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Content
2002
- EI 2002-31 Inverse correspondence analysis
by Groenen, P.J.F. & van de Velden, M.
- EI 2002-30 On Q-derived polynomials
by Stroeker, R.J.
- EI 2002-29 Inventory control with product returns: the impact of (mis)information
by de Brito, M.P. & van der Laan, E.A.
- EI 2002-28 Changes in variability of the business cycle in the G7 countries
by van Dijk, D.J.C. & Osborn, D.R. & Sensier, M.
- EI 2002-27 Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D.
- EI 2002-23 On modeling panels of time series
by Franses, Ph.H.B.F.
- ERS-2002-23-F&A An Empirical Comparison of Default Swap Pricing Models
by Houweling, P. & Vorst, A.C.F.
- EI 2002-22 Ecological panel inference in repeated cross sections
by Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F.
- EI 2002-21 Reverse logistics
by de Brito, M.P. & Flapper, S.D.P. & Dekker, R.
- EI 2002-20 Cyclical components in economic time series
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K.
- EI 2002-18 Joint optimization of customer segmentation and marketing policy to maximize long-term profitability
by Jonker, J.-J. & Piersma, N. & Van den Poel, D.
- EI 2002-17 A scenario aggregation based approach for determining a robust airline fleet composition
by Listes, O.L. & Dekker, R.
- EI 2002-16 On the diffusion of scientific publications; the case of Econometrica 1987
by Franses, Ph.H.B.F.
- EI 2002-15 On the number of categories in an ordered regression model
by Franses, Ph.H.B.F. & Cramer, J.S.
- EI 2002-13 Understanding the role of marketing communications in direct marketing
by Naik, P. & Piersma, N.
- EI 2002-12 Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam
by Franses, Ph.H.B.F. & Patoir, D.A.
- EI 2002-11 How to organise return handling; an exploratory study with nine retailer warehouses
by de Koster, M.B.M. & de Brito, M.P. & van de Vendel, M.A.
- EI 2002-10 On Bayesian structural inference in a simultaneous equation model
by van Dijk, H.K.
- EI 2002-09 Common large innovations across nonlinear time series
by Franses, Ph.H.B.F. & Paap, R.
- EI 2002-08 Inflation rates; long-memoray, level shifts, or both?
by Hyung, N. & Franses, Ph.H.B.F.
- EI 2002-07 From first submission to citation: an empirical analysis
by Franses, Ph.H.B.F.
- EI 2002-06 Discrete vs continuous time for large extremes of Gaussian processes
by Piterbarg, V.I.
- EI 2002-05 Estimating dynamic models from repeated cross-sections
by Verbeek, M.J.C.M. & Vella, F.
- EI 2002-04 On combining revealed and stated preferences to forecast customer behaviour: three case studies
by Franses, Ph.H.B.F. & Verhoef, P.C.
- EI 2002-03 Airline revenue management: an overview of OR techniques 1982-2001
by Pak, K. & Piersma, N.
- EI 2002-02 A simple test for PPP among traded goods
by Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 2002-01 Testing predictive performance of binary choice models
by Donkers, A.C.D. & Melenberg, B.
2001
- EI 2001-50 Constancy of distributions: nonparametric monitoring of probability distributions over time
by Hjort, N.L. & Koning, A.J.
- EI 2001-49 Tail behaviour of Gaussian processes with applications to the Brownian pillow
by Koning, A.J. & Protassov, V.
- EI 2001-48 Rostering at a Dutch Security Firm
by Freling, R. & Piersma, N. & Wagelmans, A.P.M. & van de Wetering, A.
- EI 2001-47 Robust inference on average economic growth
by Boswijk, H.P. & Franses, Ph.H.B.F.
- EI 2001-46 Models and techniques for hotel revenue management using a rolling horizon
by Goldman, P. & Freling, R. & Pak, K. & Piersma, N.
- EI 2001-45 The correlation between the convergence of subdivision processes and solvability of refinement equations
by Protassov, V.
- EI 2001-44 Computing all integer solutions of a genus 1 equation
by Stroeker, R.J. & Tzanakis, N.
- EI 2001-43 Logarithmic residues and sums of idempotents in the Banach algebra generated by the compact operators and the identity
by Bart, H. & Ehrhardt, T. & Silbermann, B.
- EI 2001-42 A structural version of the theorem of Hahn-Banach
by Brinkhuis, J.
- EI 2001-41 An easy derivation of the order optimality condition for inventory systems with backordering
by Teunter, R.H. & Dekker, R.
- EI 2001-39 Production planning and control of closed-loop supply chains
by Inderfurth, K. & Teunter, R.H.
- EI 2001-37 Maximizing remanufacturing profit using product acquisition management
by Guide, V.D.R. & Teunter, R.H. & Van Wassenhove, L.N.
- EI 2001-36 Logistic planning and control of reworking perishable production defectives
by Teunter, R.H. & Flapper, S.D.P.
- EI 2001-35 A Bayesian analysis of the PPP puzzle using an unobserved components model
by Kleijn, R.H. & van Dijk, H.K.
- EI 2001-34 Modeling and forecasting outliers and level shifts in absolute returns
by Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R.
- EI 2001-31 Integrating a web-based system with business processes in closed loop supply chains
by Kokkinaki, A.I. & Dekker, R. & Lee, R. & Pappis, C.P.
- EI 2001-28 Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
by Swanson, N.R. & van Dijk, D.J.C.
- EI 2001-27 Modelling product returns in inventory control - exploring the validity or general assumptions
by de Brito, M.P. & Dekker, R.
- 2001-26 Introduction to Convex and Quasiconvex Analysis
by Frenk, J.B.G. & Kassay, G.
- EI 2001-22 Operations research supports container handling
by Meersmans, P.J.M. & Dekker, R.
- EI 2001-21 Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting
by Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F.
- EI 2001-20 Splitting Orders in Fragmented Markets; evidence from cross-listed stocks
by Menkveld, A.J.
- EI 2001-16 Testing for common deterministic trend slopes
by Vogelsang, T.J. & Franses, Ph.H.B.F.
- EI 2001-15 On the Duality Theory of Convex Objects
by Brinkhuis, J. & Tikhomirov, V.
- EI 2001-14 The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
by Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 2001-13 Structural breaks and long memory in US inflation rates: do they matter for forecasting?
by Hyung, N. & Franses, Ph.H.B.F.
- EI 2001-12 The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series
by van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T.
- EI 2001-11 Short-term volatility versus long-term growth: evidence in US macroeconomic time series
by Sensier, M. & van Dijk, D.J.C.
- EI 2001-10 On the decay of infinite products of trigonometric polynomials
by Protassov, V.
- EI 2001-08 Stochastic approaches for product recovery network design: a case study
by Listes, O.L. & Dekker, R.
- EI 2001-06 Logarithmic residues of analytic Banach algebra valued functions possessing a simply meromorphic inverse
by Bart, H. & Ehrhardt, T. & Silbermann, B.
- EI 2001-05 Neural networks as econometric tool
by Kaashoek, J.F. & van Dijk, H.K.
- EI 2001-04 Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration
by Hoogerheide, L.F. & van Dijk, H.K.
- EI 2001-03 The stability of subdivision operator at its fixed point
by Protassov, V.
- EI 2001-02 Constructing seasonally adjusted data with time-varying confidence intervals
by Koopman, S.J. & Franses, Ph.H.B.F.
- EI 2000-32/A From e-trash to e-treasure: how value can be created by the new e-business models for reverse logistics
by Kokkinaki, A.I. & Dekker, R. & de Koster, M.B.M. & Pappis, C.P.
2000
- EI 2000/-36/A On the complexity of the primal self-concordant barrier method
by Brinkhuis, J.
- EI 2000-35/A Estimting parameters of a microsimulation model for breast cancer screening using the score function method
by Tan, S.Y.G.L. & van Oortmarssen, G.J. & Piersma, N.
- EI 2000-34/A Determining the direct mailing frequency with dynamic stochastic programming
by Piersma, N. & Jonker, J.-J.
- EI 2000-33/A Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
by Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J.
- EI 2000-31/A Neural networks as econometric tool
by Kaashoek, J.F. & van Dijk, H.K.
- EI 2000-30/A A nonlinear long memory model for US unemployment
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R.
- EI 2000-29/A Return handling options and order quantities for single period products
by Vlachos, D. & Dekker, R.
- EI 2000-26A R&D Networks
by Goyal, S. & Moraga-Gonzalez, J.L.
- EI 2000-25/A Daily exchange rate behaviour and hedging of currency risk
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K.
- EI 2000-23/A Smooth transition autoregressive models - A survey of recent developments
by van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F.
- EI 2000-22/A Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models
by Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R. & Habbema, J.D.F.
- EI 2000-21/A From boom til bust: how loss aversion affects asset prices
by Berkelaar, A.B. & Kouwenberg, R.R.P.
- EI 2000-20/A On the variation of hedging decisions in daily currency risk management
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K.
- EI 2000-19/A Using a bootstrap method to choose the sample fraction in tail index estimation
by Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G.
- EI 2000-18/A A bootstrap-based method to achieve optimality on estimating the extreme-value index
by Draisma, G. & de Haan, L.F.M. & Peng, L. & Pereira, T.T.
- EI 2000-17/A Scheduling train crews: a case study for the Dutch Railways
by Freling, R. & Lentink, R.M. & Odijk, M.A.
- EI 2000-16/A The Bayesian Score Statistic
by Kleibergen, F.R. & Kleijn, R.H. & Paap, R.
- EI 2000-14/A A framework for response surface methodology for simulation optimization
by Neddermeijer, H.G. & van Oortmarssen, G.J. & Piersma, N. & Dekker, R.
- EI 2000-13/A A new perspective on inventory systems
by Bazsa-Oldenkamp, E.M. & den Iseger, P.
- EI 2000-12/A Dynamic asset allocation and downside-risk aversion
by Berkelaar, A.B. & Kouwenberg, R.R.P.
- EI 2000-09/A New multi-country evidence on purchasing power parity: multivariate unit root test results
by Groen, J.J.J.
- EI 2000-08/A Optimal portfolio choice under loss aversion
by Berkelaar, A.B. & Kouwenberg, R.R.P.
- EI 2000-07/A Modeling charity donations: target selection, response time and gift size
by Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F.
- EI 2000-06/A Seasonal smooth transition autoregression
by Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C.
- EI 2000-04/A On forecasting cointegrated seasonal time series
by Löf, M. & Franses, Ph.H.B.F.
- EI 2000-01/A Asymmetric and common absorption of shocks in nonlinear autoregressive models
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Boswijk, H.P.
- EI 9954-/A Learning, Network Formation and Coordination
by Goyal, S. & Vega-Redondo, F.
- EI 9952-/A Networks of Collaboration in Oligopoly
by Goyal, S. & Joshi, S.
1999
- TI 99-082/4 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
by Bauwens, L. & Bos, C.S. & van Dijk, H.K.
- EI 9959-/A Goodness of fit for the constancy of a classical statistical model over time
by Koning, A.J.
- EI 9958-/A Model based control charts in stage 1 quality control
by Koning, A.J.
- EI 9957-/A The political economy of regionalism
by Goyal, S. & Staal, K.
- EI 9956-/A A bilinear programming solution to the quadratic assignment problem
by Kaashoek, J.F. & Paelinck, J.H.P.
- EI 9955-/A Impulse-response analysis of the market share attraction model
by Fok, D. & Franses, Ph.H.B.F.
- EI 9953-/A Bilateralism and free trade
by Goyal, S. & Joshi, S.
- EI 9951-/A An explanatory study on electronic commerce for reverse logistics
by Kokkinaki, A.I. & Dekker, R. & van Nunen, J.A.E.E. & Pappis, C.P.
- EI 9950-/A Inventory control of spare parts using a Bayesian approach: a case study
by Aronis, K-P. & Magou, I. & Dekker, R. & Tagaras, G.
- EI 9949-/A Combined forecasts from linear and nonlinear time series models
by Terui, N. & van Dijk, H.K.
- EI 9948-/A A dynamic lot-sizing model with demand time windows
by Lee, C.Y. & Cetinkaya, S. & Wagelmans, A.P.M.
- EI 9947/A Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation
by Ooms, M. & Doornik, J.A.
- EI 9945-/A A multivariate STAR analysis of the relationship between money and output
by Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F.
- EI 9943-/A Famas-NewCon: A generator program for stacking in the reference case
by Voogd, P. & Dekker, R. & Meersmans, P.J.M.
- EI 9941-/A A branch and price algorithm for the multi-period single-sourcing problem
by Freling, R. & Romeijn, H.E. & Romero Morales, D. & Wagelmans, A.P.M.
- EI 9939-A Censored regression analysis in large samples with many zero observations
by Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S.
- EI 9938/A A savings based method for real-life vehicle routing problems
by Poot, A. & Kant, G. & Wagelmans, A.P.M.
- EI 9937/A Monitoring time-varying parameters in an autoregression
by Carsoule, F. & Franses, Ph.H.B.F.
- EI 9936/A Daily exchange rate behaviour and hedging of currency risk
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K.
- EI 9935/A Stochastic programming for multiple-leg network revenue management
by de Boer, S.V. & Freling, R. & Piersma, N.
- EI 9934/A Testing for integration using evolving trend and seasonal models: A Bayesian approach
by Koop, G. & van Dijk, H.K.
- EI 9933/A Ordered logit analysis for selectively sampled data
by Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S.
- EI 9932/A Inventory control and regenerative processes: computations
by Bazsa-Oldenkamp, E.M. & Frenk, J.B.G. & den Iseger, P.
- EI 9931-/A Inventory control and regenerative processes
by Bazsa-Oldenkamp, E.M. & Frenk, J.B.G. & den Iseger, P.
- EI 9929-/A A strategic analysis of network reliability
by Bala, V. & Goyal, S.
- EI 9927-/A Forecasting with periodic autoregressive time series models
by Franses, Ph.H.B.F. & Paap, R.
- EI 9926-/A Outlier detection in the GARCH (1,1) model
by Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 9925A Monitoring structural change in variance
by Carsoule, F. & Franses, Ph.H.B.F.
- EI 9924-/A Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models
by Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & Habbema, J.D.F. & Dekker, R.
- EI 9923-/A Seasonal adjustment and the business cycle in unemployment
by Franses, Ph.H.B.F. & de Bruin, P.
- EI 9922-/A Testing for Stochastic Unit Roots - Some Monte Carlo evidence
by Taylor, A.M.R. & van Dijk, D.J.C.
- EI 9921/A Finding a Feasible Solution for a Simple LP Problem using Agents
by de Bruin, A. & Kindervater, G.A.P. & Vredeveld, T. & Wagelmans, A.P.M.
- EI 9920-/A LQ Control without Riccati Equations: Stochastic Systems
by Yao, D.D. & Zhang, S. & Zhou, X.Y.
- EI 9919-/A Arbitrage and sampling uncertainty in financial stochastic programming models
by Berkelaar, A.B. & Hoek, H. & Lucas, A.
- EI 9918-/A A primal-dual decomposition based interior point approach to two-stage stochastic linear programming
by Berkelaar, A.B. & Dert, C.L. & Oldenkamp, K.P.B. & Zhang, S.
- EI 9917-/A Testing for converging deterministic seasonal variation in European industrial production
by Franses, Ph.H.B.F. & Kunst, R.M.
- EI 9916-/A The Joint Estimation of Term Structures and Credit Spreads
by Houweling, P. & Hoek, J. & Kleibergen, F.R.
- EI 9915-/A Neural network analysis of varying trends in real exchange rates
by Kaashoek, J.F. & van Dijk, H.K.
- EI 9914-/A On SETAR non- linearity and forecasting
by Clements, M.P. & Franses, Ph.H.B.F. & Smith, J.
- EI 9913-/A LQ control without Ricatti equations: deterministic systems
by Yao, D.D. & Zhang, S. & Zhou, X.Y.
- EI 9910-/A An adaptive optimal estimate of the tail index for MA(1) time series
by Geluk, J.L. & Peng, L.
- EI 9909-/A Capacity planning of prisons in the Netherlands
by Korporaal, R. & Ridder, A.A.N. & Kloprogge, P. & Dekker, R.
- EI 9907-/A Do the US and Canada have a common nonlinear cycle in unemployment?
by Paap, R. & Franses, Ph.H.B.F.
- EI 9906-/A Cointegration in a periodic vector autoregression
by Kleibergen, F.R. & Franses, Ph.H.B.F.
- EI 9905-/A Testing common deterministic seasonality
by Franses, Ph.H.B.F. & Kunst, R.M.
- EI 9904-/A How to deal with intercept and trend in pratical cointegration analysis?
by Franses, Ph.H.B.F.
- EI 9902-/A Unit root tests and assymmetric adjustment
by Berben, R-P. & van Dijk, D.J.C.
1998
- EI 9857 Improved dynamic programs for batching problems with maximum lateness criterion
by Wagelmans, A.P.M. & Gerodimos, A.E.
- EI 9856 Media planning by optimizing contact frequencies
by Piersma, N. & Kapsenberg, S. & Kloprogge, P. & Wagelmans, A.P.M.
- EI 9854 A simple strategy to prune neural networks with an application to economic time series
by Kaashoek, J.F. & van Dijk, H.K.
- EI 9853 Conditional densities in econometrics
by Kleibergen, F.R.
- EI 9852 Modelling asymmetric persistence over the business cycle
by Franses, Ph.H.B.F. & Paap, R.
- EI 9849 Conformism and diversity under social learning
by Goyal, S. & Bala, V.
- EI 9848 Inventory control and regenerative processes
by Bazsa-Oldenkamp, E.M. & Frenk, J.B.G. & den Iseger, P.
- EI 9845 Minimax results and finite dimensional separation
by Frenk, J.B.G. & Kassay, G.
- EI 9844 An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators
by Kleibergen, F.R.
- EI 9842 A seasonal periodic long memory model for monthly river flows
by Ooms, M. & Franses, Ph.H.B.F.
- EI 9841 Censored latent effects autoregression, with an application to US unemployment
by Franses, Ph.H.B.F. & Paap, R.
- EI 9840 Modeling asymmetric volatility in weekly Dutch temperature data
by Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C.
- EI 9838 An overview of inventory systems with several demand classes
by Kleijn, M.J. & Dekker, R.
- EI 9837 Inventory rationing in an (s, Q) inventory model with lost sales a two demand classes
by Melchiors, Ph. & Dekker, R. & Kleijn, M.J.
- EI 9835 Bayesian and classical approaches to instrumental variable regression
by Kleibergen, F.R. & Zivot, E.
- EI 9833 Quadratic maximization and semidefinite relaxation
by Zhang, S.
- EI 9832 Nonlinearities and outliers: robust specification of STAR models
by Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 9831 Estimation of factor models by realization-based and approximation methods
by Scherrer, W. & Heij, C.
- EI 9830 Global error bounds for convex conic problems
by Zhang, S.
- EI 9829 Trade liberalization and the allocation over domestic and foreign supplies: a case study for Spanish manufacturing
by de Boer, P.M.C. & Martinez, C. & Harkema, R.
- EI 9827 Stock rationing in a continuous review two-echelon inventory model
by Axsäter, S. & Kleijn, M.J. & de Kok, T.G.
- EI 9826 Second order regular variation and the domain of attraction of stable distributions
by Geluk, J.L. & Peng, L.
- EI 9823 On data transformations and evidence of nonlinearity
by de Bruin, P. & Franses, Ph.H.B.F.
- EI 9822 Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces
by Bauwens, L. & Bos, C.S. & van Dijk, H.K.
- EI 9821 Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
by Kleibergen, F.R. & Paap, R.
- EI 9820 On the role of seasonal intercepts in seasonal cointegration
by Franses, Ph.H.B.F. & Kunst, R.M.
- EI 9819 Forecasting volatility with switching persistence GARCH models
by Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C.
- EI 9815 Conic convex programming and self-dual embedding
by Luo, Z-Q. & Sturm, J.F. & Zhang, S.
- EI 9814 Does the absence of cointegration explain the typical findings in long horizon regressions?
by Berben, R-P. & van Dijk, D.J.C.
- EI 9811 Long memory and level shifts: re-analysing inflation rates
by Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S.
- EI 9801 Analytic central path, sensitivity analysis and parametric linear programming
by Holder, A.G. & Sturm, J.F. & Zhang, S.
1997
- EI 9748/A On the extensions of the Frank-Worfe theorem
by Luo, Z-Q. & Zhang, S.
- EI 9742/A On Classes of Generalized Convex Functions, Farkas-Type Theorems and Lagrangian Duality
by Frenk, J.B.G. & Kassay, G.
- EI 9741/A On regenerative processes and inventory control
by Frenk, J.B.G. & Kleijn, M.J.
- EI 9740/A Calculation of Stability Radii for Combinatorial Optimization Problems
by Chakravarti, N. & Wagelmans, A.P.M.
- EI 9737/A Using break quantities for tactical optimisation in multistage distribution systems
by Kleijn, M.J. & Dekker, R.
- EI 9736/A On the newsboy model with a cutoff transaction size
by Dekker, R. & Frenk, J.B.G. & Kleijn, M.J. & de Kok, A.G.
- EI 9735/A Fully Polynomial Approximation Schemes for Single-Item Capacitated Economic Lot-Sizing Problems
by van Hoesel, C.P.M. & Wagelmans, A.P.M.
- EI 9734/A Modelling Multiple Regimes in the Business Cycle
by van Dijk, D.J.C. & Franses, Ph.H.B.F.
- EI 9733/A Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks
by Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 9727/A Cusum charts for preliminary analysis of individual observations
by Koning, A.J. & Does, R.J.M.M.
- EI 9722/A Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models
by Kleibergen, F.R.
- EI 9720/A On Purchase Timing Models in Marketing
by Frenk, J.B.G. & Zhang, S.
- EI 9719/A Duality Results for Conic Convex Programming
by Luo, Z-Q. & Sturm, J.F. & Zhang, S.
- EI 9718/A On the Calculation of the Stability Radius of an Optimal or an Approximate Schedule
by Sotskov, Y.N. & Wagelmans, A.P.M. & Werner, F.
- EI 9714/A Bayesian Simultaneous Equations Analysis using Reduced Rank Structures
by Kleibergen, F.R. & van Dijk, H.K.
- EI 9713-/A Self-Organization in Communication Networks
by Bala, V. & Goyal, S.
- EI 9710-/A Identification of System Behaviours by Approximation of Time Series Data
by Scherrer, W. & Heij, C.
- EI 9709-/A Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995
by Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M.
- EI 9709-/A Oil Price Shocks and Long Run Price and Import Demand Behavior
by Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K.
- EI 9707-/A New variants of finite criss-cross pivot algorithms for linear programming
by Zhang, S.
- EI 9706-/A Do We Often Find ARCH Because Of Neglected Outliers?
by Franses, Ph.H.B.F. & van Dijk, D.J.C.
- EI 9704-/A Nonlinear Error-Correction Models for Interest Rates in The Netherlands
by van Dijk, D.J.C. & Franses, Ph.H.B.F.
- EI 9703-/A A note on a profit maximizing location model
by Zhang, S.
- EI 9701-/A An efficient algorithm for a generalized joint replenishment problem
by Frenk, J.B.G. & Kleijn, M.J. & Dekker, R.
1996
- EI 9669-/A Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series
by Ariño, M.A. & Franses, Ph.H.B.F.
- EI 9668-/A Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration
by Kleibergen, F.R. & Paap, R.
- EI 9667-/A Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
by Berkelaar, A.B. & Sturm, J.F. & Zhang, S.
- EI 9662-/A Equality Restricted Random Variables: Densities and Sampling Algorithms
by Kleibergen, F.R.
- EI 9659-/A Testing for ARCH in the Presence of Additive Outliers
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A.
Printed from https://ideas.repec.org/s/ems/eureir5.html
