Access Statistics for Philip Hans Franses

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Borrowing money costs money": Yes, but why not tell how much? 0 0 1 28 0 1 7 42
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 2 197 0 0 12 742
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 1 107 0 0 6 360
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 129 0 0 3 512
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 75 0 0 2 89
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 0 2 436
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 355 1 1 3 824
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 4 7 9 649
A New Multivariate Product Growth Model 0 0 0 122 0 0 1 417
A Novel Approach to Measuring Consumer Confidence 0 0 2 30 0 1 4 44
A generalized dynamic conditional correlation model for many asset returns 0 0 0 64 0 2 5 150
A hierarchical Bayes error correction model to explain dynamic effects 0 1 1 10 0 1 2 55
A model for quarterly unemployment in Canada 0 0 0 10 0 0 0 36
A multi-level panel smooth transition autoregression for US sectoral production 0 0 1 37 0 1 3 106
A multivariate STAR analysis of the relationship between money and output 0 0 2 120 2 3 14 287
A nonlinear long memory model for US unemployment 0 0 2 41 2 2 7 91
A seasonal periodic long memory model for monthly river flows 0 0 0 23 0 0 0 100
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 0 0 0 92
A simple test for GARCH against a stochastic volatility 0 0 1 33 0 1 6 83
A simple test for PPP among traded goods 0 0 1 11 0 0 4 60
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 0 1 383
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 217 0 1 8 812
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 1 20 20 0 2 15 15
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 1 7 37 0 1 11 19
An Empirical Study of Cash Payments 0 1 1 146 0 1 3 369
An Equilibrium-Correction Model for Dynamic Network Data 0 0 0 857 0 0 1 2,990
An empirical analysis of euro cash payments 0 2 2 7 1 3 5 33
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 1 22 0 4 8 122
Analyzing Fixed-Event Forecast Revisions 0 0 1 22 0 0 7 53
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 6 76
Analyzing Fixed-event Forecast Revisions 0 0 0 2 0 0 6 46
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 7 67
Analyzing Fixed-event Forecast Revisions 0 0 0 87 0 0 11 180
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 6 100
Analyzing preferences ranking when there are too many alternatives 0 0 0 31 0 0 0 65
Approximating the DGP of China's Quarterly GDP 0 0 0 25 1 6 9 128
Are Chinese Individuals prone to Money Illusion? 0 0 1 21 0 0 1 75
Are Forecast Updates Progressive? 0 0 0 27 0 0 7 106
Are Forecast Updates Progressive? 0 0 0 39 3 4 12 129
Are Forecast Updates Progressive? 0 0 0 32 1 1 8 62
Are Forecast Updates Progressive? 0 0 0 27 1 1 10 66
Are Forecast Updates Progressive? 0 0 0 24 1 1 12 109
Are Forecast Updates Progressive? 0 0 0 27 0 0 11 108
Are Forecast Updates Progressive? 0 0 0 22 0 0 7 73
Are we in a bubble? A simple time-series-based diagnostic 0 1 4 168 1 3 8 95
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 45 0 1 4 125
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 1 98 1 1 3 285
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 27 1 1 2 237
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 1 2 24 1 2 4 69
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 2 5 52
Bayesian Model Averaging in the Presence of Structural Breaks 1 2 2 33 2 4 24 110
Benchmarking judgmentally adjusted forecasts 0 0 0 25 0 2 6 26
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 0 0 0 583
Buying High Tech Products 0 0 0 121 0 0 1 453
Call center performance with direct response advertising 0 1 3 18 0 4 10 30
Censored latent effects autoregression, with an application to US unemployment 0 0 0 16 0 0 0 47
Censored regression analysis in large samples with many zero observations 0 0 1 37 0 0 2 93
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 1 440 0 0 1 1,372
Cointegration in a historical perspective 0 0 2 109 1 1 6 119
Cointegration in a periodic vector autoregression 0 1 1 16 0 2 7 57
Combining Non-Replicable Forecasts 0 0 0 20 0 0 7 47
Combining Non-Replicable Forecasts 0 0 0 37 0 1 6 84
Common large innovations across nonlinear time series 0 0 0 5 0 1 1 36
Competence and confidence effects in experts' forecast adjustments 0 0 0 25 0 0 1 35
Comprehensive review of the maritime safety regimes 0 0 0 30 0 1 2 80
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 2 921 0 2 5 3,838
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 0 0 0 63
Consensus forecasters: How good are they individually and why? 0 0 0 45 0 1 8 35
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 1 4 77
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 23 2 2 6 87
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 2 46
Correcting for Survey Effects in Pre-election Polls 0 0 0 27 0 0 1 121
Cycles in basic innovations 0 0 0 20 0 2 6 73
Decomposing bias in expert forecast 0 0 0 59 0 0 2 47
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 1 124 0 1 6 551
Deriving dynamic marketing effectiveness from econometric time series models 0 0 3 142 0 0 5 341
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 1 1 249
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 3 0 0 1 41
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 1 32 0 0 4 106
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 0 0 0 62
Do African economies grow similarly? 45 45 45 45 13 13 13 13
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 2 70 1 2 8 128
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 11 1 2 3 40
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 27 0 0 4 84
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 0 0 2 75
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 0 1 36
Do experts incorporate statistical model forecasts and should they? 0 0 1 18 0 0 6 70
Do experts' SKU forecasts improve after feedback? 0 0 1 15 0 0 3 41
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 1 20 0 0 1 46
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 0 52
Do we make better forecasts these days? A survey amongst academics 0 0 1 2 0 0 1 26
Do we need all Euro denominations? 0 0 0 13 1 2 5 158
Does Africa grow slower than Asia and Latin America? 0 0 0 12 3 4 4 47
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 38 0 0 2 45
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 50 0 0 2 63
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 1 1 39 0 2 5 122
Does a financial crisis make consumers increasingly prudent? 0 0 1 29 0 0 3 49
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 4 0 0 0 24
Does news on real Chinese GDP growth impact stock markets? 0 0 0 40 0 1 1 93
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 21 1 1 4 77
Does rounding matter for payment efficiency? 0 0 0 0 0 0 0 34
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 0 8 99
Does the ROMC have expertise, and can it forecast? 0 0 0 8 0 0 13 102
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 1 1 149 0 1 2 563
Dynamic and Competitive Effects of Direct Mailings 0 0 1 57 0 0 2 174
Dynamics of expert adjustment to model-based forecast 0 0 0 13 0 0 1 62
Ecological panel inference in repeated cross sections 0 0 0 4 0 0 2 22
Econometric Analysis of the Market Share Attraction Model 0 3 15 1,241 7 17 55 3,464
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 22 0 1 3 102
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 0 0 1 248
Emigration, wage differentials and brain drain: The case of Suriname 0 0 2 77 0 0 6 154
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 1 86 0 1 5 318
Estimates of quarterly GDP growth using MIDAS regressions 0 0 0 0 0 0 0 0
Estimating Loss Functions of Experts 0 0 0 10 0 1 4 34
Estimating Loss Functions of Experts 0 1 1 32 0 1 2 65
Estimating duration intervals 0 0 0 58 1 1 2 155
Estimating the market share attraction model using support vector regressions 0 0 0 55 2 4 6 228
Evaluating Combined Non-Replicable Forecast 0 0 0 2 0 0 7 58
Evaluating Combined Non-Replicable Forecasts 0 0 0 18 0 1 4 73
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 1 5 12 38
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 2 615 0 1 5 1,752
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 2 11 129
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 1 3 14 61
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 21 1 3 12 73
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 2 89 0 0 8 203
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 2 161 1 2 15 192
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 0 94 1 2 9 130
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 2 93 0 0 6 160
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 1 10 160
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 1 85 0 1 20 150
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 58 0 0 7 141
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 1 66 0 0 10 170
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 1 53 53 1 2 16 16
Evaluating real-time forecasts in real-time 0 0 1 15 2 2 8 63
Evaluating the Rationality of Managers' Sales Forecasts 0 0 1 47 0 0 3 50
Evaluation of survey effects in pre-election polls 0 0 0 44 0 3 8 345
Experimental investigation of consumer price evaluations 0 0 0 4 0 0 2 33
Expert opinion versus expertise in forecasting 0 0 1 90 0 1 8 405
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 1 21
Experts' Stated Behavior 0 0 0 21 0 0 4 77
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 0 0 37
Exploiting Spillovers to forecast Crashes 0 0 1 28 1 1 6 34
Financial innumeracy 1 1 3 21 2 2 11 71
Forecasting 1 to h steps ahead using partial least squares 0 0 1 36 0 0 2 106
Forecasting Earnings Forecasts 0 0 1 20 0 0 7 38
Forecasting Market Shares from Models for Sales 0 0 2 593 0 0 4 1,571
Forecasting Sales 0 1 5 112 0 3 8 188
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 1 2 69
Forecasting economic and financial time-series with non-linear models 0 0 4 866 0 0 17 1,619
Forecasting high-frequency electricity demand with a diffusion index model 0 0 2 20 0 0 3 78
Forecasting in marketing 0 0 0 31 0 2 4 67
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 1 1 1 1 1 1 9 9
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 1 14 0 1 4 46
Forecasting volatility with switching persistence GARCH models 0 0 1 20 0 0 3 54
Forecasting with periodic autoregressive time series models 0 1 2 57 0 3 7 116
Formalizing judgemental adjustment of model-based forecasts 0 0 0 6 0 0 1 49
Franses 0 0 3 131 3 5 68 1,326
From first submission to citation: an empirical analysis 0 0 0 3 0 0 0 25
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 0 11 133
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 26 1 2 9 196
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 2 2 8 209
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 27 0 0 5 121
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 0 0 3 27
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 1 63 0 0 4 308
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 1 7 0 1 3 50
How to deal with intercept and trend in pratical cointegration analysis? 2 4 12 111 4 8 22 245
How to gain brain for Suriname 0 0 0 12 0 2 5 23
IMA(1,1) as a new benchmark for forecast evaluation 11 11 11 11 3 3 3 3
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 2 591
Impulse-response analysis of the market share attraction model 0 0 0 16 1 2 4 91
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 17 0 0 2 55
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 1 1 2 520
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 3 68
Indirect Network Effects in New Product Growth 0 1 3 108 3 6 10 294
Inequality amongst the wealthiest and its link with economic growth 0 0 1 44 0 0 5 76
Inequality amongst the wealthiest and its link with economic growth 0 0 1 3 0 0 2 9
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 10 0 0 1 44
Inflation rates; long-memoray, level shifts, or both? 0 0 0 2 0 0 2 18
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 607 1 3 9 2,065
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 2 182 0 1 10 801
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 0 147 1 1 8 683
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 1 2 75 0 3 7 85
Intertemporal Similarity of Economic Time Series 2 3 66 66 4 12 61 61
Irritation Due to Direct Mailings from Charities 0 0 2 55 1 1 7 179
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 1 3 4
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 1 767
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 2 64
Long-term forecast for the Dutch economy 0 0 0 8 0 1 2 29
Low-fat, light, and reduced in calories 0 0 0 32 0 0 4 49
Managing Sales Forecasters 1 1 1 71 1 1 3 51
Measuring weekly consumer confidence 0 0 2 55 0 1 6 90
Microeconomic determinants of skilled migration: The case of Suriname 0 0 4 57 0 5 15 86
Model selection for forecast combination 0 0 1 93 2 4 13 107
Model-based forecast adjustment; with an illustration to inflation 1 2 10 33 1 2 15 32
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 0 0 4 907
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 379 0 0 4 1,123
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 0 2 214
Modeling Potentially Time-Varying Effects of Promotions on Sales 1 1 1 284 1 2 2 841
Modeling Seasonality in New Product Diffusion 0 0 0 79 3 4 5 151
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 1 1,023
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 0 47
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 21 1 1 4 58
Modeling charity donations: target selection, response time and gift size 0 0 18 106 3 4 36 296
Modeling dynamic effects of promotion on interpurchase times 0 0 0 23 1 1 4 82
Modeling purchases as repeated events 0 2 3 26 0 4 10 81
Modeling regional house prices 1 1 4 150 2 4 16 265
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 0 1 4 34
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 0 5 141
Modeling the diffusion of scientific publications 0 0 0 5 1 2 3 46
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 40 0 0 2 190
Modelling Multiple Regimes in the Business Cycle 0 0 2 44 1 1 6 119
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 1 3 41
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 2 322 0 0 5 779
Monitoring structural change in variance 0 0 0 16 0 1 1 43
Monitoring time-varying parameters in an autoregression 0 0 0 2 0 1 3 33
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 6 49 1 4 17 106
Nonlinearities and outliers: robust specification of STAR models 0 0 1 38 0 1 3 84
On Forecasting Cointegrated Seasonal Time Series 0 0 0 419 0 0 3 1,139
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 2 2 3 1,008
On SETAR non- linearity and forecasting 0 1 1 52 1 2 3 114
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 1 26 0 0 1 84
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 0 23
On forecasting cointegrated seasonal time series 0 0 1 11 0 0 3 38
On modeling panels of time series 0 1 1 8 0 1 4 18
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 320 0 0 1 1,084
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 4 0 1 2 30
On the econometrics of the Koyck model 4 10 44 344 16 95 767 2,947
On the number of categories in an ordered regression model 0 0 0 20 0 0 1 59
On the optimality of expert-adjusted forecasts 0 0 0 23 0 1 2 37
On the optimality of expert-adjusted forecasts 0 0 0 29 0 0 3 111
On the role of seasonal intercepts in seasonal cointegration 0 1 1 42 0 2 6 202
On the role of seasonal intercepts in seasonal cointegration 0 0 0 14 0 0 0 44
Ordered logit analysis for selectively sampled data 0 1 2 31 1 4 9 108
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 0 0 36
Outlier detection in the GARCH (1,1) model 0 0 1 24 3 3 7 84
Outlier robust cointegration analysis 0 0 0 239 2 3 5 553
Outliers and judgemental adjustment of time series forecasts 0 0 0 41 0 0 2 77
Panel design effects on response rates and response quality 0 0 0 11 0 2 4 70
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 1 2 26 0 2 5 123
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 11 0 0 0 74
Professional Forecasters and January 9 9 9 9 4 4 4 4
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 1 2 81 1 2 4 382
Random-Coefficient periodic autoregression 0 0 0 28 0 0 4 91
Ranking Models in Conjoint Analysis 0 0 2 52 1 1 7 75
Real GDP growth in Africa, 1963-2016 4 26 26 26 4 25 25 25
Real time estimates of GDP growth 0 0 1 44 0 0 3 80
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 0 50
Recovering historical inflation data from postal stamps prices 0 0 0 59 0 1 6 44
Reference-based transitions in short-run price elasticity 0 0 0 65 0 0 1 356
Retrieving unobserved consideration sets from household panel data 0 0 0 60 0 1 1 139
Return migration of high skilled workers 0 0 4 37 0 0 10 46
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 1 2 7 75
Risk attitudes in company boardrooms in a developing country 0 0 0 10 1 1 7 35
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 1 18 0 1 6 34
Robust inference on average economic growth 0 0 0 1 0 0 0 19
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 1 1 1 3 5 5
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 0 0 0
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 3 4 4 1,372
Sales Models For Many Items Using Attribute Data 0 0 0 196 0 0 1 748
Seasonal adjustment and the business cycle in unemployment 0 0 0 12 1 1 3 48
Seasonal smooth transition autoregression 0 0 3 26 1 1 7 97
Seasonality in revisions of macroeconomic data 0 1 2 26 1 3 5 52
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 0 0 2 77
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 12 1 1 5 54
Semi-Parametric Modelling of Correlation Dynamics 0 1 2 54 1 3 5 117
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 279 0 0 0 995
Size and value effects in Suriname 0 0 1 9 1 2 7 46
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 6 1,778 1 4 26 3,268
Smooth transition autoregressive models - A survey of recent developments 1 5 13 414 2 8 33 721
Specification Testing in Hawkes Models 0 0 1 26 0 0 1 40
Spurious Principal Components 0 1 2 47 1 1 5 27
Stability through cycles 0 0 0 34 0 1 2 55
Statistical Institutes and Economic Prosperity 0 0 0 26 1 1 1 76
Stochastic levels and duration dependence in US unemployment 0 0 0 38 0 0 3 20
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 1 1 2 23 1 1 3 66
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 1 3 13 13 4 9 24 24
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 1 5 6 0 3 13 14
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 0 1 0 0 0 2
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 1 5 15
Testing Changing Harmonic Regressors 0 0 0 23 0 0 2 55
Testing Earning Management 0 0 0 89 1 1 4 238
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 4 256
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 1 0 0 4 12
Testing changes in consumer confidence indicators 1 1 1 19 1 1 2 62
Testing common deterministic seasonality 0 0 0 7 0 0 2 24
Testing for ARCH in the Presence of Additive Outliers 0 0 0 25 1 1 6 117
Testing for Common Deterministic Trend Slopes 0 0 0 43 1 1 3 181
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 2 41 0 0 5 104
Testing for common deterministic trend slopes 0 0 0 14 1 1 2 74
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 1 24
Testing for harmonic regressors 0 0 0 3 0 0 0 18
Testing for seasonal unit roots in monthly panels of time series 0 0 0 74 0 1 3 140
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 1 1 1 32 3 5 15 91
The Econometrics Of The Bass Diffusion Model 0 0 2 974 0 0 7 3,069
The Effect of Relational Constructs on Relationship Performance 0 0 1 560 0 0 5 1,552
The Global View on Port State Control 0 0 1 35 0 1 4 110
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 1 3 53 0 1 8 158
The Late 1970's Bubble in Dutch Collectible Postage Stamps 1 1 1 15 1 1 4 86
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 0 0 3 83
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 0 2 46
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 1 59 0 0 6 147
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 59 0 3 11 157
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 22 0 1 2 67
The hemline and the economy: is there any match? 6 14 53 374 13 36 230 846
The impact of brand and category characteristics on consumer stock-out reactions 0 0 4 289 1 1 13 936
The life cycle of social media 0 0 5 115 0 2 16 116
This time it is different! Or not? 1 1 3 42 1 1 6 24
Time-Series Models in Marketing 0 0 0 573 0 0 3 1,355
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 16 0 0 1 57
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 0 46 0 0 2 49
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 1 194 0 2 3 824
Visualizing attitudes towards service levels 0 0 0 5 0 1 5 34
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 1 2 5 505
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 1 6 35 0 2 14 29
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 24 1 1 11 86
What drives the Quotes of Earnings Forecasters? 0 0 0 16 0 1 8 60
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 3 0 0 1 31
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 1 87 1 2 8 283
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 1 107 0 0 5 338
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 61 0 0 3 144
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 0 62 0 0 6 318
Yet another look at MIDAS regression 0 1 5 259 1 2 13 60
Total Working Papers 97 181 638 27,352 197 553 2,895 83,610


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 0 0 88 0 0 4 219
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 54 0 1 1 128
A UNIFYING VIEW ON MULTI-STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 17 0 2 2 70
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 1 65 0 0 3 231
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 1 11 1,004 2 5 24 2,773
A global view on port state control: econometric analysis of the differences across port state control regimes 0 0 0 9 0 0 1 20
A method to select between periodic cointegration and seasonal cointegration 0 0 0 30 0 0 0 79
A model selection procedure for time series with seasonality 0 0 0 16 1 2 5 41
A model selection strategy for time series with increasing seasonal variation 0 0 0 14 1 1 2 75
A model selection test for an AR (1) versus an MA (1) model 0 0 0 21 1 1 2 118
A multi-level panel STAR model for US manufacturing sectors 1 1 4 363 1 2 14 967
A multivariate approach to modeling univariate seasonal time series 0 0 0 63 0 0 3 139
A nonlinear long memory model, with an application to US unemployment 0 1 1 122 0 1 5 297
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 0 6
A note on the Mean Absolute Scaled Error 0 0 2 7 1 3 10 63
A novel approach to measuring consumer confidence 0 0 1 3 1 1 5 12
A periodic cointegration model of quarterly consumption 0 0 0 0 0 0 0 0
A periodic long-memory model for quarterly UK inflation 0 0 0 39 0 0 0 131
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 1 1 1 210
A simple test for PPP among traded goods 0 0 1 93 0 0 2 278
A simple test for a bubble based on growth and acceleration 1 3 4 12 2 4 6 26
Absorption of shocks in nonlinear autoregressive models 0 0 0 45 0 0 1 111
Additive outliers, GARCH and forecasting volatility 0 0 3 171 0 1 10 344
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 1 10 21
An Empirical Study of Cash Payments 0 1 1 12 0 1 1 61
An empirical analysis of euro cash payments 0 1 2 20 0 3 5 71
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 3 21
An unbiased variance estimator for overlapping returns 0 0 6 235 0 1 13 711
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 15 0 0 0 57
Analyzing fixed-event forecast revisions 0 1 1 13 0 1 8 76
Approximating the DGP of China's quarterly GDP 0 0 0 31 4 5 13 216
Are forecast updates progressive? 1 1 2 5 1 1 11 30
Are individuals in China prone to money illusion? 0 1 1 8 3 5 7 45
Are living standards converging? 0 0 7 72 2 6 26 215
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 1 23
Asymptotically perfect and relative convergence of productivity 0 0 1 280 0 2 10 808
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 1 1 0 0 4 5
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 2 4 100
Benchmarking Judgmentally Adjusted Forecasts 0 0 1 2 0 0 3 6
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 33 0 0 3 95
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 1 1 9 9
Cointegration Analysis of Seasonal Time Series 0 0 0 4 0 0 6 19
Cointegration Analysis of Seasonal Time Series 0 0 0 163 0 0 6 346
Cointegration in a historical perspective 0 0 0 20 2 2 5 107
Combining expert‐adjusted forecasts 0 0 0 0 1 1 1 1
Common large innovations across nonlinear time series 0 0 0 0 0 0 1 28
Common socio-economic cycle periods 0 3 5 6 2 8 24 36
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 1 1 4 0 1 1 29
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 0 2 84
Constant vs. Changing Seasonality 0 0 0 36 0 0 0 86
Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals 0 0 0 49 0 0 3 279
Consumer price evaluations through choice experiments 0 0 0 8 1 1 4 35
Correcting for survey effects in pre‐election polls 0 0 0 1 0 0 3 16
Critical values for unit root tests in seasonal time series 0 0 3 174 1 2 8 410
Data revisions and periodic properties of macroeconomic data 0 0 0 5 0 1 2 39
Deriving target selection rules from endogenously selected samples 0 0 0 54 0 1 4 233
Detecting seasonal unit roots in a structural time series model 0 0 0 33 0 0 0 111
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 0 431
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 0 0 2 23
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 1 1 0 0 2 4
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 2 3 1 3 12 27
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 0 0 1 32
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 0 0 30 0 2 3 168
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 1 37 0 0 1 198
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 2 3 22 0 4 5 179
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 1 2 5 150 3 4 14 341
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 3 0 0 3 16
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 34 1 1 5 129
Does irritation induced by charitable direct mailings reduce donations? 0 1 2 2 1 4 7 8
Does news on real Chinese GDP growth impact stock markets? 0 0 0 38 0 0 0 105
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 13 2 2 2 64
Dynamic Specification and Cointegration 0 0 0 1 1 2 4 299
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 2 13 0 1 9 73
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 0 0 12 1 3 6 83
Econometric analysis to differentiate effects of various ship safety inspections 0 0 1 14 3 5 12 96
Editorial 0 0 0 0 0 0 0 18
Editorial 0 0 0 0 0 0 0 17
Editorial Statistics 0 0 0 0 0 0 1 10
Editorial statistics 0 0 0 1 0 1 1 20
Editorial statistics 0 0 0 1 0 0 0 26
Emigration, wage differentials and brain drain: the case of Suriname 0 0 4 16 1 2 19 59
Empirical causality between bigger banknotes and inflation 0 0 0 48 0 0 1 136
Error-correction modelling in discrete and continuous time 0 0 0 22 0 1 1 80
Estimating loss functions of experts 0 1 2 2 0 1 3 3
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 3 23 9 9 18 166
Estimating the stock of postwar Dutch postal stamps 0 0 0 8 0 0 1 72
Estimating volatility on overlapping returns when returns are autocorrelated 0 1 3 203 0 3 7 532
Evaluating CPB’s Forecasts 0 0 0 3 0 2 4 38
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 57 0 1 13 203
Expert opinion versus expertise in forecasting 0 0 1 19 1 2 9 89
Experts' Stated Behavior 0 0 0 0 0 0 1 2
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 0 4 13
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 0 0 5 16
Fifty years since Koyck (1954)* 0 0 0 53 0 0 1 185
Financial volatility: an introduction 0 0 0 741 0 0 6 1,845
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 0 0 267 0 0 3 512
Forecasting aggregates using panels of nonlinear time series 0 0 1 63 1 2 5 158
Forecasting and seasonality 0 0 0 55 1 4 5 221
Forecasting economic and financial time-series with non-linear models 0 0 2 269 2 3 13 683
Forecasting long memory left-right political orientations 0 0 0 9 0 0 1 75
Forecasting market shares from models for sales 0 0 0 65 0 0 3 186
Forecasting power-transformed time series data 0 0 0 36 0 0 0 126
Forecasting the levels of vector autoregressive log-transformed time series 0 0 1 36 0 1 6 108
Forecasting time series with long memory and level shifts 0 0 0 59 0 0 2 170
Forecasting unemployment using an autoregression with censored latent effects parameters 0 1 1 55 0 1 2 179
From first submission to citation: an empirical analysis 0 0 0 3 0 0 0 24
Generalizations of the KPSS‐test for stationarity 0 0 0 119 0 3 5 353
Hemlines and the Economy: Which Goes Down First? 2 4 7 53 5 12 25 149
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 1 5
How Informative Are Earnings Forecasts? † 0 0 3 3 0 1 13 23
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 1 11 4 4 11 116
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 7 0 0 1 79
How to deal with intercept and trend in practical cointegration analysis? 1 1 1 275 1 2 5 592
IGARCH and variance change in the US long-run interest rate 0 0 0 118 0 2 3 290
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 14 0 0 0 51
Improving judgmental adjustment of model-based forecasts 0 0 0 3 0 0 1 23
Impulse response functions for periodic integration 0 1 1 15 1 2 2 117
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 9 1 1 2 63
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 0 1 1 2 2
Inequality amongst the wealthiest and its link with economic growth 0 0 1 12 0 0 4 39
Inferring Transition Probabilities from Repeated Cross Sections 0 0 0 0 0 0 1 1
Inflation in Africa, 1960–2015 0 1 1 1 2 7 11 11
Inflation, forecast intervals and long memory regression models 0 0 1 117 1 2 7 477
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 1 16 0 0 2 72
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 24 1 5 11 76
Introduction to the special issue on new econometric models in marketing 0 0 0 4 0 0 2 29
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 13 0 1 2 83
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 2 110
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 4 1 2 2 46
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 0 0
Long memory and level shifts: Re-analyzing inflation rates 0 0 1 165 2 2 5 892
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 1 6 0 1 4 21
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 0 116
Merging models and experts 0 0 0 15 1 1 5 52
Model Selection in Periodic Autoregressions 0 0 0 0 1 1 2 166
Model adequacy and influential observations 0 0 0 13 0 0 1 73
Model selection for forecast combination 0 0 0 7 0 0 3 36
Modeling Item Nonresponse in Questionnaires 0 0 0 0 2 3 4 19
Modeling Multiple Regimes in the Business Cycle 1 1 6 89 5 5 14 220
Modeling Purchases as Repeated Events 0 0 0 38 1 3 6 141
Modeling Seasonality in New Product Diffusion 0 0 0 10 0 0 3 50
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 4 0 0 4 43
Modeling dynamic effects of promotion on interpurchase times 0 0 0 8 1 2 3 68
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 1 1 4 0 1 9 22
Modeling seasonality in bimonthly time series 0 0 1 5 0 0 4 27
Modeling the diffusion of scientific publications 0 0 0 28 1 3 6 104
Modelling and forecasting level shifts in absolute returns 0 0 0 110 0 0 2 476
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 2 189 0 2 7 633
Modelling regional house prices 0 0 0 28 0 1 3 88
Model‐based forecast adjustment: With an illustration to inflation 0 0 4 4 1 1 6 6
Moving average filters and periodic integration 0 0 0 1 0 0 0 10
Moving average filters and unit roots 0 0 0 32 0 0 2 144
Multiple unit roots in periodic autoregression 0 0 0 71 0 0 1 182
ON PHILLIPS PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 2 57
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 1 4 7 0 3 7 12
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 0 217
On SETAR non-linearity and forecasting 0 0 1 201 1 3 6 635
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 107 1 1 1 303
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 1 22
On forecasting cointegrated seasonal time series 0 0 1 35 0 0 2 109
On forecasting exchange rates using neural networks 0 0 0 121 0 0 1 295
On modeling panels of time series* 0 0 1 8 0 0 2 30
On the Econometrics of the Bass Diffusion Model 0 0 1 124 0 0 3 292
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 36 0 0 0 134
On the dynamics of business cycle analysis: editors' introduction 0 0 1 56 0 0 1 206
On the econometrics of the geometric lag model 0 0 1 55 1 1 3 197
On the number of categories in an ordered regression model 0 0 0 10 0 0 1 37
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 13 0 1 1 73
On trends and constants in periodic autoregressions 0 0 0 8 1 1 3 106
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 2 0 0 5 23
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 10 1 2 9 100
Optimal Data Interval for Estimating Advertising Response 0 0 0 5 1 1 1 32
Ordered logit analysis for selectively sampled data 0 0 1 41 0 0 2 112
Outlier Detection in Cointegration Analysis 0 0 0 0 1 1 4 750
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 1 40 1 1 4 187
Panel design effects on response rates and response quality 0 0 0 0 0 2 4 19
Periodic Cointegration: Representation and Inference 0 0 1 153 1 1 3 395
Periodic integration in quarterly UK macroeconomic variables 0 0 0 11 0 0 1 68
Progress and challenges in econometrics 0 0 0 77 1 1 1 183
Properties of expert adjustments on model-based SKU-level forecasts 0 0 1 20 1 3 6 136
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 0 0 939
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 2 7 21
Random‐coefficient periodic autoregressions 0 0 0 5 0 0 0 28
Recent Advances in Modelling Seasonality 0 0 0 1 0 0 1 484
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 37 0 0 2 103
Recovering Historical Inflation Data from Postage Stamps Prices 1 1 1 3 4 4 7 34
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 3 63
SETS, arbitrage activity, and stock price dynamics 0 0 0 35 0 1 5 155
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 3 20 2,341 5 17 81 4,441
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 47 0 0 0 260
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 2 127
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 28 0 0 3 128
Seasonality, non-stationarity and the forecasting of monthly time series 0 2 2 125 1 3 4 265
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 22 0 0 1 80
Short patches of outliers, ARCH and volatility modelling 0 0 0 36 0 0 2 200
Size and value effects in Suriname 0 0 0 12 0 0 5 54
Some comments on seasonal adjustment 0 2 3 55 0 3 12 185
Specification Testing in Hawkes Models* 0 0 0 2 0 1 3 10
Spurious deterministic seasonality 0 0 0 28 0 1 1 103
Spurious principal components 0 0 0 0 0 0 3 3
Statistical institutes and economic prosperity 0 0 0 3 0 0 2 23
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 27 2 2 2 80
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 1 3 4 15 18
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 1 4 31
Testing earnings management 0 0 0 10 0 0 5 41
Testing for ARCH in the Presence of Additive Outliers 0 0 3 212 0 2 11 760
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 0 0 2 77
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 0 2 490
Testing for Unit Roots and Non‐linear Transformations 0 0 0 0 0 0 5 5
Testing for common deterministic trend slopes 0 0 2 41 1 2 5 137
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 0 8
Testing for harmonic regressors 0 0 0 3 0 0 1 39
Testing for periodic integration 0 0 0 37 0 0 0 161
Testing for seasonality 0 0 0 81 1 2 2 211
Testing periodically integrated autoregressive models 0 0 0 1 0 1 8 21
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 0 145 0 0 1 330
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 3 567
The M3 competition: Statistical tests of the results 0 1 4 122 0 4 10 350
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 1 90
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 0 0 0 3 7
The detection of observations possibly influential for model selection 0 0 0 3 0 0 0 14
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 0 0
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 0 1 1 1 2
The effect of rounding on payment efficiency 0 0 0 6 4 4 5 47
The effectiveness of high-frequency direct-response commercials 0 0 2 2 0 0 3 3
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 9 0 0 1 32
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 66 1 1 2 234
The impact of adoption timing on new service usage and early disadoption 0 2 2 2 1 3 5 5
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 2 0 0 3 19
The life cycle of social media 0 0 1 13 0 1 2 46
Trends in three decades of rankings of Dutch economists 0 0 2 2 0 0 2 5
Twenty years of cointegration 0 0 0 39 0 0 2 81
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 0 2 3 3 3
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 1 1 87 0 1 3 237
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 2 0 0 0 5
Visualizing time-varying correlations across stock markets 0 1 3 115 0 1 5 245
When Do Price Thresholds Matter in Retail Categories? 0 0 0 9 0 0 0 33
Why is GDP typically revised upwards? 0 0 1 11 0 0 3 42
“Panelizing” Repeated Cross Sections 0 0 1 6 0 0 1 26
Total Journal Articles 10 46 193 12,836 127 293 1,073 42,349
1 registered items for which data could not be found


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 3 4 11 422
A Concise Introduction to Econometrics 0 0 0 0 2 3 8 197
Econometric Methods with Applications in Business and Economics 0 0 0 0 13 24 195 918
Enjoyable Econometrics 0 0 0 0 0 0 1 4
Enjoyable Econometrics 0 0 0 0 2 7 25 29
Expert Adjustments of Model Forecasts 0 0 0 0 1 3 4 9
Expert Adjustments of Model Forecasts 0 0 0 0 0 2 4 14
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 6 16 61 286
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 5 13 80 233
Periodic Time Series Models 0 0 0 0 2 2 5 108
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 11 49 182 1,138
Quantitative Models in Marketing Research 0 0 0 0 5 16 65 358
Quantitative Models in Marketing Research 0 0 0 0 1 3 12 97
Time Series Models for Business and Economic Forecasting 0 0 0 0 2 7 35 142
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 7 86 214
Total Books 0 0 0 0 56 156 774 4,169


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORECASTING SEASONAL TIME SERIES 0 0 0 0 0 1 1 2
Forecasting in Marketing 1 1 1 164 1 4 11 402
Total Chapters 1 1 1 164 1 5 12 404


Statistics updated 2019-09-09