Econometrics and Operations Research

Research Output 1978 2020

2020

Complexity of inventory routing problems when routing is easy

Baller, A. C., van Ee, M., Hoogeboom, M. & Stougie, L., 2020, In : Networks. 75, 2, p. 113-123

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Traveling salesman problem
Hardness
Planning
Dynamic programming
Computational complexity

Consistent semiparametric estimators for recurrent event times models with applicationto virtual age models

Beutner, E., Bordes, L. & Doyen, L., 2020, In : Bernoulli: A Journal of Mathematical Statistics and Probability. 26, 2

Research output: Contribution to JournalArticleAcademicpeer-review

Consistent semiparametric estimators for recurrent event times models with application to virtual age models

Beutner, E., Bordes, L. & Doyen, L., 1 Jan 2020, In : Bernoulli. 26, 1, p. 557-586 30 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Recurrent Events
Estimator
Consistent Estimator
Model
Martingale Method

Innovation and Inequality in a Small World

Lindner, I., 2020, (Accepted/In press) In : International Economic Review.

Research output: Contribution to JournalArticleAcademicpeer-review

Small world
Innovation
Technological progress
Knowledge exchange
Economic growth

Market power in bilateral oligopoly markets with non-expandable infrastructures

Funaki, Y., Houba, H. & Motchenkova, E., 2020, (Accepted/In press) In : International Journal of Game Theory.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Mixed Causal-Noncausal Autoregressions with Exogenous Regressors

Hecq, A., Issler, J. V. & Telg, S., 20 Jan 2020, In : Journal of Applied Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

selection procedure
industrial production
time series
commodity
simulation

Modelling global material stocks and flows for residential and service sector buildings towards 2050

Deetman, S., Marinova, S., van der Voet, E., van Vuuren, D. P., Edelenbosch, O. & Heijungs, R., 1 Feb 2020, In : Journal of Cleaner Production. 245

Research output: Contribution to JournalArticleAcademicpeer-review

Nearest comoment estimation with unobserved factors

Boudt, K., Cornilly, D. & Verdonck, T., 1 Jan 2020, In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Factors
Estimator
Influence function
Simulation study
Multivariate distribution

Nontransferable utility bankruptcy games

Estévez-Fernández, A., Borm, P. & Fiestras-Janeiro, M. G., 2020, (Accepted/In press) In : TOP.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Bankruptcy
Game
Non-transferable utility
Coalitions
Convexity

NTU-bankruptcy problems: consistency and the relative adjustment principle

Dietzenbacher, B., Borm, P. & Estévez-Fernández, A., 2020, (Accepted/In press) In : Review of Economic Design.

Research output: Contribution to JournalArticleAcademicpeer-review

Bankruptcy
Bankruptcy problems
Non-transferable utility
Invariance
Proportional rule

Robust Distribution-Based Winsorization in Composite Indicators Construction

Boudt, K., Todorov, V. & Wang, W., 1 Jan 2020, In : Social Indicators Research.

Research output: Contribution to JournalArticleAcademicpeer-review

Organizations
ranking
United Nations
UNIDO
Ranking

The Shapley value, the Proper Shapley value, and sharing rules for cooperative ventures

van den Brink, R., Levínský, R. & Zelený, M., 1 Jan 2020, In : Operations Research Letters. 48, 1, p. 55-60 6 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Shapley Value
Invariance
Sharing
Affine Invariance
Game

The variance implied conditional correlation

Algaba, A., Boudt, K. & Vanduffel, S., 2020, In : European Journal of Finance. 26, 2-3, p. 200-222

Research output: Contribution to JournalArticleAcademicpeer-review

Conditional correlation
Cross-hedging
Polarization
Monte Carlo study
Asset returns
2019

A bargaining experiment with asymmetric institutions and preferences

Kamm, A. & Houba, H., Jul 2019, In : Social Choice and Welfare. 52, 2, p. 329-351

Research output: Contribution to JournalArticleAcademicpeer-review

bargaining power
asymmetry
experiment
laboratory experiment
heuristics

Accelerating score-driven time series models

Blasques, F., Gorgi, P. & Koopman, S. J., 2019, In : Journal of Econometrics. 212, 2, p. 359-376

Research output: Contribution to JournalArticleAcademicpeer-review

Time series models
Innovation
Time-varying
Empirical study
Weighting

A Discrete-Time Queueing Model in a Random Environment

Nobel, R. & Rondaij, A., 2019, Queueing Theory and Network Applications: 14th International Conference, QTNA 2019, Ghent, Belgium, August 27–29, 2019, Proceedings. Phung-Duc, T., Kasahara, S. & Wittevrongel, S. (eds.). Springer, p. 330-348 19 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11688 LNCS).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Queueing Model
Discrete-time Model
Random Environment
Customers
Batch

A Fully Polynomial Time Approximation Scheme for Packing While Traveling

Neumann, F., Polyakovskiy, S., Skutella, M., Stougie, L. & Wu, J., 2019, Algorithmic Aspects of Cloud Computing: 4th International Symposium, ALGOCLOUD 2018, Revised Selected Papers. Verykios, V. S. & Disser, Y. (eds.). Springer Verlag, p. 59-72 14 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11409 LNCS).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Fully Polynomial Time Approximation Scheme
Memory architecture
Computer architecture
Combinatorial optimization
Dynamic programming

A General Framework for Prediction in Time Series Models

Beutner, E., Smeekes, S. & Heinemann, A., 2019, arXiv.org.

Research output: Working paperProfessional

A generalized parallel task model for recurrent real-time processes

Bonifaci, V., Wiese, A., Baruah, S. K., Marchetti-Spaccamela, A., Stiller, S. & Stougie, L., 1 May 2019, In : ACM Transactions on Parallel Computing. 6, 1, 3.

Research output: Contribution to JournalArticleAcademicpeer-review

Task Model
Deadline
Directed Acyclic Graph
Polynomials
Real-time

A misspecification test for the higher order co-moments of the factor model

Lu, W., Yang, D. & Boudt, K., 2019, In : Statistics. 53, 3, p. 471-488

Research output: Contribution to JournalArticleAcademicpeer-review

Misspecification
Factor Models
Higher Order
Moment
Factor Structure

Analysis of Markov influence graphs

Berkhout, J. & Heidergott, B. F., 1 Jan 2019, In : Operations Research. 67, 3, p. 892-904 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Markov processes
Decomposition
Cluster analysis
World Wide Web
Algebra

Analyzing the effects of the choice of model in the context of marginal changes in final demand

Heijungs, R. & de Koning, A., 1 Dec 2019, In : Journal of Economic Structures. 8, 1, 6.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Multiplier
Industry
Product technology
Life cycle assessment
Impact analysis

An improved life cycle impact assessment principle for assessing the impact of land use on ecosystem services

Othoniel, B., Rugani, B., Heijungs, R., Beyer, M., Machwitz, M. & Post, P., 25 Nov 2019, In : Science of the Total Environment. 693, 133374.

Research output: Contribution to JournalArticleAcademicpeer-review

Land use
ecosystem service
Ecosystems
Life cycle
life cycle

Approximate Multi-matroid Intersection via Iterative Refinement

Linhares, A., Olver, N., Swamy, C. & Zenklusen, R., 2019, Integer Programming and Combinatorial Optimization: 20th International Conference, IPCO 2019, Ann Arbor, MI, USA, May 22–24, 2019, Proceedings. Nagarajan, V. & Lodi, A. (eds.). Springer Verlag, p. 299-312 14 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11480 LNCS).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Matroid Intersection
Iterative Refinement
Matroid
Rounding
Integrality

Approximate pricing in networks: How to boost the betweenness and revenue of a node

Brokkelkamp, R., Polak, S., Schäfer, G. & Velaj, Y., Dec 2019, 30th International Symposium on Algorithms and Computation (ISAAC 2019). Lu, P. & Zhang, G. (eds.). Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, p. 1-15 15 p. 13. (Leibniz International Proceedings in Informatics, LIPIcs; vol. 149).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Costs
Approximation algorithms
Taxation
Directed graphs
Computational complexity

A quasi-experimental, longitudinal evaluation of a school-based bicycle helmet campaign for children age 4–8 years in the Netherlands

Boele-Vos, M., Goldenbeld, C., van Strijp-Houtenbos, M., Commandeur, J. J. F. & Twisk, D. A. M., 2019, In : Journal of Transportation Safety and Security. 12, 1, p. 17-36

Research output: Contribution to JournalArticleAcademicpeer-review

Bicycles
bicycle
Netherlands
campaign
Wear of materials

A tool to guide the selection of impact categories for LCA studies by using the representativeness index

Esnouf, A., Heijungs, R., Coste, G., Latrille, É., Steyer, J. P. & Hélias, A., 25 Mar 2019, In : Science of the Total Environment. 658, p. 768-776 9 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Life cycle
life cycle
environmental indicator
index
assessment method

Axiomatizations of the proportional division value

Zou, Z., van den Brink, R., Chun, Y. & Funaki, Y., 1 Nov 2019, 072/II ed., Amsterdam: Tinbergen Institute, 37 p. (TI Discussion Paper Series; vol. 2019, no. 072/II).

Research output: Working paperAcademic

Bank Business Models at Zero Interest Rates

Lucas, A., Schaumburg, J. & Schwaab, B., 2019, In : Journal of Business and Economic Statistics. 37, 3, p. 542-555 14 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Business Model
Interest Rates
interest rate
bank
Zero

Bayesian analysis of immigration in Europe with generalized logistic regression

Dalla Valle, L., Leisen, F., Rossini, L. & Zhu, W., 2019, In : Journal of Applied Statistics. 47, 3, p. 1-15 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Immigration
Bayesian Analysis
Logistic Regression
Binary Response
Migration

Bayesian nonparametric sparse VAR models

Billio, M., Casarin, R. & Rossini, L., 2019, In : Journal of Econometrics. 212, 1, p. 97-115

Research output: Contribution to JournalArticleAcademicpeer-review

Vector autoregressive model
Coefficients
Clustering
Stylized facts
Overfitting

Bayesian Risk Forecasting for Long Horizons

Borowska, A., Hoogerheide, L. F. & Koopman, S. J., 2019, 018/III ed., Amsterdam: Tinbergen Institute, 40 p. (TI Discussion Paper Series; vol. 2019, no. 018/III).

Research output: Working paperAcademic

Budget-feasible mechanism design for non-monotone submodular objectives: Offline and online

Amanatidis, G., Kleer, P. & Schäfer, G., 17 Jun 2019, ACM EC 2019 - Proceedings of the 2019 ACM Conference on Economics and Computation. Association for Computing Machinery, Inc, p. 901-919 19 p.

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Mechanism Design
Approximation
Valuation
Polynomials
Polynomial time

Buffering locations in retail deliveries

Erkin, D., Dugundji, E., Koole, G., Gromicho, J. & van der Mei, R., 2019, In : Procedia Computer Science. 151, p. 116-123 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Trucks
Costs
Numerical methods
Analytical models

CCE estimation of factor-augmented regression models with more factors than observables

Karabiyik, H., Urbain, J. P. & Westerlund, J., Mar 2019, In : Journal of Applied Econometrics. 34, 2, p. 268-284 17 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
regression
Regression model
Factors
Estimator
Cross section

Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings

Opschoor, A., Lucas, A., Barra, I. & Van Dijk, D., 2019, 013/IV ed., Amsterdam: Tinbergen Institute, 49 p. (TI Discussion Paper Series; vol. 2019, no. 013/IV).

Research output: Working paperAcademic

Comments on: recent developments in the queueing problem

van den Brink, R., 13 Feb 2019, In : TOP. 27, 1, p. 24-27 4 p.

Research output: Contribution to JournalComment / Letter to the editorProfessional

Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”

De Luca, G., Magnus, J. R. & Peracchi, F., 3 Apr 2019, In : Journal of Business and Economic Statistics. 37, 2, p. 217-222 6 p.

Research output: Contribution to JournalComment / Letter to the editorAcademic

stability theory
Causal Effect
Misspecification
Stability Theory
Restriction

Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models

Bohte, R. & Rossini, L., 18 Sep 2019, In : Journal of Risk and Financial Management. 12, 3, p. 1-18

Research output: Contribution to JournalArticleAcademicpeer-review

Time-varying volatility
Volatility models
Stochastic volatility
Benchmark
Generalized autoregressive conditional heteroscedasticity

Contribution-based prioritization of LCI database improvements: the most important unit processes in ecoinvent

Reinhard, J., Wernet, G., Zah, R., Heijungs, R. & Hilty, L. M., Oct 2019, In : International Journal of Life Cycle Assessment. 24, 10, p. 1778-1792 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

prioritization
life cycle
ranking
environmental impact
electricity generation

Cost sharing over combinatorial domains: Complement-free cost functions and beyond

Birmpas, G., Markakis, E. & Schäfer, G., Sep 2019, 27th Annual European Symposium on Algorithms (ESA 2019). Bender, M. A., Svensson, O. & Herman, G. (eds.). Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, p. 1-17 17 p. (Leibniz International Proceedings in Informatics, LIPIcs; vol. 144).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Cost functions
Costs
Parameterization
Recovery
Economics

Data-Driven Fitting of the M/G/1 Queue

Dieleman, N., Heidergott, B. & Peng, Y., 31 Oct 2019, 2019 16th International Conference on Service Systems and Service Management, ICSSSM 2019. Institute of Electrical and Electronics Engineers Inc., 8887609. (2019 16th International Conference on Service Systems and Service Management, ICSSSM 2019).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Waiting time
Queue
Estimator

Econometric Analysis of Panel Data Models with Multifactor Error Structures

Karabiyik, H., Palm, F. C. & Urbain, J. P., 2 Aug 2019, In : Annual Review of Economics. 11, p. 495-522 28 p.

Research output: Contribution to JournalReview articleAcademicpeer-review

Econometric analysis
Cross-sectional dependence
Multi-factor
Economics
Panel data

Essays on Modeling Time-Varying Parameters

van Vlodrop, A. C., 2019, 201 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Evaluating the Shariah-compliance of equity portfolios: The weighting method matters

Boudt, K., Raza, M. W. & Wauters, M., 2019, In : International Review of Financial Analysis. 63, May, p. 406-417

Research output: Contribution to JournalArticleAcademicpeer-review

Weighting
Equity
Financial performance
Market capitalization
Investing

Everything is relative and nothing is certain. Toward a theory and practice of comparative probabilistic LCA

Heijungs, R., Guinée, J. B., Mendoza Beltrán, A., Henriksson, P. J. G. & Groen, E., 1 Sep 2019, In : International Journal of Life Cycle Assessment. 24, 9, p. 1573-1579 7 p.

Research output: Contribution to JournalComment / Letter to the editorAcademic

Open Access
decision

Expected utility and catastrophic risk in a stochastic economy–climate model

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Expected utility
Stochastic model
Catastrophic risk
Uncertainty
Finite horizon

Fixed-Order Scheduling on Parallel Machines

Bosman, T., Frascaria, D., Olver, N., Sitters, RE. & Stougie, L., 2019, Integer Programming and Combinatorial Optimization: 20th International Conference, IPCO 2019, Ann Arbor, MI, USA, May 22–24, 2019, Proceedings. Nagarajan, V. & Lodi, A. (eds.). Springer Verlag, p. 88-100 13 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11480).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Parallel Machines
Scheduling Problem
Scheduling
Multi-server
Queuing System