Showing 201 - 209 of 209
Persistent link: https://www.econbiz.de/10005207498
In this paper we discuss two methods for the estimation of linear dynamic factor models. The first method is behavioural in nature and consists of the least squares approximation of the observed data by means of a linear system. The second method is based on the statistical concept of principal...
Persistent link: https://www.econbiz.de/10005207499
In this paper we examine the forecasting performance of five nonlinear GARCH(1,1) models. Four of these have recently been proposed in literature, while the fifth model is a new one. All five models allow for switching persistence of shocks, depending on the value and/or sign of recent returns....
Persistent link: https://www.econbiz.de/10005207500
Persistent link: https://www.econbiz.de/10005207501
In the paper we consider the role of seasonal intercepts in seasonal cointegration analysis.
Persistent link: https://www.econbiz.de/10005207502
In this paper we will discuss a general framework for single item inventory models based on the theory of regenerative processes. After presenting without proof the main theorems for regenerative processes we analyze in detail how the different single item models can be embedded within this...
Persistent link: https://www.econbiz.de/10005207503
The profitability of remanufacturing depends on the quantity and quality of product returns and on the demand for remanufactured products. The quantity and quality of product returns can be influenced by varying quality dependent acquisition prices, i.e., by using product acquisition management....
Persistent link: https://www.econbiz.de/10004972254
Increased concern for the environment has lead to new techniques to design products and supply chains that are both economically and ecologically feasible. This paper deals with the product - and corresponding supply chain design for a refrigerator. Literature study shows that there are many...
Persistent link: https://www.econbiz.de/10005288526
This paper contains the dataset for the refrigerator case concerning the design of a production and return network for refrigerators. Section 1 emphasises the major changes to the problem structure and assumptions used by Umeda et al. (1999). Section 2 contains the parameter settings. Section 3...
Persistent link: https://www.econbiz.de/10005288747