Access Statistics for Philip Hans Franses

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"Borrowing money costs money": Yes, but why not tell how much? 0 0 0 28 0 1 2 43
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 197 0 2 15 752
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 1 1 5 365
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 129 0 0 2 513
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 75 0 0 2 91
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 1 5 441
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 1 356 0 1 8 831
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 1 1 14 656
A New Multivariate Product Growth Model 0 1 1 123 0 1 5 422
A Novel Approach to Measuring Consumer Confidence 0 0 0 30 0 1 7 50
A generalized dynamic conditional correlation model for many asset returns 0 0 0 64 0 1 7 154
A hierarchical Bayes error correction model to explain dynamic effects 0 0 3 12 0 1 11 65
A model for quarterly unemployment in Canada 0 0 0 10 2 2 3 39
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 37 0 0 4 109
A multivariate STAR analysis of the relationship between money and output 0 0 0 120 3 6 16 299
A nonlinear long memory model for US unemployment 0 1 2 42 0 1 5 92
A seasonal periodic long memory model for monthly river flows 0 0 0 23 1 1 7 107
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 0 0 4 96
A simple test for GARCH against a stochastic volatility 0 0 0 33 1 1 6 88
A simple test for PPP among traded goods 0 0 0 11 0 0 2 62
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 0 2 385
Advertising effects on awareness, consideration and brand choice using tracking data 0 2 2 219 1 4 8 819
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 2 20 1 2 8 21
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 1 3 39 1 5 16 34
An Empirical Study of Cash Payments 0 1 2 147 1 2 8 376
An Equilibrium-Correction Model for Dynamic Network Data 0 0 0 857 0 0 4 2,994
An empirical analysis of euro cash payments 0 0 2 7 0 0 8 38
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 1 1 2 24 1 2 12 130
Analyzing Fixed-Event Forecast Revisions 0 0 1 22 0 1 7 59
Analyzing Fixed-event Forecast Revisions 0 0 0 9 1 1 5 80
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 5 105
Analyzing Fixed-event Forecast Revisions 0 0 0 87 0 0 7 186
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 5 72
Analyzing Fixed-event Forecast Revisions 0 0 0 2 1 2 6 51
Analyzing preferences ranking when there are too many alternatives 1 1 1 32 1 1 2 67
Approximating the DGP of China's Quarterly GDP 0 1 1 26 0 5 28 150
Are Chinese Individuals prone to Money Illusion? 0 0 0 21 0 1 1 76
Are Forecast Updates Progressive? 0 0 0 24 1 4 18 126
Are Forecast Updates Progressive? 0 0 0 27 1 1 8 116
Are Forecast Updates Progressive? 0 0 0 27 1 1 9 74
Are Forecast Updates Progressive? 0 0 0 39 1 1 12 136
Are Forecast Updates Progressive? 0 0 0 22 1 1 7 80
Are Forecast Updates Progressive? 0 0 0 32 1 1 10 71
Are Forecast Updates Progressive? 0 0 0 27 1 2 7 113
Are we in a bubble? A simple time-series-based diagnostic 0 1 5 170 0 1 7 97
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 1 46 0 1 4 128
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 1 98 0 0 4 287
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 27 1 2 5 241
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 2 24 1 2 7 73
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 1 7 57
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 3 34 1 2 12 117
Benchmarking judgmentally adjusted forecasts 1 1 1 26 1 1 6 30
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 0 0 3 586
Buying High Tech Products 0 0 0 121 0 0 1 454
Censored latent effects autoregression, with an application to US unemployment 0 1 1 17 0 1 5 52
Censored regression analysis in large samples with many zero observations 0 0 2 38 0 0 7 99
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 1 441 0 0 2 1,374
Cointegration in a historical perspective 0 0 1 109 0 1 8 125
Cointegration in a periodic vector autoregression 0 0 1 16 0 0 2 57
Combining Non-Replicable Forecasts 0 0 0 37 0 0 9 92
Combining Non-Replicable Forecasts 0 0 0 20 0 0 6 53
Common large innovations across nonlinear time series 0 0 0 5 0 1 5 40
Competence and confidence effects in experts' forecast adjustments 0 0 0 25 0 2 6 40
Comprehensive review of the maritime safety regimes 0 0 1 31 0 1 5 84
Confidence Intervals for Cronbach's Coefficient Alpha Values 3 6 7 928 3 6 13 3,849
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 1 1 2 65
Consensus forecasters: How good are they individually and why? 0 0 0 45 1 1 10 44
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 1 2 6 82
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 23 0 3 7 92
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 0 4 49
Correcting for Survey Effects in Pre-election Polls 0 0 0 27 0 0 1 122
Cycles in basic innovations 0 0 0 20 0 0 2 73
Decomposing bias in expert forecast 0 0 0 59 0 0 4 51
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 1 2 15 565
Deriving dynamic marketing effectiveness from econometric time series models 0 0 2 142 0 4 8 347
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 1 4 252
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 3 0 0 5 46
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 1 4 109
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 0 0 1 63
Do African economies grow similarly? 2 6 58 58 3 13 43 43
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 1 1 3 72 2 3 13 138
Do Commercial Real Estate Prices Have Predictive Content for GDP 1 1 1 12 1 1 3 41
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 27 0 0 5 88
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 0 0 0 75
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 1 1 4 40
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 1 6 75
Do experts' SKU forecasts improve after feedback? 0 0 0 15 0 0 4 45
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 20 3 4 12 58
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 1 53
Do we make better forecasts these days? A survey amongst academics 0 0 1 2 0 0 3 28
Do we need all Euro denominations? 1 1 1 14 1 2 9 165
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 0 5 48
Does Disagreement Amongst Forecasters have Predictive Value? 1 1 1 39 1 1 11 56
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 50 0 2 8 71
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 1 39 0 1 6 126
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 13 13 13 13 5 5 5 5
Does a financial crisis make consumers increasingly prudent? 1 1 1 30 1 1 3 52
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 1 1 5 0 1 2 26
Does news on real Chinese GDP growth impact stock markets? 0 0 0 40 1 2 5 97
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 1 22 0 2 8 83
Does rounding matter for payment efficiency? 0 0 0 0 0 1 4 38
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 0 5 104
Does the ROMC have expertise, and can it forecast? 0 0 0 8 1 2 14 115
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 2 150 0 0 8 570
Dynamic and Competitive Effects of Direct Mailings 0 0 0 57 0 0 3 177
Dynamics of expert adjustment to model-based forecast 0 0 0 13 0 0 3 65
Ecological panel inference in repeated cross sections 0 0 0 4 0 0 2 24
Econometric Analysis of the Market Share Attraction Model 2 7 17 1,254 3 12 62 3,507
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 22 1 1 3 104
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 0 0 3 251
Emigration, wage differentials and brain drain: The case of Suriname 0 1 1 78 2 4 10 164
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 0 0 8 325
Estimates of quarterly GDP growth using MIDAS regressions 1 5 17 17 5 16 48 48
Estimating Loss Functions of Experts 0 0 2 33 0 0 7 71
Estimating Loss Functions of Experts 0 0 0 10 0 0 5 38
Estimating duration intervals 0 0 0 58 0 0 3 157
Estimating persistence for irregularly spaced historical data 2 67 67 67 3 25 25 25
Estimating the market share attraction model using support vector regressions 0 1 2 57 1 3 14 238
Evaluating Combined Non-Replicable Forecast 0 0 0 2 0 1 3 61
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 0 1 9 42
Evaluating Combined Non-Replicable Forecasts 0 0 0 18 0 0 3 75
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 3 3 618 0 3 5 1,756
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 1 9 136
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 1 10 66
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 21 0 0 7 76
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 2 90 0 0 5 207
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 95 1 1 8 136
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 1 1 2 162 1 2 8 198
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 0 5 164
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 1 1 86 1 3 26 169
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 93 0 0 3 163
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 58 1 1 7 148
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 66 0 0 8 177
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 1 7 54 0 2 5 18
Evaluating real-time forecasts in real-time 0 0 1 15 0 0 6 65
Evaluating the Rationality of Managers' Sales Forecasts 1 1 3 49 1 1 3 52
Evaluation of survey effects in pre-election polls 0 0 0 44 1 3 11 351
Experimental investigation of consumer price evaluations 0 0 0 4 0 0 1 34
Expert opinion versus expertise in forecasting 0 0 1 90 1 1 9 412
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 2 23
Experts' Stated Behavior 0 0 0 21 0 0 4 81
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 0 5 42
Exploiting Spillovers to forecast Crashes 0 0 0 28 0 1 10 43
Financial innumeracy 0 1 2 22 1 5 14 82
Forecasting 1 to h steps ahead using partial least squares 0 1 3 38 1 2 6 111
Forecasting Annual Inflation in Suriname 0 0 25 25 5 9 41 41
Forecasting Earnings Forecasts 0 0 1 20 0 0 4 41
Forecasting Market Shares from Models for Sales 0 0 0 593 0 0 7 1,578
Forecasting Sales 0 0 4 115 0 1 13 198
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 0 5 73
Forecasting economic and financial time-series with non-linear models 0 1 4 869 1 4 12 1,630
Forecasting high-frequency electricity demand with a diffusion index model 0 0 1 20 0 0 4 81
Forecasting in marketing 1 5 7 38 2 6 18 81
Forecasting own brand sales: Does incorporating competition help? 0 13 24 24 1 4 9 9
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 1 1 0 1 12 14
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 1 1 2 16 1 2 7 52
Forecasting volatility with switching persistence GARCH models 0 0 0 20 0 0 3 57
Forecasting with periodic autoregressive time series models 0 0 3 59 1 1 7 120
Formalizing judgemental adjustment of model-based forecasts 0 0 0 6 0 0 1 50
Franses 1 1 3 134 5 95 229 1,549
From first submission to citation: an empirical analysis 0 0 0 3 0 0 1 26
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 1 7 139
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 26 0 0 9 203
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 3 3 10 216
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 27 0 0 3 124
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 0 0 3 30
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 63 0 0 1 309
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 0 3 8 57
How to deal with intercept and trend in pratical cointegration analysis? 0 3 12 118 2 10 35 270
How to gain brain for Suriname 1 1 1 13 1 1 7 28
IMA(1,1) as a new benchmark for forecast evaluation 0 0 21 21 1 1 27 27
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 0 591
Impulse-response analysis of the market share attraction model 0 0 0 16 1 2 12 100
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 17 0 0 4 59
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 3 522
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 1 1 5 73
Indirect Network Effects in New Product Growth 0 0 3 110 2 3 18 306
Inequality amongst the wealthiest and its link with economic growth 0 0 0 44 0 0 1 77
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 1 1 11 20
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 1 1 11 0 1 2 46
Inflation rates; long-memoray, level shifts, or both? 0 0 0 2 0 0 1 19
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 1 608 1 2 11 2,073
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 1 182 0 0 8 807
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 2 149 1 3 19 701
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 4 78 0 0 14 96
Intertemporal Similarity of Economic Time Series 2 4 14 76 6 9 39 86
Irritation Due to Direct Mailings from Charities 0 0 1 56 1 1 6 183
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 2 6 9
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 1 9 776
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 10 74
Long-term forecast for the Dutch economy 0 0 0 8 0 0 2 30
Low-fat, light, and reduced in calories 0 0 1 33 0 1 5 54
Managing Sales Forecasters 0 0 1 71 0 1 3 53
Measuring weekly consumer confidence 0 0 0 55 1 4 8 97
Microeconomic determinants of skilled migration: The case of Suriname 1 3 3 60 1 3 14 95
Model selection for forecast combination 0 1 1 94 0 3 19 118
Model-based forecast adjustment; with an illustration to inflation 0 0 3 34 1 4 11 41
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 1 1 9 915
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 0 379 0 0 2 1,124
Modeling Generational Transitions from Aggregate Data 0 0 0 51 1 1 3 217
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 1 284 0 0 5 844
Modeling Seasonality in New Product Diffusion 0 0 0 79 1 2 15 162
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 1 2 1,025
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 2 49
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 21 0 0 2 59
Modeling charity donations: target selection, response time and gift size 0 0 16 107 0 1 37 305
Modeling dynamic effects of promotion on interpurchase times 0 0 0 23 0 1 11 91
Modeling purchases as repeated events 0 0 2 26 0 2 10 87
Modeling regional house prices 1 2 3 152 1 2 11 272
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 0 1 2 35
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 1 4 145
Modeling the diffusion of scientific publications 0 0 0 5 0 2 9 53
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 40 0 2 5 195
Modelling Multiple Regimes in the Business Cycle 1 1 5 48 2 2 13 130
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 6 46
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 0 0 0 0 0
Monitoring structural change in variance 0 0 0 16 0 1 7 49
Monitoring time-varying parameters in an autoregression 0 0 0 2 0 0 2 34
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 2 6 54 1 11 28 127
Nonlinearities and outliers: robust specification of STAR models 0 0 1 39 0 0 2 85
On Forecasting Cointegrated Seasonal Time Series 0 0 0 419 2 2 4 1,143
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 3 1,008
On SETAR non- linearity and forecasting 0 0 1 52 0 2 5 117
On combining revealed and stated preferences to forecast customer behaviour: three case studies 1 1 1 27 1 1 1 85
On data transformations and evidence of nonlinearity 0 0 0 4 1 1 4 27
On forecasting cointegrated seasonal time series 0 0 0 11 1 1 3 41
On modeling panels of time series 0 0 3 10 0 0 6 23
On the Bass diffusion theory, empirical models and out-of-sample forecasting 1 1 2 322 2 2 7 1,091
On the diffusion of scientific publications; the case of Econometrica 1987 1 1 1 5 1 1 3 32
On the econometrics of the Koyck model 3 7 34 365 41 86 427 3,217
On the number of categories in an ordered regression model 0 0 0 20 0 1 6 65
On the optimality of expert-adjusted forecasts 0 0 0 0 1 1 1 1
On the optimality of expert-adjusted forecasts 0 0 0 23 1 2 3 39
On the role of seasonal intercepts in seasonal cointegration 0 0 0 14 1 1 3 47
On the role of seasonal intercepts in seasonal cointegration 0 0 1 42 0 1 5 204
Ordered logit analysis for selectively sampled data 0 0 3 32 1 1 15 117
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 0 3 39
Outlier detection in the GARCH (1,1) model 0 0 2 25 0 0 6 86
Outlier robust cointegration analysis 0 0 0 239 0 0 6 555
Outliers and judgemental adjustment of time series forecasts 0 0 0 41 0 0 1 78
Panel design effects on response rates and response quality 0 0 0 11 1 2 10 78
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 2 26 1 2 7 127
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 11 0 0 1 75
Professional Forecasters and January 4 8 78 78 13 27 277 277
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 1 81 0 0 8 388
Random-Coefficient periodic autoregression 0 0 0 28 0 0 9 98
Ranking Models in Conjoint Analysis 0 1 2 54 2 5 17 91
Real GDP growth in Africa, 1963-2016 3 8 40 40 8 17 68 68
Real time estimates of GDP growth 0 0 0 44 1 1 5 85
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 1 51
Recovering historical inflation data from postal stamps prices 0 0 0 59 2 2 12 55
Reference-based transitions in short-run price elasticity 1 1 1 66 1 1 4 360
Retrieving unobserved consideration sets from household panel data 0 0 0 60 0 0 4 142
Return migration of high skilled workers 0 0 0 37 0 1 4 50
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 0 2 8 81
Risk attitudes in company boardrooms in a developing country 0 0 0 10 0 1 7 40
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 0 1 10 42
Robust inference on average economic growth 0 0 0 1 0 0 6 25
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 0 1 2 2 6 8
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 0 2 2
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 2 4 10 1,378
Sales Models For Many Items Using Attribute Data 0 0 0 196 0 0 3 751
Seasonal adjustment and the business cycle in unemployment 0 0 2 14 0 1 5 52
Seasonal smooth transition autoregression 0 0 4 30 0 1 9 105
Seasonality in revisions of macroeconomic data 0 0 1 26 0 0 5 54
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 1 1 4 81
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 12 0 1 6 58
Semi-Parametric Modelling of Correlation Dynamics 0 1 2 55 1 2 10 124
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 1 280 0 0 8 1,003
Size and value effects in Suriname 0 0 0 9 1 1 9 53
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 8 1,785 5 9 37 3,297
Smooth transition autoregressive models - A survey of recent developments 0 0 12 420 3 9 49 760
Specification Testing in Hawkes Models 0 1 1 27 2 4 11 51
Spurious Principal Components 1 1 4 50 1 2 13 39
Stability through cycles 0 0 0 34 0 0 1 55
Statistical Institutes and Economic Prosperity 0 0 0 26 0 1 3 78
Stochastic levels and duration dependence in US unemployment 0 0 0 38 0 0 4 24
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 2 24 1 1 5 70
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 1 7 14 23 3 13 34 47
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 1 1 2 7 3 3 10 21
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 0 1 1 2 3 5
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 3 17
Testing Changing Harmonic Regressors 0 0 0 23 0 1 1 56
Testing Earning Management 0 0 1 90 0 0 10 247
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 6 262
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 1 2 0 1 6 18
Testing changes in consumer confidence indicators 0 0 2 20 0 2 8 69
Testing common deterministic seasonality 0 0 0 7 0 0 3 27
Testing for ARCH in the Presence of Additive Outliers 0 0 0 25 0 0 8 124
Testing for Common Deterministic Trend Slopes 0 0 0 43 1 2 7 187
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 1 4 45 0 2 8 112
Testing for common deterministic trend slopes 0 0 0 14 2 5 8 81
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 5 29
Testing for harmonic regressors 0 0 0 3 0 0 4 22
Testing for seasonal unit roots in monthly panels of time series 1 1 1 75 1 2 8 147
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 3 34 0 3 21 106
The Econometrics Of The Bass Diffusion Model 0 0 3 977 1 1 11 3,080
The Effect of Relational Constructs on Relationship Performance 1 1 1 561 2 2 9 1,561
The Global View on Port State Control 0 0 0 35 1 1 4 113
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 1 53 0 1 5 162
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 1 15 0 0 2 87
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 1 2 4 87
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 2 2 2 48
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 1 3 62 1 2 9 155
The Triggers, Timing and Speed of New Product Price Landings 0 2 2 61 1 4 11 164
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 1 1 1 23 2 2 8 74
The hemline and the economy: is there any match? 5 8 47 403 20 67 342 1,127
The impact of brand and category characteristics on consumer stock-out reactions 1 1 4 293 1 1 5 940
The life cycle of social media 1 1 2 117 1 4 9 122
This time it is different! Or not? 0 0 1 42 8 28 33 56
Time-Series Models in Marketing 0 0 0 573 1 1 5 1,360
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 1 17 0 1 3 60
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 0 46 1 2 4 53
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 0 1 6 828
Visualizing attitudes towards service levels 0 0 0 5 0 1 7 40
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 5 508
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 1 6 40 1 4 19 45
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 1 25 1 2 9 94
What drives the Quotes of Earnings Forecasters? 0 0 0 16 0 0 6 65
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 3 0 0 0 31
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 87 0 2 11 292
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 107 0 0 2 340
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 61 0 0 4 148
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 2 2 2 64 2 5 8 325
Yet another look at MIDAS regression 1 1 2 260 2 2 12 70
Total Working Papers 73 233 762 27,505 289 822 3,894 85,812


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 0 0 0 88 0 0 2 220
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 54 0 0 3 130
A UNIFYING VIEW ON MULTI-STEP FORECASTING USING AN AUTOREGRESSION 0 0 1 18 0 0 3 71
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 1 2 67 0 1 4 235
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 2 5 1,008 2 6 23 2,791
A global view on port state control: econometric analysis of the differences across port state control regimes 0 0 0 9 1 1 4 24
A method to select between periodic cointegration and seasonal cointegration 0 0 0 30 0 0 3 82
A model selection procedure for time series with seasonality 0 0 0 16 2 3 7 46
A model selection strategy for time series with increasing seasonal variation 0 0 0 14 0 0 2 76
A model selection test for an AR (1) versus an MA (1) model 0 0 0 21 0 0 3 119
A multi-level panel STAR model for US manufacturing sectors 0 2 4 365 0 2 9 971
A multivariate approach to modeling univariate seasonal time series 1 1 1 64 1 2 3 142
A nonlinear long memory model, with an application to US unemployment 0 0 1 122 0 0 10 306
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 2 8
A note on the Mean Absolute Scaled Error 1 1 1 8 1 4 19 77
A novel approach to measuring consumer confidence 0 0 1 4 0 0 5 16
A periodic cointegration model of quarterly consumption 0 0 0 0 0 0 0 0
A periodic long-memory model for quarterly UK inflation 0 1 2 41 0 3 7 138
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 0 0 4 213
A simple test for PPP among traded goods 0 0 0 93 0 2 4 282
A simple test for a bubble based on growth and acceleration 0 1 8 17 1 5 18 40
Absorption of shocks in nonlinear autoregressive models 0 0 0 45 0 0 1 112
Additive outliers, GARCH and forecasting volatility 0 0 3 174 0 1 12 353
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 1 5 25
An Empirical Study of Cash Payments 0 0 1 12 1 2 4 64
An empirical analysis of euro cash payments 0 1 3 21 0 3 10 77
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 1 22
An unbiased variance estimator for overlapping returns 1 3 9 244 1 4 18 726
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 1 1 16 0 1 2 59
Analyzing fixed-event forecast revisions 0 0 1 13 0 1 7 81
Are forecast updates progressive? 0 0 2 5 1 1 9 36
Are individuals in China prone to money illusion? 0 0 1 8 0 5 24 64
Are living standards converging? 0 1 3 74 0 5 16 224
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 2 25
Asymptotically perfect and relative convergence of productivity 0 0 0 280 0 0 7 813
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 1 2 0 0 3 6
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 1 6 104
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 0 0 1 7
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 33 0 1 2 97
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 2 3 12 19
Cointegration Analysis of Seasonal Time Series 0 0 0 163 0 1 9 354
Cointegration Analysis of Seasonal Time Series 0 0 0 4 0 1 9 27
Cointegration in a historical perspective 0 0 1 21 0 1 6 111
Combining expert‐adjusted forecasts 0 0 0 0 0 0 5 5
Common large innovations across nonlinear time series 0 0 0 0 0 1 1 29
Common socio-economic cycle periods 0 0 4 7 1 6 25 50
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 0 1 4 0 0 3 31
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 2 4 88
Constant vs. Changing Seasonality 0 0 0 36 0 1 2 88
Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals 0 0 0 49 0 2 3 281
Consumer price evaluations through choice experiments 0 0 1 9 0 0 6 40
Correcting for survey effects in pre‐election polls 0 0 0 1 0 0 2 18
Critical values for unit root tests in seasonal time series 0 0 3 177 1 1 10 418
Data revisions and periodic properties of macroeconomic data 0 0 0 5 1 2 4 42
Deriving target selection rules from endogenously selected samples 0 0 1 55 2 3 9 240
Detecting seasonal unit roots in a structural time series model 0 0 0 33 0 0 1 112
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 2 433
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 0 0 2 25
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 1 0 1 1 5
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 1 4 2 5 16 39
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 1 2 3 33 1 4 8 174
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 0 0 1 199
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 4 24 0 0 10 185
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 1 3 151 1 3 11 348
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 3 0 0 2 17
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 1 1 1 5 10 10 10
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 1 35 0 0 5 133
Does irritation induced by charitable direct mailings reduce donations? 0 0 1 2 0 1 15 18
Does news on real Chinese GDP growth impact stock markets? 0 0 0 38 0 0 1 106
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 13 0 2 9 71
Dynamic Specification and Cointegration 0 0 0 1 1 3 12 308
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 1 1 2 14 1 1 8 79
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? 0 0 0 12 0 0 4 84
Econometric analysis to differentiate effects of various ship safety inspections 0 0 1 15 0 0 18 109
Editorial 0 0 0 0 1 1 1 18
Editorial 0 0 0 0 0 0 1 19
Editorial Statistics 0 0 0 0 0 0 2 12
Editorial introduction 0 0 0 0 1 1 2 2
Editorial statistics 0 0 0 1 0 0 1 27
Editorial statistics 0 0 0 1 0 0 3 22
Error-correction modelling in discrete and continuous time 0 0 2 24 0 0 5 84
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 21 0 0 0 63
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 23 0 0 12 168
Estimating the stock of postwar Dutch postal stamps 0 0 0 8 1 2 5 77
Estimating volatility on overlapping returns when returns are autocorrelated 1 1 4 206 1 1 10 539
Evaluating CPB’s Forecasts 0 0 2 5 1 2 17 53
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 57 1 2 8 209
Expert opinion versus expertise in forecasting 0 0 1 19 0 0 12 97
Experts' Stated Behavior 0 0 0 0 0 0 1 3
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 0 4 17
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 0 1 19 35
Fifty years since Koyck (1954)* 0 0 1 54 0 0 3 188
Financial volatility: an introduction 1 1 1 742 1 1 6 1,851
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 1 2 269 0 2 10 522
Forecasting aggregates using panels of nonlinear time series 0 1 1 64 1 2 7 163
Forecasting and seasonality 0 0 0 55 0 1 9 226
Forecasting economic and financial time-series with non-linear models 0 1 2 271 4 9 19 699
Forecasting long memory left-right political orientations 0 0 0 9 2 2 3 78
Forecasting market shares from models for sales 0 0 0 65 1 1 3 189
Forecasting power-transformed time series data 1 2 2 38 1 2 3 129
Forecasting the levels of vector autoregressive log-transformed time series 0 0 1 37 1 2 8 113
Forecasting time series with long memory and level shifts 0 0 0 59 0 0 0 170
Forecasting unemployment using an autoregression with censored latent effects parameters 2 2 3 57 2 2 6 183
From first submission to citation: an empirical analysis 0 0 0 3 0 1 5 29
Generalizations of the KPSS‐test for stationarity 0 0 0 119 0 0 8 358
Hemlines and the Economy: Which Goes Down First? 0 0 11 59 0 3 33 169
Heterogeneous Forecast Adjustment 0 0 0 0 1 1 4 9
How Informative Are Earnings Forecasts? † 0 0 0 3 1 1 6 27
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 1 11 0 0 14 125
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 7 0 0 1 80
How to deal with intercept and trend in practical cointegration analysis? 0 0 2 276 0 1 6 596
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 14 0 0 2 53
Improving judgmental adjustment of model-based forecasts 0 1 1 4 0 2 4 27
Impulse response functions for periodic integration 0 0 1 15 0 0 4 119
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 6 6 15 0 10 15 77
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 0 0 0 3 4
Inferring Transition Probabilities from Repeated Cross Sections 0 0 0 0 0 0 2 3
Inflation in Africa, 1960–2015 0 0 2 2 1 6 24 28
Inflation, forecast intervals and long memory regression models 0 0 1 118 1 2 8 483
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 0 16 0 1 8 80
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 1 4 28 0 1 17 87
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 0 0 1 1 1 1
Introduction to the special issue on new econometric models in marketing 0 0 1 5 0 1 9 38
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 0 0 0 13 0 1 5 87
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 0 0 0 20 0 0 2 112
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 4 0 2 6 50
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 3 3
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 0 8 898
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 6 0 1 3 23
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 1 1 8 124
Merging models and experts 0 0 0 15 0 0 4 55
Model Selection in Periodic Autoregressions 0 0 0 0 0 1 5 170
Model adequacy and influential observations 0 0 0 13 0 0 1 74
Modeling Item Nonresponse in Questionnaires 0 0 0 0 0 0 4 20
Modeling Multiple Regimes in the Business Cycle 0 1 2 90 1 9 20 235
Modeling Purchases as Repeated Events 0 0 0 38 0 1 9 147
Modeling Seasonality in New Product Diffusion 0 1 1 11 1 5 10 60
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 4 1 1 6 48
Modeling dynamic effects of promotion on interpurchase times 0 0 0 8 0 0 7 73
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 1 4 0 0 4 25
Modeling seasonality in bimonthly time series 0 0 0 5 1 3 5 31
Modeling the diffusion of scientific publications 0 0 0 28 1 3 12 113
Modelling and forecasting level shifts in absolute returns 0 0 0 110 0 2 7 483
Modelling day-of-the-week seasonality in the S&P 500 index 1 1 1 190 2 3 8 639
Model‐based forecast adjustment: With an illustration to inflation 0 0 1 5 0 0 3 8
Moving average filters and periodic integration 0 0 0 1 0 0 4 14
Moving average filters and unit roots 0 0 0 32 0 0 2 146
Multiple unit roots in periodic autoregression 0 0 0 71 1 1 4 185
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 1 4 61
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 2 8 0 0 7 16
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 218
On SETAR non-linearity and forecasting 0 0 0 201 0 0 9 640
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 107 0 1 3 305
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 0 22
On forecasting cointegrated seasonal time series 0 0 0 35 0 0 2 111
On forecasting exchange rates using neural networks 0 0 0 121 0 2 6 301
On inflation expectations in the NKPC model 0 2 6 6 1 4 16 16
On modeling panels of time series* 0 0 0 8 0 0 2 32
On the Econometrics of the Bass Diffusion Model 1 1 2 126 4 5 13 305
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 36 0 0 0 134
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 1 207
On the econometrics of the geometric lag model 0 0 0 55 0 0 1 197
On the number of categories in an ordered regression model 0 0 2 12 0 0 4 41
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 13 0 0 2 74
On trends and constants in periodic autoregressions 0 0 0 8 0 0 2 107
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 10 1 1 4 102
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 0 0 2 25
Optimal Data Interval for Estimating Advertising Response 1 2 2 7 2 3 8 39
Ordered logit analysis for selectively sampled data 0 0 0 41 1 1 4 115
Outlier Detection in Cointegration Analysis 0 0 0 0 0 0 8 757
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 1 40 0 0 3 188
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 1 1 0 1 9 9
Panel design effects on response rates and response quality 0 0 0 0 0 1 6 23
Periodic Cointegration: Representation and Inference 0 0 2 154 0 1 5 398
Periodic integration in quarterly UK macroeconomic variables 0 0 0 11 0 0 6 73
Progress and challenges in econometrics 0 0 0 77 0 0 4 186
Properties of expert adjustments on model-based SKU-level forecasts 0 1 2 21 1 9 18 150
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 0 0 939
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 1 17 35
Random‐coefficient periodic autoregressions 0 0 0 5 0 0 2 30
Recent Advances in Modelling Seasonality 0 0 0 1 0 0 2 485
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 37 0 0 3 106
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 1 3 1 3 13 43
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 1 64
SETS, arbitrage activity, and stock price dynamics 0 0 0 35 0 2 9 162
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 4 24 2,361 5 15 68 4,487
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 1 48 0 0 3 263
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 3 130
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 28 0 1 2 130
Seasonality, non-stationarity and the forecasting of monthly time series 0 0 2 125 1 2 11 273
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 22 0 1 7 87
Short patches of outliers, ARCH and volatility modelling 0 0 1 37 0 1 5 205
Size and value effects in Suriname 0 0 0 12 2 2 8 62
Some comments on seasonal adjustment 0 1 3 56 1 4 15 197
Specification Testing in Hawkes Models* 0 0 0 2 0 0 6 15
Spurious deterministic seasonality 0 0 0 28 0 0 3 105
Statistical institutes and economic prosperity 0 0 0 3 1 2 7 29
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 27 0 0 2 80
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 1 0 1 12 24
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 1 4 34
Testing earnings management 0 0 0 10 0 1 4 45
Testing for ARCH in the Presence of Additive Outliers 0 0 1 212 1 2 13 770
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 2 2 3 80
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 2 6 496
Testing for Unit Roots and Non‐linear Transformations 0 0 0 0 0 0 4 9
Testing for common deterministic trend slopes 0 0 0 41 2 4 10 145
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 2 10
Testing for harmonic regressors 0 0 0 3 0 0 2 41
Testing for periodic integration 0 0 0 37 0 0 3 164
Testing for seasonality 0 0 0 81 0 0 4 213
Testing periodically integrated autoregressive models 0 0 0 1 0 1 7 27
The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00) 0 0 0 145 0 1 1 331
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 11 17 584
The M3 competition: Statistical tests of the results 0 0 1 122 0 0 7 353
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 0 90
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 2 2 2 0 5 9 15
The detection of observations possibly influential for model selection 0 0 0 3 0 1 2 16
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 2 2
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 0 0 0 5 6
The effect of rounding on payment efficiency 0 0 0 6 1 1 12 55
The effectiveness of high-frequency direct-response commercials 0 0 1 2 0 0 7 9
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 9 0 0 2 34
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 1 1 1 67 1 1 11 244
The impact of adoption timing on new service usage and early disadoption 0 0 5 5 0 0 8 10
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 2 0 0 1 20
Trends in three decades of rankings of Dutch economists 0 0 1 2 0 0 2 6
Twenty years of cointegration 0 0 0 39 0 0 1 81
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 0 1 1 7 7
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 1 87 0 0 3 238
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 2 0 0 1 6
Visualizing time-varying correlations across stock markets 0 1 2 116 0 1 5 249
When Do Price Thresholds Matter in Retail Categories? 0 0 0 9 0 0 1 34
Why is GDP typically revised upwards? 0 0 0 11 0 0 1 43
“Panelizing” Repeated Cross Sections 0 0 0 6 0 0 2 28
Total Journal Articles 15 55 204 12,721 92 308 1,533 42,648
11 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Concise Introduction to Econometrics 0 0 0 0 1 1 12 430
A Concise Introduction to Econometrics 0 0 0 0 2 3 21 214
Econometric Methods with Applications in Business and Economics 0 0 0 0 17 55 177 1,058
Enjoyable Econometrics 0 0 0 0 2 5 33 55
Enjoyable Econometrics 0 0 0 0 0 1 4 8
Expert Adjustments of Model Forecasts 0 0 0 0 2 5 9 14
Expert Adjustments of Model Forecasts 0 0 0 0 0 2 8 20
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 5 12 62 324
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 12 30 81 297
Periodic Time Series Models 0 0 0 0 0 4 14 120
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 12 34 189 1,254
Quantitative Models in Marketing Research 0 0 0 0 17 44 125 457
Quantitative Models in Marketing Research 0 0 0 0 2 9 23 115
Time Series Models for Business and Economic Forecasting 0 0 0 0 1 4 48 246
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 7 33 164
Total Books 0 0 0 0 76 216 839 4,776


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORECASTING SEASONAL TIME SERIES 0 0 0 0 1 1 6 7
Forecasting in Marketing 0 1 2 165 0 5 12 410
Total Chapters 0 1 2 165 1 6 18 417


Statistics updated 2020-05-04