Discussion Papers

11-141/4 - Do Experts incorporate Statistical Model Forecasts and should they?

Authors: Rianne Legerstee, Erasmus University Rotterdam; Philip Hans Franses, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam

Date: October 04, 2011

11-140/3 - Crowding Perception in a Tourist City: A Question of Preference

Authors: Bart Neuts, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam

Date: September 11, 2011

11-139/1 - From Mind to Market: A Global, Dynamic Analysis of R&D

Authors: Jeroen Hinloopen, University of Amsterdam; Grega Smrkolj, University of Amsterdam; Florian Wagener, University of Amsterdam

Date: September 30, 2011

11-138/4 - Modelling Issues in Kernel Ridge Regression

Author: Peter Exterkate, Erasmus University Rotterdam

Date: September 29, 2011

11-137/4 - Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo

Authors: Arnold Zellner, (posthumous) Booth School of Business, University of Chicago, USA; Tomohiro Ando, Graduate School of Business Administration, Keio University, Japan; Nalan Basturk, Econometric Institute, Erasmus University Rotterdam, The Netherlands; The Rimini Centre for Economic Analysis, Rimini, Italy; Lennart Hoogerheide, VU University Amsterdam, The Netherlands; Herman K. van Dijk, Econometric Institute, Erasmus University Rotterdam, and VU University Amsterdam

Date: September 27, 2011

11-136/3 - Migration and Foreign Direct Investment: Education Matters

Authors: Masood Gheasi, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam; Piet Rietveld, VU University Amsterdam

Date: September 27, 2011

11-135/4 - Do Experts' SKU Forecasts improve after Feedback?

Authors: Rianne Legerstee, Erasmus University Rotterdam; Philip Hans Franses, Erasmus University Rotterdam, the Netherlands

Date: September 26, 2011

11-134/3 - Directional Imbalance in Transport Prices: An Application to Inland Shipping in North-West Europe

Authors: Olaf Jonkeren, European Commission, JRC; Jos N. van Ommeren, VU University Amsterdam; Piet Rietveld, VU University Amsterdam

Date: September 26, 2011

11-133/3 - Consumer Valuation of Driving Range: A Meta-Analysis

Authors: Alexandros Dimitropoulos, VU University Amsterdam; Piet Rietveld, VU University Amsterdam; Jos N. van Ommeren, VU University Amsterdam

Date: September 23, 2011

11-132/4 - The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures

Authors: Siem Jan Koopman, VU University Amsterdam; Marcel Scharth, VU University Amsterdam

Date: September 20, 2011

11-131/4 - Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann

Authors: Lennart F. Hoogerheide, VU University Amsterdam; Francesco Ravazzolo, Norges Bank; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam.

Date: September 20, 2011

11-130/4 - Asymptotically Informative Prior for Bayesian Analysis

Authors: Ao Yuan, Howard University, Washington DC, USA; Jan G. de Gooijer, University of Amsterdam

Date: September 15, 2011

11-129/3 - Regional Population-Employment Dynamics across Different Sectors of the Economy

Authors: Thomas de Graaff, VU University Amsterdam, Amsterdam, The Netherlands; Frank G. van Oort, Netherlands Environmental Assessment Agency, The Hague, and Utrecht University, Utrecht, The Netherlands; Raymond J.G.M. Florax, VU University Amsterdam; d Department of Agricultural Economics, Purdue University, West Lafayette, IN, United States

Date: September 15, 2011

11-128/1 - Independence Axioms for Water Allocation

Authors: Rene van den Brink, VU University Amsterdam; Arantza Estevez-Fernandez, VU University Amsterdam; Gerard van der Laan, VU University Amsterdam; Nigel Moes, VU University Amsterdam

Date: September 09, 2011

11-127/1 - The Myerson Value and Superfluous Supports in Union Stable Systems

Authors: Encarnacion Algaba, University of Sevilla; Jesus Mario Bilbao, University of Sevilla; Rene van den Brink, VU University Amsterdam; Jorge J. Lopez, University of Sevilla

Date: September 08, 2011

11-126/2 - Sovereigns, Upstream Capital Flows and Global Imbalances

Authors: Laura Alfaro, Harvard Business School, and NBER; Sebnem Kalemli-Ozcan, Koc University, University of Houston, CEPR, and NBER; Vadym Volosovych, Erasmus University Rotterdam, and ERIM

Date: September 05, 2011

11-125/4 - Forecasting Volatility with Copula-Based Time Series Models

Authors: Oleg Sokolinskiy, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam

Date: September 05, 2011

11-124/2 - A Note on the Shapley Value for Characteristic Functions on Bipartitions

Author: Sander Muns, Erasmus University Rotterdam, and CPB, The Hague

Date: September 02, 2011

11-123/4 - Combination Schemes for Turning Point Predictions

Authors: Monica Billio, University of Venice, Gretta Assoc. and School for Advanced Studies In Venice; Roberto Casarin, University of Venice, Gretta Assoc. and School for Advanced Studies In Venice; Francesco Ravazzolo, Norges Bank; Herman K. van Dijk, Erasmus University Rotterdam, VU University Amsterdam

Date: August 22, 2011

11-122/4 - Sparse and Robust Factor Modelling

Authors: Christophe Croux, K.U. Leuven, Belgium; Peter Exterkate, Erasmus University Rotterdam

Date: August 19, 2011

Fields

Year

3372 Discussion Papers