Access Statistics for Philip Hans Franses

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"Borrowing money costs money": Yes, but why not tell how much? 0 0 0 30 0 1 2 59
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 1 1 3 800
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 0 2 4 385
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 1 1 1 523
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 1 1 1 100
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 1 1 4 461
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 1 667
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 3 5 7 847
A New Multivariate Product Growth Model 0 0 0 123 0 0 1 427
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 0 3 6 69
A generalized dynamic conditional correlation model for many asset returns 0 0 1 67 0 2 4 172
A hierarchical Bayes error correction model to explain dynamic effects 0 0 0 16 3 4 5 89
A model for quarterly unemployment in Canada 0 0 0 10 0 1 1 41
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 1 1 4 124
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 2 5 5 322
A nonlinear long memory model for US unemployment 0 0 0 45 0 2 3 101
A seasonal periodic long memory model for monthly river flows 0 0 0 24 2 2 3 122
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 2 2 3 108
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 1 101
A simple test for PPP among traded goods 0 0 0 12 1 2 3 78
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 0 2 392
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 0 0 0 837
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 0 1 4 42
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 0 0 0 28
An Empirical Study of Cash Payments 0 0 0 149 0 0 0 386
An Equilibrium-Correction Model for Dynamic Network Data 0 0 0 858 1 1 2 3,003
An empirical analysis of euro cash payments 0 0 0 8 3 3 3 46
An introduction to time-varying lag autoregression 0 0 1 86 4 6 10 86
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 1 2 2 157
Analyzing Fixed-Event Forecast Revisions 0 0 0 25 1 2 4 89
Analyzing Fixed-event Forecast Revisions 0 0 0 89 1 1 2 196
Analyzing Fixed-event Forecast Revisions 0 0 0 9 2 4 6 90
Analyzing Fixed-event Forecast Revisions 0 0 0 2 2 3 4 67
Analyzing Fixed-event Forecast Revisions 0 0 0 60 1 2 4 87
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 1 120
Analyzing preferences ranking when there are too many alternatives 0 0 1 35 0 0 2 78
Approximating the DGP of China's Quarterly GDP 0 0 0 28 0 0 0 170
Are Chinese Individuals prone to Money Illusion? 0 0 0 23 0 0 0 91
Are Forecast Updates Progressive? 0 0 0 27 0 0 0 122
Are Forecast Updates Progressive? 0 0 0 22 1 1 1 97
Are Forecast Updates Progressive? 0 0 0 39 1 1 2 149
Are Forecast Updates Progressive? 0 0 0 28 1 4 7 91
Are Forecast Updates Progressive? 0 0 0 28 1 3 5 138
Are Forecast Updates Progressive? 0 0 0 33 1 1 1 89
Are Forecast Updates Progressive? 0 0 0 24 0 0 0 134
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 0 0 0 108
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 1 1 2 140
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 2 5 296
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 1 2 3 256
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 4 102
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 1 60
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 4 4 5 134
Benchmarking judgmentally adjusted forecasts 0 0 0 27 1 4 6 41
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 0 0 3 51
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 1 1 2 598
Buying High Tech Products 0 0 0 122 2 3 3 472
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 0 1 58
Censored regression analysis in large samples with many zero observations 0 0 0 45 1 1 1 132
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 2 3 4 1,386
Cointegration in a historical perspective 0 0 0 110 4 6 6 147
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 0 68
Combining Non-Replicable Forecasts 0 0 0 38 3 6 6 106
Combining Non-Replicable Forecasts 0 0 0 21 0 0 1 68
Common large innovations across nonlinear time series 0 0 0 5 0 2 2 49
Competence and confidence effects in experts' forecast adjustments 0 0 0 27 0 0 3 55
Comprehensive review of the maritime safety regimes 0 0 0 31 0 0 1 90
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 2 964 2 5 16 4,013
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 2 3 3 68
Consensus forecasters: How good are they individually and why? 0 0 0 46 1 2 7 69
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 0 0 90
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 24 2 2 2 104
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 0 2 57
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 1 1 2 132
Cycles in basic innovations 0 0 0 22 0 0 1 82
Decomposing bias in expert forecast 0 0 0 62 0 2 3 62
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 2 4 8 593
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 143 0 1 3 363
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 2 5 264
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 2 3 4 54
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 1 2 6 123
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 1 1 2 74
Do African economies grow similarly? 0 0 2 66 2 2 4 71
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 0 77 3 5 8 170
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 0 1 1 166
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 3 4 5 106
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 4 5 6 87
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 2 2 47
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 0 2 90
Do experts' SKU forecasts improve after feedback? 0 0 0 15 1 2 3 51
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 21 0 0 1 77
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 1 1 2 58
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 0 1 1 33
Do we need all Euro denominations? 0 0 0 15 0 0 0 173
Does Africa grow slower than Asia and Latin America? 0 0 0 12 2 3 5 58
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 1 1 2 65
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 4 5 7 81
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 4 4 5 178
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 2 2 3 39
Does a financial crisis make consumers increasingly prudent? 0 0 0 32 0 2 2 63
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 2 2 3 36
Does news on real Chinese GDP growth impact stock markets? 0 0 0 42 1 1 2 107
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 1 2 87
Does rounding matter for payment efficiency? 1 1 2 3 4 4 6 52
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 1 1 113
Does the ROMC have expertise, and can it forecast? 0 0 1 10 0 2 5 139
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 0 0 2 584
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 2 2 3 196
Dynamics of expert adjustment to model-based forecast 0 0 0 15 0 0 0 72
Ecological panel inference in repeated cross sections 0 0 0 5 1 2 3 29
Econometric Analysis of the Market Share Attraction Model 1 1 5 1,331 2 5 17 3,806
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 2 2 4 111
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 1 1 3 260
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 0 0 2 200
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 0 1 1 337
Estimates of quarterly GDP growth using MIDAS regressions 0 1 3 52 2 4 9 155
Estimating Loss Functions of Experts 0 0 1 13 0 0 1 43
Estimating Loss Functions of Experts 0 0 2 35 0 1 3 77
Estimating duration intervals 0 0 0 58 0 1 1 167
Estimating persistence for irregularly spaced historical data 0 0 0 73 1 2 2 49
Estimating the market share attraction model using support vector regressions 0 0 0 57 1 3 3 264
Evaluating Combined Non-Replicable Forecast 0 0 0 3 0 0 2 82
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 1 1 1 82
Evaluating Combined Non-Replicable Forecasts 0 0 1 8 0 0 3 51
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 1 3 3 1,827
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 1 1 1 80
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 0 0 1 87
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 1 2 2 146
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 0 0 2 223
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 0 97 0 0 2 151
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 1 1 1 167 6 8 14 228
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 1 1 2 173
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 0 2 3 163
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 0 288
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 2 3 177
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 1 3 3 193
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 1 3 3 39
Evaluating real-time forecasts in real-time 0 0 0 21 1 1 3 94
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 0 0 0 60
Evaluation of survey effects in pre-election polls 0 0 1 46 1 1 2 359
Experimental investigation of consumer price evaluations 0 0 0 4 0 0 1 42
Expert opinion versus expertise in forecasting 0 0 0 91 4 5 6 476
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 0 29
Experts' Stated Behavior 0 0 0 23 0 0 0 91
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 1 1 47
Exploiting Spillovers to forecast Crashes 0 0 0 31 1 1 1 55
Financial innumeracy 0 0 0 26 2 2 3 144
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 0 0 0 117
Forecasting Annual Inflation in Suriname 0 0 0 41 0 2 4 86
Forecasting Earnings Forecasts 0 0 0 21 0 0 0 50
Forecasting Market Shares from Models for Sales 0 1 2 600 0 1 3 1,606
Forecasting Sales 0 1 2 122 0 3 7 297
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 2 2 84
Forecasting economic and financial time-series with non-linear models 0 0 0 876 3 6 7 1,667
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 22 2 2 5 91
Forecasting in marketing 0 1 1 41 2 3 3 90
Forecasting own brand sales: Does incorporating competition help? 0 0 1 30 0 1 5 42
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 1 2 2 25
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 0 0 1 70
Forecasting volatility with switching persistence GARCH models 0 0 0 22 1 1 2 72
Forecasting with periodic autoregressive time series models 0 0 0 70 0 1 4 149
Forecasting: theory and practice 1 2 7 92 7 18 33 131
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 0 1 1 67
Franses 0 0 0 149 1 2 5 1,618
From first submission to citation: an empirical analysis 0 0 0 3 0 0 1 29
Gaussian Copula Regression in the Presence of Thresholds 0 0 1 31 2 5 10 62
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 1 1 5 37
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 1 1 4 149
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 0 1 1 226
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 28 2 2 4 228
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 3 4 5 142
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 0 0 0 36
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 2 2 315
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 0 0 0 69
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 0 1 1 315
How to gain brain for Suriname 0 0 0 13 0 0 1 39
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 3 3 3 65
Impulse Response Functions for Periodic Integration 0 0 0 0 0 1 1 596
Impulse-response analysis of the market share attraction model 0 0 0 17 0 0 0 125
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 2 4 5 70
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 0 526
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 3 7 8 90
Indirect Network Effects in New Product Growth 0 0 0 115 3 3 6 452
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 0 0 1 25
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 2 2 2 87
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 0 0 0 56
Inflation rates; long-memoray, level shifts, or both? 0 0 0 3 2 3 4 28
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 2 617 2 2 5 2,105
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 1 185 0 1 5 831
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 2 158 0 0 4 732
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 1 98 4 4 6 174
Intertemporal Similarity of Economic Time Series 0 0 3 85 0 1 5 118
Irritation Due to Direct Mailings from Charities 0 0 0 56 0 2 2 199
Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008 0 0 0 0 0 0 0 13
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 0 783
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 1 2 4 82
Long-term forecast for the Dutch economy 0 0 1 9 0 0 1 39
Low-fat, light, and reduced in calories 0 0 0 33 0 2 4 66
Managing Sales Forecasters 0 0 0 72 0 0 1 61
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis 0 0 0 2 1 1 4 24
Measuring weekly consumer confidence 0 0 0 57 0 0 1 104
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 0 2 4 122
Model selection for forecast combination 0 0 0 95 3 3 3 146
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 1 1 1 54
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 1 2 4 930
Modeling Dynamic Effects of the Marketing Mix on Market Shares 1 1 1 385 4 8 10 1,150
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 0 1 227
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 1 289 1 1 4 866
Modeling Seasonality in New Product Diffusion 0 0 0 79 2 2 4 187
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 0 1,036
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 3 5 5 58
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 1 1 2 74
Modeling charity donations: target selection, response time and gift size 0 0 0 133 1 3 7 373
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 0 3 4 106
Modeling purchases as repeated events 0 0 0 27 3 3 6 106
Modeling regional house prices 0 0 0 159 3 3 4 293
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 2 4 5 49
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 0 0 168
Modeling the diffusion of scientific publications 0 0 1 6 0 1 3 67
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 0 0 0 231
Modelling Multiple Regimes in the Business Cycle 0 1 1 59 0 1 4 169
Modelling asymmetric persistence over the business cycle 0 0 0 13 3 3 3 56
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 1 1 3 794
Monitoring structural change in variance 0 0 0 23 0 0 1 74
Monitoring time-varying parameters in an autoregression 0 0 0 3 0 0 1 38
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 0 70 2 2 6 181
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 1 1 4 147
On Forecasting Cointegrated Seasonal Time Series 0 0 1 422 0 0 2 1,153
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 2 1,016
On SETAR non- linearity and forecasting 0 0 0 54 2 2 3 128
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 0 0 2 94
On data transformations and evidence of nonlinearity 0 0 0 4 1 1 1 29
On forecasting cointegrated seasonal time series 0 0 0 13 2 3 6 52
On modeling panels of time series 0 0 0 11 0 0 0 28
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 0 2 3 1,106
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 0 1 1 37
On the econometrics of the Koyck model 0 0 6 444 3 6 33 4,027
On the number of categories in an ordered regression model 0 0 1 24 2 3 4 78
On the optimality of expert-adjusted forecasts 0 0 0 30 2 2 3 118
On the optimality of expert-adjusted forecasts 0 0 0 25 1 1 1 56
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 0 1 2 219
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 0 3 59
Ordered logit analysis for selectively sampled data 0 0 0 33 2 4 4 133
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 1 4 7 48
Outlier detection in the GARCH (1,1) model 0 0 0 34 1 2 3 110
Outlier robust cointegration analysis 0 0 0 240 0 0 1 566
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 1 1 4 90
Panel design effects on response rates and response quality 0 0 0 11 2 2 3 87
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 1 1 4 146
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 1 1 2 84
Professional Forecasters and January 0 0 1 97 3 7 17 424
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 0 0 1 396
Random-Coefficient periodic autoregression 0 0 0 28 2 3 5 121
Ranking Models in Conjoint Analysis 0 0 0 58 0 2 4 129
Real GDP growth in Africa, 1963-2016 0 0 2 56 1 1 4 111
Real time estimates of GDP growth 0 0 0 47 1 1 4 103
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 2 3 3 59
Recovering historical inflation data from postal stamps prices 0 0 0 61 1 3 3 68
Reference-based transitions in short-run price elasticity 0 0 1 68 1 1 4 371
Retrieving unobserved consideration sets from household panel data 0 0 0 62 4 5 7 161
Return migration of high skilled workers 1 1 1 46 5 5 6 85
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 1 1 3 110
Risk attitudes in company boardrooms in a developing country 0 0 0 12 0 2 2 51
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 1 3 4 59
Robust inference on average economic growth 0 0 0 1 1 1 1 30
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 1 5 10 0 2 12 39
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 1 2 10
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 0 2 1,383
Sales Models For Many Items Using Attribute Data 0 0 0 201 0 1 1 772
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 1 1 3 61
Seasonal smooth transition autoregression 0 0 0 39 0 1 1 124
Seasonality in revisions of macroeconomic data 0 0 0 26 0 0 1 56
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 1 1 1 86
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 2 2 3 72
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 2 2 2 141
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 0 3 3 1,018
Size and value effects in Suriname 0 0 0 9 2 3 3 66
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 2 1,810 1 7 16 3,419
Smooth transition autoregressive models - A survey of recent developments 1 1 5 461 3 9 21 891
Specification Testing in Hawkes Models 0 0 0 29 1 1 1 64
Spurious Principal Components 0 0 1 54 0 2 3 51
Stability through cycles 1 1 1 36 2 3 4 66
Statistical Institutes and Economic Prosperity 0 0 0 26 1 3 3 88
Stochastic levels and duration dependence in US unemployment 0 0 1 39 1 2 3 35
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 1 1 4 90
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 1 4 73 0 3 7 129
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 2 3 5 47
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 0 3 1 2 3 16
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 6
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 24
Testing Changing Harmonic Regressors 0 0 0 26 2 2 2 68
Testing Earning Management 0 0 0 95 0 0 0 268
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 2 3 5 271
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 3
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 2 3 27
Testing changes in consumer confidence indicators 0 0 0 25 2 2 4 88
Testing common deterministic seasonality 0 0 0 7 1 2 2 39
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 1 3 142
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 2 5 250
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 0 2 143
Testing for common deterministic trend slopes 0 0 0 14 0 0 1 189
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 1 2 33
Testing for harmonic regressors 0 0 0 3 0 0 0 23
Testing for seasonal unit roots in monthly panels of time series 0 1 1 78 1 2 5 162
The Cash Use of the Malaysian Ringgit 0 0 0 0 1 2 3 3
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 1 2 5 148
The Econometrics Of The Bass Diffusion Model 0 1 2 991 4 7 9 3,137
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 0 2 3 1,584
The Global View on Port State Control 0 0 0 36 0 0 0 118
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 4 5 15 196
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 16 0 2 4 103
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 1 1 2 97
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 0 0 49
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 1 65 0 1 3 198
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 2 2 3 183
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 1 1 86
The hemline and the economy: is there any match? 6 13 72 668 20 48 201 2,020
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 1 1 5 972
The life cycle of social media 0 0 1 128 0 1 4 158
This time it is different! Or not? 0 0 0 43 0 0 2 77
Time-Series Models in Marketing 0 0 0 578 1 2 3 1,378
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 0 1 1 86
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 0 46 0 1 2 60
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 1 1 1 839
Visualizing attitudes towards service levels 0 0 0 6 1 1 2 50
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 0 0 1 64
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 1 1 6 117
What drives the Quotes of Earnings Forecasters? 0 0 0 19 0 0 1 76
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 1 1 8 44
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 89 0 0 1 352
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 0 0 1 354
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 1 3 3 162
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 1 70 1 1 5 374
Yet another look at MIDAS regression 0 0 1 271 1 5 9 109
Total Working Papers 14 31 164 29,439 342 633 1,324 95,800

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 0 1 1 95 1 6 10 250
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 55 1 1 1 135
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 1 1 2 74
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 1 74 1 2 4 264
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 10 1,045 2 3 18 2,881
A global view on port state control: econometric analysis of the differences across port state control regimes 0 0 2 17 0 0 3 44
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 0 1 2 88
A model selection procedure for time series with seasonality 0 0 0 17 0 0 2 54
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 0 0 1 83
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 0 1 1 129
A multi-level panel STAR model for US manufacturing sectors 1 1 3 380 3 9 14 1,033
A multivariate approach to modeling univariate seasonal time series 0 0 0 69 1 3 4 167
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 2 5 6 350
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 1 2 4 19
A note on the Mean Absolute Scaled Error 0 1 1 24 4 7 13 148
A novel approach to measuring consumer confidence 0 0 0 7 3 3 3 32
A periodic cointegration model of quarterly consumption 0 0 0 2 1 1 3 11
A periodic long-memory model for quarterly UK inflation 0 0 0 42 3 3 4 151
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 0 2 4 227
A simple test for PPP among traded goods 0 0 0 93 0 1 3 293
A simple test for a bubble based on growth and acceleration 0 0 3 27 0 1 5 64
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 0 0 2 159
Additive outliers, GARCH and forecasting volatility 0 0 2 215 1 2 5 429
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 0 2 50
Adstock revisited 0 0 0 0 0 0 2 2
An Empirical Study of Cash Payments 0 0 0 12 1 3 4 70
An empirical analysis of euro cash payments 0 0 0 24 2 4 4 95
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 1 25
An unbiased variance estimator for overlapping returns 0 1 3 271 0 1 3 774
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 1 1 1 69
Analyzing fixed-event forecast revisions 0 0 0 14 1 2 2 93
Approximating the DGP of China's quarterly GDP 0 0 0 32 0 0 3 227
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 1 5 12 0 1 18 30
Are forecast updates progressive? 0 0 0 6 0 0 1 45
Are individuals in China prone to money illusion? 0 0 0 11 2 3 15 100
Are living standards converging? 1 1 1 85 2 3 7 286
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 1 1 2 33
Asymptotically perfect and relative convergence of productivity 0 0 0 285 1 7 11 854
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 0 1 0 1 2 6
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 0 3 0 3 5 17
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 2 5 8 116
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 1 1 2 12
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 1 35 1 3 6 113
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 2 3 4 36
Cointegration Analysis of Seasonal Time Series 0 0 1 12 4 4 5 46
Cointegration in a historical perspective 0 0 1 29 1 2 7 137
Combining expert‐adjusted forecasts 0 0 0 1 0 0 1 12
Common large innovations across nonlinear time series 0 0 0 0 1 3 6 37
Common socio-economic cycle periods 0 0 0 24 1 1 3 97
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 1 1 7 0 3 6 42
Conditions that make ventures thrive: from individual entrepreneur to innovation impact 0 0 0 0 4 5 8 12
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 1 1 2 100
Constant vs. Changing Seasonality 0 0 0 41 0 2 4 129
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 1 1 1 4 5 6 17
Consumer price evaluations through choice experiments 0 0 0 10 2 2 4 51
Correcting for survey effects in pre‐election polls 0 0 0 2 0 0 0 24
Correcting the January optimism effect 0 0 0 1 0 0 0 12
Critical values for unit root tests in seasonal time series 0 0 0 182 0 1 2 439
Data revisions and periodic properties of macroeconomic data 0 0 0 7 0 0 2 52
Deriving target selection rules from endogenously selected samples 0 0 0 0 0 0 1 11
Deriving target selection rules from endogenously selected samples 0 0 0 56 1 2 4 254
Detecting seasonal unit roots in a structural time series model 0 0 0 35 0 0 0 115
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 1 440
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 2 3 6 36
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 0 0 0 8
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 1 2 3 89
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 0 1 2 48
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 2 3 41 2 6 10 209
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 3 3 4 209
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 0 37 1 1 3 226
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 1 1 1 167 2 6 11 394
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 5 6 6 25
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 1 3 1 2 3 31
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 3 5 143
Does irritation induced by charitable direct mailings reduce donations? 0 0 0 8 1 3 8 63
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 0 0 0 111
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 2 16 0 1 4 89
Dynamic Specification and Cointegration 0 0 0 1 0 2 3 331
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 0 0 3 91
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? 0 1 2 16 1 2 7 100
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 0 1 4 125
Editorial 0 0 0 0 0 0 0 19
Editorial 0 0 0 0 0 0 1 21
Editorial Statistics 0 0 0 0 0 0 0 13
Editorial introduction 0 0 0 0 0 0 1 3
Editorial statistics 0 0 0 1 0 0 1 23
Editorial statistics 0 0 0 1 0 0 0 29
Emigration, wage differentials and brain drain: the case of Suriname 0 0 2 31 1 4 14 122
Empirical causality between bigger banknotes and inflation 0 0 1 65 1 1 4 167
Error-correction modelling in discrete and continuous time 0 0 0 28 1 1 2 98
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 0 0 0 70
Estimating loss functions of experts 0 0 0 4 0 0 1 16
Estimating persistence for irregularly spaced historical data 0 0 0 2 0 0 2 5
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 0 0 1 210
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 0 0 1 82
Estimating volatility on overlapping returns when returns are autocorrelated 0 0 0 225 0 1 3 614
Evaluating CPB’s Forecasts 0 0 0 6 0 0 0 62
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 1 1 3 223
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 1 2 2 5 9
Expert opinion versus expertise in forecasting 0 0 0 19 0 2 3 113
Experts' Stated Behavior 0 0 0 2 1 1 1 19
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 1 1 1 6
Exploiting Spillovers to Forecast Crashes 0 0 0 2 3 5 5 29
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 0 1 4 45
Fifty years since Koyck (1954)* 0 0 1 60 1 2 4 210
Financial volatility: an introduction 0 0 0 748 1 2 3 1,869
Forecasting Annual Inflation Using Weekly Money Supply 0 0 3 7 1 1 6 17
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 0 0 274 1 1 4 548
Forecasting Real GDP Growth for Africa 0 0 0 5 1 3 6 17
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 1 1 1 2 1 6 6 17
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 1 3 173
Forecasting and seasonality 0 0 0 55 0 1 1 234
Forecasting economic and financial time-series with non-linear models 0 0 0 288 7 9 13 769
Forecasting house price growth rates with factor models and spatio-temporal clustering 1 4 6 6 4 11 22 22
Forecasting long memory left-right political orientations 0 0 0 9 0 2 3 85
Forecasting market shares from models for sales 0 0 1 69 0 2 4 206
Forecasting power-transformed time series data 0 0 0 38 2 2 2 141
Forecasting the levels of vector autoregressive log-transformed time series 0 0 0 40 2 2 2 139
Forecasting time series with long memory and level shifts 0 0 0 59 1 1 2 174
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 1 2 8 1 3 4 25
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 2 2 3 191
Forecasting: theory and practice 1 1 10 55 12 23 99 366
From first submission to citation: an empirical analysis 0 0 0 3 1 1 2 33
Generalizations of the KPSS‐test for stationarity 1 2 12 190 2 3 20 498
Hemlines and the Economy: Which Goes Down First? 1 7 24 111 2 18 56 307
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 0 13
How Informative Are Earnings Forecasts? † 0 0 0 4 0 2 3 40
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 0 0 1 142
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 0 0 0 85
How to deal with intercept and trend in practical cointegration analysis? 0 0 0 285 1 1 3 630
IGARCH and variance change in the US long-run interest rate 0 0 0 119 0 1 1 301
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 0 0 0 12
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 0 0 4 61
Improving judgmental adjustment of model-based forecasts 0 0 0 4 0 0 0 32
Impulse response functions for periodic integration 0 0 0 15 0 2 4 127
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 1 1 4 5
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 2 3 3 97
Incorporating judgment in forecasting models in times of crisis 1 1 1 1 1 1 5 5
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 1 0 0 0 9
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 0 0 3 55
Inferring Transition Probabilities from Repeated Cross Sections 1 1 1 3 1 1 3 11
Inflation in Africa, 1960–2015 0 0 1 7 0 1 7 64
Inflation in China, 1953-1978 0 0 1 1 1 4 8 10
Inflation, forecast intervals and long memory regression models 0 0 1 123 1 1 3 504
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 0 19 2 3 5 109
Interpolation and correlation 0 0 1 3 0 1 3 41
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 1 1 1 37 2 2 4 125
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 3 35 1 1 11 123
Introduction to the special issue on new econometric models in marketing 0 0 0 6 3 3 4 52
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 0 0 0 14 0 1 1 97
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 0 0 0 20 0 0 2 116
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 5 0 0 1 52
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 1 6
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 4 910
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 3 33
Marketing response and temporal aggregation 1 1 1 6 2 2 7 18
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 1 2 141
Measurement Error in a First-order Autoregression 0 0 0 17 0 0 2 68
Merging models and experts 0 0 0 16 0 1 1 59
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 2 177
Model adequacy and influential observations 0 0 0 13 0 0 0 76
Model selection for forecast combination 0 0 0 10 1 1 2 48
Modeling Item Nonresponse in Questionnaires 0 0 0 0 1 1 1 27
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 1 3 5 11
Modeling Multiple Regimes in the Business Cycle 0 0 1 108 0 3 11 315
Modeling Purchases as Repeated Events 0 0 0 39 2 3 4 170
Modeling Seasonality in New Product Diffusion 0 0 0 12 1 2 2 97
Modeling box office revenues of motion pictures✰ 0 0 0 2 0 1 4 26
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 7 1 1 4 68
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 1 1 2 85
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 1 5 0 0 2 31
Modeling seasonality in bimonthly time series 0 0 0 6 0 0 1 40
Modeling the diffusion of scientific publications 0 0 0 30 2 2 2 125
Modelling and forecasting level shifts in absolute returns 0 0 0 111 1 3 5 491
Modelling day-of-the-week seasonality in the S&P 500 index 0 1 1 202 0 2 4 728
Modelling regional house prices 0 0 1 38 1 5 11 129
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 1 1 2 17
Moving average filters and periodic integration 0 0 0 2 1 2 3 21
Moving average filters and unit roots 0 0 0 32 1 2 7 155
Multiple unit roots in periodic autoregression 0 0 0 73 0 1 4 198
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 4 4 8 76
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 1 16 1 2 4 44
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 1 1 2 226
On SETAR non-linearity and forecasting 0 0 0 206 4 4 5 665
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 1 1 109 3 4 4 317
On data transformations and evidence of nonlinearity 0 0 0 4 1 2 3 29
On forecasting cointegrated seasonal time series 0 0 1 38 3 5 11 131
On forecasting exchange rates using neural networks 0 0 0 122 0 0 0 307
On inflation expectations in the NKPC model 0 0 1 11 1 2 3 33
On modeling panels of time series* 0 0 0 8 1 1 1 39
On the Econometrics of the Bass Diffusion Model 0 0 0 144 2 3 5 365
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 1 1 4 11
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 1 1 2 8
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 2 4 4 213
On the econometrics of the geometric lag model 0 0 0 57 0 0 2 208
On the life cycles of successful rock bands 0 0 0 0 3 3 7 8
On the number of categories in an ordered regression model 0 0 1 14 1 2 3 49
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 1 1 2 81
On trends and constants in periodic autoregressions 0 0 0 11 0 1 7 119
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 1 1 13 1 3 6 119
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 3 4 4 38
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 0 1 1 54
Ordered logit analysis for selectively sampled data 0 0 0 41 1 1 1 120
Outlier Detection in Cointegration Analysis 0 0 0 0 1 2 4 769
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 1 1 4 206
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 1 1 1 41
Panel design effects on response rates and response quality 0 0 0 0 0 1 3 31
Periodic Cointegration: Representation and Inference 0 0 1 157 0 1 5 412
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 0 1 1 80
Progress and challenges in econometrics 0 0 0 77 0 1 3 189
Properties of expert adjustments on model-based SKU-level forecasts 0 0 0 31 1 1 3 171
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 1 4 948
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 1 4 48
Random‐coefficient periodic autoregressions 0 0 0 5 1 2 3 40
Recent Advances in Modelling Seasonality 0 0 0 1 2 3 7 509
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 39 0 2 4 120
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 5 0 0 2 59
Robust Inference on Average Economic Growth* 0 0 0 4 2 2 4 71
SETS, arbitrage activity, and stock price dynamics 0 0 1 36 0 0 5 175
SIMPLE BAYESIAN FORECAST COMBINATION 0 0 0 5 0 1 3 28
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 1 10 2,458 4 18 49 4,808
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 0 1 2 273
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 1 1 2 135
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 1 2 3 144
Seasonality, non-stationarity and the forecasting of monthly time series 0 1 1 136 0 2 2 313
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 0 0 3 99
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 3 4 5 215
Shrinkage estimators for periodic autoregressions 0 1 2 2 4 8 13 13
Size and value effects in Suriname 0 0 0 12 2 3 3 82
Some comments on seasonal adjustment 0 0 0 58 0 0 1 209
Specification Testing in Hawkes Models* 0 0 0 4 0 1 1 27
Spurious deterministic seasonality 0 0 0 30 0 0 2 116
Spurious principal components 0 0 0 0 0 1 4 18
Statistical institutes and economic prosperity 0 0 0 3 0 0 1 33
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 1 2 2 102
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 1 3 2 3 4 35
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 5 0 0 0 42
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 1 2 6 46
Testing bias in professional forecasts 0 0 0 1 0 1 1 7
Testing earnings management 0 0 0 12 0 0 0 52
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 1 3 5 794
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 0 2 2
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 1 2 3 84
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 2 4 7 519
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 1 2 4 29
Testing for bias in forecasts for independent binary outcomes 0 0 1 2 0 0 2 12
Testing for common deterministic trend slopes 0 0 0 48 0 1 2 233
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 2 14
Testing for harmonic regressors 0 0 0 3 0 1 2 44
Testing for periodic integration 0 0 0 38 0 0 3 170
Testing for seasonality 0 0 1 87 1 2 4 229
Testing periodically integrated autoregressive models 0 0 0 1 0 0 0 33
The Econometric Analysis of Seasonal Time Series 0 0 0 2 0 1 2 10
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) 0 0 0 151 0 0 1 354
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 4 7 628
The M3 competition: Statistical tests of the results 0 0 4 155 1 1 9 424
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 4 96
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 1 1 2 26
The detection of observations possibly influential for model selection 0 0 0 3 0 0 0 18
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 1 4
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 1 4 4 15
The effect of rounding on payment efficiency 0 0 0 6 0 1 1 63
The effectiveness of high-frequency direct-response commercials 0 0 0 6 1 2 3 27
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 0 0 0 39
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 1 74 3 6 8 281
The impact of adoption timing on new service usage and early disadoption 0 0 1 7 0 2 4 33
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 4 0 0 3 50
The life cycle of social media 0 0 0 15 1 1 2 60
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 1 1 11
Twenty years of cointegration 0 0 0 43 0 1 2 91
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 1 3 4 18
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 0 244
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 0 15
Visualizing time-varying correlations across stock markets 0 0 2 121 1 1 3 262
When Do Price Thresholds Matter in Retail Categories? 0 0 1 21 1 5 8 74
Why is GDP typically revised upwards? 0 0 0 12 0 0 2 49
“Panelizing” Repeated Cross Sections 0 0 0 6 1 1 1 38
Total Journal Articles 12 38 159 13,956 248 524 1,221 48,739

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Concise Introduction to Econometrics 0 0 0 0 0 1 6 265
A Concise Introduction to Econometrics 0 0 0 0 0 1 4 487
Econometric Methods with Applications in Business and Economics 0 0 0 0 4 6 61 1,881
Enjoyable Econometrics 0 0 0 0 0 0 1 65
Enjoyable Econometrics 0 0 0 0 0 0 1 28
Ethics in Econometrics 0 0 0 0 1 1 5 5
Ethics in Econometrics 0 0 0 0 0 0 6 6
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 1 37
Expert Adjustments of Model Forecasts 0 0 0 0 0 1 1 26
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 1 5 16 510
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 0 2 15 633
Periodic Time Series Models 0 0 0 0 4 6 10 151
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 4 6 12 1,596
Quantitative Models in Marketing Research 0 0 0 0 2 5 16 942
Quantitative Models in Marketing Research 0 0 0 0 0 2 4 214
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 4 9 281
Time Series Models for Business and Economic Forecasting 0 0 0 0 5 8 39 564
Total Books 0 0 0 0 24 48 207 7,691

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 1 1 0 0 2 2
Econometric models in marketing: Editors' introduction 0 0 0 0 0 0 1 3
FORECASTING SEASONAL TIME SERIES 0 0 0 1 2 2 3 24
Forecasting in Marketing 0 0 0 173 1 2 6 439
GARCH, Outliers, and Forecasting Volatility 0 0 0 0 1 1 1 8
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 1 2 6 7
Time-Series Models in Marketing 0 0 0 0 1 2 5 17
Total Chapters 0 0 1 175 6 9 24 500

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