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Details about Philip Hans Franses

Workplace:Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

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Last updated 2017-04-20. Update your information in the RePEc Author Service.

Short-id: pfr226


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Working Papers

2017

  1. Call center performance with direct response advertising
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2016

  1. Recovering historical inflation data from postal stamps prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Volatility Spillovers Across User-Generated Content and Stock Market Performance
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  3. Yet another look at MIDAS regression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2015

  1. Benchmarking judgmentally adjusted forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Consensus forecasters: How good are they individually and why?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  3. Exploiting Spillovers to forecast Crashes
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  4. How Informative are the Unpredictable Components of Earnings Forecasts?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  5. How to gain brain for Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  6. Return migration of high skilled workers
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Risk attitudes in company boardrooms in a developing country
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Risk attitudes in the board room and company performance: Evidence for an emerging economy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Annals of Financial Economics (AFE) (2016)
  9. Specification Testing in Hawkes Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  10. Stochastic levels and duration dependence in US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  11. The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2014

  1. A Novel Approach to Measuring Consumer Confidence
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Are Chinese Individuals prone to Money Illusion?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  3. Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  4. Does a financial crisis make consumers increasingly prudent?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  5. Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Journal of Banking & Finance (2015)
  6. Microeconomic determinants of skilled migration: The case of Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. The life cycle of social media
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Economics Letters (2015)

2013

  1. Analyzing Fixed-Event Forecast Revisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (4)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads

    See also Journal Article in International Journal of Forecasting (2013)
  2. Are Forecast Updates Progressive?
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (5)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  3. Are we in a bubble? A simple time-series-based diagnostic
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  4. Forecasting Earnings Forecasts
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  5. Low-fat, light, and reduced in calories
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  6. Size and value effects in Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Financial Economics (2014)

2012

  1. Do Commercial Real Estate Prices Have Predictive Content for GDP
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Economics (2013)
  2. Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (6)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (6)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (6)

    See also Journal Article in Journal of Economic Surveys (2014)
  3. Income, Cultural Norms and Purchases of Counterfeits
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  4. Managing Sales Forecasters
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  5. Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
  6. Statistical Institutes and Economic Prosperity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2014)
  7. The Late 1970's Bubble in Dutch Collectible Postage Stamps
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Empirical Economics (2016)
  8. What drives the Quotes of Earnings Forecasters?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2011

  1. "Borrowing money costs money": Yes, but why not tell how much?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Do Experts incorporate Statistical Model Forecasts and should they?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (1)
  3. Do Experts' SKU Forecasts improve after Feedback?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads

    See also Journal Article in Journal of Forecasting (2014)
  4. Emigration, wage differentials and brain drain: The case of Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Applied Economics (2015)
  5. Estimating Loss Functions of Experts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) Downloads View citations (1)
  6. Evaluating Individual and Mean Non-Replicable Forecasts
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads

    See also Journal Article in Journal for Economic Forecasting (2012)
  7. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  8. Evaluating the Rationality of Managers' Sales Forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  9. Financial innumeracy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  10. Inequality amongst the wealthiest and its link with economic growth
    Post-Print, HAL Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads

    See also Journal Article in Applied Economics (2012)
  11. The Impact of Mobile Telephone Use on Economic Development of Households in Uganda
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  12. Visualizing attitudes towards service levels
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2010

  1. Approximating the DGP of China's Quarterly GDP
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Economics (2013)
  2. Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Empirical Economics (2015)
  3. Combining Non-Replicable Forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  4. Correcting for Survey Effects in Pre-election Polls
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Statistica Neerlandica (2011)
  5. Decomposing bias in expert forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  6. Diffusion of Original and Counterfeit Products in a Developing Country
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2017)
  9. Does Disagreement Amongst Forecasters have Predictive Value?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2010) Downloads

    See also Journal Article in Journal of Forecasting (2015)
  10. Does news on real Chinese GDP growth impact stock markets?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Financial Economics (2011)
  11. Evaluating Combined Non-Replicable Forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
  12. How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (18)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (4)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (16)

    See also Journal Article in International Journal of Forecasting (2011)
  13. Modeling Seasonality in New Product Diffusion
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Marketing Science (2012)
  14. Ranking Models in Conjoint Analysis
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  15. The Launch Timing of New and Dominant Multigeneration Technologies
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  16. The hemline and the economy: is there any match?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  17. To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  18. What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)

2009

  1. Cointegration in a historical perspective
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Econometrics (2010)
  2. Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Marine Policy (2009)
  3. Does the FOMC Have Expertise, and Can It Forecast?
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008) Downloads
  4. Forecasting Sales
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  5. How Accurate are Government Forecast of Economic Fundamentals?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  6. Modelling health care expenditures; overview of the literature and evidence from a panel time series model
    CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis Downloads View citations (1)
  7. Testing Changing Harmonic Regressors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Testing Earning Management
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Statistica Neerlandica (2013)
  9. Testing for seasonal unit roots in monthly panels of time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2008

  1. Analyzing preferences ranking when there are too many alternatives
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Does Irritation Induced by Charitable Direct Mailings Reduce Donations?
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  3. Expert opinion versus expertise in forecasting
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Statistica Neerlandica (2009)
  4. Experts' Stated Behavior
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Interfaces (2009)
  5. Incorporating responsiveness to marketing efforts in brand choice modelling
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Econometrics (2014)
  6. Measuring weekly consumer confidence
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Model selection for forecast combination
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Applied Economics (2011)
  8. Modeling the Effectiveness of Hourly Direct-Response Radio Commercials
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    Also in Working Papers, University of Antwerp, Faculty of Applied Economics (2008) Downloads
  9. Outliers and judgemental adjustment of time series forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  10. Seasonality in revisions of macroeconomic data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  11. The Triggers, Timing and Speed of New Product Price Landings
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2007

  1. A Manager's Perspective on Combining Expert and Model-based Forecasts
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  2. Competence and confidence effects in experts' forecast adjustments
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Comprehensive review of the maritime safety regimes
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  4. Confidence intervals for maximal reliability of probability judgments
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  5. Does experts' adjustment to model-based forecasts contribute to forecast quality?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  6. Dynamics of expert adjustment to model-based forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Estimating the market share attraction model using support vector regressions
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Econometric Reviews (2010)
  8. Evaluating real-time forecasts in real-time
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  9. Evaluation of survey effects in pre-election polls
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  10. Experts adjusting model-based forecasts and the law of small numbers
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  11. Experts' adjustment to model-based forecasts: Does the forecast horizon matter?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  12. Indirect Network Effects in New Product Growth
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (19)
  13. Interlocking Boards and Firm Performance: Evidence from a New Panel Database
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  14. Modeling regional house prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Applied Economics (2011)
  15. On the optimality of expert-adjusted forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    Also in CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis (2007) Downloads View citations (2)
  16. Panel design effects on response rates and response quality
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Statistica Neerlandica (2014)
  17. Testing for harmonic regressors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Applied Statistics (2009)
  18. What drives the relevance and quality of experts' adjustment to model-based forecasts?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2006

  1. A New Multivariate Product Growth Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  2. Analysis of the Maritime Inspection Regimes - Are ships over-inspected?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Bayesian Model Averaging in the Presence of Structural Breaks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (14)
  4. Does rounding matter for payment efficiency?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  5. Dynamic and Competitive Effects of Direct Mailings
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (3)
  6. Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Forecasting 1 to h steps ahead using partial least squares
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Forecasting high-frequency electricity demand with a diffusion index model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  9. Formalizing judgemental adjustment of model-based forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  10. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in Marketing Science (2008)
  11. Irritation Due to Direct Mailings from Charities
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (2)
  12. Long-term forecast for the Dutch economy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  13. Prediction beyond the survey sample: correcting for survey effects on consumer decisions
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  14. Stability through cycles
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  15. Testing changes in consumer confidence indicators
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  16. The Global View on Port State Control
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  17. The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  18. Time-Series Models in Marketing
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  19. When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2005

  1. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (3)
  2. A simple test for GARCH against a stochastic volatility
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Cycles in basic innovations
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  4. Modeling the diffusion of scientific publications
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2007)
  5. Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
  6. Random-Coefficient periodic autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Statistica Neerlandica (2011)
  7. Real time estimates of GDP growth
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
  8. Real time estimates of GDP growth, based on two-regime models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  9. Retrieving unobserved consideration sets from household panel data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
  10. Seasonality on non-linear price effects in scanner-data based market-response models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Econometrics (2007)
  11. Semi-Parametric Modelling of Correlation Dynamics
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
  12. Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2004

  1. A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) Downloads View citations (2)
  2. A hierarchical Bayes error correction model to explain dynamic effects
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  3. Advertising effects on awareness, consideration and brand choice using tracking data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  4. Experimental investigation of consumer price evaluations
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  5. Forecasting aggregates using panels of nonlinear time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in International Journal of Forecasting (2005)
  6. Forecasting in marketing
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Chapter (2006)
  7. On the econometrics of the Koyck model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)

2003

  1. A generalized dynamic conditional correlation model for many asset returns
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (18)
  2. A sequential approach to testing seasonal unit roots in high frequency data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
    See also Journal Article in Journal of Applied Statistics (2005)
  3. An empirical analysis of euro cash payments
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in European Economic Review (2007)
  4. Confidence Intervals for Cronbach's Coefficient Alpha Values
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  5. Deriving dynamic marketing effectiveness from econometric time series models
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  6. Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Do we make better forecasts these days? A survey amongst academics
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Do we need all Euro denominations?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  9. Does Africa grow slower than Asia and Latin America?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  10. Effectiveness of Brokering within Account Management Organizations
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  11. Estimating duration intervals
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  12. Forecasting economic and financial time-series with non-linear models
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (8)
    See also Journal Article in International Journal of Forecasting (2004)
  13. How do we pay with euro notes? Empirical evidence from Monopoly experiments
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  14. Modeling Dynamic Effects of the Marketing Mix on Market Shares
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  15. Modeling purchases as repeated events
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2006)
  16. On the Bass diffusion theory, empirical models and out-of-sample forecasting
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  17. Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  18. Reference-based transitions in short-run price elasticity
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  19. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (17)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  20. Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2003) Downloads

2002

  1. A Dynamic Utility Maximization Model for Product Category Consumption
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. A Joint Framework for Category Purchase and Consumption Behavior
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  3. A simple test for PPP among traded goods
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Applied Financial Economics (2006)
  4. An Empirical Study of Cash Payments
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Statistica Neerlandica (2003)
  5. Common large innovations across nonlinear time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
  6. Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  7. Ecological panel inference in repeated cross sections
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  9. Evaluating Direct Marketing Campaigns: recent findings and future research topics
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  10. From first submission to citation: an empirical analysis
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Statistica Neerlandica (2002)
  11. How Large is Average Economic Growth? Evidence from a Robust Method
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  12. Inflation rates; long-memoray, level shifts, or both?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
  13. Modeling Generational Transitions from Aggregate Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  14. Modeling dynamic effects of promotion on interpurchase times
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2012)
  15. Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  16. On combining revealed and stated preferences to forecast customer behaviour: three case studies
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
  17. On modeling panels of time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Statistica Neerlandica (2006)
  18. On the diffusion of scientific publications; the case of Econometrica 1987
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  19. On the number of categories in an ordered regression model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Statistica Neerlandica (2010)
  20. Sales Models For Many Items Using Attribute Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  21. The Econometrics Of The Bass Diffusion Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  22. The impact of brand and category characteristics on consumer stock-out reactions
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

2001

  1. An Equilibrium-Correction Model for Dynamic Network Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (3)
  2. Buying High Tech Products
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  3. Changing Perceptions and Changing Behavior in Customer Relationships
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  4. Constructing seasonally adjusted data with time-varying confidence intervals
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)
  5. Deriving Target Selection Rules from Endogenously Selected Samples
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2006)
  6. Econometric Analysis of the Market Share Attraction Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  7. Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  8. Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  9. Inflation, Forecast Intervals and Long Memory Regression Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2002)
  10. Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in European Journal of Operational Research (2004)
  11. Modeling Potentially Time-Varying Effects of Promotions on Sales
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  12. Modeling and forecasting outliers and level shifts in absolute returns
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  13. Robust inference on average economic growth
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  14. Smooth Transition Autoregressive Models - A Survey of Recent Developments
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (65)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) Downloads View citations (12)

    See also Journal Article in Econometric Reviews (2002)
  15. Structural breaks and long memory in US inflation rates: do they matter for forecasting?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (6)
    See also Journal Article in Research in International Business and Finance (2006)
  16. Testing for Common Deterministic Trend Slopes
    Working Papers, Cornell University, Center for Analytic Economics Downloads View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2001) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2005)
  17. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2005)
  18. Using Selective Sampling for Binary Choice Models to Reduce Survey Costs
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)

2000

  1. A Multivariate STAR Analysis of the Relationship Between Money and Output
    Working Papers, East Carolina University, Department of Economics Downloads View citations (17)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999) Downloads View citations (3)
    Working Papers, East Carolina University, Department of Economics (1999) Downloads View citations (3)
  2. A nonlinear long memory model for US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (10)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) Downloads View citations (14)
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) Downloads View citations (3)
  4. Broker Positions in Task-Specific Knowledge Networks
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  5. Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in International Journal of Forecasting (2005)
  6. Forecasting Market Shares from Models for Sales
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
    See also Journal Article in International Journal of Forecasting (2001)
  7. Modeling Unobserved Consideration Sets for Household Panel Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  8. Modeling charity donations: target selection, response time and gift size
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  9. On Forecasting Cointegrated Seasonal Time Series
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) Downloads

    See also Journal Article in International Journal of Forecasting (2001)
  10. Seasonal smooth transition autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (7)
  11. The Effect of Relational Constructs on Relationship Performance
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads

1999

  1. Censored regression analysis in large samples with many zero observations
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
  2. Cointegration in a periodic vector autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  3. Do the US and Canada have a common nonlinear cycle in unemployment?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  4. Forecasting with periodic autoregressive time series models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  5. How to deal with intercept and trend in pratical cointegration analysis?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Applied Economics (2001)
  6. Impulse-response analysis of the market share attraction model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  7. Monitoring structural change in variance
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  8. Monitoring time-varying parameters in an autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  9. On SETAR non- linearity and forecasting
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (15)
    See also Journal Article in Journal of Forecasting (2003)
  10. Ordered logit analysis for selectively sampled data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2002)
  11. Outlier detection in the GARCH (1,1) model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  12. SETS, Arbitrage Activity, and Stock Price Dynamics
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Journal of Banking & Finance (2000)
  13. Seasonal adjustment and the business cycle in unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2000)
  14. Testing common deterministic seasonality
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  15. Testing for converging deterministic seasonal variation in European industrial production
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

1998

  1. A seasonal periodic long memory model for monthly river flows
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  2. Censored latent effects autoregression, with an application to US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Forecasting volatility with switching persistence GARCH models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
  4. Long Memory and Level Shifts: Re-Analyzing Inflation Rates
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1998) Downloads

    See also Journal Article in Empirical Economics (1999)
  5. Modeling asymmetric volatility in weekly Dutch temperature data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  6. Modelling asymmetric persistence over the business cycle
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  7. Nonlinearities and outliers: robust specification of STAR models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  8. On data transformations and evidence of nonlinearity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2002)
  9. On the role of seasonal intercepts in seasonal cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Economics Series, Institute for Advanced Studies (1995) Downloads View citations (3)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
  10. Short Patches of Outliers, ARCH and Volatility Modeling
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    See also Journal Article in Applied Financial Economics (2004)

1997

  1. Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
  2. Do We Often Find ARCH Because Of Neglected Outliers?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  3. Modelling Multiple Regimes in the Business Cycle
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (1999)
  4. Nonlinear Error-Correction Models for Interest Rates in The Netherlands
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
  5. Outlier robust cointegration analysis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (2)
  6. Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

1996

  1. Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in International Journal of Forecasting (2000)
  2. On Phillips-Perron Type Tests for Seasonal Unit Roots
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
    See also Journal Article in Econometric Theory (1998)
  3. Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
  4. Testing for ARCH in the Presence of Additive Outliers
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Applied Econometrics (1999)
  5. Testing for Smooth Transition Nonlinearity in the Presence of Outliers
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1999)

1995

  1. Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Journal of Econometrics (1997)
  2. Impulse Response Functions for Periodic Integration
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
    See also Journal Article in Economics Letters (1997)
  3. Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (4)

1994

  1. Volatility Patterns and Spillovers in Bund Futures
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

1993

  1. Temporal aggregation in a periodically integrated autoregressive process
    Research Memorandum, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Statistics & Probability Letters (1996)

1992

  1. A model for quarterly unemployment in Canada
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads

1991

  1. AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME
    Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations (6)
    See also Journal Article in Journal of Futures Markets (1991)

Undated

  1. Determining the Order of Differencing in Seasonal Time Series Processes
    Discussion Papers, Department of Economics, University of York View citations (1)
    See also Journal Article in Econometrics Journal (2000)
  2. Franses
    Instructional Stata datasets for econometrics, Boston College Department of Economics Downloads

Journal Articles

2017

  1. Do charities get more when they ask more often? Evidence from a unique field experiment
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2017, 66, (C), 58-65 Downloads View citations (3)
    See also Working Paper (2010)
  2. Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?
    International Journal of Forecasting, 2017, 33, (1), 90-101 Downloads View citations (1)

2016

  1. A note on the Mean Absolute Scaled Error
    International Journal of Forecasting, 2016, 32, (1), 20-22 Downloads View citations (2)
  2. A simple test for a bubble based on growth and acceleration
    Computational Statistics & Data Analysis, 2016, 100, (C), 160-169 Downloads
  3. Corruption and inequality of wealth amongst the very rich
    Quality & Quantity: International Journal of Methodology, 2016, 50, (3), 1245-1252 Downloads
  4. RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY
    Annals of Financial Economics (AFE), 2016, 11, (04), 1-14 Downloads
    See also Working Paper (2015)
  5. The late 1970s bubble in Dutch collectible postage stamps
    Empirical Economics, 2016, 50, (4), 1215-1228 Downloads
    See also Working Paper (2012)

2015

  1. Asymmetric time aggregation and its potential benefits for forecasting annual data
    Empirical Economics, 2015, 49, (1), 363-387 Downloads
    See also Working Paper (2010)
  2. Does Disagreement Amongst Forecasters Have Predictive Value?
    Journal of Forecasting, 2015, 34, (4), 290-302 Downloads View citations (1)
    See also Working Paper (2010)
  3. Emigration, wage differentials and brain drain: the case of Suriname
    Applied Economics, 2015, 47, (23), 2339-2347 Downloads
    See also Working Paper (2011)
  4. Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
    Journal of Banking & Finance, 2015, 56, (C), 123-139 Downloads View citations (3)
    See also Working Paper (2014)
  5. The life cycle of social media
    Applied Economics Letters, 2015, 22, (10), 796-800 Downloads
    See also Working Paper (2014)

2014

  1. Are individuals in China prone to money illusion?
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2014, 51, (C), 38-46 Downloads View citations (2)
  2. Do Experts’ SKU Forecasts Improve after Feedback?
    Journal of Forecasting, 2014, 33, (1), 69-79 Downloads View citations (3)
    See also Working Paper (2011)
  3. EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS
    Journal of Economic Surveys, 2014, 28, (2), 195-208 Downloads
    See also Working Paper (2012)
  4. Editorial Statistics
    Statistica Neerlandica, 2014, 68, (4), 344-344 Downloads
    Also in Statistica Neerlandica, 2008, 62, (4), 509-509 (2008) Downloads
    Statistica Neerlandica, 2010, 64, (4), 508-508 (2010) Downloads
  5. Evaluating CPB’s Forecasts
    De Economist, 2014, 162, (3), 215-221 Downloads
  6. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    Econometrics, 2014, 2, (1), 1-25 Downloads
    See also Working Paper (2008)
  7. Panel design effects on response rates and response quality
    Statistica Neerlandica, 2014, 68, (1), 1-24 Downloads View citations (2)
    See also Working Paper (2007)
  8. Size and value effects in Suriname
    Applied Financial Economics, 2014, 24, (10), 671-677 Downloads View citations (1)
    See also Working Paper (2013)
  9. Statistical institutes and economic prosperity
    Quality & Quantity: International Journal of Methodology, 2014, 48, (1), 507-520 Downloads View citations (1)
    See also Working Paper (2012)

2013

  1. Analyzing fixed-event forecast revisions
    International Journal of Forecasting, 2013, 29, (4), 622-627 Downloads View citations (4)
    See also Working Paper (2013)
  2. Approximating the DGP of China's quarterly GDP
    Applied Economics, 2013, 45, (24), 3469-3472 Downloads
    See also Working Paper (2010)
  3. Are forecast updates progressive?
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 9-18 Downloads
    See also Working Paper (2013)
  4. Common large innovations across nonlinear time series
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 251-263 Downloads
    See also Working Paper (2002)
  5. Data revisions and periodic properties of macroeconomic data
    Economics Letters, 2013, 120, (2), 139-141 Downloads View citations (1)
  6. Do commercial real estate prices have predictive content for GDP?
    Applied Economics, 2013, 45, (31), 4379-4384 Downloads
    See also Working Paper (2012)
  7. Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?
    International Journal of Forecasting, 2013, 29, (1), 80-87 Downloads View citations (6)
  8. Improving judgmental adjustment of model-based forecasts
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 1-8 Downloads
  9. Testing earnings management
    Statistica Neerlandica, 2013, 67, (3), 281-292 Downloads
    See also Working Paper (2009)

2012

  1. Common socio-economic cycle periods
    Technological Forecasting and Social Change, 2012, 79, (1), 59-68 Downloads View citations (4)
  2. Evaluating Individual and Mean Non-Replicable Forecasts
    Journal for Economic Forecasting, 2012, (3), 22-43 Downloads
    See also Working Paper (2011)
  3. Hemlines and the Economy: Which Goes Down First?
    Foresight: The International Journal of Applied Forecasting, 2012, (26), 27-28 Downloads
  4. Inequality amongst the wealthiest and its link with economic growth
    Applied Economics, 2012, 44, (22), 2851-2858 Downloads View citations (1)
    See also Working Paper (2011)
  5. Modeling Seasonality in New Product Diffusion
    Marketing Science, 2012, 31, (2), 351-364 Downloads View citations (4)
    See also Working Paper (2010)
  6. Modeling dynamic effects of promotion on interpurchase times
    Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 Downloads
    See also Working Paper (2002)

2011

  1. Averaging Model Forecasts and Expert Forecasts: Why Does It Work?
    Interfaces, 2011, 41, (2), 177-181 Downloads
  2. Correcting for survey effects in pre‐election polls
    Statistica Neerlandica, 2011, 65, (3), 352-370 Downloads
    See also Working Paper (2010)
  3. Does news on real Chinese GDP growth impact stock markets?
    Applied Financial Economics, 2011, 21, (1-2), 61-66 Downloads
    See also Working Paper (2010)
  4. How accurate are government forecasts of economic fundamentals? The case of Taiwan
    International Journal of Forecasting, 2011, 27, (4), 1066-1075 Downloads View citations (19)
    See also Working Paper (2010)
  5. Model selection for forecast combination
    Applied Economics, 2011, 43, (14), 1721-1727 Downloads
    See also Working Paper (2008)
  6. Modelling regional house prices
    Applied Economics, 2011, 43, (17), 2097-2110 Downloads View citations (4)
    See also Working Paper (2007)
  7. One model and various experts: Evaluating Dutch macroeconomic forecasts
    International Journal of Forecasting, 2011, 27, (2), 482-495 Downloads View citations (19)
    Also in International Journal of Forecasting, 2011, 27, (2), 482-495 (2011) Downloads View citations (19)
  8. Random‐coefficient periodic autoregressions
    Statistica Neerlandica, 2011, 65, (1), 101-115 Downloads View citations (1)
    See also Working Paper (2005)
  9. Testing for Seasonal Unit Roots in Monthly Panels of Time Series
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 469-488 View citations (4)
    See also Working Paper (2009)

2010

  1. A UNIFYING VIEW ON MULTI-STEP FORECASTING USING AN AUTOREGRESSION
    Journal of Economic Surveys, 2010, 24, (3), 389-401 Downloads
  2. Cointegration in a historical perspective
    Journal of Econometrics, 2010, 158, (1), 156-159 Downloads View citations (1)
    See also Working Paper (2009)
  3. Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?
    Journal of Forecasting, 2010, 29, (3), 331-340 Downloads View citations (27)
  4. Estimating the Market Share Attraction Model using Support Vector Regressions
    Econometric Reviews, 2010, 29, (5-6), 688-716 Downloads
    See also Working Paper (2007)
  5. How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments
    Applied Financial Economics, 2010, 20, (6), 459-464 Downloads
  6. On the number of categories in an ordered regression model
    Statistica Neerlandica, 2010, 64, (1), 125-128 Downloads View citations (2)
    See also Working Paper (2002)
  7. Twenty years of cointegration
    Journal of Econometrics, 2010, 158, (1), 1-2 Downloads

2009

  1. A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets
    Econometric Reviews, 2009, 28, (6), 612-631 Downloads View citations (35)
  2. Can Managers Judgmental Forecasts Be Made Scientifically?
    Foresight: The International Journal of Applied Forecasting, 2009, (15), 32-36 Downloads
  3. Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements
    Transport Reviews, 2009, 30, (2), 241-270 Downloads View citations (1)
  4. Consumer price evaluations through choice experiments
    Journal of Applied Econometrics, 2009, 24, (3), 517-535 Downloads View citations (4)
  5. Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
    Marine Policy, 2009, 33, (5), 826-846 Downloads View citations (4)
    See also Working Paper (2009)
  6. Expert opinion versus expertise in forecasting
    Statistica Neerlandica, 2009, 63, (3), 334-346 Downloads View citations (40)
    See also Working Paper (2008)
  7. Experts' Stated Behavior
    Interfaces, 2009, 39, (2), 168-171 Downloads View citations (1)
    See also Working Paper (2008)
  8. Introduction to the special issue on new econometric models in marketing
    Journal of Applied Econometrics, 2009, 24, (3), 375-376 Downloads
  9. Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008
    De Economist, 2009, 157, (2), 267-269 Downloads
  10. Properties of expert adjustments on model-based SKU-level forecasts
    International Journal of Forecasting, 2009, 25, (1), 35-47 Downloads View citations (25)
  11. Testing for harmonic regressors
    Journal of Applied Statistics, 2009, 36, (3), 339-346 Downloads View citations (1)
    See also Working Paper (2007)
  12. The effect of rounding on payment efficiency
    Computational Statistics & Data Analysis, 2009, 53, (4), 1449-1461 Downloads
  13. Why is GDP typically revised upwards?
    Statistica Neerlandica, 2009, 63, (2), 125-130 Downloads View citations (1)

2008

  1. A Simple Test for GARCH Against a Stochastic Volatility Model
    Journal of Financial Econometrics, 2008, 6, (3), 291-306 Downloads View citations (6)
  2. Econometric analysis to differentiate effects of various ship safety inspections
    Marine Policy, 2008, 32, (4), 653-662 Downloads View citations (5)
  3. Error-correction modelling in discrete and continuous time
    Economics Letters, 2008, 101, (2), 140-141 Downloads
  4. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements
    Marketing Science, 2008, 27, (6), 1065-1082 Downloads View citations (4)
    See also Working Paper (2006)
  5. Merging models and experts
    International Journal of Forecasting, 2008, 24, (1), 31-33 Downloads View citations (6)

2007

  1. A global view on port state control: econometric analysis of the differences across port state control regimes
    Maritime Policy & Management, 2007, 34, (5), 453-482 Downloads View citations (8)
  2. Absorption of shocks in nonlinear autoregressive models
    Computational Statistics & Data Analysis, 2007, 51, (9), 4206-4226 Downloads View citations (15)
  3. An empirical analysis of euro cash payments
    European Economic Review, 2007, 51, (8), 1985-1997 Downloads View citations (6)
    See also Working Paper (2003)
  4. Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
    Economic Modelling, 2007, 24, (6), 954-968 Downloads View citations (1)
  5. Constant vs. Changing Seasonality
    Foresight: The International Journal of Applied Forecasting, 2007, (6), 24-25 Downloads View citations (2)
  6. Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?
    Marine Policy, 2007, 31, (4), 550-563 Downloads View citations (5)
  7. Estimating the stock of postwar Dutch postal stamps
    Applied Economics, 2007, 39, (8), 943-946 Downloads View citations (2)
  8. Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006
    De Economist, 2007, 155, (1), 133-134 Downloads
  9. Modeling the diffusion of scientific publications
    Journal of Econometrics, 2007, 139, (2), 376-390 Downloads View citations (8)
    See also Working Paper (2005)
  10. On the econometrics of the geometric lag model
    Economics Letters, 2007, 95, (2), 291-296 Downloads View citations (4)
  11. Progress and challenges in econometrics
    Journal of Econometrics, 2007, 138, (1), 1-2 Downloads
  12. Seasonality and non-linear price effects in scanner-data-based market-response models
    Journal of Econometrics, 2007, 138, (1), 231-251 Downloads View citations (3)
    See also Working Paper (2005)
  13. When Do Price Thresholds Matter in Retail Categories?
    Marketing Science, 2007, 26, (1), 83-100 Downloads View citations (15)

2006

  1. A simple test for PPP among traded goods
    Applied Financial Economics, 2006, 16, (1-2), 19-27 Downloads View citations (1)
    See also Working Paper (2002)
  2. Deriving target selection rules from endogenously selected samples
    Journal of Applied Econometrics, 2006, 21, (5), 549-562 Downloads View citations (3)
    See also Working Paper (2001)
  3. Empirical causality between bigger banknotes and inflation
    Applied Economics Letters, 2006, 13, (12), 751-752 Downloads
  4. Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?
    Korean Economic Review, 2006, 22, 83-97 Downloads
  5. Modeling Purchases as Repeated Events
    Journal of Business & Economic Statistics, 2006, 24, 487-502 Downloads View citations (6)
    See also Working Paper (2003)
  6. On modeling panels of time series
    Statistica Neerlandica, 2006, 60, (4), 438-456 Downloads View citations (1)
    See also Working Paper (2002)
  7. Optimal Data Interval for Estimating Advertising Response
    Marketing Science, 2006, 25, (3), 217-229 Downloads View citations (7)
  8. Robust Inference on Average Economic Growth
    Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 345-370 Downloads
    See also Working Paper (2001)
  9. Structural breaks and long memory in US inflation rates: Do they matter for forecasting?
    Research in International Business and Finance, 2006, 20, (1), 95-110 Downloads View citations (11)
    See also Working Paper (2001)

2005

  1. A multi-level panel STAR model for US manufacturing sectors
    Journal of Applied Econometrics, 2005, 20, (6), 811-827 Downloads View citations (31)
  2. A sequential approach to testing seasonal unit roots in high frequency data
    Journal of Applied Statistics, 2005, 32, (6), 555-569 Downloads View citations (1)
    See also Working Paper (2003)
  3. Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
    International Journal of Forecasting, 2005, 21, (1), 53-71 Downloads View citations (1)
    See also Working Paper (2000)
  4. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
    Journal of Development Economics, 2005, 77, (2), 553-570 Downloads View citations (42)
  5. Forecasting aggregates using panels of nonlinear time series
    International Journal of Forecasting, 2005, 21, (4), 785-794 Downloads View citations (8)
    See also Working Paper (2004)
  6. Forecasting time series with long memory and level shifts
    Journal of Forecasting, 2005, 24, (1), 1-16 Downloads View citations (3)
  7. Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004
    De Economist, 2005, 153, (1), 135-136 Downloads
  8. On the Econometrics of the Bass Diffusion Model
    Journal of Business & Economic Statistics, 2005, 23, 255-268 Downloads View citations (22)
  9. On the dynamics of business cycle analysis: editors' introduction
    Journal of Applied Econometrics, 2005, 20, (2), 147-150 Downloads View citations (6)
  10. Testing for common deterministic trend slopes
    Journal of Econometrics, 2005, 126, (1), 1-24 Downloads View citations (10)
    See also Working Paper (2001)
  11. The M3 competition: Statistical tests of the results
    International Journal of Forecasting, 2005, 21, (3), 397-409 Downloads View citations (14)
  12. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
    International Journal of Forecasting, 2005, 21, (1), 87-102 Downloads View citations (22)
    See also Working Paper (2001)
  13. “Panelizing” Repeated Cross Sections
    Quality & Quantity: International Journal of Methodology, 2005, 39, (2), 155-174 Downloads View citations (1)

2004

  1. Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics
    Interfaces, 2004, 34, (6), 466-468 Downloads
  2. Do seasonal unit roots matter for forecasting monthly industrial production?
    Journal of Forecasting, 2004, 23, (2), 77-88 Downloads View citations (5)
  3. Fifty years since Koyck (1954)
    Statistica Neerlandica, 2004, 58, (4), 381-387 Downloads View citations (1)
  4. Forecasting economic and financial time-series with non-linear models
    International Journal of Forecasting, 2004, 20, (2), 169-183 Downloads View citations (41)
    See also Working Paper (2003)
  5. Forecasting unemployment using an autoregression with censored latent effects parameters
    International Journal of Forecasting, 2004, 20, (2), 255-271 Downloads View citations (9)
  6. Generalizations of the KPSS-test for stationarity
    Statistica Neerlandica, 2004, 58, (4), 483-502 Downloads View citations (53)
  7. Modeling consideration sets and brand choice using artificial neural networks
    European Journal of Operational Research, 2004, 154, (1), 206-217 Downloads View citations (2)
    See also Working Paper (2001)
  8. Short patches of outliers, ARCH and volatility modelling
    Applied Financial Economics, 2004, 14, (4), 221-231 Downloads View citations (10)
    See also Working Paper (1998)

2003

  1. A note on monitoring time-varying parameters in an autoregression
    Metrika: International Journal for Theoretical and Applied Statistics, 2003, 57, (1), 51-62 Downloads View citations (2)
  2. An Empirical Study of Cash Payments
    Statistica Neerlandica, 2003, 57, (4), 484-508 Downloads View citations (6)
    See also Working Paper (2002)
  3. Detecting seasonal unit roots in a structural time series model
    Journal of Applied Statistics, 2003, 30, (4), 373-387 Downloads View citations (1)
  4. On SETAR non-linearity and forecasting
    Journal of Forecasting, 2003, 22, (5), 359-375 Downloads View citations (19)
    See also Working Paper (1999)
  5. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 727-744 Downloads View citations (16)
    See also Working Paper (2003)

2002

  1. A nonlinear long memory model, with an application to US unemployment
    Journal of Econometrics, 2002, 110, (2), 135-165 Downloads View citations (45)
  2. An unbiased variance estimator for overlapping returns
    Applied Financial Economics, 2002, 12, (3), 155-158 Downloads View citations (1)
  3. Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals
    Oxford Bulletin of Economics and Statistics, 2002, 64, (5), 509-26 Downloads View citations (3)
    See also Working Paper (2001)
  4. Editorial
    Statistica Neerlandica, 2002, 56, (1), 1-1 Downloads
  5. Estimating volatility on overlapping returns when returns are autocorrelated
    Applied Mathematical Finance, 2002, 9, (3), 179-188 Downloads
  6. Financial volatility: an introduction
    Journal of Applied Econometrics, 2002, 17, (5), 419-424 Downloads View citations (7)
  7. From first submission to citation: an empirical analysis
    Statistica Neerlandica, 2002, 56, (4), 496-509 Downloads
    See also Working Paper (2002)
  8. Inferring Transition Probabilities from Repeated Cross Sections
    Political Analysis, 2002, 10, (02), 113-133 Downloads View citations (1)
  9. Inflation, forecast intervals and long memory regression models
    International Journal of Forecasting, 2002, 18, (2), 243-264 Downloads View citations (29)
    See also Working Paper (2001)
  10. Modelling and forecasting level shifts in absolute returns
    Journal of Applied Econometrics, 2002, 17, (5), 601-616 Downloads View citations (9)
  11. On data transformations and evidence of nonlinearity
    Computational Statistics & Data Analysis, 2002, 40, (3), 621-632 Downloads View citations (3)
    See also Working Paper (1998)
  12. Ordered logit analysis for selectively sampled data
    Computational Statistics & Data Analysis, 2002, 40, (3), 477-497 Downloads View citations (1)
    See also Working Paper (1999)
  13. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
    Econometric Reviews, 2002, 21, (1), 1-47 Downloads View citations (356)
    See also Working Paper (2001)

2001

  1. Are living standards converging?
    Structural Change and Economic Dynamics, 2001, 12, (2), 171-200 Downloads View citations (28)
  2. Editorial
    Statistica Neerlandica, 2001, 55, (1), 1-1 Downloads
  3. Forecasting market shares from models for sales
    International Journal of Forecasting, 2001, 17, (1), 121-128 Downloads View citations (2)
    See also Working Paper (2000)
  4. How to deal with intercept and trend in practical cointegration analysis?
    Applied Economics, 2001, 33, (5), 577-579 Downloads View citations (14)
    See also Working Paper (1999)
  5. INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS
    Macroeconomic Dynamics, 2001, 5, (04), 461-465 Downloads View citations (1)
  6. Introduction
    Statistica Neerlandica, 2001, 55, (2), 109-110 Downloads
  7. On forecasting cointegrated seasonal time series
    International Journal of Forecasting, 2001, 17, (4), 607-621 Downloads View citations (5)
    See also Working Paper (2000)
  8. Some comments on seasonal adjustment
    REVISTA DE ECONOMÍA DEL ROSARIO, 2001 Downloads View citations (3)

2000

  1. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
    Journal of Applied Econometrics, 2000, 15, (6), 717-744 Downloads View citations (10)
  2. Asymptotically perfect and relative convergence of productivity
    Journal of Applied Econometrics, 2000, 15, (1), 59-81 Downloads View citations (97)
  3. Determining the order of differencing in seasonal time series processes
    Econometrics Journal, 2000, 3, (2), 250-264 View citations (1)
    See also Working Paper
  4. Forecasting the levels of vector autoregressive log-transformed time series
    International Journal of Forecasting, 2000, 16, (1), 111-116 Downloads View citations (16)
    See also Working Paper (1996)
  5. Modelling day-of-the-week seasonality in the S&P 500 index
    Applied Financial Economics, 2000, 10, (5), 483-488 Downloads View citations (14)
  6. SETS, arbitrage activity, and stock price dynamics
    Journal of Banking & Finance, 2000, 24, (8), 1289-1306 Downloads View citations (20)
    See also Working Paper (1999)
  7. Seasonal Adjustment and the Business Cycle in Unemployment
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 1-14 Downloads
    See also Working Paper (1999)
  8. 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)
    International Journal of Forecasting, 2000, 16, (3), 426-427 Downloads
  9. Visualizing time-varying correlations across stock markets
    Journal of Empirical Finance, 2000, 7, (2), 155-172 Downloads View citations (10)

1999

  1. Additive outliers, GARCH and forecasting volatility
    International Journal of Forecasting, 1999, 15, (1), 1-9 Downloads View citations (63)
  2. Does Seasonality Influence the Dating of Business Cycle Turning Points?
    Journal of Macroeconomics, 1999, 21, (1), 79-92 Downloads View citations (13)
  3. Forecasting long memory left-right political orientations
    International Journal of Forecasting, 1999, 15, (2), 185-199 Downloads View citations (5)
  4. Forecasting power-transformed time series data
    Journal of Applied Statistics, 1999, 26, (7), 807-815 Downloads View citations (6)
  5. Long memory and level shifts: Re-analyzing inflation rates
    Empirical Economics, 1999, 24, (3), 427-449 Downloads View citations (78)
    See also Working Paper (1998)
  6. Modeling Item Nonresponse in Questionnaires
    Quality & Quantity: International Journal of Methodology, 1999, 33, (2), 203-213 Downloads
  7. Modeling Multiple Regimes in the Business Cycle
    Macroeconomic Dynamics, 1999, 3, (03), 311-340 Downloads View citations (58)
    See also Working Paper (1997)
  8. On the Role of Seasonal Intercepts in Seasonal Cointegration
    Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 409-33 Downloads View citations (18)
    See also Working Paper (1998)
  9. On trends and constants in periodic autoregressions
    Econometric Reviews, 1999, 18, (3), 271-286 Downloads View citations (9)
  10. Testing for ARCH in the Presence of Additive Outliers
    Journal of Applied Econometrics, 1999, 14, (5), 539-62 Downloads View citations (57)
    See also Working Paper (1996)
  11. Testing for Smooth Transition Nonlinearity in the Presence of Outliers
    Journal of Business & Economic Statistics, 1999, 17, (2), 217-35 View citations (41)
    See also Working Paper (1996)

1998

  1. A model selection strategy for time series with increasing seasonal variation
    International Journal of Forecasting, 1998, 14, (3), 405-414 Downloads View citations (4)
  2. Cointegration Analysis of Seasonal Time Series
    Journal of Economic Surveys, 1998, 12, (5), 651-678 Downloads View citations (9)
    Also in Journal of Economic Surveys, 1998, 12, (5), 651-78 (1998) Downloads View citations (21)
  3. Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules
    Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 1-8 Downloads View citations (3)
  4. ON PHILLIPS PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
    Econometric Theory, 1998, 14, (02), 200-221 Downloads View citations (17)
    See also Working Paper (1996)
  5. On Seasonal Cycles, Unit Roots, And Mean Shifts
    The Review of Economics and Statistics, 1998, 80, (2), 231-240 Downloads View citations (29)
  6. On forecasting exchange rates using neural networks
    Applied Financial Economics, 1998, 8, (6), 589-596 Downloads View citations (7)
  7. On the sensitivity of unit root inference to nonlinear data transformations
    Economics Letters, 1998, 59, (1), 7-15 Downloads View citations (10)
  8. Outlier Detection in Cointegration Analysis
    Journal of Business & Economic Statistics, 1998, 16, (4), 459-68 View citations (22)
  9. Outlier robust analysis of long-run marketing effects for weekly scanning data
    Journal of Econometrics, 1998, 89, (1-2), 293-315 Downloads View citations (10)

1997

  1. A co-integration approach to forecasting freight rates in the dry bulk shipping sector
    Transportation Research Part A: Policy and Practice, 1997, 31, (6), 447-458 Downloads View citations (7)
  2. A periodic long-memory model for quarterly UK inflation
    International Journal of Forecasting, 1997, 13, (1), 117-126 Downloads View citations (23)
  3. Bayesian analysis of seasonal unit roots and seasonal mean shifts
    Journal of Econometrics, 1997, 78, (2), 359-380 Downloads View citations (15)
    See also Working Paper (1995)
  4. Critical values for unit root tests in seasonal time series
    Journal of Applied Statistics, 1997, 24, (1), 25-48 Downloads View citations (50)
  5. Forecasting and seasonality
    International Journal of Forecasting, 1997, 13, (3), 303-305 Downloads View citations (3)
  6. Impulse response functions for periodic integration
    Economics Letters, 1997, 55, (1), 35-40 Downloads
    See also Working Paper (1995)
  7. Mean shifts, unit roots and forecasting seasonal time series
    International Journal of Forecasting, 1997, 13, (3), 357-368 Downloads View citations (16)
  8. Multiple unit roots in periodic autoregression
    Journal of Econometrics, 1997, 80, (1), 167-193 Downloads View citations (9)
  9. On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment
    Journal of Business & Economic Statistics, 1997, 15, (4), 470-81 View citations (8)
  10. Recognizing changing seasonal patterns using artificial neural networks
    Journal of Econometrics, 1997, 81, (1), 273-280 Downloads View citations (8)
  11. Testing periodically integrated autoregressive models
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 457-465 Downloads
  12. VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES
    Journal of Financial Research, 1997, 20, (4), 459-482 Downloads View citations (7)
    Also in Journal of Financial Research, 1997, 20, (4), 459-82 (1997) View citations (6)

1996

  1. Recent Advances in Modelling Seasonality
    Journal of Economic Surveys, 1996, 10, (3), 299-345 View citations (21)
  2. Temporal aggregation in a periodically integrated autoregressive process
    Statistics & Probability Letters, 1996, 30, (3), 235-240 Downloads View citations (4)
    See also Working Paper (1993)
  3. Testing for convergence in left-right ideological positions
    Quality & Quantity: International Journal of Methodology, 1996, 30, (4), 345-359 Downloads
  4. Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
    International Journal of Forecasting, 1996, 12, (2), 283-288 Downloads View citations (7)

1995

  1. IGARCH and variance change in the US long-run interest rate
    Applied Economics Letters, 1995, 2, (4), 113-114 Downloads View citations (7)
  2. Moving average filters and periodic integration
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 245-249 Downloads View citations (1)
  3. Periodic Cointegration: Representation and Inference
    The Review of Economics and Statistics, 1995, 77, (3), 436-54 Downloads View citations (19)
  4. Quarterly US Unemployment: Cycles, Seasons and Asymmetries
    Empirical Economics, 1995, 20, (4), 717-25 View citations (6)
  5. Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4
    Empirical Economics, 1995, 20, (1), 109-32 View citations (4)
  6. Spurious deterministic seasonality
    Economics Letters, 1995, 48, (3-4), 249-256 Downloads View citations (25)
  7. Testing for periodic integration
    Economics Letters, 1995, 48, (3-4), 241-248 Downloads View citations (8)
  8. The effects of seasonally adjusting a periodic autoregressive process
    Computational Statistics & Data Analysis, 1995, 19, (6), 683-704 Downloads View citations (4)

1994

  1. A multivariate approach to modeling univariate seasonal time series
    Journal of Econometrics, 1994, 63, (1), 133-151 Downloads View citations (32)
  2. MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
    Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-439 Downloads View citations (19)
    Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-39 (1994) View citations (22)
  3. The Effects of Additive Outliers on Tests for Unit Roots and Cointegration
    Journal of Business & Economic Statistics, 1994, 12, (4), 471-78 View citations (111)

1993

  1. A method to select between periodic cointegration and seasonal cointegration
    Economics Letters, 1993, 41, (1), 7-10 Downloads View citations (2)
  2. A model selection procedure for time series with seasonality
    Statistics & Probability Letters, 1993, 16, (4), 253-258 Downloads
  3. Periodic integration in quarterly UK macroeconomic variables
    International Journal of Forecasting, 1993, 9, (4), 467-476 Downloads View citations (8)

1992

  1. A model selection test for an AR (1) versus an MA (1) model
    Statistics & Probability Letters, 1992, 15, (4), 281-284 Downloads
  2. Dynamic Specification and Cointegration
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 369-81 View citations (39)
  3. Model adequacy and influential observations
    Economics Letters, 1992, 38, (2), 133-137 Downloads
  4. Modeling seasonality in bimonthly time series
    Statistics & Probability Letters, 1992, 15, (5), 407-415 Downloads View citations (1)
  5. Testing for seasonality
    Economics Letters, 1992, 38, (3), 259-262 Downloads View citations (3)
  6. The Norwegian Consumption Function: A Comment
    Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 455-59 View citations (1)

1991

  1. An empirical test for parities between metal prices at the LME
    Journal of Futures Markets, 1991, 11, (6), 729-736 Downloads View citations (4)
    See also Working Paper (1991)
  2. Moving average filters and unit roots
    Economics Letters, 1991, 37, (4), 399-403 Downloads View citations (4)
  3. Seasonality, non-stationarity and the forecasting of monthly time series
    International Journal of Forecasting, 1991, 7, (2), 199-208 Downloads View citations (61)
  4. The detection of observations possibly influential for model selection
    Statistics & Probability Letters, 1991, 11, (4), 321-325 Downloads

Books

2014

  1. Expert Adjustments of Model Forecasts
    Cambridge Books, Cambridge University Press View citations (1)
    Also in Cambridge Books, Cambridge University Press (2014) View citations (2)
  2. Time Series Models for Business and Economic Forecasting
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2014)

2010

  1. Quantitative Models in Marketing Research
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2001) View citations (38)

2004

  1. Econometric Methods with Applications in Business and Economics
    OUP Catalogue, Oxford University Press View citations (53)
  2. Periodic Time Series Models
    OUP Catalogue, Oxford University Press View citations (52)

2002

  1. A Concise Introduction to Econometrics
    Cambridge Books, Cambridge University Press View citations (5)
    Also in Cambridge Books, Cambridge University Press (2002) View citations (5)

2000

  1. Non-Linear Time Series Models in Empirical Finance
    Cambridge Books, Cambridge University Press View citations (176)
    Also in Cambridge Books, Cambridge University Press (2000) View citations (176)

1996

  1. Periodicity and Stochastic Trends in Economic Time Series
    OUP Catalogue, Oxford University Press View citations (68)

Chapters

2006

  1. Forecasting in Marketing
    Elsevier Downloads View citations (2)
    See also Working Paper (2004)

Editor

  1. Statistica Neerlandica
    Netherlands Society for Statistics and Operations Research
 
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