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 1 2 10 68
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 0 5 804
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 1 1 1 108 3 5 20 403
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 1 2 13 535
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 0 0 8 107
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 1 15 475
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 0 0 12 854
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 6 673
A New Multivariate Product Growth Model 0 0 0 123 0 1 6 433
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 0 0 7 73
A generalized dynamic conditional correlation model for many asset returns 0 0 2 69 2 3 29 199
A hierarchical Bayes error correction model to explain dynamic effects 0 0 1 17 0 0 14 99
A model for quarterly unemployment in Canada 0 0 0 10 0 0 4 44
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 0 1 10 133
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 0 1 12 329
A nonlinear long memory model for US unemployment 0 0 0 45 0 0 7 106
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 0 14 134
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 0 14 120
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 14 115
A simple test for PPP among traded goods 0 0 0 12 0 0 11 87
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 1 10 402
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 2 2 10 847
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 0 2 15 56
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 0 1 5 33
An Empirical Study of Cash Payments 0 0 0 149 1 2 10 396
An Equilibrium-Correction Model for Dynamic Network Data 0 0 1 859 0 0 8 3,010
An empirical analysis of euro cash payments 0 0 0 8 0 0 9 52
An introduction to time-varying lag autoregression 0 0 1 87 1 1 18 98
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 0 0 9 164
Analyzing Fixed-Event Forecast Revisions 0 0 1 26 3 4 11 98
Analyzing Fixed-event Forecast Revisions 0 0 1 3 0 1 12 76
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 0 7 202
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 17 103
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 2 7 127
Analyzing Fixed-event Forecast Revisions 0 0 0 60 1 1 17 102
Analyzing preferences ranking when there are too many alternatives 0 0 0 35 0 2 10 88
Approximating the DGP of China's Quarterly GDP 0 0 0 28 0 0 6 176
Are Chinese Individuals prone to Money Illusion? 0 0 0 23 0 0 7 98
Are Forecast Updates Progressive? 0 0 0 39 0 0 5 153
Are Forecast Updates Progressive? 0 0 0 27 0 0 6 128
Are Forecast Updates Progressive? 0 0 0 22 0 0 11 107
Are Forecast Updates Progressive? 0 0 0 28 2 2 13 148
Are Forecast Updates Progressive? 0 0 0 28 1 1 17 104
Are Forecast Updates Progressive? 0 0 0 33 0 0 5 93
Are Forecast Updates Progressive? 0 0 0 24 0 2 9 143
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 0 1 6 114
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 0 2 9 148
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 1 7 301
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 1 2 13 267
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 10 112
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 12 72
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 139
Benchmarking judgmentally adjusted forecasts 0 0 0 27 0 1 17 54
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 0 1 10 61
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 0 0 15 612
Buying High Tech Products 0 0 0 122 1 2 16 485
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 1 11 69
Censored regression analysis in large samples with many zero observations 0 0 0 45 0 0 16 147
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 0 1 10 1,393
Cointegration in a historical perspective 0 0 0 110 1 2 13 154
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 3 71
Combining Non-Replicable Forecasts 0 0 0 38 0 0 13 113
Combining Non-Replicable Forecasts 0 0 0 21 0 0 7 75
Common large innovations across nonlinear time series 0 0 1 6 0 0 9 56
Competence and confidence effects in experts' forecast adjustments 0 0 1 28 0 1 3 58
Comprehensive review of the maritime safety regimes 0 0 0 31 0 0 5 95
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 1 965 0 1 17 4,025
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 0 0 10 75
Consensus forecasters: How good are they individually and why? 0 0 0 46 0 0 11 78
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 0 8 98
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 1 25 1 1 12 114
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 7 64
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 1 1 9 140
Cycles in basic innovations 0 0 0 22 0 1 11 93
Decomposing bias in expert forecast 0 0 0 62 0 0 9 69
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 1 125 2 2 12 601
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 143 3 3 20 382
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 2 9 271
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 0 0 5 56
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 2 10 131
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 0 1 11 84
Do African economies grow similarly? 0 0 0 66 0 0 8 77
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 1 78 1 4 20 185
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 0 0 6 171
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 0 0 10 112
Do Experts' SKU Forecasts improve after Feedback? 0 1 1 31 0 1 9 91
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 0 6 51
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 1 2 9 99
Do experts' SKU forecasts improve after feedback? 0 0 0 15 0 1 9 58
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 21 1 1 9 86
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 10 67
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 0 0 4 36
Do we need all Euro denominations? 0 0 0 15 1 1 5 178
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 34 89
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 0 0 8 72
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 0 0 18 94
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 0 0 9 183
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 0 1 9 46
Does a financial crisis make consumers increasingly prudent? 0 0 0 32 0 1 12 73
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 0 0 10 44
Does news on real Chinese GDP growth impact stock markets? 0 0 0 42 0 0 6 112
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 1 9 95
Does rounding matter for payment efficiency? 1 1 2 4 1 1 24 72
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 0 1 5 117
Does the ROMC have expertise, and can it forecast? 0 0 0 10 1 1 4 141
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 0 0 11 595
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 1 1 21 215
Dynamics of expert adjustment to model-based forecast 0 0 1 16 0 0 10 82
Ecological panel inference in repeated cross sections 0 0 0 5 0 0 9 36
Econometric Analysis of the Market Share Attraction Model 0 2 7 1,337 2 11 37 3,838
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 0 0 11 120
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 1 1 7 266
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 1 1 8 208
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 2 2 5 341
Estimates of quarterly GDP growth using MIDAS regressions 0 0 1 52 0 0 22 173
Estimating Loss Functions of Experts 0 0 0 13 1 1 7 50
Estimating Loss Functions of Experts 0 0 0 35 1 1 7 83
Estimating duration intervals 0 0 0 58 0 0 5 171
Estimating persistence for irregularly spaced historical data 0 0 0 73 0 0 7 54
Estimating the market share attraction model using support vector regressions 0 0 0 57 1 3 25 286
Evaluating Combined Non-Replicable Forecast 0 0 0 3 0 0 9 91
Evaluating Combined Non-Replicable Forecasts 0 0 0 8 2 3 10 61
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 1 1 8 89
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 0 0 7 1,831
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 7 86
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 6 150
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 0 0 12 99
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 0 1 11 234
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 2 99 0 1 11 162
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 167 1 2 18 238
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 1 9 181
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 9 297
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 0 1 11 172
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 1 10 185
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 0 0 15 205
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 0 0 11 47
Evaluating real-time forecasts in real-time 0 1 1 22 2 3 9 102
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 0 0 10 70
Evaluation of survey effects in pre-election polls 0 0 0 46 2 2 9 367
Experimental investigation of consumer price evaluations 0 0 0 4 1 1 10 52
Expert opinion versus expertise in forecasting 0 0 0 91 4 6 35 506
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 4 33
Experts' Stated Behavior 0 0 0 23 1 1 5 96
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 0 3 49
Exploiting Spillovers to forecast Crashes 0 0 0 31 1 2 12 66
Financial innumeracy 0 0 0 26 0 0 9 151
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 1 1 12 129
Forecasting Annual Inflation in Suriname 0 0 0 41 0 1 16 100
Forecasting Earnings Forecasts 0 0 1 22 0 0 8 58
Forecasting Market Shares from Models for Sales 0 0 1 600 0 0 13 1,618
Forecasting Sales 0 0 1 122 0 0 20 314
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 0 7 89
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 1 27 1,688
Forecasting high-frequency electricity demand with a diffusion index model 1 1 1 23 1 2 15 104
Forecasting in marketing 0 0 1 41 0 0 13 100
Forecasting own brand sales: Does incorporating competition help? 0 0 0 30 2 4 14 55
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 0 0 19 42
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 1 1 13 83
Forecasting volatility with switching persistence GARCH models 0 0 0 22 0 0 7 78
Forecasting with periodic autoregressive time series models 0 0 3 73 0 2 16 164
Forecasting: theory and practice 0 1 6 96 2 4 48 161
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 0 0 10 76
Franses 0 0 1 150 0 1 15 1,631
From first submission to citation: an empirical analysis 0 0 0 3 0 0 9 38
Gaussian Copula Regression in the Presence of Thresholds 0 0 1 32 1 2 19 76
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 0 0 8 44
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 0 17 165
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 1 2 22 160
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 9 17 243
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 52 3 3 13 238
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 1 2 6 42
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 0 13 326
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 2 3 10 79
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 0 2 10 324
How to gain brain for Suriname 0 0 0 13 0 0 12 51
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 1 1 12 74
Impulse Response Functions for Periodic Integration 0 0 0 0 2 2 7 602
Impulse-response analysis of the market share attraction model 0 0 0 17 0 0 7 132
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 0 0 9 75
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 15 541
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 21 104
Indirect Network Effects in New Product Growth 0 1 4 119 2 6 39 488
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 1 3 18 103
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 0 0 6 31
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 0 0 6 62
Inflation rates; long-memoray, level shifts, or both? 0 0 0 3 1 2 12 37
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 1 1 14 2,117
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 185 1 2 12 842
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 0 158 1 2 15 747
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 1 1 1 99 2 4 37 207
Intertemporal Similarity of Economic Time Series 0 0 0 85 1 1 12 129
Irritation Due to Direct Mailings from Charities 0 0 0 56 1 1 12 209
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 1 1 7 20
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 1 1 9 792
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 2 2 14 94
Long-term forecast for the Dutch economy 0 0 0 9 0 0 4 43
Low-fat, light, and reduced in calories 0 0 0 33 0 0 9 73
Managing Sales Forecasters 0 0 0 72 0 0 6 67
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis 0 0 0 2 1 3 14 37
Measuring weekly consumer confidence 0 0 0 57 0 0 9 113
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 0 0 26 146
Model selection for forecast combination 0 0 0 95 0 0 17 160
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 0 0 9 62
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 0 0 8 936
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 385 0 0 27 1,169
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 0 8 235
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 289 1 2 16 881
Modeling Seasonality in New Product Diffusion 0 0 0 79 2 2 17 202
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 0 15 1,051
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 21 74
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 0 1 9 82
Modeling charity donations: target selection, response time and gift size 0 1 1 134 1 5 19 389
Modeling dynamic effects of promotion on interpurchase times 0 0 1 25 0 2 16 119
Modeling purchases as repeated events 0 0 0 27 1 1 17 120
Modeling regional house prices 0 0 0 159 0 0 18 308
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 1 1 13 58
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 0 3 171
Modeling the diffusion of scientific publications 0 0 0 6 0 1 11 77
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 0 0 6 237
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 0 1 12 180
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 9 62
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 3 4 15 808
Monitoring structural change in variance 0 0 0 23 0 0 6 80
Monitoring time-varying parameters in an autoregression 0 0 0 3 0 0 7 45
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 1 71 1 2 14 193
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 1 9 155
On Forecasting Cointegrated Seasonal Time Series 0 0 0 422 1 1 6 1,159
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 8 1,024
On SETAR non- linearity and forecasting 0 0 0 54 0 0 20 146
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 0 0 6 100
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 8 36
On forecasting cointegrated seasonal time series 0 0 0 13 0 0 17 66
On modeling panels of time series 0 0 1 12 0 0 5 33
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 0 1 14 1,118
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 0 0 7 43
On the econometrics of the Koyck model 0 0 1 445 1 5 46 4,067
On the number of categories in an ordered regression model 0 0 0 24 1 1 11 86
On the optimality of expert-adjusted forecasts 0 0 0 25 0 0 15 70
On the optimality of expert-adjusted forecasts 0 0 0 30 0 0 9 125
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 0 10 69
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 0 1 7 225
Ordered logit analysis for selectively sampled data 0 0 0 33 0 0 12 141
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 1 11 55
Outlier detection in the GARCH (1,1) model 0 0 0 34 0 0 16 124
Outlier robust cointegration analysis 0 0 1 241 0 1 10 576
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 0 0 8 97
Panel design effects on response rates and response quality 0 0 0 11 2 2 9 94
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 1 30 1 1 8 153
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 1 1 8 91
Professional Forecasters and January 0 0 0 97 1 2 29 446
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 0 0 12 408
Random-Coefficient periodic autoregression 0 0 0 28 0 0 14 132
Ranking Models in Conjoint Analysis 0 0 1 59 1 1 15 142
Real GDP growth in Africa, 1963-2016 0 0 0 56 2 2 15 125
Real time estimates of GDP growth 0 0 0 47 0 0 10 112
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 13 69
Recovering historical inflation data from postal stamps prices 0 0 0 61 0 0 11 76
Reference-based transitions in short-run price elasticity 0 0 0 68 0 0 5 375
Retrieving unobserved consideration sets from household panel data 0 0 0 62 10 11 28 184
Return migration of high skilled workers 0 0 2 47 2 2 19 99
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 2 2 14 123
Risk attitudes in company boardrooms in a developing country 0 0 0 12 0 0 9 58
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 0 2 14 70
Robust inference on average economic growth 0 0 0 1 0 1 8 37
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 1 10 0 0 13 50
SEASONALITY, OUTLIERS AND LINEARITY 0 0 1 1 0 0 6 15
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 7 1,390
Sales Models For Many Items Using Attribute Data 0 0 0 201 0 0 8 779
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 0 2 11 71
Seasonal smooth transition autoregression 0 0 0 39 0 0 11 134
Seasonality in revisions of macroeconomic data 0 0 0 26 1 2 7 63
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 1 1 8 93
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 2 2 16 86
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 1 2 15 154
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 1 1 14 1,029
Size and value effects in Suriname 0 0 0 9 1 1 13 76
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,811 2 6 31 3,443
Smooth transition autoregressive models - A survey of recent developments 0 0 3 463 1 3 50 932
Specification Testing in Hawkes Models 0 0 0 29 0 1 9 72
Spurious Principal Components 0 0 0 54 0 1 5 54
Stability through cycles 0 0 1 36 1 1 16 79
Statistical Institutes and Economic Prosperity 0 0 0 26 1 1 8 93
Stochastic levels and duration dependence in US unemployment 0 0 0 39 0 0 18 51
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 2 2 12 101
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 0 2 74 2 2 13 139
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 0 1 11 55
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 1 4 0 0 14 28
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 8 32
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 5 11
Testing Changing Harmonic Regressors 0 0 0 26 0 1 15 81
Testing Earning Management 0 0 1 96 0 0 1 269
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 8 33
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 11 279
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 4 7
Testing changes in consumer confidence indicators 0 0 0 25 1 1 10 96
Testing common deterministic seasonality 0 0 0 7 0 1 8 45
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 0 2 11 152
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 1 5 253
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 1 2 8 151
Testing for common deterministic trend slopes 0 0 0 14 0 0 14 203
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 11 43
Testing for harmonic regressors 0 0 0 3 1 1 4 27
Testing for seasonal unit roots in monthly panels of time series 0 0 1 78 1 2 20 180
The Cash Use of the Malaysian Ringgit 0 0 0 0 1 1 12 13
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 0 1 12 158
The Econometrics Of The Bass Diffusion Model 0 0 1 991 1 1 16 3,146
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 0 1 15 1,597
The Global View on Port State Control 0 0 0 36 0 0 6 124
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 0 1 14 205
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 16 0 0 7 108
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 0 0 8 104
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 0 4 53
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 0 65 0 0 21 218
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 3 30 42 223
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 1 1 8 93
The hemline and the economy: is there any match? 0 5 36 691 6 18 162 2,134
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 3 4 11 982
The life cycle of social media 0 0 0 128 1 1 10 167
This time it is different! Or not? 0 0 0 43 0 0 7 84
Time-Series Models in Marketing 0 0 0 578 1 1 6 1,382
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 1 1 7 92
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 1 47 2 2 15 74
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 0 1 8 846
Visualizing attitudes towards service levels 0 0 0 6 0 0 12 61
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 10 522
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 0 1 11 75
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 0 1 9 125
What drives the Quotes of Earnings Forecasters? 0 0 0 19 0 0 1 77
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 0 0 11 54
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 89 0 0 8 360
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 0 3 10 364
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 1 1 8 167
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 0 70 1 1 7 380
Yet another look at MIDAS regression 0 0 0 271 0 0 13 117
Total Working Papers 4 16 114 29,522 172 380 4,115 99,282

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 2 96 0 0 23 267
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 1 56 0 0 10 144
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 0 0 11 84
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 0 74 0 3 15 277
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 1 1,046 1 2 19 2,897
A global view on port state control: econometric analysis of the differences across port state control regimes 0 1 3 20 0 1 16 60
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 1 2 5 92
A model selection procedure for time series with seasonality 0 0 0 17 0 0 6 60
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 0 0 8 91
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 0 0 8 136
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 1 1 23 1,047
A multivariate approach to modeling univariate seasonal time series 0 0 0 69 0 0 8 172
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 4 5 16 361
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 5 22
A note on the Mean Absolute Scaled Error 1 3 11 34 1 4 33 174
A novel approach to measuring consumer confidence 0 0 0 7 0 1 7 36
A periodic cointegration model of quarterly consumption 0 0 0 2 1 2 7 17
A periodic long-memory model for quarterly UK inflation 0 0 0 42 0 0 8 156
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 0 1 11 236
A simple test for PPP among traded goods 0 0 0 93 2 4 9 301
A simple test for a bubble based on growth and acceleration 0 0 0 27 0 0 10 73
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 0 1 6 165
Additive outliers, GARCH and forecasting volatility 0 1 2 217 1 4 20 447
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 0 5 55
Adstock revisited 0 0 0 0 0 0 6 8
An Empirical Study of Cash Payments 0 0 0 12 0 0 9 76
An empirical analysis of euro cash payments 0 0 0 24 0 1 12 103
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 5 30
An unbiased variance estimator for overlapping returns 2 3 8 278 4 6 24 797
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 0 0 6 74
Analyzing fixed-event forecast revisions 0 0 0 14 2 3 16 107
Approximating the DGP of China's quarterly GDP 0 0 0 32 1 1 5 232
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 1 2 13 0 1 14 43
Are forecast updates progressive? 0 0 0 6 0 0 10 55
Are individuals in China prone to money illusion? 0 0 0 11 1 1 14 111
Are living standards converging? 0 0 2 86 0 1 15 298
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 12 44
Asymptotically perfect and relative convergence of productivity 0 0 0 285 1 3 17 864
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 0 1 1 1 19 24
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 0 3 0 0 10 24
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 1 1 21 132
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 0 1 9 20
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 35 0 2 6 116
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 2 2 20 53
Cointegration Analysis of Seasonal Time Series 0 0 1 13 1 1 13 55
Cointegration in a historical perspective 0 0 0 29 0 1 8 143
Combining expert‐adjusted forecasts 0 0 0 1 1 2 8 20
Common large innovations across nonlinear time series 0 0 0 0 0 0 5 39
Common socio-economic cycle periods 0 0 1 25 0 0 6 102
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 0 3 9 0 2 19 58
Conditions that make ventures thrive: from individual entrepreneur to innovation impact 0 0 0 0 1 3 16 23
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 1 7 106
Constant vs. Changing Seasonality 0 0 1 42 0 0 12 139
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 0 2 2 0 1 20 32
Consumer price evaluations through choice experiments 0 0 0 10 1 3 17 66
Correcting for survey effects in pre‐election polls 0 0 0 2 0 0 4 28
Correcting the January optimism effect 0 0 0 1 0 1 5 17
Critical values for unit root tests in seasonal time series 0 0 0 182 1 3 13 451
Data revisions and periodic properties of macroeconomic data 0 0 0 7 0 1 7 59
Deriving target selection rules from endogenously selected samples 0 0 0 56 2 4 21 273
Deriving target selection rules from endogenously selected samples 0 0 1 1 0 3 17 28
Detecting seasonal unit roots in a structural time series model 0 0 0 35 0 0 4 119
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 1 4 444
Do Experts’ SKU Forecasts Improve after Feedback? 0 1 1 4 1 2 11 44
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 0 1 7 15
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 1 2 13 100
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 1 3 20 67
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 1 5 44 0 2 17 220
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 0 3 11 217
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 0 37 0 0 6 231
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 0 2 19 407
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 0 1 15 34
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 3 1 3 8 37
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 0 10 150
Does irritation induced by charitable direct mailings reduce donations? 0 1 2 10 0 1 12 72
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 1 2 5 116
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 16 2 3 10 98
Dynamic Specification and Cointegration 0 0 0 1 0 0 13 342
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 1 1 9 100
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 3 18 1 2 19 117
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 0 1 4 128
Editorial 0 0 0 0 0 1 5 26
Editorial 0 0 0 0 0 1 8 27
Editorial Statistics 0 0 0 0 0 0 5 18
Editorial introduction 0 0 0 0 0 1 5 8
Editorial statistics 0 0 0 1 1 2 6 35
Editorial statistics 0 0 0 1 0 2 5 28
Emigration, wage differentials and brain drain: the case of Suriname 0 0 2 33 0 3 19 137
Empirical causality between bigger banknotes and inflation 0 0 0 65 1 4 11 177
Error-correction modelling in discrete and continuous time 0 0 0 28 0 0 7 104
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 0 0 6 76
Estimating loss functions of experts 0 0 0 4 1 1 15 31
Estimating persistence for irregularly spaced historical data 0 0 1 3 0 1 6 11
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 0 0 7 217
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 1 1 13 95
Estimating volatility on overlapping returns when returns are autocorrelated 0 0 1 226 6 7 17 630
Evaluating CPB’s Forecasts 0 0 0 6 0 0 2 64
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 1 15 237
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 1 0 0 4 11
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 14 125
Experts' Stated Behavior 0 0 0 2 0 0 5 23
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 0 1 7 12
Exploiting Spillovers to Forecast Crashes 0 0 0 2 1 1 13 37
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 0 1 5 49
Fifty years since Koyck (1954)* 0 0 0 60 0 0 16 224
Financial volatility: an introduction 0 0 0 748 0 2 14 1,881
Forecasting Annual Inflation Using Weekly Money Supply 0 0 0 7 1 2 14 30
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 1 1 275 0 1 11 558
Forecasting Real GDP Growth for Africa 0 0 0 5 0 0 10 24
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 0 0 1 2 3 5 28 39
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 1 8 180
Forecasting and seasonality 0 0 0 55 0 0 5 238
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 2 28 788
Forecasting house price growth rates with factor models and spatio-temporal clustering 1 1 5 7 2 5 38 49
Forecasting long memory left-right political orientations 0 0 0 9 0 1 10 93
Forecasting market shares from models for sales 0 0 0 69 0 1 14 218
Forecasting power-transformed time series data 0 0 0 38 0 2 10 149
Forecasting the levels of vector autoregressive log-transformed time series 0 0 0 40 0 1 11 148
Forecasting time series with long memory and level shifts 0 0 0 59 0 0 9 182
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 0 1 8 0 0 8 30
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 0 18 207
Forecasting: theory and practice 0 4 11 65 4 22 182 525
From first submission to citation: an empirical analysis 0 0 0 3 0 0 9 41
Generalizations of the KPSS‐test for stationarity 2 2 4 192 2 3 14 509
Hemlines and the Economy: Which Goes Down First? 0 5 20 124 2 14 58 347
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 4 17
How Informative Are Earnings Forecasts? † 0 0 0 4 0 1 12 50
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 1 1 11 153
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 5 6 10 95
How to deal with intercept and trend in practical cointegration analysis? 0 0 0 285 0 0 9 638
IGARCH and variance change in the US long-run interest rate 0 0 0 119 0 2 6 306
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 0 1 8 20
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 17 0 0 5 66
Improving judgmental adjustment of model-based forecasts 0 0 0 4 0 2 14 46
Impulse response functions for periodic integration 0 0 0 15 0 0 17 142
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 1 1 4 8
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 0 7 101
Incorporating judgment in forecasting models in times of crisis 0 0 2 2 0 0 17 21
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 1 1 2 6 15
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 1 2 10 65
Inferring Transition Probabilities from Repeated Cross Sections 0 1 2 4 0 2 12 22
Inflation in Africa, 1960–2015 0 0 0 7 1 1 10 73
Inflation in China, 1953-1978 0 0 0 1 66 68 85 91
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 1 10 513
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 1 20 0 2 9 115
Interpolation and correlation 1 2 2 5 3 5 13 53
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 1 2 38 2 9 27 150
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 0 35 2 5 20 142
Introduction to the special issue on new econometric models in marketing 0 0 0 6 1 2 12 61
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 0 7 103
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 1 6 122
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 1 3 55
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 3 9
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 3 36 944
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 5 38
Marketing response and temporal aggregation 0 0 1 6 0 1 13 29
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 7 147
Measurement Error in a First-order Autoregression 0 1 2 19 2 3 14 82
Merging models and experts 0 0 0 16 1 3 13 71
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 7 184
Model adequacy and influential observations 0 0 0 13 0 2 5 81
Model selection for forecast combination 0 0 0 10 1 1 8 55
Modeling Item Nonresponse in Questionnaires 0 0 0 0 0 0 8 34
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 0 0 14 22
Modeling Multiple Regimes in the Business Cycle 0 0 0 108 0 1 12 324
Modeling Purchases as Repeated Events 0 0 0 39 0 0 10 177
Modeling Seasonality in New Product Diffusion 0 0 0 12 0 0 7 102
Modeling box office revenues of motion pictures✰ 0 0 0 2 2 2 14 39
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 7 2 4 15 82
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 0 2 8 92
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 0 5 0 0 13 44
Modeling seasonality in bimonthly time series 0 0 0 6 0 0 2 42
Modeling the diffusion of scientific publications 0 0 0 30 0 0 11 134
Modelling and forecasting level shifts in absolute returns 0 0 0 111 0 0 17 505
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 1 202 2 4 44 770
Modelling regional house prices 0 0 1 39 1 1 23 147
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 0 0 6 22
Moving average filters and periodic integration 0 0 0 2 0 0 16 35
Moving average filters and unit roots 0 0 1 33 0 2 10 163
Multiple unit roots in periodic autoregression 0 0 0 73 0 1 5 202
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 7 79
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 1 1 17 0 2 11 53
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 2 227
On SETAR non-linearity and forecasting 0 0 0 206 1 2 18 679
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 1 109 0 0 15 328
On data transformations and evidence of nonlinearity 0 0 0 4 0 1 9 36
On forecasting cointegrated seasonal time series 0 0 0 38 0 0 11 137
On forecasting exchange rates using neural networks 0 0 0 122 1 2 13 320
On inflation expectations in the NKPC model 0 0 1 12 0 0 14 45
On modeling panels of time series* 0 0 0 8 0 1 9 47
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 0 12 374
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 0 11 21
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 1 1 12 221
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 1 2 6 13
On the econometrics of the geometric lag model 0 0 0 57 0 0 6 214
On the life cycles of successful rock bands 0 0 1 1 1 2 22 27
On the number of categories in an ordered regression model 0 0 0 14 1 1 5 52
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 2 11 91
On trends and constants in periodic autoregressions 0 0 0 11 0 0 8 126
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 0 0 13 47
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 13 0 0 13 129
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 0 0 9 62
Ordered logit analysis for selectively sampled data 0 0 0 41 0 0 5 124
Outlier Detection in Cointegration Analysis 0 0 0 0 0 1 10 777
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 0 18 223
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 0 1 8 48
Panel design effects on response rates and response quality 0 0 0 0 2 2 7 37
Periodic Cointegration: Representation and Inference 0 0 0 157 2 2 16 427
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 0 0 6 85
Progress and challenges in econometrics 0 0 0 77 0 0 6 194
Properties of expert adjustments on model-based SKU-level forecasts 3 4 4 35 5 8 13 183
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 1 9 956
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 1 6 53
Random‐coefficient periodic autoregressions 0 0 0 5 1 2 13 51
Recent Advances in Modelling Seasonality 0 0 0 1 0 0 8 514
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 39 0 1 10 128
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 5 1 2 11 70
Robust Inference on Average Economic Growth* 0 0 0 4 0 1 13 82
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 0 1 11 186
SIMPLE BAYESIAN FORECAST COMBINATION 0 0 0 5 1 2 10 37
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 1 2,458 1 2 44 4,834
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 0 1 11 283
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 1 8 142
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 0 1 7 149
Seasonality, non-stationarity and the forecasting of monthly time series 1 1 2 137 1 2 11 322
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 0 1 10 109
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 3 4 18 229
Shrinkage estimators for periodic autoregressions 0 0 2 3 0 0 27 32
Size and value effects in Suriname 0 0 0 12 1 1 10 89
Some comments on seasonal adjustment 0 0 0 58 6 6 10 219
Specification Testing in Hawkes Models* 0 0 0 4 1 3 14 40
Spurious deterministic seasonality 0 0 0 30 60 63 67 183
Spurious principal components 0 0 0 0 1 1 6 23
Statistical institutes and economic prosperity 0 0 0 3 0 1 7 40
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 0 2 29 129
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 1 1 1 4 2 2 10 42
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 5 1 1 15 57
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 0 13 57
Testing bias in professional forecasts 0 0 0 1 0 0 6 12
Testing earnings management 0 0 0 12 0 0 8 60
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 1 2 12 803
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 1 1 10 12
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 1 2 15 97
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 1 10 525
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 0 0 9 36
Testing for bias in forecasts for independent binary outcomes 0 0 0 2 1 1 3 15
Testing for common deterministic trend slopes 0 0 0 48 0 1 7 239
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 5 19
Testing for harmonic regressors 0 0 0 3 1 2 12 55
Testing for periodic integration 0 0 0 38 0 1 5 175
Testing for seasonality 0 0 0 87 0 1 6 233
Testing periodically integrated autoregressive models 0 0 0 1 0 0 14 47
The Econometric Analysis of Seasonal Time Series 0 0 0 2 0 0 12 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 0 151 0 0 6 360
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 5 18 642
The M3 competition: Statistical tests of the results 1 2 4 159 3 6 22 445
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 3 99
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 1 1 12 37
The detection of observations possibly influential for model selection 0 0 0 3 0 0 5 23
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 3 7
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 0 0 14 25
The effect of rounding on payment efficiency 0 0 1 7 0 0 6 68
The effectiveness of high-frequency direct-response commercials 0 1 1 7 0 3 8 33
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 0 2 3 42
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 0 3 14 289
The impact of adoption timing on new service usage and early disadoption 0 0 0 7 0 1 13 44
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 4 0 2 19 69
The life cycle of social media 0 0 0 15 2 2 16 75
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 0 5 15
Twenty years of cointegration 0 0 0 43 1 1 7 97
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 2 11 26
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 1 6 250
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 10 25
Visualizing time-varying correlations across stock markets 0 0 0 121 0 0 11 272
When Do Price Thresholds Matter in Retail Categories? 0 0 1 22 0 1 31 100
Why is GDP typically revised upwards? 0 0 0 12 0 1 8 57
“Panelizing” Repeated Cross Sections 0 0 0 6 0 0 8 45
Total Journal Articles 13 41 138 14,056 272 523 3,496 51,711

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 0 10 496
A Concise Introduction to Econometrics 0 0 0 0 2 3 17 281
Econometric Methods with Applications in Business and Economics 0 0 0 0 4 10 34 1,909
Enjoyable Econometrics 0 0 0 0 0 0 1 29
Enjoyable Econometrics 0 0 0 0 0 2 5 70
Ethics in Econometrics 0 0 0 0 0 0 6 10
Ethics in Econometrics 0 0 0 0 1 1 9 15
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 6 43
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 8 33
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 1 5 39 544
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 0 0 17 648
Periodic Time Series Models 0 0 0 0 0 0 12 157
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 0 1 22 1,612
Quantitative Models in Marketing Research 0 0 0 0 3 4 11 223
Quantitative Models in Marketing Research 0 0 0 0 1 1 17 954
Time Series Models for Business and Economic Forecasting 0 0 0 0 1 3 70 347
Time Series Models for Business and Economic Forecasting 0 0 0 0 4 9 50 606
Total Books 0 0 0 0 17 39 334 7,977

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 0 1 1 1 8 10
Econometric models in marketing: Editors' introduction 0 0 1 1 0 0 7 10
FORECASTING SEASONAL TIME SERIES 0 0 0 1 0 0 7 29
Forecasting in Marketing 0 0 2 175 0 0 12 449
GARCH, Outliers, and Forecasting Volatility 0 1 1 1 0 1 8 15
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 1 1 15 20
Time-Series Models in Marketing 0 0 0 0 0 0 9 24
Total Chapters 0 1 4 179 2 3 66 557

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