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 3 4 6 63
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 1 2 4 801
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 7 9 13 394
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 4 8 8 530
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 2 5 5 104
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 4 8 9 468
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 3 7 11 851
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 3 4 5 671
A New Multivariate Product Growth Model 0 0 0 123 0 0 1 427
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 2 4 10 73
A generalized dynamic conditional correlation model for many asset returns 1 1 2 68 7 11 15 183
A hierarchical Bayes error correction model to explain dynamic effects 0 0 0 16 5 10 12 96
A model for quarterly unemployment in Canada 0 0 0 10 0 0 1 41
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 4 6 8 129
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 0 3 6 323
A nonlinear long memory model for US unemployment 0 0 0 45 3 3 6 104
A seasonal periodic long memory model for monthly river flows 0 0 0 24 6 10 11 130
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 6 10 11 116
A simple test for GARCH against a stochastic volatility 0 0 0 35 3 5 6 106
A simple test for PPP among traded goods 0 0 0 12 3 5 7 82
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 2 5 5 397
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 6 7 7 844
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 3 4 8 46
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 3 3 3 31
An Empirical Study of Cash Payments 0 0 0 149 5 6 6 392
An Equilibrium-Correction Model for Dynamic Network Data 1 1 1 859 5 7 8 3,009
An empirical analysis of euro cash payments 0 0 0 8 5 8 8 51
An introduction to time-varying lag autoregression 0 0 1 86 5 12 18 94
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 4 6 7 162
Analyzing Fixed-Event Forecast Revisions 1 1 1 26 1 2 5 90
Analyzing Fixed-event Forecast Revisions 0 0 0 71 3 3 4 123
Analyzing Fixed-event Forecast Revisions 1 1 1 3 5 9 11 74
Analyzing Fixed-event Forecast Revisions 0 0 0 89 3 4 5 199
Analyzing Fixed-event Forecast Revisions 0 0 0 9 5 9 13 97
Analyzing Fixed-event Forecast Revisions 0 0 0 60 6 9 12 95
Analyzing preferences ranking when there are too many alternatives 0 0 1 35 4 4 6 82
Approximating the DGP of China's Quarterly GDP 0 0 0 28 2 3 3 173
Are Chinese Individuals prone to Money Illusion? 0 0 0 23 1 4 4 95
Are Forecast Updates Progressive? 0 0 0 27 2 3 3 125
Are Forecast Updates Progressive? 0 0 0 33 0 4 4 92
Are Forecast Updates Progressive? 0 0 0 28 3 10 16 100
Are Forecast Updates Progressive? 0 0 0 28 4 7 11 144
Are Forecast Updates Progressive? 0 0 0 39 3 4 5 152
Are Forecast Updates Progressive? 0 0 0 22 2 4 4 100
Are Forecast Updates Progressive? 0 0 0 24 3 4 4 138
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 1 1 1 109
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 3 6 6 145
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 1 3 7 298
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 3 6 7 261
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 5 8 12 110
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 4 4 4 64
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 2 7 8 137
Benchmarking judgmentally adjusted forecasts 0 0 0 27 4 7 12 47
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 2 3 5 54
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 6 7 8 604
Buying High Tech Products 0 0 0 122 4 9 10 479
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 7 8 9 66
Censored regression analysis in large samples with many zero observations 0 0 0 45 3 9 9 140
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 1 3 5 1,387
Cointegration in a historical perspective 0 0 0 110 2 9 11 152
Cointegration in a periodic vector autoregression 0 0 0 22 2 2 2 70
Combining Non-Replicable Forecasts 0 0 0 21 4 5 6 73
Combining Non-Replicable Forecasts 0 0 0 38 3 9 12 112
Common large innovations across nonlinear time series 0 0 0 5 2 2 4 51
Competence and confidence effects in experts' forecast adjustments 0 0 0 27 0 1 2 56
Comprehensive review of the maritime safety regimes 0 0 0 31 2 3 4 93
Confidence Intervals for Cronbach's Coefficient Alpha Values 1 1 3 965 9 12 26 4,023
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 3 7 8 73
Consensus forecasters: How good are they individually and why? 0 0 0 46 3 5 11 73
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 4 4 4 94
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 24 0 4 4 106
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 3 5 60
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 2 4 5 135
Cycles in basic innovations 0 0 0 22 2 2 2 84
Decomposing bias in expert forecast 0 0 0 62 3 3 6 65
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 0 4 10 595
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 143 5 7 9 370
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 0 5 264
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 1 3 5 55
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 3 6 11 128
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 2 5 6 78
Do African economies grow similarly? 0 0 0 66 1 7 7 76
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 1 1 1 78 6 10 15 177
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 0 2 3 168
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 2 6 8 109
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 1 6 8 89
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 1 2 4 49
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 3 3 4 93
Do experts' SKU forecasts improve after feedback? 0 0 0 15 0 4 6 54
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 3 4 80
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 4 5 6 62
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 1 2 3 35
Do we need all Euro denominations? 0 0 0 15 4 4 4 177
Does Africa grow slower than Asia and Latin America? 0 0 0 12 6 10 13 66
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 2 4 5 68
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 5 10 13 87
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 3 7 8 181
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 2 5 6 42
Does a financial crisis make consumers increasingly prudent? 0 0 0 32 3 6 8 69
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 3 7 8 41
Does news on real Chinese GDP growth impact stock markets? 0 0 0 42 2 5 6 111
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 4 5 7 92
Does rounding matter for payment efficiency? 0 1 2 3 12 19 21 67
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 3 3 115
Does the ROMC have expertise, and can it forecast? 0 0 0 10 1 1 5 140
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 7 9 10 593
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 5 13 14 207
Dynamics of expert adjustment to model-based forecast 0 0 0 15 1 4 4 76
Ecological panel inference in repeated cross sections 0 0 0 5 6 7 9 35
Econometric Analysis of the Market Share Attraction Model 0 1 5 1,331 7 10 22 3,814
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 3 8 10 117
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 2 5 7 264
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 4 5 5 205
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 1 1 2 338
Estimates of quarterly GDP growth using MIDAS regressions 0 0 2 52 6 9 14 162
Estimating Loss Functions of Experts 0 0 1 13 1 3 4 46
Estimating Loss Functions of Experts 0 0 2 35 0 3 6 80
Estimating duration intervals 0 0 0 58 1 2 3 169
Estimating persistence for irregularly spaced historical data 0 0 0 73 0 4 5 52
Estimating the market share attraction model using support vector regressions 0 0 0 57 9 12 14 275
Evaluating Combined Non-Replicable Forecast 0 0 0 3 2 4 6 86
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 4 5 5 86
Evaluating Combined Non-Replicable Forecasts 0 0 1 8 3 6 8 57
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 2 3 5 1,829
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 2 3 4 148
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 1 3 4 90
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 1 2 2 81
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 4 7 9 230
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 98 6 8 9 159
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 167 3 10 17 232
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 5 6 9 169
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 6 6 6 294
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 6 6 8 183
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 4 7 8 179
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 3 7 9 199
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 3 4 6 42
Evaluating real-time forecasts in real-time 0 0 0 21 2 5 6 98
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 5 7 7 67
Evaluation of survey effects in pre-election polls 0 0 1 46 2 6 7 364
Experimental investigation of consumer price evaluations 0 0 0 4 4 5 6 47
Expert opinion versus expertise in forecasting 0 0 0 91 3 13 15 485
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 4 4 4 33
Experts' Stated Behavior 0 0 0 23 2 2 2 93
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 1 1 2 48
Exploiting Spillovers to forecast Crashes 0 0 0 31 2 6 6 60
Financial innumeracy 0 0 0 26 0 6 7 148
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 3 6 6 123
Forecasting Annual Inflation in Suriname 0 0 0 41 7 7 11 93
Forecasting Earnings Forecasts 0 1 1 22 3 5 5 55
Forecasting Market Shares from Models for Sales 0 0 2 600 5 7 10 1,613
Forecasting Sales 0 0 2 122 6 7 13 304
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 2 3 4 86
Forecasting economic and financial time-series with non-linear models 0 0 0 876 5 13 17 1,677
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 22 6 12 13 101
Forecasting in marketing 0 0 1 41 5 9 10 97
Forecasting own brand sales: Does incorporating competition help? 0 0 1 30 3 7 12 49
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 3 9 10 33
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 4 8 9 78
Forecasting volatility with switching persistence GARCH models 0 0 0 22 1 5 6 76
Forecasting with periodic autoregressive time series models 1 2 2 72 3 7 11 156
Forecasting: theory and practice 1 3 5 94 11 25 47 149
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 4 4 5 71
Franses 0 1 1 150 10 12 16 1,629
From first submission to citation: an empirical analysis 0 0 0 3 3 5 5 34
Gaussian Copula Regression in the Presence of Thresholds 0 0 1 31 4 7 15 67
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 1 2 6 38
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 7 8 11 156
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 2 9 11 148
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 1 1 1 52 4 8 9 234
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 28 3 6 8 232
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 2 3 3 39
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 2 5 7 320
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 4 4 4 73
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 3 4 5 319
How to gain brain for Suriname 0 0 0 13 8 8 9 47
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 5 10 10 72
Impulse Response Functions for Periodic Integration 0 0 0 0 1 2 3 598
Impulse-response analysis of the market share attraction model 0 0 0 17 4 5 5 130
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 1 5 8 73
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 2 6 6 532
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 6 13 18 100
Indirect Network Effects in New Product Growth 0 1 1 116 4 11 13 460
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 3 4 4 29
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 5 9 9 94
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 2 4 4 60
Inflation rates; long-memoray, level shifts, or both? 0 0 0 3 3 5 7 31
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 3 6 6 2,109
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 185 5 6 10 837
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 2 158 6 7 11 739
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 1 98 7 18 20 188
Intertemporal Similarity of Economic Time Series 0 0 1 85 4 7 10 125
Irritation Due to Direct Mailings from Charities 0 0 0 56 3 4 6 203
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 1 14
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 5 7 7 790
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 5 8 86
Long-term forecast for the Dutch economy 0 0 1 9 1 1 2 40
Low-fat, light, and reduced in calories 0 0 0 33 2 3 6 69
Managing Sales Forecasters 0 0 0 72 5 6 7 67
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis 0 0 0 2 2 4 7 27
Measuring weekly consumer confidence 0 0 0 57 6 9 10 113
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 7 10 14 132
Model selection for forecast combination 0 0 0 95 7 12 12 155
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 4 6 6 59
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 1 4 7 933
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 1 1 385 8 15 21 1,161
Modeling Generational Transitions from Aggregate Data 0 0 0 51 6 7 8 234
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 1 289 2 3 6 868
Modeling Seasonality in New Product Diffusion 0 0 0 79 6 9 10 194
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 4 6 6 1,042
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 5 12 14 67
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 4 7 8 80
Modeling charity donations: target selection, response time and gift size 0 0 0 133 5 7 13 379
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 7 8 12 114
Modeling purchases as repeated events 0 0 0 27 3 6 9 109
Modeling regional house prices 0 0 0 159 4 13 14 303
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 3 5 8 52
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 1 2 2 170
Modeling the diffusion of scientific publications 0 0 0 6 4 6 8 73
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 2 4 4 235
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 4 5 8 174
Modelling asymmetric persistence over the business cycle 0 0 0 13 1 5 5 58
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 2 7 9 800
Monitoring structural change in variance 0 0 0 23 4 6 7 80
Monitoring time-varying parameters in an autoregression 0 0 0 3 6 7 8 45
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 0 70 1 4 7 183
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 3 5 8 151
On Forecasting Cointegrated Seasonal Time Series 0 0 1 422 2 3 5 1,156
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 3 4 4 1,020
On SETAR non- linearity and forecasting 0 0 0 54 7 9 10 135
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 0 3 5 97
On data transformations and evidence of nonlinearity 0 0 0 4 3 6 6 34
On forecasting cointegrated seasonal time series 0 0 0 13 7 11 15 61
On modeling panels of time series 0 0 0 11 1 1 1 29
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 4 5 8 1,111
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 3 5 6 42
On the econometrics of the Koyck model 0 0 3 444 10 18 38 4,042
On the number of categories in an ordered regression model 0 0 1 24 3 6 8 82
On the optimality of expert-adjusted forecasts 0 0 0 25 4 12 12 67
On the optimality of expert-adjusted forecasts 0 0 0 30 2 4 5 120
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 5 6 8 65
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 2 3 4 222
Ordered logit analysis for selectively sampled data 0 0 0 33 3 7 9 138
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 3 6 12 53
Outlier detection in the GARCH (1,1) model 0 0 0 34 7 9 11 118
Outlier robust cointegration analysis 1 1 1 241 4 4 5 570
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 2 5 8 94
Panel design effects on response rates and response quality 0 0 0 11 0 4 5 89
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 4 5 8 150
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 3 5 6 88
Professional Forecasters and January 0 0 1 97 8 14 28 435
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 6 9 10 405
Random-Coefficient periodic autoregression 0 0 0 28 5 9 11 128
Ranking Models in Conjoint Analysis 0 1 1 59 3 5 9 134
Real GDP growth in Africa, 1963-2016 0 0 2 56 5 7 10 117
Real time estimates of GDP growth 0 0 0 47 3 5 7 107
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 5 9 10 66
Recovering historical inflation data from postal stamps prices 0 0 0 61 2 5 7 72
Reference-based transitions in short-run price elasticity 0 0 1 68 3 4 7 374
Retrieving unobserved consideration sets from household panel data 0 0 0 62 5 10 13 167
Return migration of high skilled workers 0 1 1 46 5 13 13 93
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 2 5 7 114
Risk attitudes in company boardrooms in a developing country 0 0 0 12 3 5 7 56
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 5 7 10 65
Robust inference on average economic growth 0 0 0 1 1 5 5 34
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 5 10 2 7 18 46
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 1 3 5 13
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 4 5 1,387
Sales Models For Many Items Using Attribute Data 0 0 0 201 3 5 6 777
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 3 5 7 65
Seasonal smooth transition autoregression 0 0 0 39 1 6 7 130
Seasonality in revisions of macroeconomic data 0 0 0 26 2 3 4 59
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 2 5 5 90
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 8 11 12 81
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 3 6 6 145
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 5 6 9 1,024
Size and value effects in Suriname 0 0 0 9 5 8 9 72
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 2 1,810 7 8 21 3,426
Smooth transition autoregressive models - A survey of recent developments 2 3 6 463 15 22 38 910
Specification Testing in Hawkes Models 0 0 0 29 2 3 3 66
Spurious Principal Components 0 0 1 54 2 2 5 53
Stability through cycles 0 1 1 36 6 10 11 74
Statistical Institutes and Economic Prosperity 0 0 0 26 1 2 4 89
Stochastic levels and duration dependence in US unemployment 0 0 1 39 4 9 11 43
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 2 5 8 94
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 1 5 74 3 5 12 134
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 1 5 8 50
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 0 3 5 9 11 24
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 3 3 27
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 1 2 2 8
Testing Changing Harmonic Regressors 0 0 0 26 6 12 12 78
Testing Earning Management 1 1 1 96 1 1 1 269
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 3 3 3 6
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 4 7 10 276
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 3 3 6 30
Testing changes in consumer confidence indicators 0 0 0 25 3 6 8 92
Testing common deterministic seasonality 0 0 0 7 2 4 5 42
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 3 7 9 148
Testing for Common Deterministic Trend Slopes 0 0 0 43 1 1 5 251
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 2 2 4 145
Testing for common deterministic trend slopes 0 0 0 14 8 9 9 198
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 3 7 8 40
Testing for harmonic regressors 0 0 0 3 3 3 3 26
Testing for seasonal unit roots in monthly panels of time series 0 0 1 78 8 12 15 173
The Cash Use of the Malaysian Ringgit 0 0 0 0 2 5 7 7
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 2 7 10 154
The Econometrics Of The Bass Diffusion Model 0 0 2 991 3 10 15 3,143
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 5 6 9 1,590
The Global View on Port State Control 0 0 0 36 2 2 2 120
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 2 9 18 201
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 16 1 3 6 106
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 2 4 5 100
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 1 1 1 50
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 0 65 6 12 14 210
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 3 6 7 187
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 2 4 5 90
The hemline and the economy: is there any match? 6 16 77 678 30 67 231 2,067
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 3 5 9 976
The life cycle of social media 0 0 1 128 4 6 10 164
This time it is different! Or not? 0 0 0 43 1 3 5 80
Time-Series Models in Marketing 0 0 0 578 0 3 5 1,380
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 2 4 5 90
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 1 1 47 5 10 11 70
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 3 6 6 844
Visualizing attitudes towards service levels 0 0 0 6 4 6 7 55
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 4 4 516
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 0 3 4 67
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 2 4 9 120
What drives the Quotes of Earnings Forecasters? 0 0 0 19 0 0 1 76
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 1 4 11 47
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 89 4 5 6 357
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 2 3 4 357
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 1 2 4 163
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 1 70 1 3 6 376
Yet another look at MIDAS regression 0 0 1 271 4 6 14 114
Total Working Papers 19 46 172 29,471 1,141 2,060 2,939 97,518

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 1 95 9 12 20 261
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 55 6 8 8 142
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 3 6 7 79
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 1 74 2 5 8 268
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 8 1,045 8 11 23 2,890
A global view on port state control: econometric analysis of the differences across port state control regimes 1 1 3 18 3 3 6 47
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 2 2 4 90
A model selection procedure for time series with seasonality 0 0 0 17 3 4 5 58
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 3 3 4 86
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 3 5 6 134
A multi-level panel STAR model for US manufacturing sectors 0 1 2 380 4 8 16 1,038
A multivariate approach to modeling univariate seasonal time series 0 0 0 69 2 3 6 169
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 4 6 10 354
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 1 2 5 20
A note on the Mean Absolute Scaled Error 2 5 6 29 10 18 27 162
A novel approach to measuring consumer confidence 0 0 0 7 1 6 6 35
A periodic cointegration model of quarterly consumption 0 0 0 2 1 4 6 14
A periodic long-memory model for quarterly UK inflation 0 0 0 42 3 6 7 154
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 5 5 9 232
A simple test for PPP among traded goods 0 0 0 93 4 4 7 297
A simple test for a bubble based on growth and acceleration 0 0 3 27 2 3 8 67
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 3 3 4 162
Additive outliers, GARCH and forecasting volatility 0 0 2 215 4 7 11 435
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 1 1 2 51
Adstock revisited 0 0 0 0 3 3 5 5
An Empirical Study of Cash Payments 0 0 0 12 3 5 8 74
An empirical analysis of euro cash payments 0 0 0 24 3 6 8 99
An empirical test for parities between metal prices at the LME 0 0 0 3 3 4 4 29
An unbiased variance estimator for overlapping returns 1 1 4 272 6 8 11 782
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 1 2 2 70
Analyzing fixed-event forecast revisions 0 0 0 14 6 8 9 100
Approximating the DGP of China's quarterly GDP 0 0 0 32 2 3 6 230
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 0 5 12 2 4 15 34
Are forecast updates progressive? 0 0 0 6 6 7 8 52
Are individuals in China prone to money illusion? 0 0 0 11 2 5 16 103
Are living standards converging? 0 1 1 85 5 7 10 291
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 3 5 5 37
Asymptotically perfect and relative convergence of productivity 0 0 0 285 3 5 15 858
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 0 1 10 12 14 18
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 0 3 0 3 8 20
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 7 9 15 123
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 3 6 7 17
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 35 1 2 6 114
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 7 14 16 48
Cointegration Analysis of Seasonal Time Series 0 1 2 13 3 10 11 52
Cointegration in a historical perspective 0 0 1 29 3 4 10 140
Combining expert‐adjusted forecasts 0 0 0 1 3 5 6 17
Common large innovations across nonlinear time series 0 0 0 0 1 3 8 39
Common socio-economic cycle periods 0 1 1 25 1 4 5 100
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 1 2 8 3 6 10 48
Conditions that make ventures thrive: from individual entrepreneur to innovation impact 0 0 0 0 1 6 10 14
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 3 5 6 104
Constant vs. Changing Seasonality 0 0 0 41 7 8 12 137
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 0 1 1 6 11 13 24
Consumer price evaluations through choice experiments 0 0 0 10 5 9 11 58
Correcting for survey effects in pre‐election polls 0 0 0 2 1 3 3 27
Correcting the January optimism effect 0 0 0 1 2 2 2 14
Critical values for unit root tests in seasonal time series 0 0 0 182 4 7 9 446
Data revisions and periodic properties of macroeconomic data 0 0 0 7 3 5 7 57
Deriving target selection rules from endogenously selected samples 0 0 0 56 7 9 12 262
Deriving target selection rules from endogenously selected samples 0 0 0 0 9 10 11 21
Detecting seasonal unit roots in a structural time series model 0 0 0 35 0 1 1 116
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 1 2 441
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 4 6 9 40
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 0 3 3 11
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 3 5 7 93
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 7 10 12 58
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 0 3 41 4 7 15 214
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 2 6 7 212
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 0 37 2 5 7 230
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 1 1 167 6 11 18 403
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 3 8 9 28
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 1 3 1 3 5 33
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 1 2 7 145
Does irritation induced by charitable direct mailings reduce donations? 0 1 1 9 3 7 14 69
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 0 1 1 112
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 2 16 5 5 9 94
Dynamic Specification and Cointegration 0 0 0 1 5 8 11 339
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 0 2 3 93
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 2 16 1 3 9 102
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 1 2 5 127
Editorial 0 0 0 0 2 3 3 22
Editorial 0 0 0 0 3 3 4 24
Editorial Statistics 0 0 0 0 4 4 4 17
Editorial introduction 0 0 0 0 3 4 5 7
Editorial statistics 0 0 0 1 4 4 4 33
Editorial statistics 0 0 0 1 2 2 3 25
Emigration, wage differentials and brain drain: the case of Suriname 0 1 2 32 0 8 17 129
Empirical causality between bigger banknotes and inflation 0 0 1 65 1 2 5 168
Error-correction modelling in discrete and continuous time 0 0 0 28 1 2 3 99
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 4 4 4 74
Estimating loss functions of experts 0 0 0 4 6 6 7 22
Estimating persistence for irregularly spaced historical data 0 0 0 2 2 3 4 8
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 3 5 6 215
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 6 9 10 91
Estimating volatility on overlapping returns when returns are autocorrelated 1 1 1 226 6 7 10 621
Evaluating CPB’s Forecasts 0 0 0 6 1 2 2 64
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 6 8 10 230
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 1 0 2 4 9
Expert opinion versus expertise in forecasting 0 0 0 19 5 6 9 119
Experts' Stated Behavior 0 0 0 2 1 4 4 22
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 1 3 3 8
Exploiting Spillovers to Forecast Crashes 0 0 0 2 3 7 9 33
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 1 1 5 46
Fifty years since Koyck (1954)* 0 0 1 60 2 5 8 214
Financial volatility: an introduction 0 0 0 748 1 5 6 1,873
Forecasting Annual Inflation Using Weekly Money Supply 0 0 2 7 3 7 11 23
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 0 0 274 4 7 10 554
Forecasting Real GDP Growth for Africa 0 0 0 5 2 5 9 21
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 0 1 1 2 2 9 14 25
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 2 4 7 177
Forecasting and seasonality 0 0 0 55 2 3 4 237
Forecasting economic and financial time-series with non-linear models 0 0 0 288 3 14 17 776
Forecasting house price growth rates with factor models and spatio-temporal clustering 0 1 6 6 7 16 30 34
Forecasting long memory left-right political orientations 0 0 0 9 0 4 7 89
Forecasting market shares from models for sales 0 0 1 69 4 5 9 211
Forecasting power-transformed time series data 0 0 0 38 3 7 7 146
Forecasting the levels of vector autoregressive log-transformed time series 0 0 0 40 4 9 9 146
Forecasting time series with long memory and level shifts 0 0 0 59 4 6 7 179
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 0 2 8 2 3 6 27
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 9 14 14 203
Forecasting: theory and practice 2 4 10 58 23 61 129 415
From first submission to citation: an empirical analysis 0 0 0 3 2 4 5 36
Generalizations of the KPSS‐test for stationarity 0 1 12 190 1 3 19 499
Hemlines and the Economy: Which Goes Down First? 1 4 24 114 3 12 62 317
Heterogeneous Forecast Adjustment 0 0 0 0 0 1 1 14
How Informative Are Earnings Forecasts? † 0 0 0 4 3 6 8 46
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 3 8 9 150
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 2 2 2 87
How to deal with intercept and trend in practical cointegration analysis? 0 0 0 285 2 6 8 635
IGARCH and variance change in the US long-run interest rate 0 0 0 119 1 2 3 303
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 4 5 5 17
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 2 2 6 63
Improving judgmental adjustment of model-based forecasts 0 0 0 4 7 8 8 40
Impulse response functions for periodic integration 0 0 0 15 3 10 14 137
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 0 2 4 6
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 1 4 5 99
Incorporating judgment in forecasting models in times of crisis 0 2 2 2 5 11 13 15
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 1 1 3 3 12
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 0 2 4 57
Inferring Transition Probabilities from Repeated Cross Sections 0 1 1 3 4 6 8 16
Inflation in Africa, 1960–2015 0 0 1 7 3 4 11 68
Inflation in China, 1953-1978 0 0 1 1 1 3 10 12
Inflation, forecast intervals and long memory regression models 0 0 0 123 3 6 6 509
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 0 19 1 4 7 111
Interpolation and correlation 0 0 1 3 3 3 6 44
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 1 1 37 3 11 12 134
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 1 35 6 7 13 129
Introduction to the special issue on new econometric models in marketing 0 0 0 6 5 8 9 57
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 3 4 5 101
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 2 5 7 121
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 2 2 3 54
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 1 1 2 7
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 16 17 20 926
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 3 5 8 38
Marketing response and temporal aggregation 0 1 1 6 2 8 13 24
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 3 3 4 144
Measurement Error in a First-order Autoregression 0 0 0 17 4 6 7 74
Merging models and experts 0 0 0 16 2 4 5 63
Model Selection in Periodic Autoregressions 0 0 0 0 4 5 7 182
Model adequacy and influential observations 0 0 0 13 2 2 2 78
Model selection for forecast combination 0 0 0 10 3 6 7 53
Modeling Item Nonresponse in Questionnaires 0 0 0 0 1 3 3 29
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 5 8 12 18
Modeling Multiple Regimes in the Business Cycle 0 0 1 108 1 3 11 318
Modeling Purchases as Repeated Events 0 0 0 39 4 6 8 174
Modeling Seasonality in New Product Diffusion 0 0 0 12 1 2 3 98
Modeling box office revenues of motion pictures✰ 0 0 0 2 5 6 9 32
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 7 4 6 7 73
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 3 5 6 89
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 1 5 2 3 5 34
Modeling seasonality in bimonthly time series 0 0 0 6 0 1 2 41
Modeling the diffusion of scientific publications 0 0 0 30 2 5 5 128
Modelling and forecasting level shifts in absolute returns 0 0 0 111 9 10 14 500
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 1 202 6 7 11 735
Modelling regional house prices 0 0 1 38 3 6 16 134
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 1 3 3 19
Moving average filters and periodic integration 0 0 0 2 9 12 14 32
Moving average filters and unit roots 0 1 1 33 2 4 10 158
Multiple unit roots in periodic autoregression 0 0 0 73 1 2 5 200
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 1 7 9 79
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 0 16 2 4 6 47
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 1 226
On SETAR non-linearity and forecasting 0 0 0 206 2 7 8 668
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 1 109 2 10 11 324
On data transformations and evidence of nonlinearity 0 0 0 4 5 6 8 34
On forecasting cointegrated seasonal time series 0 0 1 38 3 7 14 135
On forecasting exchange rates using neural networks 0 0 0 122 1 4 4 311
On inflation expectations in the NKPC model 1 1 2 12 4 5 7 37
On modeling panels of time series* 0 0 0 8 3 6 6 44
On the Econometrics of the Bass Diffusion Model 0 0 0 144 3 9 12 372
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 4 6 8 16
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 3 5 7 216
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 4 5 11
On the econometrics of the geometric lag model 0 0 0 57 1 2 4 210
On the life cycles of successful rock bands 0 0 0 0 4 14 18 19
On the number of categories in an ordered regression model 0 0 1 14 0 2 4 50
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 4 6 6 86
On trends and constants in periodic autoregressions 0 0 0 11 3 4 11 123
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 2 9 10 44
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 13 2 3 7 121
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 5 6 7 60
Ordered logit analysis for selectively sampled data 0 0 0 41 1 3 3 122
Outlier Detection in Cointegration Analysis 0 0 0 0 3 5 8 773
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 10 13 16 218
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 3 4 4 44
Panel design effects on response rates and response quality 0 0 0 0 0 1 3 32
Periodic Cointegration: Representation and Inference 0 0 1 157 2 3 7 415
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 2 4 5 84
Progress and challenges in econometrics 0 0 0 77 3 4 6 193
Properties of expert adjustments on model-based SKU-level forecasts 0 0 0 31 1 4 6 174
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 2 4 8 952
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 1 1 3 49
Random‐coefficient periodic autoregressions 0 0 0 5 5 8 10 47
Recent Advances in Modelling Seasonality 0 0 0 1 1 4 9 511
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 39 1 5 9 125
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 5 4 4 5 63
Robust Inference on Average Economic Growth* 0 0 0 4 3 7 8 76
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 4 5 9 180
SIMPLE BAYESIAN FORECAST COMBINATION 0 0 0 5 2 2 5 30
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 9 2,458 6 12 50 4,816
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 6 8 10 281
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 3 4 5 138
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 0 1 3 144
Seasonality, non-stationarity and the forecasting of monthly time series 0 0 1 136 2 2 4 315
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 5 5 8 104
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 3 8 10 220
Shrinkage estimators for periodic autoregressions 0 0 2 2 4 16 25 25
Size and value effects in Suriname 0 0 0 12 2 5 6 85
Some comments on seasonal adjustment 0 0 0 58 3 3 3 212
Specification Testing in Hawkes Models* 0 0 0 4 6 7 8 34
Spurious deterministic seasonality 0 0 0 30 3 3 4 119
Spurious principal components 0 0 0 0 1 3 6 21
Statistical institutes and economic prosperity 0 0 0 3 2 3 4 36
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 10 13 14 114
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 1 3 1 3 5 36
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 5 4 5 5 47
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 4 8 13 53
Testing bias in professional forecasts 0 0 0 1 1 2 3 9
Testing earnings management 0 0 0 12 6 6 6 58
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 3 4 8 797
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 3 5 6 7
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 5 7 9 90
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 4 9 521
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 1 3 5 31
Testing for bias in forecasts for independent binary outcomes 0 0 1 2 1 1 2 13
Testing for common deterministic trend slopes 0 0 0 48 4 4 6 237
Testing for convergence in left-right ideological positions 0 0 0 0 1 2 4 16
Testing for harmonic regressors 0 0 0 3 4 7 8 51
Testing for periodic integration 0 0 0 38 1 3 6 173
Testing for seasonality 0 0 1 87 3 4 7 232
Testing periodically integrated autoregressive models 0 0 0 1 9 12 12 45
The Econometric Analysis of Seasonal Time Series 0 0 0 2 6 8 10 18
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 2 2 2 356
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 3 8 631
The M3 competition: Statistical tests of the results 0 0 3 155 6 8 15 431
The Norwegian Consumption Function: A Comment 0 0 0 0 0 1 4 97
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 3 6 7 31
The detection of observations possibly influential for model selection 0 0 0 3 4 5 5 23
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 1 1 2 5
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 8 9 12 23
The effect of rounding on payment efficiency 0 1 1 7 2 4 5 67
The effectiveness of high-frequency direct-response commercials 0 0 0 6 2 3 5 29
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 1 1 1 40
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 1 74 2 5 10 283
The impact of adoption timing on new service usage and early disadoption 0 0 1 7 3 5 9 38
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 4 5 9 12 59
The life cycle of social media 0 0 0 15 1 5 6 64
Trends in three decades of rankings of Dutch economists 0 0 0 2 2 3 4 14
Twenty years of cointegration 0 0 0 43 2 3 4 94
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 3 4 7 21
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 3 4 4 248
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 5 6 6 21
Visualizing time-varying correlations across stock markets 0 0 2 121 3 4 6 265
When Do Price Thresholds Matter in Retail Categories? 0 0 1 21 4 8 15 81
Why is GDP typically revised upwards? 0 0 0 12 3 5 7 54
“Panelizing” Repeated Cross Sections 0 0 0 6 4 5 5 42
Total Journal Articles 9 35 163 13,979 875 1,540 2,379 50,031

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 9 9 13 274
A Concise Introduction to Econometrics 0 0 0 0 1 4 8 491
Econometric Methods with Applications in Business and Economics 0 0 0 0 4 9 48 1,886
Enjoyable Econometrics 0 0 0 0 0 0 1 28
Enjoyable Econometrics 0 0 0 0 1 2 3 67
Ethics in Econometrics 0 0 0 0 4 4 9 10
Ethics in Econometrics 0 0 0 0 1 3 6 7
Expert Adjustments of Model Forecasts 0 0 0 0 4 6 7 32
Expert Adjustments of Model Forecasts 0 0 0 0 3 4 5 41
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 6 6 19 639
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 10 14 25 523
Periodic Time Series Models 0 0 0 0 1 6 11 153
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 8 16 23 1,608
Quantitative Models in Marketing Research 0 0 0 0 2 7 18 947
Quantitative Models in Marketing Research 0 0 0 0 2 2 6 216
Time Series Models for Business and Economic Forecasting 0 0 0 0 7 15 40 574
Time Series Models for Business and Economic Forecasting 0 0 0 0 34 38 44 316
Total Books 0 0 0 0 97 145 286 7,812

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 1 1 5 6 8 8
Econometric models in marketing: Editors' introduction 0 0 0 0 1 2 3 5
FORECASTING SEASONAL TIME SERIES 0 0 0 1 2 5 6 27
Forecasting in Marketing 0 1 1 174 2 6 11 444
GARCH, Outliers, and Forecasting Volatility 0 0 0 0 2 4 4 11
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 4 5 10 11
Time-Series Models in Marketing 0 0 0 0 1 2 6 18
Total Chapters 0 1 2 176 17 30 48 524

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