This paper proposes alternative methods for constructing estimators from accept-reject samples by incorporating the variables rejected by the algorithm.

This paper synthesises a global approach to both Bayesian and likelihood treatments of the estimation of the parameters of a hidden Markov model for the cases of normal and Poisson underlying distribution.

This paper puts forth a concept of Adptivety Rational Equilibrium (A.R.E) where agents base decisions upon predictions of future values of endogenous variables whose actual values are determined by equilibrium equations.

In Van den Akker, Van Hoesel, and Savelsbergh (1994), we have studied a time-indexed formulation for single-machine scheduling problems and have presented a complete characterization of all facet inducing inequalities with right-hand side 1 and 2 for the convex hull of the monotone extension of...

Classically, the concept of efficiency measurement is based on the definition of a frontier that envelops the observed production plans. The efficiency score itself is based on the distance of an observed production plan from this frontier. The frontier along with the required technological...

This paper studies properties of stochastic objective functions, that is, objective functions which can be written as the expected value of a payoff function.

This paper systematically analyses and enriches the observational learning paradigm of Banerjee (1992) and Bikhchandani, Hirscleifer, and Welch (1992).

The paper provides a general analysis of the types of models with E-Perturbations which have been used recently to discuss the evolution of social conventions. Two new measures of the size and structure of the basins of attraction of dynamic systems, the radius and coradius, are introduced in...