Martina L. Vandebroek

Katholieke Universiteit Leuven - Faculty of Business and Economics

Naamsestraat 69

B-3000 Leuven

Belgium

SCHOLARLY PAPERS

27

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CITATIONS
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26

Scholarly Papers (27)

Thin-Trading Effects in Beta: Bias v. Estimation Error

Number of pages: 25 Posted: 01 Mar 2007
Piet Sercu, Martina L. Vandebroek and Tom Vinaimont
FEB at KU Leuven, Katholieke Universiteit Leuven - Faculty of Business and Economics and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 431 (52,582)

Abstract:

Market Model, Thin Trading

Thin-Trading Effects in Beta: Bias v. Estimation Error

Journal of Business Finance & Accounting, Vol. 35, Issue 9-10, pp. 1196-1219, November/December 2008
Number of pages: 24 Posted: 21 Nov 2008
Piet Sercu, Martina L. Vandebroek and Tom Vinaimont
FEB at KU Leuven, Katholieke Universiteit Leuven - Faculty of Business and Economics and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 3 (546,203)
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Abstract:

2.

Models and Optimal Designs for Conjoint Choice Experiments Including a No-Choice Option

Number of pages: 26 Posted: 19 Feb 2008
Bart Vermeulen, Peter Goos and Martina L. Vandebroek
KU Leuven - Faculty of Business and Economics (FEB), University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 142 (161,961)
Citation 4

Abstract:

Choice, Choice experiments, Conjoint choice experiments, D-Optimality, Design, Impact, Logit, Model, Models, Multinomial logit, Optimal, Optimal design, Precision, Real life, Simulation, Studies

3.

The Importance of Attribute Interactions in Conjoint Choice Design and Modeling

K.U. Leuven KBI Working Paper No. 0601
Number of pages: 24 Posted: 01 Jun 2006
Jie Yu, Peter Goos and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 121 (182,092)

Abstract:

Bayesian, Choice, Design, Effects, Experimental design, Interaction effects, Logit, Main effects, Misspecification, Model, Models, Multinomial logit, Performance, Prediction, Predictions, Research

4.

An Efficient Algorithm for Constructing Bayesian Optimal Choice Designs

KBI Working Paper No. 0616
Number of pages: 29 Posted: 10 Mar 2007
Roselinde Kessels, Bradley Jones, Peter Goos and Martina L. Vandebroek
affiliation not provided to SSRN, SAS Institute Inc., University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 113 (192,553)
Citation 6

Abstract:

Adaptive algorithm, Bayesian D-, A-, G- and V-optimality, Cholesky decomposition, Conjoint choice design, Coordinate-exchange, Multinominal logit, Bayesian, Design, Predictions, Prediction, Conjoint choice experiments, Choice, Criteria, A-Optimality, Optimal, Optimal design, V-optimality, Studies

5.

Recommendations on the use of Bayesian Optimal Designs for Choice Experiments

KBI Working Paper No. 0617
Number of pages: 19 Posted: 07 Mar 2007
Roselinde Kessels, Bradley Jones, Peter Goos and Martina L. Vandebroek
affiliation not provided to SSRN, SAS Institute Inc., University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 84 (219,881)
Citation 3

Abstract:

Bayesian optimal designs, Choice experiments, Prior parameter distribution, Utility-neutral optimal designs

6.

A Hierarchical Bayesian Approach to Robust Parameter Design

Number of pages: 23 Posted: 01 Feb 2008
Yuri Goegebeur, Peter Goos and Martina L. Vandebroek
University of Southern Denmark - Department of Statistics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 83 (237,507)

Abstract:

Bayesian, Credibility or posterior probability intervals, Design, Empirical Bayes priors, Factors, Gibbs sampling, Hierarchical Bayesian model, Location and dispersion factors, Model, Noise, Parameters, Sensitivity, Taguchi experiments, WinBUGS

7.

What UIP Tests on Extreme Samples Reveal About the Missing Variable

EFA 2003 Annual Conference Paper No. 289
Number of pages: 31 Posted: 03 Aug 2003
Piet Sercu and Martina L. Vandebroek
FEB at KU Leuven and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 69 (265,939)
Citation 3

Abstract:

8.

Design Criteria to Develop Choice Experiments to Measure the WTP Accurately

Number of pages: 29 Posted: 24 Oct 2008
Bart Vermeulen, Peter Goos, Riccardo Scarpa and Martina L. Vandebroek
KU Leuven - Faculty of Business and Economics (FEB), University of Antwerp, University of Waikato - Management School and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 68 (263,896)

Abstract:

9.

Efficient Conjoint Choice Designs in the Presence of Respondent Heterogeneity

Number of pages: 26 Posted: 21 Jan 2008
Jie Yu, Peter Goos and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 67 (272,270)
Citation 7

Abstract:

Algorithm, D-Optimality, Heterogeneity, Model-robust design, Multinomial logit design, Prediction accuracy, Semi-Bayesian mixed logit design

10.

Optimal Two-Level Conjoint Designs for Large Numbers of Attributes

K.U. Leuven KBI Working Paper No. 0615
Number of pages: 42 Posted: 08 Mar 2007
Roselinde Kessels, Peter Goos and Martina L. Vandebroek
affiliation not provided to SSRN, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 64 (283,394)

Abstract:

Balanced and partially balanced incomplete block designs, D-,A-,G- and V-optimality, Orthogonal designs, Two-level conjoint designs, Strategy, Design, Studies, Order, Yield, Information

11.

A Comparison of Two-Stage Segmentation Methods for Choice-Based Conjoint Data: A Simulation Study

Number of pages: 38 Posted: 22 May 2011
Marjolein Crabbe, Bradley Jones and Martina L. Vandebroek
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE), affiliation not provided to SSRN and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 61 (265,939)

Abstract:

two-stage segmentation methods, choice-based conjoint analysis, conditional logit model, market segmentation, latent class analysis

12.

Rank-Order Conjoint Experiments: Efficiency and Design

Number of pages: 30 Posted: 21 Jan 2008
Bart Vermeulen, Peter Goos and Martina L. Vandebroek
KU Leuven - Faculty of Business and Economics (FEB), University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 60 (288,033)

Abstract:

13.

Orthogonalized Regressors and Spurious Precision

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 11 Posted: 03 Sep 2012 Last Revised: 11 Feb 2013
Piet Sercu and Martina L. Vandebroek
FEB at KU Leuven and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 56 (270,108)
Citation 1

Abstract:

orthogonalised regressors, market model, currency, exposure

14.

Integrated Mixed Logit and Latent Variable Models

Number of pages: 24 Posted: 18 Jun 2012
Vishva Manohara Danthurebandara, Martina L. Vandebroek and Jie Yu
Katholieke Universiteit Leuven - Faculty of Business and Economics, Katholieke Universiteit Leuven - Faculty of Business and Economics and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 54 (270,108)

Abstract:

discrete choice models, structural equation models, hierarchical Bayesian estimation, panel mixed logit model, heterogeneity distribution

15.

A Model Based Ranking System for Soccer Teams

Number of pages: 19 Posted: 05 Jun 2013
Chang Wang and Martina L. Vandebroek
KU Leuven - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 42 (272,270)

Abstract:

Bradley-Terry model, Evolutionary model, Multinomial distribution, Strength of soccer teams, Weighted likelihood

16.

Comparing Different Sampling Schemes for Approximating the Integrals Involved in the Semi-Bayesian Optimal Design of Choice Experiments

Number of pages: 27 Posted: 30 Mar 2009
Jie Yu, Peter Goos and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 41 (339,880)

Abstract:

conjoint choice design, Pseudo-Monte Carlo, Quasi-Monte Carlo, Gaussian-Hermite quadrature, spherical-radial transformation

17.

Individually Adapted Sequential Bayesian Designs for Conjoint Choice Experiments

Number of pages: 16 Posted: 27 Apr 2009
Jie Yu, Peter Goos and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 36 (356,167)

Abstract:

adaptive Bayesian design, conjoint choice experiments, respondent heterogeneity, response error

18.

A Comparison of Different Bayesian Design Criteria to Compute Efficient Conjoint Choice Experiments

Number of pages: 45 Posted: 24 Oct 2008
Jie Yu, Peter Goos and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, University of Antwerp and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 31 (363,038)

Abstract:

Bayesian design criterion, posterior density, expected posterior covariance

19.

Sequential Choice Designs to Estimate the Distribution of Willingness-to-Pay

KBI Working Paper No. 1016
Number of pages: 15 Posted: 29 Sep 2010
Vishva Manohara Danthurebandara, Martina L. Vandebroek and Jie Yu
Katholieke Universiteit Leuven - Faculty of Business and Economics, Katholieke Universiteit Leuven - Faculty of Business and Economics and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 29 (389,687)
Citation 1

Abstract:

20.

Is the Forward Bias Economically Small? Evidence from European Rates

Journal of International Money and Finance, Vol. 27, pp. 1284–1302, 2008,
Number of pages: 19 Posted: 14 Oct 2009
Piet Sercu, Martina L. Vandebroek and Xueping Wu
FEB at KU Leuven, Katholieke Universiteit Leuven - Faculty of Business and Economics and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 27 (385,509)
Citation 1

Abstract:

Forward bias, Transaction costs, Trading rule, EMS, ERM

21.

Improving the Efficiency of Individualized Designs for the Mixed Logit Choice Model by Including Covariates

Number of pages: 17 Posted: 21 Dec 2011
Marjolein Crabbe and Martina L. Vandebroek
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 26 (393,966)

Abstract:

covariate, discrete choice experiment, mixed logit choice model, individual efficient design, hierarchical Bayes estimation

22.

Effect of Choice Complexity on Design Efficiency in Conjoint Choice Experiments

Number of pages: 24 Posted: 28 Sep 2010
Vishva Manohara Danthurebandara, Jie Yu and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics, Katholieke Universiteit Leuven - Faculty of Business and Economics and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 26 (389,687)

Abstract:

23.

Order Selection in Finite Mixtures of Linear Regressions

Number of pages: 35 Posted: 21 Dec 2011
Nicolas Depraetere and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 24 (398,365)

Abstract:

finite mixture, regression, penalized likelihood, order selection

24.

Using Appropriate Prior Information to Eliminate Choice Sets with a Dominant Alternative from D-Efficient Designs

Number of pages: 21 Posted: 25 May 2011
Marjolein Crabbe and Martina L. Vandebroek
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 23 (407,621)

Abstract:

Stated preference data, conditional logit model, nested logit model, Bayesian D-efficient designs, dominant alternative, prior information

25.

Computerized Adaptive Testing for the Random Weights Linear Logistic Test Model

Number of pages: 36 Posted: 08 Apr 2013
Marjolein Crabbe and Martina L. Vandebroek
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 21 (422,273)

Abstract:

random weights linear logistic test model, cognitive diagnosis, computerized adaptive testing, D-efficiency, Kullback-Leibler divergence, mutual information

26.

Fast Algorithms to Generate Individualized Designs for the Mixed Logit Choice Model

KU Leuven - Faculty of Economics and Business Working Paper No. KBI 1303
Number of pages: 32 Posted: 06 Apr 2013
Marjolein Crabbe, Deniz Akinc and Martina L. Vandebroek
Catholic University of Leuven (KUL) - Faculty of Business and Economics (FBE), KU Leuven - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 13 (437,732)

Abstract:

discrete choice, mixed logit, individualized design, D-efficiency, Kullback- Leibler information

27.

A Comparison of Variational Approximations for Fast Inference in Mixed Logit Models

Number of pages: 41 Posted: 29 Jan 2015
Nicolas Depraetere and Martina L. Vandebroek
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE) and Katholieke Universiteit Leuven - Faculty of Business and Economics
Downloads 7 (463,386)

Abstract:

Bayesian statistics, Variational Bayes, Discrete choice, Mixed logit models