Browsing ECO Articles by Author "WAGENVOORT, Rien J.L.M."

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Browsing ECO Articles by Author "WAGENVOORT, Rien J.L.M."

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    Title: On B-robust Instrumental Variable Estimation of the Linear Model with Panel Data  Author(s): WALDMANN, Robert; WAGENVOORT, Rien J.L.M. Date: 2002 Type of Publication: Article Abstract: The aim of this paper is to demonstrate how to acquire robust consistent estimates of the linear model when the fundamental orthogonality condition is not fulfilled. With this end in view, we develop two estimation procedures: ...
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    Title: On the Computation and Efficiency of A Hbp-Gm Estimator Some Simulation Results  Author(s): HINLOOPEN, Jeroen; WAGENVOORT, Rien J.L.M. Date: 1997 Type of Publication: Article Abstract: We propose and test a specific correction factor which improves both the resampling and projection algorithm for approximating the minimum volume ellipsoid (MVE) estimator. Simulations show that a high-breakdown-point GM ...
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    Title: Negative Feedbacks in the Economy and Industrial Location  Author(s): BRAKMAN, S.; GARRETSEN, H.; GIGENGACK, R.; VANMARREWIJK, C.; WAGENVOORT, Rien J.L.M. Date: 1996 Type of Publication: Article Abstract: Incorporating regional asymmetry and negative feedbacks (congestion) in a model of economic geography and international trade shows that complete specialization of production at one location is unlikely. We identify an ...
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    Title: Risk Preference and Indirect Utility in Portfolio-Choice Problems  Author(s): ROY, Santanu; WAGENVOORT, Rien J.L.M. Date: 1996 Type of Publication: Article Abstract: We consider a portfolio-choice problem with one risky and one safe asset, where the utility function exhibits decreasing absolute risk aversion (DARA). We show that the indirect utility function of the portfolio-choice ...