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#### A regression surprise resolved

(Discussion paper2008:16, Working paper, 2008-09)

In this note we explore the following surprising fact: In regression with trend and seasonality, the
prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time
when the seasons ...

#### Treating missing values in INAR(1) models

(Discussion paper2008:14, Working paper, 2008-07)

Time series models for count data have found increased interest in recent days. The existing
literature refers to the case of data that have been fully observed. In the present paper, methods for
estimating the parameters ...

#### Probabilistic cost efficiency and bounded rationality in the newsvendor model

(Doctoral dissertation;41/14, Working paper, 2014-12)

In this paper we establish a link between probabilistic cost efficiency and bounded rationality
in the newsvendor model. This establishes a framework where bounded rationality
can be examined rigorously by statistical ...

#### A maximum entropy approach to the newsvendor problem with partial information

(Discussion paper;2011:14, Working paper, 2011-08)

In this paper, we consider the newsvendor model under partial information, i.e., where
the demand distribution D is partly unknown. We focus on the classical case where the
retailer only knows the expectation and variance ...

#### Testing for Granger causality in the presence of measurement errors

(Journal article; Peer reviewed, 2005)

In this paper a potential problem with tests for Granger−causality is investigated. If one of
the two variables under study, but not the other, is measured with error the consequence is
that tests of forecastablity of ...

#### A simple improvement of the IV estimator for the classical errors-in-variables problem

(Discussion paper2009:10, Working paper, 2009-09)

Two measures of an error-ridden explanatory variable make it possible to solve
the classical errors-in-variable problem by using one measure as an instrument for
the other. It is well known that a second IV estimate can ...

#### Some aspects of random utility, extreme value theory and multinomial logit models

(Discussion paper2010:1, Working paper, 2010-01)

In this paper we give a survey on some basic ideas related to random utility, extreme
value theory and multinomial logit models. These ideas are well known within the eld of
spatial economics, but do not appear to be ...

#### Structural breaks in point processes: with an application to reporting delays for trades on the New York stock exchange

(Discussion paper2007:28, Working paper, 2007)

In this paper some methods to determine the reporting delays for trades on the New York stock exchange are proposed and compared. The most successful method is based on a simple model of the quote revision process and a ...

#### Modeling freight markets for coal

(Discussion paper2008:26, Working paper, 2008-12)

In this paper we study bulk shipping of coal between the central regions in the world. We
compare the performance of cost-minimizing models with a gravity model approach. The
main nding in the paper is that cost minimizing ...

#### Testing for Granger causality in the presence of measurement errors

(Discussion paper2004:11, Working paper, 2004-09)

In this paper a potential problem with tests for Granger-causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of the ...