| [includes/pubs.html] |
| Int.
Code |
Report
title |
| EI-9901/A |
Franses
Ph.H.B.F. (1999). On the interpretation of seasonally adjusted
data, 35 pp |
| EI-9902/A |
Berben
R.-P., & Dijk D.J.C. van (1999). Unit root tests and
asymmetric adjustment - A reassessment, 28 pp.(abstract,
full document) |
| EI-9903/A |
Hobijn
B., & Franses Ph.H.B.F. (1999). Are living standards
converging?, 31 pp.(abstract,
full
document) |
| EI-9904/A |
Franses
Ph.H.B.F. (1999). How to deal with intercept and trend in
practical cointegration analysis?, 8 pp (abstract,
full
document) |
| EI-9905/A |
Franses
Ph.H.B.F., & Kunst R.M. (1999). Testing common deterministic
seasonality, with an application to industrial production, 44 pp
(abstract,
full
document) |
| EI-9906/A |
Kleibergen
F.R., & Franses Ph.H.B.F. (1999). Cointegration in a periodic
vector autoregression, 18 pp.(abstract,
full
doctument) |
| EI-9907/A |
Paap
R., & Franses Ph.H.B.F. (1999). Do the US and Canada have a
common nonlinear cycle in unemployment?, 32 pp (abstract,
full document) |
| EI-9908/B |
Klavzar
S., Koolen J., & Mulder H.M. (1999). Graphs which locally
mirror the hypercube structure, 6 pp |
| EI-9909/A |
Korporaal
R., Dekker R., Ridder A., & Kloprogge P. (1999). Capacity of
planning of prisons inthe Netherlands, 19 pp (abstract,
full
document) |
| EI-9910/A |
Geluk
J.L., & Peng L. (1999). An adaptive optimal estimate of the
tail index for MA(1) time series, 13 pp. (abstract,
full document) |
| EI-9911/A |
Paap
R., & Dijk H.K. van (1999). Bayes estimates of Markov trends
in possibly cointegrated series: an application to US consumption
and income, 36 pp. (abstract,
full
document) |
| EI-9912/A |
Fleischmann
M., Krikke H.R., Dekker R., & Flapper S.D.P. (1999). Logistics
network (re-)design for product recovery and re-use, 18 pp |
| EI-9913/A |
Yao
D.D., Zhang S., & Zhou X.Y. (1999). LQ control without
Riccati equations: deterministic systems, 22 pp.(abstract,
full
document) |
| EI-9914/A |
Clements
M.P., Franses Ph.H.B.F., & Smith J. (1999). On SETAR
non-linearity and forecasting, 19pp.(abstract,
full
document) |
| EI-9915/A |
Kaashoek
J.F., & Dijk H.K. van (1999). Neural network analysis of
varying trends in real exchange rates, 19 pp.(abstract,
full
document) |
| EI-9916/A |
Houweling
P., Hoek J., & Kleibergen F.R. (1999). The joint
estimation of term structures and credit spreads, 23 pp. (abstract,
full
document) |
| EI-9917/A |
Franses
Ph.H.B.F., & Kunst R.M. (1999). Testing for converging
deterministic seasonal variation in European industrial production,
33 pp. (abstract,
full
document) |
| EI-9918/A |
Berkelaar
A.B., Dert C.L., Oldenkamp K.P.B., & Zhang S. (1999). A
primal-dual decomposition-based interior point approach to two-stage
stochastic linear programming, 22 pp. (abstract,
full
document) |
| EI-9919/A |
Berkelaar
A.B., Hoek H., & Lucas A. (1999). Arbitrage and sampling
uncertainty in financial stochastic programming models, 24 pp. (abstract.
full
document) |
| EI-9920/A |
Yao
D.D., Zhang S., & Zhou X.Y. (1999). LQ control without
Riccati equations: stochastic systems, 28 pp. (abstract,
full
document) |
| EI-9921/A |
Bruin
A. de, Kindervater G, Vredeveld T., & Wagelmans A.P.M. (1999). Finding
a feasible solution for a simple LP problem using agents, 8 pp.
(abstract,
full
document) |
| EI-9922/A |
Taylor
A.M.R., & Dijk D.J.C. van (1999). Testing for stochasic unit
roots - some Monte Carlo evidence, 25 pp. (abstract,
full
document) |
| EI-9923/A |
Franses
Ph.H.B.F., & Bruin P.T. de (1999). Seasonal adjustment and
the business cycle in unemployment, 19 pp.(abstract,
full
document) |
| EI-9924/A |
Neddermeijer
H.G, Piersma N., Oortmarssen G.J. van, Habbema J.D.F., & Dekker
R. (1999). Comparison of response surface methodology and the
Nelder and Mead simplex method for optimization in microsimulation
models, 29 pp. (abstract,
full
document - figures 2a-2f of the report are available on request
from the first author) |
| EI-9925/A |
Carsoule
F., & Franses Ph.H.B.F. (1999). Monitoring sturctural change
in variance, with an application to European nominal exchange rate
volatility, 33 pp.(abstract,
full
document) |
| EI-9926/A |
Franses
Ph.H.B.F., & Dijk D.J.C. van (1999). Outlier detection in the
GARCH (1,1) model, 34 pp. (abstract,
full
document) |
| EI-9927/A |
Franses
Ph.H.B.F., & Paap R. (1999). Forecasting with periodic
autoregressive time series models, 27 pp. (abstract,
full
document) |
| EI-9928/B |
Changat
M., & Mulder H.M. (1999). Route systems on graphs, 7
pp. |
| EI-9929/A |
Bala
V., & Goyal S. (1999). A strategic analysis of network
reliability, 29pp. (abstract,
full
document) |
| EI-9930/A |
Cheng
S., & Haan L.F.M. de (1999). Penultimate approximation for
Hill's estimator, 7 pp |
| EI-9931/A |
Bazsa
E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory
control and regenerative processes: Theory, 23 pp. (abstract,
full
document) |
| EI-9932/A |
Bazsa
E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory
control and regenerative processes: Computations, 25 pp. (abstract,
full
document) |
| EI-9933/A |
Fok
D., Franses P.H.B.F., & Cramer J.S. (1999). Ordered logit
analysis for selectively sampled data, 15 pp. (abstract,
full
document) |
| EI-9934/A |
Koop
G., & Dijk H.K. van (1999). Testing for integration using
evolving trend and seasonal models: a Bayesian approach, 31 pp.
(abstract,
full
document) |
| EI-9935/A |
Boer
S.V. de, Freling F., & Piersma N. (1999). Stochastic
programming for multiple-leg network revenue management, 18 pp.
(abstract,
full
document) |
| EI-9936/A |
Bos
C.S., Mahieu R.J., & Dijk H.K. van (1999). Daily exchange
rate behaviour and hedging of currency risk, 30 pp. (abstract,
full document) |
| EI-9937/A |
Carsoule
F., & Franses P.H.B.F. (1999). Monitoring time-varying
parameters in an autoregression, 18 pp. (abstract,
full document) |
| EI-9938/A |
Poot
A., Kant G., & Wagelmans A.P.M. (1999). A Savings based
method for real-life vehicle routing problems, 19 pp. (abstract,
full document) |
| EI-9939/A |
Cramer
M., Franses P.H.B.F., & Slagter E. (1999). Censored
regression analysis in large samples with many zero observations,
24 pp. (abstract,
full
document) |
| EI-9940/A |
Bauwens
L., Bos C.S., & Dijk H.K. van (1999). Adaptive polar sampling
with an application to a Bayes measure of Value-a-Risk, 29 pp. (abstract,
full
document) |
| EI-9941/A |
Freling
R., Romeijn H.E., Romero Morales D., & Wagelmans A.P.M. (1999). A
branch and price algorithm for the multi-period single-sourcing
problem, 27 pp. (abstract,
full
document) |
| EI-9942 |
Details
will follow |
| EI-9943 |
Voogd
P., Dekker R., & Meersmans P.J.M. (1999). Famas-NewCon: a
generator program for stacking in the reference case, 38 pp. (abstract) |
| EI-9944 |
Details
will follow |
| EI-9945/A |
Rothman
P., van Dijk D.J.C., & Franses P.H.B.F. (1999). A
multivariate STAR analysis of the relationship between money and
output, 26 pp. (abstract,
full
document) |
| EI-9946/A |
Berkelaar
A.B., & Kouwenberg R. (1999). Retirement saving with
contribution payments and labor income as a benchmark for
investments, 37 pp. (abstract,
full
document) |
| EI-9947/A |
Ooms
M., & Doornik J.A. (1999). Inference and forecasting for
fractional autoregressive integrated moving average models; with an
application to US and UK inflation, 34 pp.(abstract,
full document) |
| EI-9948/A |
Lee
C.-Y., Cetinkaya S., & Wagelmans A.P.M. (1999). A dynamic
lot-sizing model with demand time windows, 24 pp. (abstract,
full
document) |
| EI-9949/A |
Terui
N., & Dijk H.K. van (1999). Combined forecasts from linear
and nonlinear time series models, 32 pp. (abstract,
full
document, no figures, figures of document) |
| EI-9950/A |
Aronis
K.-P., Magou I., Dekker R., & Tagaras G. (1999). Inventory
control of spare parts using a Bayesian approach: a case study,
19 pp.(abstract,
full document) |
| EI-9951/A |
Kokkinaki
A.I., Dekker R., Nunen J. van, & Pappis C. (1999). An
exploratory study on electronic commerce for reverse logistics,
18 pp. (abstract,
full
document) |
| EI-9952/A |
Goyal
S., & Joshi S. (1999). Networks of collaboration in oligopoly,
44 pp. (abstract,
full document) |
| EI-9953/A |
Goyal
S., & Joshi S. (1999). Bilateralism and free trade, 26
pp. (abstract,
full
document) |
| EI-9954/A |
Goyal,
S., & Vega-Redondo F. (1999). Learning, network formation and
coordination, 41 pp. (abstract,
full document) |
| EI-9955/A |
Fok
D., & Franses P.H.B.F. (1999). Impulse-response analysis of
the market share attraction model, 15 pp. (abstract,
full document) |
| EI-9956/A |
Kaashoek
J.F., & Paelinck J.H.P. (1999). A bilinear programming
solution to the quadratic assignment problem, 16 pp. (abstract,
full document) |
| EI-9957/A |
Goyal
S, & Staal K. (1999). The political economy of regionalism, 27
pp. (abstract,
full
document - no figures) |
| EI-9958/A |
Koning
A.J. (1999). Model based control charts in stage 1 quality
control, 23 pp. (abstract,
full document) |
| EI-9959/A |
Koning
A.J. (1999).Goodness of fit for the constance of a classical
statistical model over time, 29 pp. (abstract,
full document) |
| EI-9960/A |
Berkelaar
A.B., & Kouwenberg R. (1999). Investing in a real world with
mean-reverting inflation, 34 pp. (abstract,
full document) |
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