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  • Search: institution:"Erasmus University Rotterdam, Econometric Institute"
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Subject
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forecasting 19 inventory 16 GARCH 11 Markov chain Monte Carlo 11 semidefinite programming 11 inventory control 10 multivariate GARCH 10 seasonality 10 simulation 10 cointegration 9 neural networks 8 conditional correlations 7 leverage 7 long memory 7 maintenance 7 networks 7 nonlinearity 7 optimization 7 Bayesian inference 6 asymmetry 6 expert forecasts 6 importance sampling 6 iterative majorization 6 risk management 6 value-at-risk 6 volatility 6 Bayesian analysis 5 Gibbs sampler 5 MCMC 5 Palestine 5 STAR 5 duality 5 exchange rates 5 fractional integration 5 heuristics 5 lot-sizing 5 maritime safety 5 remanufacturing 5 spare parts 5 structural breaks 5
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Online availability
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Free 690
Type of publication
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Book / Working Paper 690
Language
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Undetermined 690
Author
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Franses, Ph.H.B.F. 147 McAleer, M.J. 68 Dekker, R. 64 Dijk, H.K. van 48 Dijk, D.J.C. van 46 Frenk, J.B.G. 45 Paap, R. 36 Chang, C-L. 30 Zhang, S. 30 Groenen, P.J.F. 28 Wagelmans, A.P.M. 24 Heij, C. 20 Huisman, D. 19 Mulder, H.M. 17 Teunter, R.H. 17 Bijwaard, G.E. 16 Koning, A.J. 16 Kleibergen, F.R. 15 Boer, P.M.C. de 14 Brinkhuis, J. 14 Fok, D. 13 Knapp, S. 13 Kleijn, M.J. 12 Legerstee, R. 12 Piersma, N. 12 Sturm, J.F. 12 Bazsa, E.M. 11 Berkelaar, A.B. 11 Iseger, P. den 11 Kaashoek, J.F. 11 Goyal, S. 10 Hafner, C.M. 10 Hoogerheide, L.F. 10 Wezel, M.C. van 10 Bos, C.S. 9 Velden, M. van de 9 Birbil, S.I. 8 Kroon, L.G. 8 Pijls, W.H.L.M. 8 Strachan, R.W. 8
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Institution
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Erasmus University Rotterdam, Econometric Institute 690
Published in...
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Econometric Institute Report 690
Source
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RePEc 690
Showing 1 - 10 of 690
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Evaluating the Rationality of Managers' Sales Forecasts
Bruijn, B. de; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2011
This paper deals with the analysis and evaluation of sales forecasts of managers, given that it is unknown how they constructed their forecasts. Our goal is to find out whether these forecasts are rational. To examine deviations from rationality, we argue that one has to approximate how the...
Persistent link: https://www.econbiz.de/10009369370
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Fast Heuristics for Delay Management with Passenger Rerouting
Dollevoet, T.; Huisman, D. - Erasmus University Rotterdam, Econometric Institute - 2011
Delay management models determine which connections should be maintained in case of a delayed feeder train. Recently, delay management models are developed that take into account that passengers will adjust their routes when they miss a connection. However, for large-scale real-world instances,...
Persistent link: https://www.econbiz.de/10009369371
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Do experts' SKU forecasts improve after feedback?
Legerstee, R.; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2011
We analyze the behavior of experts who quote forecasts for monthlySKU-level sales data where we compare data before and after the momentthat experts received different kinds of feedback on their behavior. Wehave data for 21 experts located in as many countries who make SKUlevelforecasts for a...
Persistent link: https://www.econbiz.de/10009351526
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Emigration, wage differentials and brain drain: The case of Suriname
Dulam, T.; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2011
In this paper we examine two hypotheses concerning emigration. The first hypothesis is that emigration is positively correlated with wage differentials. The second hypothesis concerns a positive correlation between emigration and higher education in the sending country (the so-called brain gain...
Persistent link: https://www.econbiz.de/10009351527
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Do experts incorporate statistical model forecasts and should they?
Legerstee, R.; Franses, Ph.H.B.F.; Paap, R. - Erasmus University Rotterdam, Econometric Institute - 2011
Experts can rely on statistical model forecasts when creating their own forecasts.Usually it is not known what experts actually do. In this paper we focus on threequestions, which we try to answer given the availability of expert forecasts andmodel forecasts. First, is the expert forecast...
Persistent link: https://www.econbiz.de/10009351528
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Consensus Strategies for Signed Profiles on Graphs
Balakrishnan, K.; Changat, M.; Mulder, H.M.; … - Erasmus University Rotterdam, Econometric Institute - 2011
The median problem is a classical problem in Location Theory: one searches for a location that minimizes the average distance to the sites of the clients. This is for desired facilities as a distribution center for a set of warehouses. More recently, for obnoxious facilities, the antimedian was...
Persistent link: https://www.econbiz.de/10009351529
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Structure and Asymptotic theory for Nonlinear Models with GARCH Errors
Chan, F.; McAleer, M.J.; Medeiros, M.C. - Erasmus University Rotterdam, Econometric Institute - 2011
Nonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature. However, much of the research has concentrated on the empirical applications of various models, with little...
Persistent link: https://www.econbiz.de/10008800914
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Financial innumeracy: Consumers cannot deal with interest rates
Franses, Ph.H.B.F.; Vlam, A. - Erasmus University Rotterdam, Econometric Institute - 2011
Consumers often have to make decisions involving computations with interest rates. It is well known from the literature that computations with percentages and thus with interest rates amount to a difficult task. We survey a large group of consumers, and we find that questions on interest rates...
Persistent link: https://www.econbiz.de/10008800916
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International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
McAleer, M.J.; Jimenez-Martin, J-A.; Perez-Amaral, T. - Erasmus University Rotterdam, Econometric Institute - 2011
A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models, was proposed in McAleer et al. (2010c). The robust forecast is based on the median of the...
Persistent link: https://www.econbiz.de/10008800917
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How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
Chang, C-L.; McAleer, M.J.; Oxley, L. - Erasmus University Rotterdam, Econometric Institute - 2011
The paper analyses the leading journals in Neurosciences using quantifiable Research Assessment Measures (RAM), highlights the similarities and differences in alternative RAM, shows that several RAM capture similar performance characteristics of highly cited journals, and shows that some other...
Persistent link: https://www.econbiz.de/10008800918
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