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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 ...
Combined vehicle routing and scheduling with temporal precedence and synchronization constraints
(Discussion paper2006:18, Working paper, 2006)
We present a mathematical programming model for the combined vehicle routing and scheduling problem with time windows and additional temporal constraints. The temporal constraints allow for imposing pairwise synchronization ...
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 ...
Exploiting parallelization in spatial statistics: an applied survey using R
(Discussion paper2010:25, Working paper, 2010-10)
Computing tasks may be parallelized top-down by splitting into per-node chunks when the tasks permit this kind of division, and particularly when there is little or no need for communication between the nodes. Another ...
Asymmetric information : evidence from the home insurance market
(Discussion paper2010:19, Working paper, 2010-08)
In this paper I test whether asymmetric information is present in the home insurance market. To detect the existence of asymmetric information I apply the so-called positive correlation test to a dataset containing ...
Product development in IT and telecommunications information acquisition strategies
(Working paper2007:28, Working paper, 2007-10)
Investment projects within information technology and telecommunication industries face high uncertainty with respect to future cash flows, especially due to technological innovations and changing markets. Competition among ...
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 ...
Pareto optimal insurance policies in the presence of administrative costs
(Discussion paper2010:7, Working paper, 2010-08)
In his classical article in The American Economic Review, Arthur Raviv (1979) examines Pareto optimal insurance contracts when there are ex-post insurance costs c induced by the indemnity I for loss x. Raviv’s main ...
An anticipative linear filtering equation
(Discussion paper2010:8, Working paper, 2010-08)
Pricing Implications of Shared Variance in Liquidity Measures
(Discussion paper2006:9, Working paper, 2006-07)
This paper constructs fundamental liquidity measures and investigates the pricing implications of shared variation in a large set of high frequency liquidity measures. Through a common factor analysis we estimate three ...