Philip Hans Franses

Philip Hans Franses's AcademicInfluence.com Rankings

Philip Hans Franses

Economics

#1316

World Rank

#1523

Historical Rank

Econometrics

#39

World Rank

#40

Historical Rank

economics Degrees

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Economics

Philip Hans Franses's Degrees

PhD Econometrics Erasmus University Rotterdam
Masters Econometrics Erasmus University Rotterdam

Why Is Philip Hans Franses Influential?

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According to Wikipedia, Philippus Henricus Benedictus Franciscus "Philip Hans" Franses is a Dutch economist and Professor of Applied Econometrics and Marketing Research at the Erasmus University Rotterdam, and dean of the Erasmus School of Economics, especially known for his 1998 work on "Nonlinear Time Series Models in Empirical Finance."

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Philip Hans Franses's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2000) (1281)
The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter? (2002) (769)
Time Series Models for Business and Economic Forecasting (1998) (389)
Econometric Methods with Applications in Business and Economics (2004) (388)
Forecasting stock market volatility using (non‐linear) Garch models (1996) (363)
The impact of brand equity and the hedonic level of products on consumer stock-out reactions (2005) (289)
The impact of satisfaction and payment equity on cross-buying: A dynamic model for a multi-service provider (2001) (267)
The effects of additive outliers on tests for unit roots and cointegration (1994) (263)
Forecasting economic and financial time-series with non-linear models (2004) (262)
Quantitative Models in Marketing Research (2001) (248)
Additive outliers, GARCH and forecasting volatility (1999) (245)
Periodicity and Stochastic Trends in Economic Time Series (1996) (238)
Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series (1991) (235)
Nonlinear Time Series Models in Empirical Finance: Frontmatter (2000) (219)
Generalizations of the KPSS‐test for stationarity (2004) (198)
Vertical Marketing Systems for Complex Products: A Triadic Perspective (2004) (194)
Asymptotically perfect and relative convergence of productivity (2000) (192)
Modeling Multiple Regimes in the Business Cycle (1999) (175)
Critical values for unit root tests in seasonal time series (1997) (164)
A multi‐level panel STAR model for US manufacturing sectors (2005) (152)
The M3 competition: Statistical tests of the results (2005) (150)
Long memory and level shifts: Re-analyzing inflation rates (1999) (139)
Retrieving Unobserved Consideration Sets from Household Panel Data (2005) (137)
A multivariate approach to modeling univariate seasonal time series (1994) (131)
A nonlinear long memory model, with an application to US unemployment ☆ (2002) (117)
Are living standards converging (2001) (116)
When Do Price Thresholds Matter in Retail Categories (2007) (114)
Testing for Smooth Transition Nonlinearity in the Presence of Outliers (1996) (113)
A co-integration approach to forecasting freight rates in the dry bulk shipping sector (1997) (112)
I felt low and my purse feels light: depleting mood regulation attempts affect risk decision making (2009) (110)
Fitting a Gompertz Curve (1994) (109)
Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application (2009) (101)
Inflation, forecast intervals and long memory regression models (2002) (99)
On the Use of Econometric Models for Policy Simulation in Marketing (2005) (99)
Periodic Time Series Models (1996) (95)
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? (2007) (93)
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes (2004) (91)
Unit roots in periodic autoregressions (1994) (89)
A note on the Mean Absolute Scaled Error (2015) (88)
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method (2005) (87)
Nonlinear Error-Correction Models for Interest Rates in The Netherlands (1997) (86)
Evaluating chi-squared automatic interaction detection (2006) (86)
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy (2003) (86)
A global view on port state control: econometric analysis of the differences across port state control regimes (2007) (84)
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements (2006) (84)
A periodic long memory model for quarterly UK inflation (1997) (82)
On the Econometrics of the Bass Diffusion Model (2002) (81)
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (2001) (81)
Forecasting: theory and practice (2020) (78)
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? (2008) (77)
Recognizing changing seasonal patterns using artificial neural networks (1997) (77)
Optimal Data Interval for Estimating Advertising Response (2006) (77)
RECENT ADVANCES IN MODELLING SEASONALITY (1996) (76)
The Econometric Analysis of Seasonal Time Series (2005) (74)
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (2009) (73)
On SETAR non- linearity and forecasting (1999) (71)
A dynamic multinomial probit model for brand choice with different long‐run and short‐run effects of marketing‐mix variables (2000) (71)
Testing For Seasonal Unit Roots In Monthly Data (1990) (70)
A Multivariate STAR Analysis of the Relationship Between Money and Output (1999) (69)
Nonlinear Time Series Models in Empirical Finance: Preface (2000) (69)
A method to select between Gompertz and logistic trend curves (1994) (68)
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS (1994) (68)
On forecasting exchange rates using neural networks (1998) (64)
Visualizing time-varying correlations across stock markets (2000) (64)
Modelling day-of-the-week seasonality in the S&P 500 index (2000) (62)
A Generalized Dynamic Conditional Correlation Model for Many Asset Returns (2003) (60)
Spurious deterministic seasonality (1995) (59)
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules (1998) (58)
SETS, arbitrage activity, and stock price dynamics (2000) (58)
On Seasonal Cycles, Unit Roots, and Mean Shifts (1998) (58)
Semi-Parametric Modelling of Correlation Dynamics (2005) (57)
Properties of expert adjustments on model-based SKU-level forecasts (2009) (57)
Does ratification matter and do major conventions improve safety and decrease pollution in shipping (2009) (57)
A seasonal periodic long memory model for monthly river flows (1998) (55)
Outlier Detection in Cointegration Analysis (1998) (55)
Modeling new product sales; an application of cointegration analysis☆ (1994) (53)
Modelling the Diffusion of Scientific Publications (2005) (52)
Finding the Keys to Creativity in Ad Agencies: Using Climate, Dispersion, and Size to Examine Award Performance (2008) (52)
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (2009) (52)
Outlier robust analysis of long-run marketing effects for weekly scanning data (1998) (52)
Combining Revealed and Stated Preferences to Forecast Customer Behaviour: Three Case Studies (2002) (51)
Interlocking Boards and Firm Performance: Evidence from a New Panel Database (2007) (50)
Changing Perceptions and Changing Behavior in Customer Relationships (2001) (50)
Testing for common deterministic trend slopes (2001) (49)
Periodic Cointegration: Representation and Inference. (1993) (47)
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? (2001) (46)
On the role of seasonal intercepts in seasonal cointegration (1999) (46)
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS (1998) (45)
Econometric analysis to differentiate effects of various ship safety inspections (2008) (45)
Cointegration Analysis of Seasonal Time Series (1998) (44)
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series (1996) (43)
Confidence Intervals for Cronbach's Coefficient Alpha Values (2003) (43)
How to deal with intercept and trend in practical cointegration analysis? (2001) (43)
Stability through cycles (2006) (42)
One model and various experts: Evaluating Dutch macroeconomic forecasts (2011) (42)
The impact of adoption timing on new service usage and early disadoption (2009) (41)
Deriving target selection rules from endogenously selected samples (2006) (41)
Primary Demand for Beer in the Netherlands: An Application of ARMAX Model Specification (1991) (41)
Model selection and seasonality in time series (1991) (40)
Short patches of outliers, ARCH and volatility modelling (2004) (40)
Testing for Unit Roots and Non‐linear Transformations (1998) (40)
Selective Sampling for Binary Choice Models (2003) (40)
The Effect of Relational Constructs on Relationship PERFORMANCE: DOES DURATION MATTER? (2000) (38)
Econometric analysis of the market share attraction model (2001) (37)
Econometric Models in Marketing (2002) (37)
Modelling regional house prices (2007) (37)
Combining SKU-level sales forecasts from models and experts (2009) (37)
A nonlinear long memory model for US unemployment (2000) (36)
On the sensitivity of unit root inference to nonlinear data transformations (1998) (35)
Selecting Profitable Customers for Complex Services on the Internet (2005) (35)
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements (2010) (35)
Multiple unit roots in periodic autoregression (1997) (35)
Measuring changes in consumer confidence (2008) (34)
Financial Volatility: An Introduction (2002) (34)
Moving average filters and unit roots (1991) (33)
Time-Series Models in Marketing (2006) (33)
Cycles in basic innovations (2009) (33)
How to deal with intercept and trend in practical cointegration analysis (1999) (33)
Testing for periodic integration (1995) (31)
Does Seasonality Influence the Dating of Business Cycle Turning Points (1999) (29)
A simple test for GARCH against a stochastic volatility (2008) (29)
Bayesian analysis of seasonal unit roots and seasonal mean shifts (1995) (29)
A model selection strategy for time series with increasing seasonal variation (1998) (29)
Modeling asymmetric volatility in weekly Dutch temperature data (1998) (28)
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results (2005) (28)
Analyzing the effects of a brand introduction on competitive structure using a market share attraction model (2004) (28)
Absorption of shocks in nonlinear autoregressive models (2007) (28)
Mean Shifts, Unit Roots and Forecasting Seasonal Time Series (1997) (27)
Live audience responses to live televised election debates: time series analysis of issue salience and party salience on audience behavior (2016) (27)
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas (2016) (26)
Periodic integration in quarterly UK macroeconomic variables (1993) (26)
Diagnostics, Expectations, and Endogeneity (2005) (26)
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? (2013) (25)
On the econometrics of the geometric lag model (2007) (25)
Bayesian Model Averaging in the Presence of Structural Breaks (2007) (25)
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (2009) (25)
Forecasting aggregates using panels of nonlinear time series (2004) (25)
Modeling Purchases as Repeated Events (2006) (25)
Do Charities Get More When They Ask More Often? Evidence from a Unique Field Experiment (2010) (25)
On the econometrics of the Koyck model (2004) (25)
Testing for Unit Roots in Market Shares* (2001) (24)
Experts' Stated Behavior (2008) (23)
Forecasting unemployment using an autoregression with censored latent effects parameters (2004) (23)
Expert opinion versus expertise in forecasting (2008) (23)
An empirical analysis of euro cash payments (2003) (23)
On forecasting cointegrated seasonal time series (2001) (23)
Are winters getting warmer? (2005) (23)
Forecasting Seasonal Time Series (2004) (23)
A note on monitoring time-varying parameters in an autoregression (2003) (23)
Modeling Seasonality in New Product Diffusion (2010) (22)
Modeling consideration sets and brand choice using artificial neural networks (2001) (22)
Seasonality and Non-linear Price Effects in Scanner-data based Market-response Models (2007) (22)
Common socio-economic cycle periods (2012) (22)
Merging models and experts (2008) (22)
The impact of seasonal constants on forecasting seasonally cointegrated time series (1998) (21)
Censored regression analysis in large samples with many zero observations (1999) (21)
Testing for residual autocorrelation in growth curve models (2002) (21)
On trends and constants in periodic autoregressions (1999) (20)
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments (2014) (20)
Quarterly US unemployment: Cycles, seasons and asymmetries (1995) (20)
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? (1996) (20)
Volatility transmission and patterns in Bund futures (1997) (19)
An empirical test for parities between metal prices at the LME (1991) (19)
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice (2000) (19)
Modelling and forecasting level shifts in absolute returns (2002) (19)
The diffusion of scientific publications: The case of Econometrica, 1987 (2004) (18)
The Impact of Brand and Category Characteristics on Consumer Stock-Out Reactions (2002) (17)
Modeling healthcare expenditures: overview of the literature and evidence from a panel time-series model (2010) (17)
Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes (2014) (17)
A method to select between periodic cointegration and seasonal cointegration (1993) (17)
Forecasting Market Shares from Models for Sales (2000) (17)
Timing of Vote Decision in First and Second Order Dutch Elections 1978–1995: Evidence from Artificial Neural Networks (1998) (17)
Weather conditions and daily television use in the Netherlands, 1996–2005 (2010) (17)
Inferring Transition Probabilities from Repeated Cross Sections (2002) (17)
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets (2020) (17)
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? (2011) (16)
The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00) (2000) (16)
Forecasting with periodic autoregressive time series models (1999) (16)
Seasonality and stochastic trends in German consumption and income, 1960.1–1987.4 (1995) (16)
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping (2018) (16)
Censored latent effects autoregression, with an application to US unemployment (2002) (16)
Inflation rates; long-memoray, level shifts, or both? (2002) (16)
An Empirical Study of Cash Payments (2003) (16)
Expert Adjustments of Model Forecasts: Theory, Practice and Strategies for Improvement (2014) (16)
Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000) (16)
The effects of seasonally adjusting a periodic autoregressive process (1995) (16)
Periodically integrated subset autoregressions for dutch industrial production and money stock (1993) (16)
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them.The Depleting Nature of Weather Induced Bad Moods. (2005) (16)
Garch effects on a test of cointegration (1994) (15)
An equilibrium-correction model for dynamic network data (2001) (15)
Forecasting and seasonality (1997) (15)
Forecasting volatility with switching persistence GARCH models (1998) (15)
Seasonal smooth transition autoregression (2000) (15)
Estimating Transition Probabilities from a Time Series of Independent Cross Sections (2001) (15)
Yet another look at temporal aggregation in diffusion models of first-time purchase (2003) (15)
A sequential approach to testing seasonal unit roots in high frequency data (2003) (15)
Determining the order of differencing in seasonal time series processes (2000) (15)
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment (1997) (15)
Testing for seasonality (1992) (14)
Outlier detection in the GARCH (1,1) model (1999) (14)
Personnel Scheduling in Laboratories (2002) (14)
Forecasting Time Series with Long Memory and Level Shifts (2005) (14)
Consumer price evaluations through choice experiments (2009) (14)
A Unifying View on Multi-Step Forecasting Using an Autoregression (2009) (13)
Time Series Models for Business and Economic Forecasting, 2nd Edition (2014) (13)
Real time estimates of GDP growth (2005) (13)
IGARCH and variance change in the US long-run interest rate (1995) (13)
Evaluating Direct Marketing Campaigns: recent findings and future research topics (2002) (13)
Does Disagreement Amongst Forecasters Have Predictive Value? (2010) (12)
Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals (2001) (12)
A periodic cointegration model of quarterly consumption (1995) (12)
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? (2011) (12)
On the number of categories in an ordered regression model (2002) (12)
Forecasting long memory left-right political orientations (1999) (12)
A Concise Introduction to Econometrics: An Intuitive Guide (2002) (12)
A Concise Introduction to Econometrics (2002) (12)
Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data (2004) (11)
Testing for Unit Roots and Nonlinear Transformations (1998) (11)
A vector of quarters representation for bivariate time series (1995) (11)
Random‐coefficient periodic autoregressions (2011) (11)
Emigration, wage differentials and brain drain: the case of Suriname (2011) (11)
Modeling Dynamic Effects of the Marketing Mix on Market Shares (2003) (11)
Do seasonal unit roots matter for forecasting monthly industrial production (2004) (11)
An unbiased variance estimator for overlapping returns (2002) (11)
The hemline and the economy: is there any match? (2010) (11)
Forecasting power-transformed time series data (1999) (11)
Testing for convergence in left-right ideological positions (1996) (10)
Fifty years since Koyck (1954) * (2004) (10)
Periodic integration: further results on model selection and forecasting (1996) (10)
Are Precipitation Levels Getting Higher? Statistical Evidence for the Netherlands (2005) (10)
Modeling Item Nonresponse in Questionnaires (1999) (10)
Gompertz curves with seasonality (1994) (10)
Modeling charity donations: target selection, response time and gift size (2000) (10)
Ordered logit analysis for selectively sampled data (1999) (10)
Seasonal Adjustment and the Business Cycle in Unemployment (1999) (10)
A Test for Hit Rate in Binary Response Models (2000) (9)
Modeling Unobserved Consideration Sets for Household Panel Data (2000) (9)
When Do Painters Make Their Best Work? (2013) (9)
The effectiveness of high-frequency direct-response commercials (2012) (9)
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? (2006) (9)
Temporal aggregation in a periodically integrated autoregressive process (1996) (9)
Modelling Health Care Expenditures Overview of the Literature and Evidence from a Panel Time Series Model Cpb Netherlands Bureau for Economic Policy Analysis Abstract in Dutch (2009) (9)
Nonlinearities and outliers: robust specification of STAR models (1998) (8)
Analyzing Fixed-event Forecast Revisions (2013) (8)
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks (2008) (8)
On the optimality of expert-adjusted forecasts (2007) (8)
Do We Often Find ARCH Because Of Neglected Outliers (1997) (8)
On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment (1997) (8)
When Did Nobel Prize Laureates in Literature Make Their Best Work? (2014) (8)
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? (2007) (8)
Marketing and Sales (2011) (8)
Are individuals in China prone to money illusion (2014) (8)
The use of dummy variables in consumption models (1990) (8)
Nonlinear Econometric Modelling: A Selective Review (1999) (8)
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (1997) (8)
The diffusion of marketing science in the practitioners' community: opening the black box (2005) (7)
Model selection for forecast combination (2008) (7)
Cointegration in a historical perspective (2009) (7)
Do commercial real estate prices have predictive content for GDP? (2012) (7)
Outlier robust cointegration analysis (1997) (7)
Does Africa grow slower than Asia and Latin America (2003) (7)
The distance between regression models and its impact on model selection (1989) (7)
Combining expert‐adjusted forecasts (2019) (7)
Inflation in Africa, 1960–2015 (2018) (7)
“Panelizing” Repeated Cross Sections (2005) (7)
Volatility Patterns and Spillovers in Bund Futures (1994) (7)
Trends in three decades of rankings of Dutch economists (2014) (7)
Sales Models for Many Items Using Attribute Data (2002) (7)
Specification Testing in Hawkes Models (2015) (7)
Cultural norms and values and purchases of counterfeits (2015) (7)
From first submission to citation: an empirical analysis (2002) (7)
A simple test for a bubble based on growth and acceleration (2016) (6)
Did Men of Taste and Civilization Save the Stage? Theater-Going in Rotterdam, 1860-1916: A Statistical Analysis of Ticket Sales (2003) (6)
Corruption and inequality of wealth amongst the very rich (2015) (6)
Why is GDP typically revised upwards? (2009) (6)
Improving judgmental adjustment of model-based forecasts (2013) (6)
Do Experts' SKU Forecasts Improve after Feedback? (2011) (6)
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 (1997) (6)
Common Persistence in Nonlinear Autoregressive Models (1996) (6)
Deriving Dynamic Marketing Effectiveness from Econometric Time Series Models (2003) (6)
The Norwegian consumption function: a comment (1992) (6)
Approximating the DGP of China's quarterly GDP (2010) (6)
Some Comments on Seasonal Adjustment (2006) (6)
Monitoring structural change in variance : With an application to European nominal exchange rate volatility (1999) (6)
Do Experts’ SKU Forecasts Improve after Feedback?: Do Experts' SKU Forecasts Improve after Feedback? (2014) (6)
Outlier robust cointegration analysis of Dutch interest rates (1997) (6)
Estimating the Impact of Displays and Other Merchandising Support on Retail Brand Sales: Partial Pooling with Examples (1999) (6)
Estimating volatility on overlapping returns when returns are autocorrelated (2002) (5)
A multi-level panel smooth transition autoregression for US sectoral production (2003) (5)
When Did Classic Composers Make Their Best Work? (2016) (5)
Data revisions and periodic properties of macroeconomic data (2013) (5)
Forecasting in Marketing (2004) (5)
Multi-step forecast error variances for periodically integrated time series (1996) (5)
On data transformations and evidence of nonlinearity (2002) (5)
Estimating Loss Functions of Experts (2011) (5)
A Simple Test for PPP Among Traded Goods (2006) (5)
Ecological panel inference in repeated cross sections (2002) (5)
Comprehensive review of the maritime safety regimes. (2007) (5)
The life cycle of social media (2014) (5)
Seasonality in revisions of macroeconomic data (2008) (5)
Effectiveness of Brokering within Account Management Organizations (2003) (5)
ON THE DYNAMICS OF BUSINESS CYCLE ANALYSIS: EDITORS' INTRODUCTION (2005) (5)
Econometric models in marketing. Advances in econometrics (2002) (5)
Estimating Confidence Bounds for Advertising Effect Duration Intervals (2006) (5)
A Bayesian analysis of periodic integration (1997) (5)
The Optimal Data Interval for Econometric Models of Advertising Carryover (2006) (5)
On inflation expectations in the NKPC model (2018) (5)
Do African Economies Grow Similarly? (2019) (4)
Modeling dynamic effects of promotion on interpurchase times (2002) (4)
Microeconomic determinants of skilled migration: The case of Suriname (2014) (4)
Multivariate periodic time series models (2004) (4)
Income, Cultural Norms and Purchases of Counterfeits (2012) (4)
Testing for Seasonal Unit Roots in Monthly Panels of Time Series (2009) (4)
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? (2017) (4)
Robust Inference on Average Economic Growth (2001) (4)
Modeling the effectiveness of hourly direct-response radio commercials (2008) (4)
A Concise Introduction to Econometrics: Seven case studies (2002) (4)
Error-correction modelling in discrete and continuous time (2008) (4)
Forecasting Sales (2009) (4)
Broker Positions in Task-Specific Knowledge Networks: Effects on Perceived Performance and Role Stressors in an Account Management System (2000) (4)
Are Forecast Updates Progressive? (2010) (4)
Panel design effects on response rates and response quality (2007) (4)
Exploiting Spillovers to Forecast Crashes: Exploiting Spillovers to Forecast Crashes (2017) (4)
Increasing seasonal variation; unit roots versus shifts in mean and trend (1998) (4)
Twenty years of cointegration (2010) (4)
Cointegration in a periodic vector autoregression (1999) (4)
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics (2004) (4)
Testing changes in consumer confidence indicators (2006) (4)
Modelling asymmetric persistence over the business cycle (1998) (4)
Universal cycle periods (2009) (4)
Ranking Models in Conjoint Analysis (2010) (4)
Empirical causality between bigger banknotes and inflation (2006) (4)
A New Multivariate Product Growth Model (2006) (4)
The Global View on Port State Control (2006) (4)
Do we need all Euro denominations (2003) (4)
Moving average filters and periodic integration (1995) (3)
Cointegration analysis in the presence of flexible trends (1998) (3)
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-Based Companies (2012) (3)
Expert Adjustments of Model Forecasts (2014) (3)
On modeling panels of time series * (2002) (3)
Estimated Parameters Do Not Get the "Wrong Sign" Due to Collinearity Across Included Variables (2002) (3)
Chapter 18 Forecasting in Marketing (2006) (3)
Size and value effects in Suriname (2013) (3)
How Informative Are Earnings Forecasts (2018) (3)
Estimating loss functions of experts (2017) (3)
Are we in a bubble? A simple time-series-based diagnostic (2013) (3)
A model selection procedure for time series with seasonality (1993) (3)
Spurious principal components (2017) (3)
A Novel Approach to Measuring Consumer Confidence (2014) (3)
Real time estimates of GDP growth, based on two regime models (2005) (3)
Cash Use of the Taiwan Dollar: Is It Efficient? † (2019) (3)
Detecting seasonal unit roots in a structural time series model (2003) (3)
The detection of observations possibly influential for model selection (1991) (3)
Testing Periodically Integrated Autoregressive Models (1997) (3)
Prediction beyond the survey sample: correcting for survey effects on consumer decisions (2006) (3)
IMA(1,1) as a new benchmark for forecast evaluation (2019) (3)
Diffusion of Original and Counterfeit Products in a Developing Country (2010) (3)
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS (2001) (3)
Experimental investigation of consumer price evaluations (2004) (3)
A Joint Framework for Category Purchase and Consumption Behavior (2002) (3)
Estimating the stock of postwar Dutch postal stamps (2007) (3)
Does experts' adjustment to model-based forecasts contribute to forecast quality? (2007) (3)
Can Managers Judgmental Forecasts Be Made Scientifically (2009) (3)
A model selection test for an AR (1) versus an MA (1) model (1992) (3)
Large data sets in finance and marketing: introduction by the special issue editor (2001) (3)
A Hierarchical Bayes Error Correction Model to Explain Dynamic Efiects of Promotions on Sales (2004) (3)
Purschasing Complex Services on the Internet; an Analysis of Mortgage Loan Acquisitions (2003) (3)
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments (2010) (3)
On the Bass diffusion theory, empirical models and out-of-sample forecasting (2003) (3)
Does Seasonal Adjustment Change Inference from MARKOV Switching Models (1996) (2)
How do we pay with euro notes? Empirical evidence from Monopoly® experiments (2003) (2)
Constant vs. Changing Seasonality (2007) (2)
Model adequacy and influential observations (1992) (2)
Modeling seasonality in bimonthly time series (1992) (2)
Hemlines and the Economy: Which Goes Down First? (2012) (2)
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model (2006) (2)
Estimating Duration Intervals (2003) (2)
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data (1996) (2)
On periodic autoregressions and structural breaks in seasonal time series (1995) (2)
Do Experts Incorporate Statistical Model Forecasts and Should They? (2011) (2)
“ Buyer Preferences for Vendors in Business Markets : A Triadic Perspective ” (2002) (2)
Testing common deterministic seasonality : With an application to industrial production (1999) (2)
Does Disagreement Amongst Forecasters Have Predictive Value (2015) (2)
Return migration of high skilled workers : The case of Suriname (2015) (2)
Heterogeneous Forecast Adjustment (2016) (2)
The Launch Timing of New and Dominant Multigeneration Technologies (2010) (2)
Testing for harmonic regressors (2007) (2)
Forecasting high-frequency electricity demand with a diffusion index model (2006) (2)
What drives the quality of expert SKU-level sales forecasts relative to model forecasts? (2011) (2)
Long-term forecasts for the Dutch economy ∗ (2006) (2)
Testing bias in professional forecasts (2021) (2)
Quantitative Models in Marketing Research: An ordered multinomial dependent variable (2001) (2)
Evaluating Real-Time Forecasts in Real-Time (2007) (2)
Intertemporal Similarity of Economic Time Series (2018) (2)
Asymmetric time aggregation and its potential benefits for forecasting annual data (2014) (2)
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels (2006) (2)
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships (2002) (2)
Professor Gopal Kanji's retirement as editor of Journal of Applied Statistics (2008) (2)
Broker Positions in Task-Specific Knowledge Networks (2000) (2)
Evaluating Individual and Mean Non-Replicable Forecasts (2011) (2)
The effect of rounding on payment efficiency (2009) (2)
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty (2006) (2)
Real GDP growth in Africa, 1963-2016 (2019) (2)
Random-Coefficient periodic autoregression (2005) (2)
The late 1970s bubble in Dutch collectible postage stamps (2012) (2)
Does a financial crisis make consumers increasingly prudent (2014) (2)
GARCH, Outliers, and Forecasting Volatility (2011) (2)
Modeling box office revenues of motion pictures✰ (2021) (2)
Recovering Historical Inflation Data from Postage Stamps Prices (2016) (2)
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency (2015) (2)
Benchmarking judgmentally adjusted forecasts (2015) (2)
A differencing test (1995) (2)
Confidence intervals for maximal reliability in tau‐equivalent models (2009) (1)
Long-term forecast for the Dutch economy (2006) (1)
Statistical institutes and economic prosperity (2012) (1)
Correcting for survey effects in pre‐election polls (2010) (1)
Experts adjusting model-based forecasts and the law of small numbers (2007) (1)
Do the US and Canada have a common nonlinear cycle in unemployment (1999) (1)
UNIVERSITY OF CANTERBURY CHRISTCHURCH , NEW ZEALAND Evaluating Macroeconomic Forecasts : A Review of Some Recent Developments (2010) (1)
Yet another look at MIDAS regression (2016) (1)
A Concise Introduction to Econometrics: Introduction (2002) (1)
BUYING HIGH TECH PRODUCTS: AN EMBEDDEDNESS PERSPECTIVE (2001) (1)
Formalizing judgemental adjustment of model-based forecasts (2006) (1)
Impulse response functions for periodic integration (1997) (1)
Modeling and forecasting outliers and level shifts in absolute returns (2001) (1)
Analyzing a panel of seasonal time series: Does seasonality converge across Europe? (2004) (1)
Testing Earning Management (2009) (1)
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model (2018) (1)
Econometric models in marketing: Editors' introduction (2002) (1)
The Triggers, Timing and Speed of New Product Price Landings (2008) (1)
Inflation in China, 1953-1978 (2019) (1)
A long-memory time series analysis of weekly ticket sales in the Rotterdam Grand Theatre, 1860-1881 (2000) (1)
Nonlinear Time Series Models in Empirical Finance: Regime-switching models for returns (2000) (1)
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping (2020) (1)
Low-Fat, Light, and Reduced in Calories: Do These Claims Really Lead to an Increase in Consumption? (2013) (1)
Estimating the Market Share Attraction Model using Support Vector Regressions (2010) (1)
Impulse-response analysis of the market share attraction model (1999) (1)
Modeling Asymmetric Persistence over the Business Cycle (1998) (1)
"Borrowing money costs money": Yes, but why not tell how much? (2011) (1)
Model-based forecast adjustment: With an illustration to inflation (2018) (1)
Visualizing Attitudes Towards Service Levels (2011) (1)
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting (2001) (1)
Are Chinese Individuals Prone to Money Illusion? (2011) (1)
Managing Sales Forecasters (2012) (1)
How Accurate are Government Forecast of Economic Fundamentals (2009) (1)
Consumer reactions to out-of-stocks (2006) (1)
Modeling Generational Transitions from Aggregate Data (2002) (1)
Quantitative Models in Marketing Research: Features of marketing research data (2001) (1)
A limited dependent variable (2001) (1)
Financial innumeracy : Consumers cannot deal with interest rates (2011) (1)
Risk attitudes in company boardrooms in a developing country (2015) (1)
Time-varying lag cointegration (2021) (1)
Monitoring structural change in variance (1999) (1)
A note on spurious cointegration (1990) (1)
Do we make better forecasts these days? A survey amongst academics (2003) (1)
Modeling Judgment in Macroeconomic Forecasts (2021) (1)
Correcting the January optimism effect (2020) (1)
Enjoyable Econometrics (2018) (1)
Consumers' response to sequential out-of-stock contacts of a brand assortment (1997) (1)
Consensus forecasters: How good are they individually and why? (2015) (1)
What Drives the Quotes of Earnings Forecasters? (2012) (1)
INCORPORATING RESPONSIVENESS TO MARKETING EFFORTS WHEN MODELING BRAND CHOICE (2001) (1)
Testing earnings management (2013) (1)
Estimating Independent Locally Shifted Random Utility Models for Ranking Data (2011) (1)
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling (2008) (1)
Nonlinearity and Forecasting Aspects of Periodically Integrated Autoregressions (1994) (1)
Personnel scheduling in laboratories using IPS (2002) (1)
Valuing passes in football using ball event data (2017) (1)
Quantitative Models in Marketing Research: Introduction and outline of the book (2001) (1)
A Concise Introduction to Econometrics: Conclusion (2002) (0)
1 Are Chinese individuals prone to money illusion ? (2011) (0)
Forecasting 1 to h steps ahead using partial least squares (2006) (0)
Decomposing bias in expert forecast (2010) (0)
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE (2017) (0)
Corruption and inequality of wealth amongst the very rich (2015) (0)
An introduction to time-varying lag autoregression (2020) (0)
How Informative are the Unpredictable Components of Earnings Forecasts? (2015) (0)
Forecasting annual inflation in Suriname (2021) (0)
Interpolation and correlation (2021) (0)
Introduction to the special issue on new econometric models in marketing (2009) (0)
Interpreting Financial Market Crashes as Earthquakes (2014) (0)
Editorial statistics (2008) (0)
MODEL SELECTION IN PERIODIC AUTOREGRESSIONSt (2005) (0)
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance (2021) (0)
Confidence intervals for maximal reliability of probability judgments (2007) (0)
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? (2006) (0)
Buying High Tech Products (2001) (0)
Heinz data sales (Chapter 3) (2001) (0)
Expert Adjustments of Model Forecasts: How can forecasts be improved? (2014) (0)
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? (2020) (0)
Statistical Research Unit Goteborg University Sweden Monitoring macroeconomic volatility (2011) (0)
Competence and confidence effects in experts' forecast adjustments (2007) (0)
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (2010) (0)
Testing Changing Harmonic Regressors (2009) (0)
Empirical analysis of the effectiveness of the legislative framework in the maritime industry (2023) (0)
Store branding strategies in grocery channel competition (2009) (0)
Trends and Fads (2018) (0)
Short Paper Quarterly US Unemployment: Cycles, Seasons and Asymmetries (1995) (0)
Professional Forecasters and January (2019) (0)
lerie Research Memoranda Outlier Robust Cointegration Analysis (1997) (0)
Properties of seasonal time series (2004) (0)
Data for: Inflation in Africa, 1960-2015 (2018) (0)
Forecasting Earnings Forecasts (2013) (0)
Estimating persistence for irregularly spaced historical data (2019) (0)
Does the FOMC Have Expertise, and Can It Forecast? (2008) (0)
Marketing response and temporal aggregation (2021) (0)
Nonlinear Time Series Models in Empirical Finance: Artificial neural networks for returns (2000) (0)
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade (2018) (0)
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? (2007) (0)
Testing common deterministic seasonality (1999) (0)
Outliers and judgemental adjustment of time series forecasts (2008) (0)
On the life cycles of successful rock bands (2022) (0)
How Good Are FOMC Forecasts (2009) (0)
Analyzing Preference Rankings when There Are Too Many Alternatives (2008) (0)
The diffusion of marketing science in the practitioners' community: opening the black box: Editorials (2005) (0)
Book Reviews (2000) (0)
Dynamics of expert adjustment to model-based forecast (2007) (0)
Confidence Intervals for Reliability and Other Measures (2006) (0)
Combining Non-Replicable Forecasts (2010) (0)
Forecasting US Output Growth With Mixed Frequency Data (2016) (0)
What drives the relevance and quality of experts' adjustment to model-based forecasts? (2007) (0)
Recessie gaat over in expansie. (2003) (0)
An unordered multinomial dependent variable (2001) (0)
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 (2005) (0)
Trends in three decades of rankings of Dutch economists (2013) (0)
Return migration of high skilled workers (2015) (0)
SPARC: A New Semiparametric Correlation Model (2005) (0)
A Concise Introduction to Econometrics: Preface (2002) (0)
To Aggregate or Not to Aggregate: Should Decisions and Models Have the Same Frequency? (2010) (0)
Exploiting Spillovers to Forecast Crashes (2015) (0)
University of Groningen Ecological Panel Inference from Repeated Cross Sections (2004) (0)
Inclusion of older annual data into time series models for recent quarterly data (2020) (0)
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam (2002) (0)
Buying behavior in technology-intensive markets: The role of embeddedness (2001) (0)
Decomposing bias in expert forecasts (2010) (0)
How Large is Average Economic Growth? (2001) (0)
Volatility Spillovers across User-Generated Content and Stock Market Performance (2016) (0)
Omitting superfluous nonrespondent observations in binary response analysis (1999) (0)
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Market Performance (2016) (0)
A model for quarterly unemployment in Canada (1992) (0)
Does rounding matter for payment efficiency (2006) (0)
Evidence from a unique field experiment (2010) (0)
WORKING PAPER SERIES ON RESEARCH IN RELATIONSHIP MANAGEMENT Effectiveness of Brokering within Account Management Organizations (2017) (0)
Forecasting virus diffusion with simple Bayesian forecast combination (2020) (0)
Hoe verkoop je een CD (2004) (0)
Periodic models for trending data (2004) (0)
Editorial Statistics (2014) (0)
Modeling of advertising effectiveness using real time captured data (2007) (0)
Measuring the effect of perceived corruption on detention and incident risk in the maritime industry – An empirical analysis (2021) (0)
WORKING PAPER No . 12 / 2012 Evaluating Macroeconomic Forecasts : A Concise Review of Some Recent Developments (2012) (0)
Evaluating CPB’s Forecasts (2014) (0)
Optimal behaviour of experts (2014) (0)
Econometrics, a guided tour (2002) (0)
Y 8 TZ Semi-Parametric Modelling of Correlation Dynamics (2005) (0)
Econometric analysis of dynamic models (1991) (0)
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname (2010) (0)
A few basic tools (2002) (0)
Testing for periodic integration s (2003) (0)
Observed behaviour of experts (2014) (0)
How Large is Average Economic Growth? Evidence from a Robust Method (2002) (0)
A Concise Introduction to Econometrics: References (2002) (0)
Evaluating heterogeneous forecasts for vintages of macroeconomic variables (2018) (0)
Essays over kwantitatieve marketing modellen en Monte Carlo integratie methoden (2000) (0)
The Gompertz Curve: Estimation And Selection (1992) (0)
Common large innovations across nonlinear time series (2013) (0)
This time it is different! Or not? (2017) (0)
0521801664 - Quantitative Models in Marketing Research (2004) (0)
TESTING FOR WHITE NOISE IN TIME SERIES MODELS (1990) (0)
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? (2014) (0)
(Eds.). Analysis of repeated cross-sectional data [spec. iss.] (2001) (0)
Comments on paper by M. Funke, S. Hall and M. Beeby (1997) (0)
Forecasting Real GDP Growth for Africa (2022) (0)
SIMPLE BAYESIAN FORECAST COMBINATION (2020) (0)
Editorial statistics (2010) (0)
Nonlinear Time Series Models in Empirical Finance: Conclusions (2000) (0)
A binomial dependent variable (2001) (0)
Evaluating the Rationality of Managers' Sales Forecasts (2011) (0)
Quantitative Models in Marketing Research: A duration dependent variable (2001) (0)
Stochastic levels and duration dependence in US unemployment (2015) (0)
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model (2015) (0)
Editorial introduction (2006) (0)
Antidotes from the Dismal Science (2009) (0)
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis (2021) (0)
UvA-DARE ( Digital Academic Repository ) Cointegration in a historical perspective (2017) (0)
Heterogeneity in Manufacturing Growth Risk (2021) (0)
1 Stability through Cycles (2006) (0)
Nonlinear Time Series Models in Empirical Finance: Bibliography (2000) (0)
Optimal Interaction Between Econometric Model and Experts' Knowledge (2011) (0)
The late 1970s bubble in Dutch collectible postage stamps (2015) (0)
How to gain brain for Suriname (2015) (0)
Modeling Potentially Time-Varying Effects of Promotions on Sales (2001) (0)
Expert Adjustments of Model Forecasts: How accurateare expert-adjusted forecasts? (2014) (0)
Progress and challenges in econometrics (2007) (0)
SEASONALITY, OUTLIERS AND LINEARITY (1990) (0)
UvA-DARE ( Digital Academic Repository ) A new multivariate product growth model (2017) (0)
Evaluation of survey effects in pre-election polls (2007) (0)
Nonlinear Time Series Models in Empirical Finance: Some concepts in time series analysis (2000) (0)
Estimates of quarterly GDP growth using MIDAS regressions (2019) (0)
Monitoring macroeconomic volatility (2004) (0)
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands (2003) (0)
Econometrische analyse van dynamische modellen (1991) (0)
Low-fat, light, and reduced in calories (2013) (0)
Measuring weekly consumer confidence (2008) (0)
Time of vote decision in first and second order Dutch elections 1978-1995: Evidence from artificial neural networks (1999) (0)
Evaluating CPB’s Forecasts (2014) (0)
Testing for converging deterministic seasonal variation in European industrial production (1999) (0)
Are the Global REIT Markets Efficient by a New Approach ? (2013) (0)
Nonlinear Time Series Models in Empirical Finance: Regime-switching models for volatility (2000) (0)
Measurement Error in a First-order Autoregression (2020) (0)
Statistical institutes and economic prosperity (2012) (0)
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 (2009) (0)
How accurate are initial and revised government forecasts of economic fundamentals? The case of Taiwan (2009) (0)
WORKING PAPER No . 12 / 2010 Are Forecast Updates Progressive ? (2010) (0)
Measuring the Impact of Promotion on Weekly Market Shares (1998) (0)
Proceedings of the Marketing Science Conference, Rotterdam, 2004 (2004) (0)
Forecasting own brand sales: Does incorporating competition help? (2019) (0)
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY (2015) (0)
Expert Adjustments of Model Forecasts: Preface (2014) (0)
Quantitative Models in Marketing Research: Preface (2001) (0)
Exploratory and Normative Models for New Products Sales, Prices and Launch Locations (2006) (0)
Forecasting poer-tranfromed time series data (1999) (0)
On inflation expectations in the NKPC model (2018) (0)
Asymmetric time aggregation and its potential benefits for forecasting annual data (2014) (0)
Conclusion, limitations and implications (2014) (0)
A continuous dependent variable (2001) (0)
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? (2020) (0)
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname (2017) (0)
Testing for bias in forecasts for independent binary outcomes (2020) (0)
Evaluating Combined Non-Replicable Forecasts (2010) (0)
Announcement and editorial statistics (2009) (0)
Monitoring time-varying parameters in an autoregression (1999) (0)

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