Harris, 2011. "Waiting times and socioeconomic status: does sample selection matter?," Health, Econometrics and Data Group (HEDG) Working Papers 11/22, HEDG, c/o Department of Economics, University of York.
    11. Lee, Myoung-jae & Melenberg, Bertrand, 1998. "Bounding quantiles in sample selection models," Economics Letters, Elsevier, vol. 61(1), pages 29-35, October.
    12. Glenn W. Harrison & James P. Feehan & Alison C. Edwards & Jorge Segovia, 2003. "Cigarette Smoking and the Cost of Hospital and Physician Care," Canadian Public Policy, University of Toronto Press, vol. 29(1), pages 1-19, March.
    13. Seung-Hoon Yoo & Seung-Jun Kwak & Tai-Yoo Kim, 2001. "Modelling willingness to pay responses from dichotomous choice contingent valuation surveys with zero observations," Applied Economics, Taylor & Francis Journals, vol. 33(4), pages 523-529.
    14. Juan Eugenio-Martin & Juan Campos-Soria, 2011. "Income and the substitution pattern between domestic and international tourism demand," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2519-2531.
    15. Yasuhiro Omori & Koji Miyawaki, 2008. "Tobit Model with Covariate Dependent Thresholds," CIRJE F-Series CIRJE-F-594, CIRJE, Faculty of Economics, University of Tokyo.
    16. J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne.
    17. Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
    18. Eugenio-Martin, Juan L. & Cazorla-Artiles, José M., 2020. "The shares method for revealing latent tourism demand," Annals of Tourism Research, Elsevier, vol. 84(C).
    19. Cristina Bernini & Maria Francesca Cracolici, 2014. "Is Participation in Tourism Market an Opportunity for Everyone? Some Evidence from Italy," Working Papers 2014.17, Fondazione Eni Enrico Mattei.
    20. Murat K. Munkin & Partha Deb & Pravin K. Trivedi, 2006. "Bayesian analysis of the two-part model with endogeneity: application to health care expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1081-1099.
    21. Falk, Martin, 2002. "Diffusion der Informations- und Kommunikationstechnologien und die Qualifikationsstruktur der Arbeitskräfte (Diffusion of information and communication technology and the qualification structure of th," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(3), pages 397-410.
    22. Cook, Douglas O. & Kieschnick, Robert & McCullough, B.D., 2008. "Regression analysis of proportions in finance with self selection," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 860-867, December.
    23. Fleischer, Aliza & Peleg, Gil & Rivlin (Byk), Judith, 2011. "The impact of changes in household vacation expenditures on the travel and hospitality industries," Tourism Management, Elsevier, vol. 32(4), pages 815-821.
    24. Geir Godager & Hilde Lurås, 2009. "Dual job holding general practitioners: the effect of patient shortage," Health Economics, John Wiley & Sons, Ltd., vol. 18(10), pages 1133-1145, October.
    25. Camila Borelli Zeller & Celso Rômulo Barbosa Cabral & Víctor Hugo Lachos & Luis Benites, 2019. "Finite mixture of regression models for censored data based on scale mixtures of normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 89-116, March.
    26. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
    27. Godager, Geir, 2009. "Four Empirical Essays on the Market for General Practitioners' Services," HERO Online Working Paper Series 2009:7, University of Oslo, Health Economics Research Programme.
    28. Francisco J. Mas & Juan Luis Nicolau, 2004. "Heckit Modelling Of The Two-Stage Tourist Choice Process: Going On Holiday And Tourism Expenditures," Working Papers. Serie EC 2004-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    29. Campos-Soria, Juan A. & Inchausti-Sintes, Federico & Eugenio-Martin, Juan L., 2015. "Understanding tourists' economizing strategies during the global economic crisis," Tourism Management, Elsevier, vol. 48(C), pages 164-173.
    30. Fleischer, Aliza & Rivlin, Judith, 2006. "Quality, Quantity And Time Issues In Demand For Vacations," Discussion Papers 7173, Hebrew University of Jerusalem, Department of Agricultural Economics and Management.
    31. Fred Henneberger & Alexandre Ziegler, 2003. "Aussenhandel und Auslandsproduktion im Dienstleistungssektor: Theorie und Empirie der Beschäftigungseffekte für die schweizerische Tourismusbranche," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(IV), pages 535-561, December.
    32. Hellström, Jörgen & Nordström, Jonas, 2012. "Demand and welfare effects in recreational travel models: Accounting for substitution between number of trips and days to stay," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(3), pages 446-456.
    33. Anderson, Michael H. & Jaggia, Sanjiv, 2009. "Rent-to-own agreements: Customer characteristics and contract outcomes," Journal of Economics and Business, Elsevier, vol. 61(1), pages 51-69.
    34. Cizek, P. & Sadikoglu, S., 2014. "Bias-Corrected Quantile Regression Estimation of Censored Regression Models," Other publications TiSEM b351916f-03f7-4763-b47c-4, Tilburg University, School of Economics and Management.
    35. Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008. "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
    36. Coenen, Mieke & van Eekeren, Lobke, 2001. "Demand for domestic tourism by Swedish households," Umeå Economic Studies 578, Umeå University, Department of Economics.
    37. Lin, Karen Jingrong & Tan, Jinsong & Zhao, Liming & Karim, Khondkar, 2015. "In the name of charity: Political connections and strategic corporate social responsibility in a transition economy," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 327-346.
    38. Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers 12/02, Institute for Fiscal Studies.
    39. Ruben Van Loon & Jan Rouwendal & Piet Rietveld, 2011. "Vacation Behaviour: Frequency, Destination Choice and Expenditure Level," ERSA conference papers ersa10p921, European Regional Science Association.
    40. Wu, Dexiang & Cheng, Huihui & Luo, Cuicui & Han, Liyan, 2022. "Does government initiated corporate social responsibility lower the default risk? Evidence from the targeted poverty alleviation campaign in China," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
    41. Bernini, Cristina & Cracolici, Maria Francesca, 2015. "Demographic change, tourism expenditure and life cycle behaviour," Tourism Management, Elsevier, vol. 47(C), pages 191-205.
    42. Bilias, Yannis & Chen, Songnian & Ying, Zhiliang, 2000. "Simple resampling methods for censored regression quantiles," Journal of Econometrics, Elsevier, vol. 99(2), pages 373-386, December.
    43. Sadat Reza & Paul Rilstone, 2019. "Smoothed Maximum Score Estimation of Discrete Duration Models," JRFM, MDPI, vol. 12(2), pages 1-16, April.
    44. Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
    45. Myoung-jae Lee, 2017. "Extensive and intensive margin effects in sample selection models: racial effects on wages," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 817-839, June.
    46. Chandran, Ram, 2004. "A Tobit Analysis of WIC Children's Consumption of Pyramid Group Foods," 2004 Annual meeting, August 1-4, Denver, CO 19998, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    47. Yoo, Seung-Hoon & Kim, Tai-Yoo & Lee, Jai-Ki, 2001. "Modeling zero response data from willingness to pay surveys: A semi-parametric estimation," Economics Letters, Elsevier, vol. 71(2), pages 191-196, May.
    48. Ibtisam Al Abri & Mariam Alkazemi & Waed Abdeljalil & Hala Al Harthi & Fatema Al Maqbali, 2023. "Attitudinal and Behavioral Loyalty: Do Psychological and Political Factors Matter in Tourism Development?," Sustainability, MDPI, vol. 15(6), pages 1-22, March.
    49. Joaquín Alegre & Llorenç Pou, 2016. "US household tourism expenditure and the Great Recession," Tourism Economics, , vol. 22(3), pages 608-620, June.
    50. Fernández Sainz, Ana Isabel & Rodríguez Poo, Juan M. & Villanúa Martín, Inmaculada, 1999. "Finite sample behavior of two step estimators in selection models," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    51. Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies 503, Umeå University, Department of Economics.
    52. Joaquín Alegre & Llorenç Pou, 2006. "An Analysis of the Microeconomic Determinants of Travel Frequency," DEA Working Papers 18, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    53. Alegre, Joaquín & Mateo, Sara & Pou, Llorenç, 2013. "Tourism participation and expenditure by Spanish households: The effects of the economic crisis and unemployment," Tourism Management, Elsevier, vol. 39(C), pages 37-49.
    54. James Carroll & Siobhan McCarthy & Carol Newman, 2005. "An Econometric Analysis of Charitable Donations in the Republic of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 36(3), pages 229-249.
    55. Peter Fredman & Daniel Wikström, 2018. "Income elasticity of demand for tourism at Fulufjället National Park," Tourism Economics, , vol. 24(1), pages 51-63, February.
    56. Eugenio-Martin, Juan L. & Inchausti-Sintes, Federico, 2016. "Low-cost travel and tourism expenditures," Annals of Tourism Research, Elsevier, vol. 57(C), pages 140-159.
    57. Young-Min Ju & Myoung-Jae Lee, 2017. "Control Function Approach for Partly Ordered Endogenous Treatments: Military Rank Premium in Wage," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1176-1194, December.
    58. Katharine G. Abraham & Sara E. Helms & Stanley Presser, 2008. "How Social Processes Distort Measurement: The Impact of Survey Nonresponse on Estimates of Volunteer Work," NBER Working Papers 14076, National Bureau of Economic Research, Inc.
    59. Hisham S. El‐Osta, 2010. "Inequality decomposition of farm family living expenditures and the role of the life cycle," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(2), pages 245-266, August.

  31. Alessie, R.J.M. & Gradus, R.H.J.M. & Melenberg, B., 1987. "The problem of not observing small expenditures in a consumer expenditure survey," Research Memorandum FEW 293, Tilburg University, School of Economics and Management.

    Cited by:

    1. Erich Battistin, 2003. "Errors in survey reports of consumption expenditures," IFS Working Papers W03/07, Institute for Fiscal Studies.
    2. Nicole Jonker & Anneke Kosse, 2013. "Estimating Cash Usage: The Impact of Survey Design on Research Outcomes," De Economist, Springer, vol. 161(1), pages 19-44, March.
    3. Francisco Fernando & Ribeiro Ramos, 1999. "Underreporting of purchases of port wine," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 485-494.

  32. Alessie, R.J.M. & Melenberg, B. & Weber, G., 1987. "Consumption, leisure and earnings-related liquidity constraints : A note," Research Memorandum FEW 295, Tilburg University, School of Economics and Management.

    Cited by:

    1. Yannis M. Ioannides & Vassilis A. Hajivassiliou, 2007. "Unemployment and liquidity constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 479-510.
    2. Renata Bottazzi, 2004. "Labour market participation and mortgage related borrowing constraints," IFS Working Papers W04/09, Institute for Fiscal Studies.
    3. Rob Alessie & Michael Devereux & Guglielmo Weber, 1993. "Intertemporal consumption, durables and liquidity constraints: a cohort analysis," IFS Working Papers W93/07, Institute for Fiscal Studies.
    4. Alessie, R.J.M. & Melenberg, B. & Kapteyn, A.J., 1989. "The effects of liquidity constraints on consumption : Estimation from household panel data," Other publications TiSEM c43d08ee-1fb3-4ee3-8903-d, Tilburg University, School of Economics and Management.
    5. Attanasio, O.P. & Weber, G., 1989. "Consumption, Productivity Growth And The Interest Rate," Papers 8925, Tilburg - Center for Economic Research.
    6. Del Boca, Daniela & Lusardi, Annamaria, 2003. "Credit market constraints and labor market decisions," Labour Economics, Elsevier, vol. 10(6), pages 681-703, December.
    7. Carvalho, Kátia & Nascimento, Mabel & Neri, Marcelo Côrtes, 2000. "Ciclo de vida e motivações financeiras," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 393, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. Orazio P. Attanasio, 1994. "The Intertemporal Allocation of Consumption: Theory and Evidence," NBER Working Papers 4811, National Bureau of Economic Research, Inc.

Articles

  1. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Longevity risk in portfolios of pension annuities," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 505-519, April.

    Cited by:

    1. Stevens, Ralph & De Waegenaere, Anja & Melenberg, Bertrand, 2010. "Longevity risk in pension annuities with exchange options: The effect of product design," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 222-234, February.
    2. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
    3. De Waegenaere, A.M.B. & Melenberg, B. & Stevens, R., 2010. "Longevity risk," Other publications TiSEM fa89b4b3-82f5-4c65-8c2c-b, Tilburg University, School of Economics and Management.
      • Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
    4. Menoncin, Francesco & Regis, Luca, 2020. "Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets," Journal of Banking & Finance, Elsevier, vol. 120(C).
    5. Apostolos Bozikas & Ioannis Badounas & Georgios Pitselis, 2022. "Pricing Longevity Bonds under a Credibility Framework with Limited Available Data," Risks, MDPI, vol. 10(5), pages 1-15, May.
    6. Fung, Man Chung & Ignatieva, Katja & Sherris, Michael, 2014. "Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 103-115.
    7. Jesús-Adrián Álvarez & Malene Kallestrup-Lamb & Søren Kjærgaard, 2020. "Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans," CREATES Research Papers 2020-17, Department of Economics and Business Economics, Aarhus University.
    8. Jevtić, Petar & Regis, Luca, 2015. "Assessing the solvency of insurance portfolios via a continuous-time cohort model," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 36-47.
    9. María del Carmen Valls Martínez & José Manuel Santos-Jaén & Fahim-ul Amin & Pedro Antonio Martín-Cervantes, 2021. "Pensions, Ageing and Social Security Research: Literature Review and Global Trends," Mathematics, MDPI, vol. 9(24), pages 1-25, December.
    10. Cocco, João F. & Gomes, Francisco J., 2012. "Longevity risk, retirement savings, and financial innovation," Journal of Financial Economics, Elsevier, vol. 103(3), pages 507-529.
    11. Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2017. "Redistribution of longevity risk: The effect of heterogeneous mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 175-188.
    12. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk," Discussion Paper 2012-090, Tilburg University, Center for Economic Research.
    13. Valeria D’Amato & Emilia Di Lorenzo & Steven Haberman & Maria Russolillo & Marilena Sibillo, 2011. "The Poisson Log-Bilinear Lee-Carter Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 15(2), pages 315-333.
    14. Gambaro, Anna Maria & Casalini, Riccardo & Fusai, Gianluca & Ghilarducci, Alessandro, 2018. "Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 117-129.
    15. Alvarez, Jesús-Adrián & Kallestrup-Lamb, Malene & Kjærgaard, Søren, 2021. "Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 363-375.
    16. Alessandro Bucciol & Roel M.W.J. Beetsma, 2010. "Inter- and Intra-generational Consequences of Pension Buffer Policy under Demographic, Financial, and Economic Shocks," CESifo Economic Studies, CESifo Group, vol. 56(3), pages 366-403, September.
    17. Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions," Working Papers 2015-03, Universitat de Barcelona, UB Riskcenter.
    18. Yang, Sharon S. & Yue, Jack C. & Huang, Hong-Chih, 2010. "Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 254-270, February.
    19. Gian Paolo Clemente & Francesco Della Corte & Nino Savelli, 2021. "A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk," Papers 2107.10891, arXiv.org.
    20. Rihab Bedoui & Islem Kedidi, 2018. "Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models," Working Papers hal-01678050, HAL.
    21. Tomas Cipra, 2010. "Securitization of Longevity and Mortality Risk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 545-560, December.
    22. Lin, Tzuling & Tzeng, Larry Y., 2010. "An additive stochastic model of mortality rates: An application to longevity risk in reserve evaluation," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 423-435, April.
    23. Rachel WINGENBACH & Jong-Min KIM & Hojin JUNG, 2020. "Living Longer in High Longevity Risk," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 47-86, March.
    24. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk," Other publications TiSEM 666aa6f1-2d07-413c-90da-a, Tilburg University, School of Economics and Management.
    25. Boonen, Tim J., 2016. "Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator," European Journal of Operational Research, Elsevier, vol. 250(3), pages 955-965.
    26. Berdin, Elia, 2016. "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series 23/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    27. Leung, Melvern & Li, Youwei & Pantelous, Athanasios & Vigne, Samuel, 2019. "Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing," MPRA Paper 101698, University Library of Munich, Germany.
    28. Man Chung Fung & Katja Ignatieva & Michael Sherris, 2019. "Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives," Risks, MDPI, vol. 7(1), pages 1-25, January.
    29. Rabitti, Giovanni & Borgonovo, Emanuele, 2020. "Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 48-58.
    30. Samuel Asante Gyamerah & Janet Arthur & Saviour Worlanyo Akuamoah & Yethu Sithole, 2023. "Measurement and Impact of Longevity Risk in Portfolios of Pension Annuity: The Case in Sub Saharan Africa," FinTech, MDPI, vol. 2(1), pages 1-20, January.
    31. Francesco Della Corte & Gian Paolo Clemente & Nino Savelli, 2023. "A cohort-based Partial Internal Model for demographic risk," Papers 2307.03090, arXiv.org.
    32. Pauline Milaure Ngugnie Diffouo & Pierre Devolder, 2020. "Longevity Risk Measurement of Life Annuity Products," Risks, MDPI, vol. 8(1), pages 1-16, March.
    33. Igor Fedotenkov & Pavel Derkachev, 2020. "Gender longevity gap and socioeconomic indicators in developed countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 47(1), pages 127-144, January.
    34. Broeders, Dirk & Mehlkopf, Roel & van Ool, Annick, 2021. "The economics of sharing macro-longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 440-458.
    35. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    36. Lin, Tzuling & Wang, Chou-Wen & Tsai, Cary Chi-Liang, 2015. "Age-specific copula-AR-GARCH mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 110-124.
    37. Tan, Ken Seng & Weng, Chengguo & Zhang, Jinggong, 2022. "Optimal dynamic longevity hedge with basis risk," European Journal of Operational Research, Elsevier, vol. 297(1), pages 325-337.
    38. Gian Paolo Clemente & Francesco Della Corte & Nino Savelli, 2021. "A Bridge between Local GAAP and Solvency II Frameworks to Quantify Capital Requirement for Demographic Risk," Risks, MDPI, vol. 9(10), pages 1-19, September.
    39. Stevens, R.S.P. & De Waegenaere, A.M.B. & Melenberg, B., 2011. "Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk," Other publications TiSEM a3e07689-4b6b-4987-852c-3, Tilburg University, School of Economics and Management.
    40. Helena Aro, 2013. "Systematic and non-systematic mortality risk in pension portfolios," Papers 1307.8020, arXiv.org, revised Jul 2013.
    41. Man Chung Fung & Katja Ignatieva & Michael Sherris, 2015. "Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives," Papers 1508.00090, arXiv.org.
    42. Stevens, R.S.P. & De Waegenaere, A.M.B. & Melenberg, B., 2011. "Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk," Discussion Paper 2011-036, Tilburg University, Center for Economic Research.
    43. Elisa Luciano & Luca Regis & Elena Vigna, 2012. "Natural delta gamma hedging of longevity and interest rate risk," ICER Working Papers - Applied Mathematics Series 21-2011, ICER - International Centre for Economic Research.

  2. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Estimating the term structure of mortality," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 492-504, April.

    Cited by:

    1. Katja Hanewald, 2009. "Mortality modeling: Lee-Carter and the macroeconomy," SFB 649 Discussion Papers SFB649DP2009-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    3. Katja Hanewald & Thomas Post & Helmut Gründl, 2011. "Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 458-475, July.
    4. Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018. "Longevity risk and capital markets: The 2015–16 update," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
    5. De Waegenaere, A.M.B. & Melenberg, B. & Stevens, R., 2010. "Longevity risk," Other publications TiSEM fa89b4b3-82f5-4c65-8c2c-b, Tilburg University, School of Economics and Management.
      • Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
    6. David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn, 2013. "The New Life Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 501-558, September.
    7. O'Hare, Colin & Li, Youwei, 2014. "Is mortality spatial or social?," Economic Modelling, Elsevier, vol. 42(C), pages 198-207.
    8. Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011. "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper 28868, University Library of Munich, Germany.
    9. Cox, Samuel H. & Lin, Yijia & Pedersen, Hal, 2010. "Mortality risk modeling: Applications to insurance securitization," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 242-253, February.
    10. Lin, Tzuling & Tsai, Cary Chi-Liang, 2013. "On the mortality/longevity risk hedging with mortality immunization," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 580-596.
    11. Dorina Lazar & Michel M. Denuit, 2009. "A multivariate time series approach to projected life tables," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(6), pages 806-823, November.
    12. O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.

  3. Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
    See citations under working paper version above.
  4. Kerkhof, Jeroen & Melenberg, Bertrand, 2004. "Backtesting for risk-based regulatory capital," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1845-1865, August.
    See citations under working paper version above.
  5. Driessen, Joost & Klaassen, Pieter & Melenberg, Bertrand, 2003. "The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(3), pages 635-672, September.
    See citations under working paper version above.
  6. Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2003. "Common factors in international bond returns," Journal of International Money and Finance, Elsevier, vol. 22(5), pages 629-656, October.
    See citations under working paper version above.
  7. E. Dijkgraaf & R. H. J. M. Gradus & B. Melenberg, 2003. "Contracting out refuse collection," Empirical Economics, Springer, vol. 28(3), pages 553-570, July.

    Cited by:

    1. Pérez-López, Gemma & Prior, Diego & Zafra-Gómez, José Luis & Plata-Díaz, Ana María, 2016. "Cost efficiency in municipal solid waste service delivery. Alternative management forms in relation to local population size," European Journal of Operational Research, Elsevier, vol. 255(2), pages 583-592.
    2. Jana Soukopová & Vojtìch Ficek, 2014. "Factors Influencing the Selection of Waste Collection Companies by Municipalities – Are Municipal Decision Effective?," MUNI ECON Working Papers 15, Masaryk University, revised Dec 2014.
    3. Jaakko Meriläinen & Janne Tukiainen, 2019. "Public Procurement versus Laissez-Faire: Evidence from Household Waste Collection," CESifo Economic Studies, CESifo Group, vol. 65(4), pages 446-463.
    4. Niklas Potrafke, 2018. "Does public sector outsourcing decrease public employment? Empirical evidence from OECD countries," ifo Working Paper Series 267, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    5. Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2011. "The Costs of Disposal and Recycling. An Application to Italian Municipal Solid Waste Services," Working papers 20, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    6. Bel Germà & Fageda Xavier & E. Mildred, 2014. "Is private production of public services cheaper than public production? A meta-regression analysis of solid waste and water services," Public administration issues, Higher School of Economics, issue 3, pages 103-140.
    7. Thomas C. Kinnaman & Kenji Takeuchi (ed.), 2014. "Handbook on Waste Management," Books, Edward Elgar Publishing, number 14571.
    8. Corrado lo Storto, 2021. "Eco-Productivity Analysis of the Municipal Solid Waste Service in the Apulia Region from 2010 to 2017," Sustainability, MDPI, vol. 13(21), pages 1-21, October.
    9. Germà Bel, 2013. "Local government size and efficiency in capital-intensive services: what evidence is there of economies of scale, density and scope?," Chapters, in: Santiago Lago-Peñas & Jorge Martinez-Vazquez (ed.), The Challenge of Local Government Size, chapter 6, pages 148-170, Edward Elgar Publishing.
    10. Juri Demuth & Hans W. Friederiszick & Steffen Reinhold, 2018. "Reverse privatization as a reaction to the competitive environment: Evidence from solid waste collection in Germany," ESMT Research Working Papers ESMT-18-02, ESMT European School of Management and Technology.
    11. Germà Bel & Xavier Fageda & Melania Mur, 2011. "Privatization, cooperation and costs of solid waste services in small towns," IREA Working Papers 201111, University of Barcelona, Research Institute of Applied Economics, revised Jul 2011.
    12. Roland Zullo, 2019. "Explaining Privatization Failure: The Vice of Sweet Carrots and Hard Sticks," Review of Radical Political Economics, Union for Radical Political Economics, vol. 51(1), pages 111-128, March.
    13. Andrea SALUSTRI & Michele MOSCA & Federica VIGANO, "undated". "Overcoming urban-rural imbalances: the role of cooperatives and social enterprises," CIRIEC Working Papers 1512, CIRIEC - Université de Liège.
    14. Bertacchini, Enrico & Dalle Nogare, Chiara, 2013. "Public Provision vs Outsourcing of Cultural Services: Evidence from Italian Cities," EBLA Working Papers 201302, University of Turin.
    15. Xavier Fageda & Germa Bel, 2008. "Local privatization, intermunicipal cooperation,transaction costs and political interests: Evidence from Spain," IREA Working Papers 200804, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
    16. Daniel Albalate & Germà Bel & R. Richard Geddes, 2012. "“The determinants of contractual choice for private involvement in infrastructure projects in the United States”," IREA Working Papers 201220, University of Barcelona, Research Institute of Applied Economics, revised Dec 2012.
    17. Friese, Maria & Heimeshoff, Ulrich & Klein, Gordon J., 2020. "Property rights and transaction costs – The role of ownership and organization in German public service provision," International Journal of Industrial Organization, Elsevier, vol. 72(C).
    18. Bel, Germà & Fageda, Xavier, 2010. "Empirical analysis of solid management waste costs: Some evidence from Galicia, Spain," Resources, Conservation & Recycling, Elsevier, vol. 54(3), pages 187-193.
    19. Cristina M. Campos-Alba & Emilio J. De la Higuera-Molina & Gemma Pérez-López & José L. Zafra-Gómez, 2019. "Measuring the Efficiency of Public and Private Delivery Forms: An Application to the Waste Collection Service Using Order-M Data Panel Frontier Analysis," Sustainability, MDPI, vol. 11(7), pages 1-15, April.
    20. Dietz, Saskia & Richter, Magnus & Souren, Rainer, 2017. "Gebührenmaßstäbe als Einflussfaktoren auf die Höhe der Hausmüllgebühren: Systematik und varianzanalytische Untersuchung," Ilmenauer Schriften zur Betriebswirtschaftslehre, Technische Universität Ilmenau, Institut für Betriebswirtschaftslehre, volume 1, number 12017.
    21. Mischel, Torsten & Damberg, Svenja, 2021. "Drivers of customer satisfaction with waste-disposal-services: A PLS-SEM approach," Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL), in: Kersten, Wolfgang & Ringle, Christian M. & Blecker, Thorsten (ed.), Adapting to the Future: How Digitalization Shapes Sustainable Logistics and Resilient Supply Chain Management. Proceedings of the Hamburg Internationa, volume 31, pages 479-497, Hamburg University of Technology (TUHH), Institute of Business Logistics and General Management.
    22. Daniel Albalate & Germ� Bel & R. Richard Geddes, 2015. "The determinants of contractual choice for private involvement in infrastructure projects," Public Money & Management, Taylor & Francis Journals, vol. 35(1), pages 87-94, January.
    23. Rogge, Nicky & De Jaeger, Simon, 2013. "Measuring and explaining the cost efficiency of municipal solid waste collection and processing services," Omega, Elsevier, vol. 41(4), pages 653-664.
    24. Fusco, Elisa & Allegrini, Veronica, 2020. "The role of spatial interdependence in local government cost efficiency: An application to waste Italian sector," Socio-Economic Planning Sciences, Elsevier, vol. 69(C).
    25. Germà Bel & Xavier Fageda & Melania Mur, 2011. "Why do municipalities cooperate to provide local public services? An empirical analysis," IREA Working Papers 201118, University of Barcelona, Research Institute of Applied Economics, revised Oct 2011.
    26. Salustri, Andrea & Mosca, Michele & Viganò, Federica, 2015. "Overcoming urban-rural imbalances: the role of cooperatives and social enterprises," MPRA Paper 67685, University Library of Munich, Germany.
    27. Pérez López, Gemma & Plata Díaz, Ana María & Zafra Gómez, José L. & López Hernández, Antonio M., 2013. "Deuda viva municipal en un contexto de crisis económica: análisis de los factores determinantes y de las formas de gestión," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 16(2), pages 83-93.
    28. Germà Bel & Thomas Elston, 2022. ""When the Time is Right: Testing for Dynamic Effects in Collaborative Performance"," IREA Working Papers 202212, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
    29. Cuadrado-Ballesteros, Beatriz & García-Sánchez, Isabel-María & Prado-Lorenzo, José-Manuel, 2013. "Effect of modes of public services delivery on the efficiency of local governments: A two-stage approach," Utilities Policy, Elsevier, vol. 26(C), pages 23-35.
    30. García-Valiñas, María de los Ángeles & González-Gómez, Francisco & Picazo-Tadeo, Andrés J., 2013. "Is the price of water for residential use related to provider ownership? Empirical evidence from Spain," Utilities Policy, Elsevier, vol. 24(C), pages 59-69.
    31. Ohlsson, H., 1998. "Ownership and Production Costs Choosing Between Public Production and Contracting Out," Papers 1998-6, Uppsala - Working Paper Series.
    32. Elbert Dijkgraaf & Raymond Gradus, 2014. "Efficiency Effects of Unit-based Pricing Systems and Institutional Choices of Waste Collection," Tinbergen Institute Discussion Papers 14-003/VI, Tinbergen Institute.
    33. Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2012. "Size and Density Economies in Refuse Collection," Carlo Alberto Notebooks 274, Collegio Carlo Alberto.
    34. Elinder, Mikael & Jordahl, Henrik, 2013. "Political preferences and public sector outsourcing," European Journal of Political Economy, Elsevier, vol. 30(C), pages 43-57.
    35. Germà Bel & Xavier Fageda, 2008. "Privatization and competition in the delivery of local services: An empirical examination of the dual market hypothesis," Working Papers XREAP2008-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Apr 2008.
    36. Germà Bel & Xavier Fageda, 2006. "Factors explaining local privatization: A meta-regression analysis," Working Papers CREAP2006-03, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2006.
    37. Dijkgraaf, E. & Gradus, R.H.J.M., 2007. "How to get increasing competition in the Dutch refuse collection market?," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    38. Germa Bel & Anton Costas, 2004. "Do public sector reforms get rusty? An empirical analysis on privatization of solid waste collection," Public Economics 0409014, University Library of Munich, Germany.
    39. Pérez-López, Gemma & Prior, Diego & Zafra-Gómez, José L., 2018. "Temporal scale efficiency in DEA panel data estimations. An application to the solid waste disposal service in Spain," Omega, Elsevier, vol. 76(C), pages 18-27.
    40. Paolo Esposito & Spiridione Lucio Dicorato & Emanuele Doronzo, 2021. "The effect of ownership on sustainable development and environmental policy in urban waste management: An explicatory empirical analysis of Italian municipal corporations," Business Strategy and the Environment, Wiley Blackwell, vol. 30(2), pages 1067-1079, February.
    41. Rubí Medina-Mijangos & Luis Seguí-Amórtegui, 2020. "Research Trends in the Economic Analysis of Municipal Solid Waste Management Systems: A Bibliometric Analysis from 1980 to 2019," Sustainability, MDPI, vol. 12(20), pages 1-20, October.
    42. Juan Carlos Garrido-Rodríguez & Gemma Pérez-López & José Luis Zafra-Gómez & Diego Prior, 2018. "Estimación de la eficiencia a largo plazo en servicios públicos locales mediante fronteras robustas con datos de panel," Hacienda Pública Española / Review of Public Economics, IEF, vol. 226(3), pages 11-36, September.
    43. Andersson, Fredrik & Jordahl, Henrik, 2011. "Outsourcing Public Services: Ownership, Competition, Quality and Contracting," Working Papers 2011:20, Lund University, Department of Economics.
    44. Simões, Pedro & Marques, Rui Cunha, 2011. "How does the operational environment affect utility performance? A parametric study on the waste sector," Resources, Conservation & Recycling, Elsevier, vol. 55(7), pages 695-702.
    45. González-Gómez, Francisco & García-Rubio, Miguel A. & González-Martínez, Jesús, 2014. "Beyond the public–private controversy in urban water management in Spain," Utilities Policy, Elsevier, vol. 31(C), pages 1-9.
    46. Soukopová, Jana & Vaceková, Gabriela & Klimovský, Daniel, 2017. "Local waste management in the Czech Republic: Limits and merits of public-private partnership and contracting out," Utilities Policy, Elsevier, vol. 48(C), pages 201-209.
    47. Germà Bel & Xavier Fageda & Melania Mur, 2009. "¿Por qué se privatizan servicios en los municipios (pequeños)?Evidencia empírica sobre residuos sólidos y agua," IREA Working Papers 200908, University of Barcelona, Research Institute of Applied Economics, revised Apr 2009.
    48. Pim Heijnen & J. Paul Elhorst, 2018. "The Diffusion of Local Differentiated Waste Disposal Taxes in the Netherlands," De Economist, Springer, vol. 166(2), pages 239-258, June.
    49. Heijnen, P., 2007. "The diffusion of differentiated waste disposal taxes in the Netherlands," CeNDEF Working Papers 07-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    50. Bel, Germà & Warner, Mildred, 2008. "Does privatization of solid waste and water services reduce costs? A review of empirical studies," Resources, Conservation & Recycling, Elsevier, vol. 52(12), pages 1337-1348.
    51. Suho Bae, 2010. "Public Versus Private Delivery Of Municipal Solid Waste Services: The Case Of North Carolina," Contemporary Economic Policy, Western Economic Association International, vol. 28(3), pages 414-428, July.
    52. Germà Bel & Melania Mur, 2008. "Intermunicipal cooperation and privatization of solid waste services among small municipalities in Spain," IREA Working Papers 200816, University of Barcelona, Research Institute of Applied Economics, revised Dec 2008.
    53. Andrés Picazo-Tadeo & Francisco González-Gómez & Jorge Wanden-Berghe & Alberto Ruiz-Villaverde, 2012. "Do ideological and political motives really matter in the public choice of local services management? Evidence from urban water services in Spain," Public Choice, Springer, vol. 151(1), pages 215-228, April.
    54. José L Zafra-Gómez & Ana María Plata-Díaz & Gemma Pérez-López & Antonio Manuel López-Hernández, 2016. "Privatisation of waste collection services in response to fiscal stress in times of crisis," Urban Studies, Urban Studies Journal Limited, vol. 53(10), pages 2134-2153, August.
    55. Raymond Gradus & Rick van Koppen & Elbert Dijkgraaf & Paul Nillesen, 2016. "A Cost-Effectiveness Analysis for Incineration or Recycling of Dutch Household Plastics," Tinbergen Institute Discussion Papers 16-039/VI, Tinbergen Institute.
    56. Ankinée Kirakozian, 2015. "Household Waste Recycling: Economics and Policy," GREDEG Working Papers 2015-09, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Mar 2016.
    57. Jorge Guardiola & Francisco González-Gómez & Miguel A. García-Rubio, 2008. "Is the time dimension really important in research into contracting out?," FEG Working Paper Series 08/02, Faculty of Economics and Business (University of Granada).
    58. Giuseppe Cinquegrana & Serena Migliardo & Domenico Sarno, 2016. "Comparative analysis of private and public provision of the water and waste services by the Italian municipalities," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2016(3), pages 149-176.
    59. Usui, Takehiro & Kakamu, Kazuhiko & Chikasada, Mitsuko, 2015. "To introduce recycling or not: A panel data analysis in Japan," Resources, Conservation & Recycling, Elsevier, vol. 101(C), pages 84-95.
    60. Wassenaar, M.C. & Dijkgraaf, E. & Gradus, R.H.J.M., 2007. "Contracting out: Dutch municipalities reject the solution for the VAT-distortion," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    61. Soukopová Jana & Klimovský Daniel, 2016. "Local Governments and Local Waste Management in the Czech Republic: Producers or Providers?," NISPAcee Journal of Public Administration and Policy, Sciendo, vol. 9(2), pages 217-237, December.
    62. Fusco, Elisa & Vidoli, Francesco & Rogge, Nicky, 2020. "Spatial directional robust Benefit of the Doubt approach in presence of undesirable output: An application to Italian waste sector," Omega, Elsevier, vol. 94(C).
    63. Lombrano, Alessandro, 2009. "Cost efficiency in the management of solid urban waste," Resources, Conservation & Recycling, Elsevier, vol. 53(11), pages 601-611.
    64. Simões, Pedro & Carvalho, Pedro & Marques, Rui Cunha, 2012. "Performance assessment of refuse collection services using robust efficiency measures," Resources, Conservation & Recycling, Elsevier, vol. 67(C), pages 56-66.

  8. Donkers, Bas & Melenberg, Bertrand & Van Soest, Arthur, 2001. "Estimating Risk Attitudes Using Lotteries: A Large Sample Approach," Journal of Risk and Uncertainty, Springer, vol. 22(2), pages 165-195, March.
    See citations under working paper version above.
  9. Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001. "An analysis of housing expenditure using semiparametric models and panel data," Journal of Econometrics, Elsevier, vol. 101(1), pages 71-107, March.
    See citations under working paper version above.
  10. Bertrand Melenberg & Arthur van Soest & Erwin Charlier, 2000. "An analysis of housing expenditure using semiparametric cross-section models," Empirical Economics, Springer, vol. 25(3), pages 437-462.
    See citations under working paper version above.
  11. Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2000. "Estimation of a censored regression panel data model using conditional moment restrictions efficiently," Journal of Econometrics, Elsevier, vol. 95(1), pages 25-56, March.
    See citations under working paper version above.
  12. Lee, Myoung-jae & Melenberg, Bertrand, 1998. "Bounding quantiles in sample selection models," Economics Letters, Elsevier, vol. 61(1), pages 29-35, October.

    Cited by:

    1. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    2. Lee & Myoung-jae, 2004. "Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems," Econometric Society 2004 Australasian Meetings 93, Econometric Society.

  13. Joel Horowitz & Myoung-Jae Lee & Bertrand Melenberg & Arthur van Soest, 1998. "Introduction: application of semiparametric methods for micro-data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 431-433.

    Cited by:

    1. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

  14. Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998. "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 567-585.
    See citations under working paper version above.
  15. Melenberg, Bertrand & van Soest, Arthur, 1996. "Parametric and Semi-parametric Modelling of Vacation Expenditures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 59-76, Jan.-Feb..
    See citations under working paper version above.
  16. Adang, Pim & Melenberg, Bertrand, 1995. "Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 1-15, Jan.-Marc.

    Cited by:

    1. Braekers, Roel & Van Keilegom, Ingrid, 2009. "Flexible modeling based on copulas in nonparametric median regression," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1270-1281, July.
    2. Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
    3. Park, Cheolwoo & Kang, Kee-Hoon, 2008. "SiZer analysis for the comparison of regression curves," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 3954-3970, April.
    4. Melenberg, Bertrand, 1997. "Life cycle consumption models with uncertainty within periods," Economics Letters, Elsevier, vol. 57(1), pages 1-4, November.
    5. Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
    6. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns Over Pay Periods," The Warwick Economics Research Paper Series (TWERPS) 656, University of Warwick, Department of Economics.
    7. Einmahl, John H.J. & Van Keilegom, Ingrid, 2008. "Specification tests in nonparametric regression," Journal of Econometrics, Elsevier, vol. 143(1), pages 88-102, March.
    8. Melenberg, B., 1997. "Life cycle consumption models with uncertainty within periods," Other publications TiSEM afa31643-3995-476e-a1cf-d, Tilburg University, School of Economics and Management.

  17. Alessie, Rob & Gradus, Raymond H J M & Melenberg, Bertrand, 1990. "The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 151-166, April-Jun.
    See citations under working paper version above.
  18. Alessie, Rob & Kapteyn, Arie & Melenberg, Bertrand, 1989. "The effects of liquidity constraints on consumption Estimation from household panel data," European Economic Review, Elsevier, vol. 33(2-3), pages 547-555, March.

    Cited by:

    1. Bloemen, H.G. & Kapteyn, A.J., 1992. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Discussion Paper 1992-29, Tilburg University, Center for Economic Research.
    2. Bögenhold, Dieter & Fachinger, Uwe, 2000. "The social embeddedness of consumption - towards the relationship of income and expenditures over time in Germany," Working papers of the ZeS 06/2000, University of Bremen, Centre for Social Policy Research (ZeS).
    3. Van Soest, Arthur & Kooreman, Peter, 1990. "Coherency of the indirect translog demand system with binding nonnegativity constraints," Journal of Econometrics, Elsevier, vol. 44(3), pages 391-400, June.
    4. Eijffinger, S.C.W. & Gruijters, A., 1993. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM 10b9ba51-3d4a-43a2-8d01-b, Tilburg University, School of Economics and Management.
    5. Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.
    6. Ten Raa, M.H. & Wolff, E.N., 1992. "Secondary products and the measurement of productivity growth," Other publications TiSEM 3616dfb9-0850-4960-9542-e, Tilburg University, School of Economics and Management.
    7. Barten, A.P. & Bettendorf, L.J.H., 1990. "Price formation of fish : An application of an inverse demand system," Other publications TiSEM 856c6f3d-4845-43c3-ab74-c, Tilburg University, School of Economics and Management.
    8. Eijffinger, S.C.W. & van Rixtel, A.A.R.J.M., 1990. "The Japanese financial system and monetary policy : A descriptive review," Other publications TiSEM aed8281d-72cf-49af-bfc1-c, Tilburg University, School of Economics and Management.
    9. Fershtman, C. & de Zeeuw, A.J., 1993. "Capital accumulation and entry deterrence : A clarifying note," Other publications TiSEM 8c7c65ba-40e5-42a4-96af-0, Tilburg University, School of Economics and Management.
    10. Alogoskoufis, G.S. & van der Ploeg, F., 1992. "On budgetary policies, growth, and external deficits in an interdependent world," Other publications TiSEM 066c03d2-2211-4f00-8ce0-0, Tilburg University, School of Economics and Management.
    11. Eijffinger, S.C.W. & Schaling, E., 1993. "Central bank independence in twelve industrial countries," Other publications TiSEM a8720614-d5b9-4252-9afe-9, Tilburg University, School of Economics and Management.
    12. Härdle, W.K. & Tsybakov, A.B., 1994. "How sensitive are average derivatives?," Other publications TiSEM 07ea66d2-29d5-4ec9-a59d-8, Tilburg University, School of Economics and Management.
    13. Lemmen, J.J.G. & Eijffinger, S.C.W., 1993. "The degree of financial integration in the European Community," Other publications TiSEM 1d5446e8-2580-40dc-aee9-5, Tilburg University, School of Economics and Management.
    14. Nijman, T.E. & Palm, F.C., 1990. "Parameter identification in ARMA processes in the presence of regular but incomplete sampling," Other publications TiSEM 708ee84d-487f-48a4-8169-0, Tilburg University, School of Economics and Management.
    15. Olson, Lars J., 1995. "Dynamic Economic Models with Uncertainty and Irreversibility: Methods and Applications," Working Papers 197822, University of Maryland, Department of Agricultural and Resource Economics.
    16. Patrick Honohan, 1995. "The Impact of Financial and Fiscal Policies on Saving," Papers WP059, Economic and Social Research Institute (ESRI).
    17. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    18. Bovenberg, A.L., 1994. "Investment-promoting policies in open economies : The importance of intergenerational and international distributional effects," Other publications TiSEM be140a39-7a76-4f99-8a61-2, Tilburg University, School of Economics and Management.
    19. Bovenberg, A.L. & Goulder, L.H., 1993. "Promoting investment under international capital mobility : An intertemporal general equilibrium analysis," Other publications TiSEM 3d211075-2c03-478d-b657-7, Tilburg University, School of Economics and Management.

  19. Alessie, Rob & Melenberg, Bertrand & Weber, Guglielmo, 1988. "Consumption, leisure and earnings-related liquidity constraints : A note," Economics Letters, Elsevier, vol. 27(1), pages 101-104.
    See citations under working paper version above.
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