Research Output 1969 2019

2019

A Comment on "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting" by Hanming Fang and Yang Wang

Abbring, J. & Daljord, Ø., 16 May 2019, Ithaca: Cornell University Library, 11 p. (arXiv; vol. 1905.07048).

Research output: Working paperOther research output

Discrete choice models
Dynamic discrete choice
Hyperbolic discounting
Exclusion
Time preference

A selfish allocation heuristic in scheduling: Equilibrium and inefficiency bound analysis

Braat, J., Hamers, H., Klijn, F. & Slikker, M., Mar 2019, In : European Journal of Operational Research. 273, 2, p. 634-645

Research output: Contribution to journalArticleScientificpeer-review

Scheduling
Heuristics
Costs
Decision problem
Nash Equilibrium

Bootstrapping structural change tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., Jun 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticleScientificpeer-review

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap
4 Downloads (Pure)

Consistency of the Equal Split-Off Set

Dietzenbacher, B. & Yanovskaya, E., 11 Jun 2019, Tilburg: CentER, Center for Economic Research, 19 p. (CentER Discussion Paper; vol. 2019-023).

Research output: Working paperDiscussion paperOther research output

File
Cooperative game
Convex games
Transferable utility

Cospectral pairs of regular graphs with different connectivity

Haemers, W. H., 11 Apr 2019, Ithaca: Cornell University Library, (arXiv; vol. 1904.05936).

Research output: Working paperOther research output

Open Access
Vertex Connectivity
Edge-connectivity
Regular Graph
Connectivity
1 Downloads (Pure)

Cutting one’s coat according to one’s cloth: How did the Great Recession affect retirement resources and expenditure goals?

de Bresser, J., Kools, L. & Knoef, M. G., 6 Mar 2019, (Submitted) Tilburg: NETSPAR, 69 p. (Netspar Discussion Paper; vol. 05/2018-029).

Research output: Working paperOther research output

File
Resources
Cloth
Great Recession
Retirement
Expenditure

Deza graphs with parameters $(n,k,k-1,a)$ and $β=1$

Goryainov, S., Haemers, W. H., Kabanov, V. V. & Shalaginov, L., Mar 2019, In : Journal of Combinatorial Designs. 27, 3, p. 188-202

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph Design
Graph in graph theory
Divisible
Strongly Regular Graph
Strictly

Effective and sustainable private pensions

van Soest, A. & Nijman, T., 2019, The Future of Ageing in Europe: Making an Asset of Longevity. Walker, A. (ed.). Singapore: Palgrave Macmillan, p. 79 - 106

Research output: Chapter in Book/Report/Conference proceedingChapterScientific

Private pensions
Pensions
Defined contribution
Pension system
Decision making
14 Downloads (Pure)

Essays in econometric theory

Sadikoglu, S., 2019, Tilburg: CentER, Center for Economic Research. 162 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Econometrics
Regression model
Derivatives
Threshold regression
Coefficients
48 Downloads (Pure)

Essays on duration analysis and labour economics

Zheng, K., 2019, Tilburg: CentER, Center for Economic Research. 124 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Duration analysis
Labor economics
Temporary contracts
Time-varying covariates
Time-varying
34 Downloads (Pure)

Essays on mixed hitting time models

Yu, Y., 2019, Tilburg: CentER, Center for Economic Research. 132 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Stochastic processes
Synchronization
Competing risks model
Mean-reverting
Empirical analysis

Generalizations of Schoenberg's Theorem on Positive Definite Kernels

Kuryatnikova, O. & Vera, J. C., Apr 2019, Ithaca: Cornell University Library, 14 p. (arXiv; vol. 1904.02538).

Research output: Working paperOther research output

Open Access
39 Downloads (Pure)

Heterogeneous Default Effects on Retirement Saving: Sledgehammers or Precision Instruments

de Bresser, J. & Knoef, M. G., 21 May 2019, (Unpublished).

Research output: Working paperOther research output

File
Retirement saving
Retirement
Status quo
Survey data
Deviation

Identifying the Discount Factor in Dynamic Discrete Choice Models

Abbring, J. & Daljord, Ø., 20 May 2019, Ithaca: Cornell University Library, 38 p. (arXiv; vol. 1808.10651).

Research output: Working paperDiscussion paperOther research output

Discrete choice models
Discount factor
Dynamic discrete choice
Exclusion
Moment conditions

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jan 2019, In : Journal of the American Statistical Association.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Configuration
8 Downloads (Pure)

Marriage, Minorities, and Mass Movements

Chen, S., 2019, Tilaburg: CentER, Center for Economic Research. 156 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
mass movement
marriage
well-being
minority
labor economics
11 Downloads (Pure)

Measuring Subjective Survival Expectations: Do Response Scales Matter?

de Bresser, J., 18 Mar 2019, (Submitted) Tilburg, 60 p.

Research output: Working paperOther research output

File
labor supply
life cycle
hazard
measuring
test

Optimal combined proton-photon therapy schemes based on the standard BED model

ten Eikelder, S. C. M., den Hertog, D., Bortfeld, T. & Perko, Z., Mar 2019, In : Physics in Medicine and Biology. 64, 6, 21 p., 065011.

Research output: Contribution to journalArticleScientificpeer-review

Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition

Schweizer, N. & Szech, N., May 2019, In : Journal of Mathematical Economics. 82, p. 202-213

Research output: Contribution to journalArticleScientificpeer-review

Performance Bounds
Hazard Rate
Monotone
Hazards
Sales

Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

Medina-Aguayo, F., Rudolf, D. & Schweizer, N., 26 Jun 2019, In : Stochastic Processes and their Applications.

Research output: Contribution to journalArticleScientificpeer-review

Perturbation Bound
Markov processes
Markov chain
Approximation
Metropolis-Hastings
13 Downloads (Pure)

Polynomial norms

Ahmadi, A., de Klerk, E. & Hall, G., 2019, In : SIAM Journal on Optimization. 29, 1, p. 399–422

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Polynomials
Norm
Polynomial
Positive definite
Sum of squares
5 Downloads (Pure)

Preferences for Long-Term Care Services: Bequests, Informal Care and Health Expectations

van Ooijen, R., de Bresser, J. & Knoef, M. G., Jan 2019, (Unpublished) 37 p.

Research output: Working paperOther research output

File
Bequests
Informal care
Long-term care
Health
Bequest motive

Reducing conservatism in robust optimization

Roos, E. & den Hertog, D., Jun 2019, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Conservatism
Robust optimization
Violations
Safeguards

Resource allocation problems with concave reward functions

Grundel, S., Borm, P. & Hamers, H., Apr 2019, In : Top . 27, 1, p. 37-54

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Reward
Resource Allocation
Resource allocation
Nucleolus
Resources

Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

Balvert, M., den Hertog, D. & Hoffmann, A. L., Feb 2019, In : INFORMS Journal on Computing. 31, 1, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Radiotherapy
Planning
Tumors
Uncertainty
Robust optimization

Special Issue on Econometrics of Games

Abbring, J. H., Jan 2019, In : The Econometrics Journal. 22, 1, p. CI-CIII 3 p.

Research output: Contribution to journalEditorialScientificpeer-review

Strategie bij het bordspel Mens-erger-je-niet

van der Genugten, B. & Das, J. W. M., 2019, In : STAtOR. 20, 2, p. 4-9

Research output: Contribution to journalArticleProfessional

The degree and cost adjusted folk solution for minimum cost spanning tree games

Norde, H., Jan 2019, In : Games and Economic Behavior. 113, p. 734-742

Research output: Contribution to journalArticleScientificpeer-review

Minimum cost spanning tree problems
Spanning tree
Cost sharing
Ranking
Axioms
15 Downloads (Pure)

The Effect of Exports on Labor Informality: Evidence from Argentina

Safojan, R., 24 Jan 2019, Tilburg: CentER, Center for Economic Research, 49 p. (CentER Discussion Paper; vol. 2019-003).

Research output: Working paperDiscussion paperOther research output

File
Labor
Informality
Argentina
Income
Manufacturing firms

The joint impact of F-divergences and reference models on the contents of uncertainty sets

Kruse, T., Schneider, J. C. & Schweizer, N., Mar 2019, In : Operations Research. 67, 2, p. 428-435

Research output: Contribution to journalArticleScientificpeer-review

Reference model
Uncertainty
Divergence
Oils and fats
Entropy

The Likelihood of Mixed Hitting Times

Abbring, J. & Salimans, T., 9 May 2019, Ithaca: Cornell University Library, 35 p. (arXiv; vol. 1905.03463).

Research output: Working paperDiscussion paperOther research output

Hitting Time
Laplace transform
Likelihood
Latent Process
First Passage Time
16 Downloads (Pure)

The Nucleolus and Inheritance of Properties in Communication Situations

Schouten, J., Dietzenbacher, B. & Borm, P., 20 Mar 2019, Tilburg: CentER, Center for Economic Research, 19 p. (CentER Discussion Paper; vol. 2019-008).

Research output: Working paperDiscussion paperOther research output

File
Nucleolus
Game
Graph in graph theory
Balancedness
Shapley Value
Open Access
14 Downloads (Pure)

The Procedural Egalitarian Solution and Egalitarian Stable Games

Dietzenbacher, B., 5 Mar 2019, Tilburg: CentER, Center for Economic Research, 26 p. (CentER Discussion Paper; vol. 2019-007).

Research output: Working paperDiscussion paperOther research output

File
Egalitarian solution
Axiomatic characterization
Monotonicity
6 Downloads (Pure)

The Role of Heterogeneous Expectations in Life Cycle Models: Evaluating the Accuracy of Counterfactuals

de Bresser, J., 15 Feb 2019, (Submitted) Tilburg, 74 p.

Research output: Working paperOther research output

File
Life-cycle model
Heterogeneous expectations
Prediction
Out-of-sample forecasting
Survival probability
2018

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233

Research output: Contribution to journalArticleScientificpeer-review

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator
250 Downloads (Pure)

Adjustable robust optimization: Theory, algorithm and applications

Zhen, J., 2018, Tilburg: CentER, Center for Economic Research. 136 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Medical applications
Linear equations
Wireless sensor networks
Lenses
Scheduling

Adjustable robust optimization via Fourier-Motzkin elimination

Zhen, J., den Hertog, D. & Sim, M., Jul 2018, In : Operations Research. 66, 4, p. 1086-1100

Research output: Contribution to journalArticleScientificpeer-review

Linear programming
Robust optimization
Optimization problem
Lenses
Decision rules
124 Downloads (Pure)

Advertising as a Reminder: Evidence from the Dutch State Lottery

He, C. & Klein, T., 28 May 2018, Tilburg: TILEC, 47 p. (TILEC Discussion Paper; vol. 2018-018).

Research output: Working paperDiscussion paperOther research output

File
State lotteries
Lottery
High-frequency data
Dynamic structural model
Online sales
39 Downloads (Pure)

Advertising as a Reminder: Evidence from the Dutch State Lottery

He, C. & Klein, T., 28 May 2018, Tilburg: CentER, Center for Economic Research, 47 p. (CentER Discussion Paper; vol. 2018-019).

Research output: Working paperDiscussion paperOther research output

File
State lotteries
Lottery
High-frequency data
Dynamic structural model
Online sales
39 Downloads (Pure)

Allocation rules for cooperative games with graph and hypergraph communication structure

Zhang, G., 2018, Tilburg: CentER, Center for Economic Research. 138 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Communication

A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack

van Campen, T., Hamers, H., Husslage, B. & Lindelauf, R., Dec 2018, In : Social Network Analysis and Mining. 8, 1, 12 p., 3.

Research output: Contribution to journalArticleScientificpeer-review

Open Access

A note on the long rate in factor models of the term structure

de Kort, J., Apr 2018, In : Mathematical Finance. 28, 2, p. 656-667

Research output: Contribution to journalArticleScientificpeer-review

Term Structure
Factor Models
Flatten
Volatility
Filtration
116 Downloads (Pure)

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Marandi, A., Dahl, J. & de Klerk, E., Jun 2018, In : Annals of Operations Research. 265, 1, p. 67-92

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Evaluation
Pooling
Lower bounds
Optimization problem
Programming

Bankruptcy games with nontransferable utility

Dietzenbacher, B., Mar 2018, In : Mathematical Social Sciences. 92, p. 16-21

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
bankruptcy
Game
NTU Games
compromise

Bias-corrected quantile regression estimation of censored regression models

Cizek, P. & Sadikoglu, S., 2018, In : Statistical Papers. 59, p. 215–247 33 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Censored Regression
Quantile Estimation
Regression Estimation
Quantile Regression
Regression Model

Bootstrapping Structural Change Tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., 13 Nov 2018, Ithaca: Cornell University Library, (ArXiv; vol. 1811.04125).

Research output: Working paperOther research output

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap

Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

Gribling, S., de Laat, D. & Laurent, M., Jul 2018, In : Mathematical Programming . 170, 1, p. 5-42

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Quantum Graphs
Entanglement
Polynomials
Polynomial
Optimization

Change Point Estimation in Panel Data with Time-Varying Individual Effects

Boldea, O., Drepper, B. & Gan, Z., 2018, Ithaca: Cornell University Library, (arXiv; vol. 1808.03109).

Research output: Working paperOther research output

Change point
Time-varying
Individual effects
Panel data
Ordinary least squares
81 Downloads (Pure)

Characterizing NTU-Bankruptcy Rules using Bargaining Axioms

Dietzenbacher, B. & Peters, H., 6 Feb 2018, Tilburg: CentER, Center for Economic Research, 20 p. (CentER Discussion Paper; vol. 2018-005).

Research output: Working paperDiscussion paperOther research output

File
Proportional rule
Bankruptcy
Axioms
Axiomatic characterization
Axiomatics