A separation heuristic for mixed integer programs is presented that theoretically allows one to derive several families of " strong" valid inequalities for specific models and compuationally gives results as good as or better than those obtained from several existing separation routines...

BC-PROD is a prototype modelling and optimization system designed and able to tackle a wide variety of the discrete-time lot-sizing problems arising both in the practice and in literature. To use BC-PROD, the user needs to formulate his/her problem as a mixed integer program using XPRESS-MP's...

Using the 1990-1992 wave of the French Labor Force Survey, this paper analyzes the effects of different factors on the probability of leaving unemployment of French young people. It also studies duration dependence of the hazard rate while controlling for unobserved heterogeneity separately for...

In this paper we propose a pension policy that would isolate the social security system from any financial crisis resulting from changes in population structure. This policy consists of linking social security benefits to the fertility behaviour of the individual.

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter to the conditional duration process and a possibly asymmetric shocks impact curve.

This note argues that a Bayesian framework is almost inescapable when specifying statistical models of the LISREL type, i.e. models involving not only latent and manifest variables but also incidental parameters. Indeed, a careful specification, making every hypothesis explicit and interpretable...

In this paper, we develop a Bayesian analysis of a semi-parametric binary choice model. The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the...

Five different identification problems in mixture models are made explicit. Necessary and sufficient relationships among these problems of identification are analyzed using the concepts of weak and strong identification. This analysis is first particularized under a normality assumption and then...

We present and study a mixed integer programing model that arises as a sub-structure in any industrial applications. This model provides a relaxation of various capacitated production planning problems, more general fixed charge network flow problems, and other structured mixed integer programs....

An oligopoly with spatially dispersed producers and consumers and with multi-period demands is modeled in this paper.