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Serial correlation estimation through the imprecise Goal Programming model

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  • Kharrat, Aida
  • Chabchoub, Habib
  • Aouni, Belaid
  • Smaoui, Soulef

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  • Kharrat, Aida & Chabchoub, Habib & Aouni, Belaid & Smaoui, Soulef, 2007. "Serial correlation estimation through the imprecise Goal Programming model," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1839-1851, March.
    • Handle: RePEc:eee:ejores:v:177:y:2007:i:3:p:1839-1851
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    References listed on IDEAS

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    1. Crarnes, A. & Cooper, W. W. & Harrald, J. & Karwan, K. R. & Wallace, W. A., 1976. "A goal interval programming model for resource allocation in a marine environmental protection program," Journal of Environmental Economics and Management, Elsevier, vol. 3(4), pages 347-362, December.
    2. Inuiguchi, Masahiro & Kume, Yasufumi, 1991. "Goal programming problems with interval coefficients and target intervals," European Journal of Operational Research, Elsevier, vol. 52(3), pages 345-360, June.
    3. Sueyoshi, Toshiyuki & Sekitani, Kazuyuki, 1998. "Goal Programming Regression with Serial Correlation: Policy Implications for Japanese Telecommunications Infrastructure Development," Omega, Elsevier, vol. 26(2), pages 195-205, April.
    4. Muhittin Oral & Ossama Kettani, 1992. "A Linearization Procedure for Quadratic and Cubic Mixed-Integer Problems," Operations Research, INFORMS, vol. 40(1-supplem), pages 109-116, February.
    5. Charnes, A. & Collomb, B., 1972. "Optimal economic stabilization policy: Linear goal-interval programming models," Socio-Economic Planning Sciences, Elsevier, vol. 6(4), pages 431-435, August.
    6. Charnes, A. & Cooper, W. W. & Sueyoshi, T., 1986. "Least squares/ridge regression and goal programming/constrained regression alternatives," European Journal of Operational Research, Elsevier, vol. 27(2), pages 146-157, October.
    7. Gilles Laurent, 1976. "Note--A Note on Range Programming: Introducing a "Satisficing Range" in a L.P," Management Science, INFORMS, vol. 22(6), pages 713-716, February.
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    Cited by:

    1. Bai, Ye & Green, Christopher J., 2020. "Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets," Economic Modelling, Elsevier, vol. 92(C), pages 180-194.
    2. Belaid AOUNI & Cinzia COLAPINTO & Davide LA TORRE, 2008. "Solving stochastic multi-objective programming through the GP model," Departmental Working Papers 2008-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

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