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Econometric Institute Reports 1999
Int. Code Report title
EI-9901/A Franses Ph.H.B.F. (1999). On the interpretation of seasonally adjusted data, 35 pp
EI-9902/A Berben R.-P., & Dijk D.J.C. van (1999). Unit root tests and asymmetric adjustment - A reassessment, 28 pp.(abstract, full document)
EI-9903/A Hobijn B., & Franses Ph.H.B.F. (1999). Are living standards converging?, 31 pp.(abstract, full document)
EI-9904/A Franses Ph.H.B.F. (1999). How to deal with intercept and trend in practical cointegration analysis?, 8 pp (abstract, full document)
EI-9905/A Franses Ph.H.B.F., & Kunst R.M. (1999). Testing common deterministic seasonality, with an application to industrial production, 44 pp (abstract, full document)
EI-9906/A Kleibergen F.R., & Franses Ph.H.B.F. (1999). Cointegration in a periodic vector autoregression, 18 pp.(abstract, full doctument)
EI-9907/A Paap R., & Franses Ph.H.B.F. (1999). Do the US and Canada have a common nonlinear cycle in unemployment?, 32 pp (abstract, full document)
EI-9908/B Klavzar S., Koolen J., & Mulder H.M. (1999). Graphs which locally mirror the hypercube structure, 6 pp
EI-9909/A Korporaal R., Dekker R., Ridder A., & Kloprogge P. (1999). Capacity of planning of prisons inthe Netherlands, 19 pp (abstract, full document)
EI-9910/A Geluk J.L., & Peng L. (1999). An adaptive optimal estimate of the tail index for MA(1) time series, 13 pp. (abstract, full document)
EI-9911/A Paap R., & Dijk H.K. van (1999). Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income, 36 pp. (abstract, full document)
EI-9912/A Fleischmann M., Krikke H.R., Dekker R., & Flapper S.D.P. (1999). Logistics network (re-)design for product recovery and re-use, 18 pp
EI-9913/A Yao D.D., Zhang S., & Zhou X.Y. (1999). LQ control without Riccati equations: deterministic systems, 22 pp.(abstract, full document)
EI-9914/A Clements M.P., Franses Ph.H.B.F., & Smith J. (1999). On SETAR non-linearity and forecasting, 19pp.(abstract, full document)
EI-9915/A Kaashoek J.F., & Dijk H.K. van (1999). Neural network analysis of varying trends in real exchange rates, 19 pp.(abstract, full document)
EI-9916/A Houweling P., Hoek J., & Kleibergen F.R. (1999). The joint estimation of term structures and credit spreads, 23 pp. (abstract, full document)
EI-9917/A Franses Ph.H.B.F., & Kunst R.M. (1999). Testing for converging deterministic seasonal variation in European industrial production, 33 pp. (abstract, full document)
EI-9918/A Berkelaar A.B., Dert C.L., Oldenkamp K.P.B., & Zhang S. (1999). A primal-dual decomposition-based interior point approach to two-stage stochastic linear programming, 22 pp. (abstract, full document)
EI-9919/A Berkelaar A.B., Hoek H., & Lucas A. (1999). Arbitrage and sampling uncertainty in financial stochastic programming models, 24 pp. (abstract. full document)
EI-9920/A Yao D.D., Zhang S., & Zhou X.Y. (1999). LQ control without Riccati equations: stochastic systems, 28 pp. (abstract, full document)
EI-9921/A Bruin A. de, Kindervater G, Vredeveld T., & Wagelmans A.P.M. (1999). Finding a feasible solution for a simple LP problem using agents, 8 pp.   (abstract, full document)
EI-9922/A Taylor A.M.R., & Dijk D.J.C. van (1999). Testing for stochasic unit roots - some Monte Carlo evidence, 25 pp. (abstract, full document)
EI-9923/A Franses Ph.H.B.F., & Bruin P.T. de (1999). Seasonal adjustment and the business cycle in unemployment, 19 pp.(abstract, full document)
EI-9924/A Neddermeijer H.G, Piersma N., Oortmarssen G.J. van, Habbema J.D.F., & Dekker R. (1999). Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models, 29 pp. (abstract, full document - figures 2a-2f of the report are available on request from the first author)
EI-9925/A Carsoule F., & Franses Ph.H.B.F. (1999). Monitoring sturctural change in variance, with an application to European nominal exchange rate volatility, 33 pp.(abstract, full document)
EI-9926/A Franses Ph.H.B.F., & Dijk D.J.C. van (1999). Outlier detection in the GARCH (1,1) model, 34 pp. (abstract, full document)
EI-9927/A Franses Ph.H.B.F., & Paap R. (1999). Forecasting with periodic autoregressive time series models, 27 pp. (abstract, full document)
EI-9928/B Changat M., & Mulder H.M. (1999). Route systems on graphs, 7 pp. 
EI-9929/A Bala V., & Goyal S. (1999). A strategic analysis of network reliability, 29pp. (abstract, full document)
EI-9930/A Cheng S., & Haan L.F.M. de (1999). Penultimate approximation for Hill's estimator, 7 pp
EI-9931/A Bazsa E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory control and regenerative processes: Theory, 23 pp. (abstract, full document)
EI-9932/A Bazsa E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory control and regenerative processes: Computations, 25 pp. (abstract, full document)
EI-9933/A Fok D., Franses P.H.B.F., & Cramer J.S. (1999). Ordered logit analysis for selectively sampled data, 15 pp. (abstract, full document)
EI-9934/A Koop G., & Dijk H.K. van (1999). Testing for integration using evolving trend and seasonal models: a Bayesian approach, 31 pp. (abstract, full document)
EI-9935/A Boer S.V. de, Freling F., & Piersma N. (1999). Stochastic programming for multiple-leg network revenue management, 18 pp. (abstract, full document)
EI-9936/A Bos C.S., Mahieu R.J., & Dijk H.K. van (1999). Daily exchange rate behaviour and hedging of currency risk, 30 pp. (abstract, full document)
EI-9937/A Carsoule F., & Franses P.H.B.F. (1999). Monitoring time-varying parameters in an autoregression, 18 pp. (abstract, full document)
EI-9938/A Poot A., Kant G., & Wagelmans A.P.M. (1999). A Savings based method for real-life vehicle routing problems, 19 pp. (abstract, full document)
EI-9939/A Cramer M., Franses P.H.B.F., & Slagter E. (1999). Censored regression analysis in large samples with many zero observations, 24 pp. (abstract, full document)
EI-9940/A Bauwens L., Bos C.S., & Dijk H.K. van (1999). Adaptive polar sampling with an application to a Bayes measure of Value-a-Risk, 29 pp. (abstract, full document)
EI-9941/A Freling R., Romeijn H.E., Romero Morales D., & Wagelmans A.P.M. (1999). A branch and price algorithm for the multi-period single-sourcing problem, 27 pp. (abstract, full document)
EI-9942 Details will follow
EI-9943 Voogd P., Dekker R., & Meersmans P.J.M. (1999). Famas-NewCon: a generator program for stacking in the reference case, 38 pp. (abstract)
EI-9944 Details will follow
EI-9945/A Rothman P., van Dijk D.J.C., & Franses P.H.B.F. (1999). A multivariate STAR analysis of the relationship between money and output, 26 pp. (abstract, full document)
EI-9946/A Berkelaar A.B., & Kouwenberg R. (1999). Retirement saving with contribution payments and labor income as a benchmark for investments, 37 pp. (abstract, full document)
EI-9947/A Ooms M., & Doornik J.A. (1999). Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation, 34 pp.(abstract, full document)
EI-9948/A Lee C.-Y., Cetinkaya S., & Wagelmans A.P.M. (1999). A dynamic lot-sizing model with demand time windows, 24 pp. (abstract, full document)
EI-9949/A Terui N., & Dijk H.K. van (1999). Combined forecasts from linear and nonlinear time series models, 32 pp. (abstract, full document, no figures, figures of document)
EI-9950/A Aronis K.-P., Magou I., Dekker R., & Tagaras G. (1999). Inventory control of spare parts using a Bayesian approach: a case study, 19 pp.(abstract, full document)
EI-9951/A Kokkinaki A.I., Dekker R., Nunen J. van, & Pappis C. (1999). An exploratory study on electronic commerce for reverse logistics, 18 pp. (abstract, full document)
EI-9952/A Goyal S., & Joshi S. (1999). Networks of collaboration in oligopoly, 44 pp. (abstract, full document)
EI-9953/A Goyal S., & Joshi S. (1999). Bilateralism and free trade, 26 pp. (abstract, full document)
EI-9954/A Goyal, S., & Vega-Redondo F. (1999). Learning, network formation and coordination, 41 pp. (abstract, full document)
EI-9955/A Fok D., & Franses P.H.B.F. (1999). Impulse-response analysis of the market share attraction model, 15 pp. (abstract, full document)
EI-9956/A Kaashoek J.F., & Paelinck J.H.P. (1999). A bilinear programming solution to the quadratic assignment problem, 16 pp. (abstract, full document)
EI-9957/A Goyal S, & Staal K. (1999). The political economy of regionalism, 27 pp. (abstract, full document - no figures)
EI-9958/A Koning A.J. (1999). Model based control charts in stage 1 quality control, 23 pp. (abstract, full document)
EI-9959/A Koning A.J. (1999).Goodness of fit for the constance of a classical statistical model over time, 29 pp. (abstract, full document)
EI-9960/A Berkelaar A.B., & Kouwenberg R. (1999). Investing in a real world with mean-reverting inflation, 34 pp. (abstract, full document)