[includes/pubs.html] 
Int.
Code 
Report
title 
EI9901/A 
Franses
Ph.H.B.F. (1999). On the interpretation of seasonally adjusted
data, 35 pp 
EI9902/A 
Berben
R.P., & Dijk D.J.C. van (1999). Unit root tests and
asymmetric adjustment  A reassessment, 28 pp.(abstract,
full document) 
EI9903/A 
Hobijn
B., & Franses Ph.H.B.F. (1999). Are living standards
converging?, 31 pp.(abstract,
full
document) 
EI9904/A 
Franses
Ph.H.B.F. (1999). How to deal with intercept and trend in
practical cointegration analysis?, 8 pp (abstract,
full
document) 
EI9905/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) 
EI9906/A 
Kleibergen
F.R., & Franses Ph.H.B.F. (1999). Cointegration in a periodic
vector autoregression, 18 pp.(abstract,
full
doctument) 
EI9907/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) 
EI9908/B 
Klavzar
S., Koolen J., & Mulder H.M. (1999). Graphs which locally
mirror the hypercube structure, 6 pp 
EI9909/A 
Korporaal
R., Dekker R., Ridder A., & Kloprogge P. (1999). Capacity of
planning of prisons inthe Netherlands, 19 pp (abstract,
full
document) 
EI9910/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) 
EI9911/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) 
EI9912/A 
Fleischmann
M., Krikke H.R., Dekker R., & Flapper S.D.P. (1999). Logistics
network (re)design for product recovery and reuse, 18 pp 
EI9913/A 
Yao
D.D., Zhang S., & Zhou X.Y. (1999). LQ control without
Riccati equations: deterministic systems, 22 pp.(abstract,
full
document) 
EI9914/A 
Clements
M.P., Franses Ph.H.B.F., & Smith J. (1999). On SETAR
nonlinearity and forecasting, 19pp.(abstract,
full
document) 
EI9915/A 
Kaashoek
J.F., & Dijk H.K. van (1999). Neural network analysis of
varying trends in real exchange rates, 19 pp.(abstract,
full
document) 
EI9916/A 
Houweling
P., Hoek J., & Kleibergen F.R. (1999). The joint
estimation of term structures and credit spreads, 23 pp. (abstract,
full
document) 
EI9917/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) 
EI9918/A 
Berkelaar
A.B., Dert C.L., Oldenkamp K.P.B., & Zhang S. (1999). A
primaldual decompositionbased interior point approach to twostage
stochastic linear programming, 22 pp. (abstract,
full
document) 
EI9919/A 
Berkelaar
A.B., Hoek H., & Lucas A. (1999). Arbitrage and sampling
uncertainty in financial stochastic programming models, 24 pp. (abstract.
full
document) 
EI9920/A 
Yao
D.D., Zhang S., & Zhou X.Y. (1999). LQ control without
Riccati equations: stochastic systems, 28 pp. (abstract,
full
document) 
EI9921/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) 
EI9922/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) 
EI9923/A 
Franses
Ph.H.B.F., & Bruin P.T. de (1999). Seasonal adjustment and
the business cycle in unemployment, 19 pp.(abstract,
full
document) 
EI9924/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 2a2f of the report are available on request
from the first author) 
EI9925/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) 
EI9926/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) 
EI9927/A 
Franses
Ph.H.B.F., & Paap R. (1999). Forecasting with periodic
autoregressive time series models, 27 pp. (abstract,
full
document) 
EI9928/B 
Changat
M., & Mulder H.M. (1999). Route systems on graphs, 7
pp. 
EI9929/A 
Bala
V., & Goyal S. (1999). A strategic analysis of network
reliability, 29pp. (abstract,
full
document) 
EI9930/A 
Cheng
S., & Haan L.F.M. de (1999). Penultimate approximation for
Hill's estimator, 7 pp 
EI9931/A 
Bazsa
E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory
control and regenerative processes: Theory, 23 pp. (abstract,
full
document) 
EI9932/A 
Bazsa
E.M., Frenk J.B.G., & Iseger P.W. den (1999). Inventory
control and regenerative processes: Computations, 25 pp. (abstract,
full
document) 
EI9933/A 
Fok
D., Franses P.H.B.F., & Cramer J.S. (1999). Ordered logit
analysis for selectively sampled data, 15 pp. (abstract,
full
document) 
EI9934/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) 
EI9935/A 
Boer
S.V. de, Freling F., & Piersma N. (1999). Stochastic
programming for multipleleg network revenue management, 18 pp.
(abstract,
full
document) 
EI9936/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) 
EI9937/A 
Carsoule
F., & Franses P.H.B.F. (1999). Monitoring timevarying
parameters in an autoregression, 18 pp. (abstract,
full document) 
EI9938/A 
Poot
A., Kant G., & Wagelmans A.P.M. (1999). A Savings based
method for reallife vehicle routing problems, 19 pp. (abstract,
full document) 
EI9939/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) 
EI9940/A 
Bauwens
L., Bos C.S., & Dijk H.K. van (1999). Adaptive polar sampling
with an application to a Bayes measure of ValueaRisk, 29 pp. (abstract,
full
document) 
EI9941/A 
Freling
R., Romeijn H.E., Romero Morales D., & Wagelmans A.P.M. (1999). A
branch and price algorithm for the multiperiod singlesourcing
problem, 27 pp. (abstract,
full
document) 
EI9942 
Details
will follow 
EI9943 
Voogd
P., Dekker R., & Meersmans P.J.M. (1999). FamasNewCon: a
generator program for stacking in the reference case, 38 pp. (abstract) 
EI9944 
Details
will follow 
EI9945/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) 
EI9946/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) 
EI9947/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) 
EI9948/A 
Lee
C.Y., Cetinkaya S., & Wagelmans A.P.M. (1999). A dynamic
lotsizing model with demand time windows, 24 pp. (abstract,
full
document) 
EI9949/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) 
EI9950/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) 
EI9951/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) 
EI9952/A 
Goyal
S., & Joshi S. (1999). Networks of collaboration in oligopoly,
44 pp. (abstract,
full document) 
EI9953/A 
Goyal
S., & Joshi S. (1999). Bilateralism and free trade, 26
pp. (abstract,
full
document) 
EI9954/A 
Goyal,
S., & VegaRedondo F. (1999). Learning, network formation and
coordination, 41 pp. (abstract,
full document) 
EI9955/A 
Fok
D., & Franses P.H.B.F. (1999). Impulseresponse analysis of
the market share attraction model, 15 pp. (abstract,
full document) 
EI9956/A 
Kaashoek
J.F., & Paelinck J.H.P. (1999). A bilinear programming
solution to the quadratic assignment problem, 16 pp. (abstract,
full document) 
EI9957/A 
Goyal
S, & Staal K. (1999). The political economy of regionalism, 27
pp. (abstract,
full
document  no figures) 
EI9958/A 
Koning
A.J. (1999). Model based control charts in stage 1 quality
control, 23 pp. (abstract,
full document) 
EI9959/A 
Koning
A.J. (1999).Goodness of fit for the constance of a classical
statistical model over time, 29 pp. (abstract,
full document) 
EI9960/A 
Berkelaar
A.B., & Kouwenberg R. (1999). Investing in a real world with
meanreverting inflation, 34 pp. (abstract,
full document) 

