We propose to use multilevel discrete-time hazard models to assess the impact of societal and individual level covariates on the timing and occurrence of third births. We focus mainly on the impact of educational attainment on third births across 15 European countries. From the analysis in this...

For over forty years, Business Tendency Surveys have been collected in multiple member states of the European Union. Previous research has studied the predictive accuracy of the expectation variables included in those surveys through bivariate, within-country, Granger-causality tests, which has...

The ongoing unification which takes place on the European political scene, along with recent advances in consumer mobility and communication technology, raises the question whether the European Union can be treated as a single market to fully exploit the potential synergy effects from...

We develop a bivariate spectral Granger-causality test that can be applied at each individual frequency of the spectrum. The spectral approach to Granger causality has the distinct advantage that it allows to disentangle (potentially) di®erent Granger- causality relationships over di®erent...

In this paper we introduce generalized S-estimators for the multivariate regression model. This class of estimators combines high robustness and high efficiency. They are defined by minimizing the determinant of a robust estimator of the scatter matrix of differences of residuals. In the special...

Research on the launch of new products in the international realm is scarce. The present paper is the first to document how launch window (difference in months between the first worldwide launch and the subsequent launch in a specific country) and launch price are interrelated and how regulation...

An S-estimator of regression is obtained by minimizing an M-estimator of scale applied to the residuals ri. On the other hand, a generalized S-estimator (or GS-estimator) minimizes an M-estimator of scale based on all pairwise differences ri - rj. Generalized S-estimators have similar robustness...

Vele vaak gebruikte statistische methoden geven onbetrouwbare resultaten in de aanwezigheid van uitschieters. Robuuste statistische methoden blijven goed werken wanneer er atypische observaties aanwezig zijn of wanneer er niet perfect aan andere modelvoorwaarden voldaan is. Ofschoon de theorie...

In this paper we give the outline of a research project developed in a cooperation between the actuarial, financial and statistical research groups of the Faculty of Economics and Applied Economics and the research group on statistics in the Mathematical Department. The main purpose consists...