This paper develops a log-linear regression approach to estimate missing data in a sparse origin-destination (O-D) matrix assuming the sampled or observed O-D trips follow a good gravity pattern. The approach is tested with randomly selected samples from the known portions of 1997, 2002, and...

Unlike the conventional calibration of a gravity model in which nodal attractions are treated exogenously, this study treats the attraction of a node as an endogenous composite indicator of many contributing factors associated with the node and estimates the nodal attraction based upon exogenous...

This paper develops scalable and effective yet simple heuristic methods for material assignment in a large discrete Build-To-Order (BTO) environment. The material assignment function allocates available supplies of raw material to orders over a period of time. Despite popular belief to the...

This paper develops scalable and effective yet simple heuristic methods for material assignment in a large discrete Build-To-Order (BTO) environment. The material assignment function allocates available supplies of raw material to orders over a period of time. Despite popular belief to the...

In recent years simulation-based estimation of multinomial probit (MNP) models has attracted an increasing interest among econometricians. With the help of more powerful and cheaper computers, MNP models have become a well-accepted alternative to multinomial logit (MNL) models that impose the...

We consider a deterministically trending dynamic time series model in which multiple structural changes in level, trend, and error variance are modeled explicitly and the number, but not the timing, of the changes is known. Estimation of the model is made possible by the use of the Gibbs...

The authors consider the problem of making asymptotically valid inference on structural parameters in instrumental variables regression with weak instruments. Using local-to-zero asymptotics, they derive the asymptotic distributions of likelihood ratio (LR) and Lagrange multiplier (LM) type...

In this paper we consider the problem of making inference on a structural parameter in instrumental variables regression when the instruments are only weakly correlated with the endogenous explanatory variables. Adopting a local-to-zero assumption as in Staiger and Stock (1994) on the...

We consider a deterministically trending dynamic time series model in which multiple changes in level, trend and error variance are modeled explicitly and the number but not the timing of the changes are known. Estimation of the model is made possible by the use of the Gibbs sampler. The...