Access Statistics for Philip Hans Franses

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"Borrowing money costs money": Yes, but why not tell how much? 0 0 0 30 0 0 1 56
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 0 1 797
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 0 0 0 381
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 0 0 0 522
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 0 0 1 99
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 0 2 457
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 0 1 2 839
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 2 666
A New Multivariate Product Growth Model 0 0 0 123 0 0 0 426
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 0 0 0 63
A generalized dynamic conditional correlation model for many asset returns 0 0 0 66 0 0 2 167
A hierarchical Bayes error correction model to explain dynamic effects 0 0 1 16 0 0 2 83
A model for quarterly unemployment in Canada 0 0 0 10 0 0 0 40
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 0 0 0 120
A multivariate STAR analysis of the relationship between money and output 0 0 1 127 0 0 4 316
A nonlinear long memory model for US unemployment 1 1 1 44 1 1 3 97
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 0 2 119
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 0 0 104
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 0 100
A simple test for PPP among traded goods 0 0 0 12 0 0 1 74
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 1 2 390
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 0 0 1 837
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 0 0 0 37
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 0 0 0 27
An Empirical Study of Cash Payments 0 0 0 149 0 0 0 386
An Equilibrium-Correction Model for Dynamic Network Data 0 0 0 858 0 0 1 3,000
An empirical analysis of euro cash payments 0 0 1 8 0 0 1 43
An introduction to time-varying lag autoregression 0 0 0 85 0 0 2 76
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 0 1 5 155
Analyzing Fixed-Event Forecast Revisions 1 2 2 25 1 2 3 85
Analyzing Fixed-event Forecast Revisions 0 0 0 2 0 1 5 63
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 0 0 194
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 0 119
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 4 83
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 0 84
Analyzing preferences ranking when there are too many alternatives 0 0 0 34 0 0 0 76
Approximating the DGP of China's Quarterly GDP 0 0 0 28 0 0 0 168
Are Chinese Individuals prone to Money Illusion? 0 0 1 23 0 0 1 91
Are Forecast Updates Progressive? 0 0 0 28 0 0 0 84
Are Forecast Updates Progressive? 0 0 0 27 0 0 0 122
Are Forecast Updates Progressive? 0 0 0 39 0 0 0 146
Are Forecast Updates Progressive? 0 0 0 22 0 0 2 96
Are Forecast Updates Progressive? 0 1 1 28 0 2 2 133
Are Forecast Updates Progressive? 0 0 1 33 0 0 2 88
Are Forecast Updates Progressive? 0 0 0 24 0 0 0 134
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 0 0 1 107
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 0 0 0 138
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 0 0 291
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 0 0 253
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 0 1 97
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 0 59
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 0 0 129
Benchmarking judgmentally adjusted forecasts 0 0 0 27 0 0 0 35
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 0 0 3 48
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 0 0 0 596
Buying High Tech Products 0 0 0 122 0 0 1 469
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 0 0 57
Censored regression analysis in large samples with many zero observations 0 0 5 45 0 0 9 130
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 0 0 1 1,382
Cointegration in a historical perspective 0 0 0 110 0 0 2 141
Cointegration in a periodic vector autoregression 0 0 0 22 0 1 2 68
Combining Non-Replicable Forecasts 0 0 1 21 0 0 2 67
Combining Non-Replicable Forecasts 0 0 1 38 0 0 1 100
Common large innovations across nonlinear time series 0 0 0 5 0 0 0 46
Competence and confidence effects in experts' forecast adjustments 0 0 0 27 0 0 3 52
Comprehensive review of the maritime safety regimes 0 0 0 31 0 0 1 89
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 5 960 0 4 26 3,995
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 0 0 0 65
Consensus forecasters: How good are they individually and why? 0 0 0 46 0 0 0 62
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 0 0 90
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 24 0 1 2 102
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 0 2 55
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 1 1 1 130
Cycles in basic innovations 0 0 0 21 0 0 0 80
Decomposing bias in expert forecast 0 0 0 62 0 0 0 59
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 0 0 0 585
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 142 0 0 1 359
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 0 1 259
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 0 0 0 50
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 0 0 116
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 0 0 3 72
Do African economies grow similarly? 0 0 0 64 0 0 0 67
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 0 77 0 0 3 162
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 0 0 2 165
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 0 0 1 101
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 0 0 1 81
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 0 0 45
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 0 0 88
Do experts' SKU forecasts improve after feedback? 0 0 0 15 0 0 0 48
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 21 0 0 0 75
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 0 56
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 0 0 0 32
Do we need all Euro denominations? 0 0 0 15 1 1 1 172
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 0 1 53
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 0 0 1 63
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 0 0 1 74
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 0 0 1 173
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 0 0 0 36
Does a financial crisis make consumers increasingly prudent? 0 0 1 32 0 0 1 61
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 0 0 1 33
Does news on real Chinese GDP growth impact stock markets? 0 0 1 42 0 0 1 105
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 0 0 84
Does rounding matter for payment efficiency? 0 0 0 1 0 0 0 46
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 0 1 111
Does the ROMC have expertise, and can it forecast? 0 0 0 9 2 2 3 134
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 0 0 0 582
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 0 0 2 193
Dynamics of expert adjustment to model-based forecast 0 0 2 15 0 0 2 71
Ecological panel inference in repeated cross sections 0 0 0 5 0 0 0 26
Econometric Analysis of the Market Share Attraction Model 0 1 4 1,324 0 4 20 3,786
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 0 0 0 107
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 0 0 0 257
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 0 0 0 198
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 0 0 1 336
Estimates of quarterly GDP growth using MIDAS regressions 0 0 4 49 0 0 7 146
Estimating Loss Functions of Experts 0 0 1 12 0 0 1 42
Estimating Loss Functions of Experts 0 0 0 33 1 1 1 74
Estimating duration intervals 0 0 0 58 0 0 0 165
Estimating persistence for irregularly spaced historical data 0 0 0 73 0 0 0 46
Estimating the market share attraction model using support vector regressions 0 0 0 57 0 0 1 259
Evaluating Combined Non-Replicable Forecast 0 0 1 3 0 0 1 80
Evaluating Combined Non-Replicable Forecasts 0 0 1 19 0 0 2 81
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 0 0 2 48
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 0 0 1 1,823
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 1 79
Evaluating Individual and Mean Non-Replicable Forecasts 1 1 1 22 1 1 4 86
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 0 144
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 0 0 1 221
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 97 0 1 2 149
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 166 0 0 3 213
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 0 0 171
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 1 174
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 1 60 0 1 2 160
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 0 288
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 1 72 0 0 1 190
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 0 0 2 36
Evaluating real-time forecasts in real-time 0 1 2 21 0 1 4 90
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 0 0 0 60
Evaluation of survey effects in pre-election polls 0 0 1 45 0 0 1 356
Experimental investigation of consumer price evaluations 0 0 0 4 0 0 0 41
Expert opinion versus expertise in forecasting 0 0 0 91 1 1 6 468
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 0 29
Experts' Stated Behavior 0 0 0 23 0 0 1 91
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 0 0 46
Exploiting Spillovers to forecast Crashes 0 0 0 31 0 0 1 53
Financial innumeracy 0 0 1 26 0 0 1 141
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 0 0 0 117
Forecasting Annual Inflation in Suriname 0 0 1 41 0 0 2 82
Forecasting Earnings Forecasts 0 0 0 21 0 0 1 49
Forecasting Market Shares from Models for Sales 0 0 0 598 0 0 0 1,603
Forecasting Sales 0 0 0 120 0 2 4 290
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 1 2 82
Forecasting economic and financial time-series with non-linear models 0 0 2 876 0 1 5 1,660
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 22 0 0 0 86
Forecasting in marketing 0 0 0 39 0 0 0 86
Forecasting own brand sales: Does incorporating competition help? 0 0 1 29 0 1 3 36
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 0 0 0 23
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 0 0 2 69
Forecasting volatility with switching persistence GARCH models 0 0 0 22 0 0 0 70
Forecasting with periodic autoregressive time series models 0 0 1 70 0 0 3 145
Forecasting: theory and practice 1 3 12 84 2 6 30 93
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 0 0 1 66
Franses 0 0 1 149 0 0 4 1,613
From first submission to citation: an empirical analysis 0 0 0 3 0 0 0 28
Gaussian Copula Regression in the Presence of Thresholds 0 0 1 28 0 1 11 49
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 0 0 0 32
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 0 1 145
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 1 1 27 1 2 2 224
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 0 0 1 225
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 28 0 0 5 137
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 0 0 2 35
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 0 0 313
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 0 0 2 69
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 0 0 2 314
How to gain brain for Suriname 0 0 0 13 0 0 0 38
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 0 0 1 61
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 1 595
Impulse-response analysis of the market share attraction model 0 0 0 17 0 0 1 125
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 0 0 0 65
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 0 0 526
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 0 82
Indirect Network Effects in New Product Growth 0 0 0 115 1 1 7 445
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 0 0 0 84
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 0 0 1 23
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 0 0 0 55
Inflation rates; long-memoray, level shifts, or both? 0 0 0 2 0 0 1 23
Inflation, Forecast Intervals and Long Memory Regression Models 0 1 1 615 0 1 1 2,100
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 1 184 0 0 1 826
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 0 156 0 1 2 726
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 5 96 0 0 17 167
Intertemporal Similarity of Economic Time Series 0 1 2 82 0 1 3 112
Irritation Due to Direct Mailings from Charities 0 0 0 56 0 1 3 197
Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008 0 0 0 0 0 0 0 13
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 0 783
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 0 78
Long-term forecast for the Dutch economy 0 0 0 8 0 0 0 38
Low-fat, light, and reduced in calories 0 0 0 33 0 0 0 62
Managing Sales Forecasters 0 0 0 72 0 0 1 60
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis 0 0 0 2 0 0 1 18
Measuring weekly consumer confidence 0 0 0 57 0 0 0 103
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 0 0 2 118
Model selection for forecast combination 0 0 0 95 0 0 2 143
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 0 0 1 52
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 0 0 0 926
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 384 0 0 5 1,140
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 0 0 226
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 288 0 0 0 862
Modeling Seasonality in New Product Diffusion 0 0 0 79 0 0 0 183
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 1 1 1 1,036
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 0 0 53
Modeling asymmetric volatility in weekly Dutch temperature data 0 1 4 26 0 1 5 72
Modeling charity donations: target selection, response time and gift size 0 0 3 132 0 0 6 362
Modeling dynamic effects of promotion on interpurchase times 0 0 0 24 0 0 0 101
Modeling purchases as repeated events 0 0 1 27 0 0 1 100
Modeling regional house prices 0 0 0 159 0 0 0 288
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 0 0 1 44
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 0 0 168
Modeling the diffusion of scientific publications 0 0 0 5 0 0 0 62
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 0 0 2 231
Modelling Multiple Regimes in the Business Cycle 0 0 0 57 0 0 1 163
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 2 53
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 0 3 3 791
Monitoring structural change in variance 0 0 2 23 0 0 3 73
Monitoring time-varying parameters in an autoregression 0 0 0 3 0 0 0 37
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 1 70 0 0 2 175
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 0 1 143
On Forecasting Cointegrated Seasonal Time Series 0 0 0 421 0 0 2 1,151
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 0 1,014
On SETAR non- linearity and forecasting 0 0 1 54 0 0 1 125
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 0 0 0 92
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 0 28
On forecasting cointegrated seasonal time series 0 0 2 13 0 0 3 46
On modeling panels of time series 0 0 0 11 0 0 0 28
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 0 0 0 1,103
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 0 0 1 36
On the econometrics of the Koyck model 1 1 4 436 3 6 36 3,984
On the number of categories in an ordered regression model 0 1 1 23 0 2 2 74
On the optimality of expert-adjusted forecasts 0 0 0 25 0 0 1 55
On the optimality of expert-adjusted forecasts 0 0 0 30 0 0 0 115
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 0 1 56
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 0 0 0 217
Ordered logit analysis for selectively sampled data 0 0 0 33 0 0 2 128
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 0 0 41
Outlier detection in the GARCH (1,1) model 1 1 5 34 1 2 7 107
Outlier robust cointegration analysis 0 0 0 240 0 1 1 564
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 0 0 0 86
Panel design effects on response rates and response quality 0 0 0 11 0 0 0 84
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 0 29 0 1 2 142
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 0 0 0 81
Professional Forecasters and January 1 1 3 96 1 2 10 403
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 0 0 0 395
Random-Coefficient periodic autoregression 0 0 0 28 1 1 2 115
Ranking Models in Conjoint Analysis 0 0 0 58 0 1 3 123
Real GDP growth in Africa, 1963-2016 0 0 1 54 0 0 1 107
Real time estimates of GDP growth 0 0 1 47 0 0 1 99
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 0 56
Recovering historical inflation data from postal stamps prices 1 1 1 61 2 2 3 64
Reference-based transitions in short-run price elasticity 0 0 0 67 0 0 0 367
Retrieving unobserved consideration sets from household panel data 0 0 0 62 0 0 1 154
Return migration of high skilled workers 0 0 1 45 0 0 4 79
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 0 0 3 105
Risk attitudes in company boardrooms in a developing country 0 0 0 12 0 0 0 49
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 0 0 0 55
Robust inference on average economic growth 0 0 0 1 0 0 0 29
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 1 5 1 2 5 26
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 0 1 8
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 0 0 1,381
Sales Models For Many Items Using Attribute Data 0 1 1 201 0 2 3 771
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 0 1 1 58
Seasonal smooth transition autoregression 0 0 2 39 0 1 3 123
Seasonality in revisions of macroeconomic data 0 0 0 26 0 0 0 55
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 0 0 0 85
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 0 0 0 69
Semi-Parametric Modelling of Correlation Dynamics 0 1 1 58 1 2 4 139
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 1 281 0 0 1 1,015
Size and value effects in Suriname 0 0 0 9 0 0 0 63
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 3 1,808 0 1 21 3,401
Smooth transition autoregressive models - A survey of recent developments 0 0 2 456 1 1 5 867
Specification Testing in Hawkes Models 0 0 0 29 0 0 2 63
Spurious Principal Components 0 0 0 53 0 0 0 48
Stability through cycles 0 0 0 35 0 0 0 62
Statistical Institutes and Economic Prosperity 0 0 0 26 0 0 1 85
Stochastic levels and duration dependence in US unemployment 0 0 0 38 0 0 1 32
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 0 0 1 86
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 0 8 69 0 0 14 121
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 0 0 1 41
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 0 3 0 0 0 12
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 6
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 23
Testing Changing Harmonic Regressors 0 0 1 26 0 0 1 66
Testing Earning Management 0 0 0 95 0 0 0 268
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 266
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 1 24
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 3
Testing changes in consumer confidence indicators 0 1 1 25 0 1 1 84
Testing common deterministic seasonality 0 0 0 7 0 0 1 37
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 0 1 1 139
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 0 0 245
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 0 1 141
Testing for common deterministic trend slopes 0 0 0 14 0 0 0 188
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 0 31
Testing for harmonic regressors 0 0 0 3 0 0 0 23
Testing for seasonal unit roots in monthly panels of time series 0 0 0 77 0 0 0 157
The Cash Use of the Malaysian Ringgit 0 0 0 0 0 0 0 0
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 0 0 1 143
The Econometrics Of The Bass Diffusion Model 0 1 3 989 0 1 6 3,125
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 0 2 3 1,581
The Global View on Port State Control 0 0 0 35 0 0 0 117
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 0 0 0 181
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 15 1 1 1 97
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 0 0 0 95
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 0 0 49
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 0 64 1 2 3 194
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 0 0 0 180
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 0 0 85
The hemline and the economy: is there any match? 1 9 60 580 10 25 164 1,761
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 0 0 4 967
The life cycle of social media 2 2 2 126 2 2 6 152
This time it is different! Or not? 0 0 0 43 0 0 0 74
Time-Series Models in Marketing 0 0 2 578 0 0 5 1,375
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 0 0 0 85
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 0 46 0 0 0 58
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 0 0 1 838
Visualizing attitudes towards service levels 0 0 0 6 0 0 0 48
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 0 0 2 62
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 0 0 3 111
What drives the Quotes of Earnings Forecasters? 0 0 0 19 0 0 1 75
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 0 0 0 36
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 2 89 0 0 5 351
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 0 0 0 353
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 0 0 0 159
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 1 69 0 2 8 368
Yet another look at MIDAS regression 0 0 2 270 1 1 4 100
Total Working Papers 11 35 200 29,238 41 119 744 94,296

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 0 1 1 94 0 2 3 239
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 1 55 0 0 1 134
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 0 0 0 72
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 1 73 0 0 2 260
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 1 1,035 0 2 10 2,860
A global view on port state control: econometric analysis of the differences across port state control regimes 0 0 2 15 0 0 4 40
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 0 0 0 86
A model selection procedure for time series with seasonality 0 0 0 17 0 0 0 52
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 0 0 0 81
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 0 0 0 128
A multi-level panel STAR model for US manufacturing sectors 0 0 0 375 1 1 1 1,014
A multivariate approach to modeling univariate seasonal time series 1 1 1 69 1 1 2 162
A nonlinear long memory model, with an application to US unemployment 1 2 4 133 1 2 6 342
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 0 15
A note on the Mean Absolute Scaled Error 0 0 4 21 0 1 10 133
A novel approach to measuring consumer confidence 0 0 0 7 0 0 0 29
A periodic cointegration model of quarterly consumption 0 0 0 2 0 0 0 7
A periodic long-memory model for quarterly UK inflation 0 0 0 42 0 0 0 147
A sequential approach to testing seasonal unit roots in high frequency data 0 0 1 72 0 1 2 223
A simple test for PPP among traded goods 0 0 0 93 0 0 0 290
A simple test for a bubble based on growth and acceleration 1 1 2 24 1 1 4 58
Absorption of shocks in nonlinear autoregressive models 0 0 1 48 0 4 17 152
Additive outliers, GARCH and forecasting volatility 0 0 3 212 0 1 6 422
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 0 1 48
An Empirical Study of Cash Payments 0 0 0 12 0 0 0 66
An empirical analysis of euro cash payments 0 0 1 24 2 3 5 91
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 0 24
An unbiased variance estimator for overlapping returns 0 0 1 268 0 0 2 771
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 0 0 3 67
Analyzing fixed-event forecast revisions 0 0 0 14 0 0 0 91
Approximating the DGP of China's quarterly GDP 0 0 0 32 0 0 0 224
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 1 6 6 0 2 11 11
Are forecast updates progressive? 0 0 0 6 0 0 0 44
Are individuals in China prone to money illusion? 0 0 1 11 2 3 6 84
Are living standards converging? 0 0 2 84 0 2 14 278
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 1 31
Asymptotically perfect and relative convergence of productivity 0 0 2 285 0 0 10 843
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 1 1 0 0 4 4
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 1 3 0 0 4 11
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 0 1 108
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 0 0 0 10
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 34 0 0 0 107
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 0 0 0 32
Cointegration Analysis of Seasonal Time Series 0 0 2 11 0 0 4 41
Cointegration in a historical perspective 0 0 0 26 0 0 1 128
Combining expert‐adjusted forecasts 0 0 0 1 0 0 0 11
Common large innovations across nonlinear time series 0 0 0 0 0 0 0 31
Common socio-economic cycle periods 0 0 2 24 0 0 4 94
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 0 1 6 0 0 3 36
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 0 1 97
Constant vs. Changing Seasonality 0 0 1 41 1 1 5 125
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 0 0 0 0 0 0 11
Consumer price evaluations through choice experiments 0 0 0 10 0 0 1 47
Correcting for survey effects in pre‐election polls 0 0 0 2 0 0 0 24
Correcting the January optimism effect 0 0 0 1 0 0 0 12
Critical values for unit root tests in seasonal time series 0 0 1 182 0 0 3 436
Data revisions and periodic properties of macroeconomic data 0 0 0 7 0 0 1 49
Deriving target selection rules from endogenously selected samples 0 0 0 0 0 0 0 9
Deriving target selection rules from endogenously selected samples 0 0 0 56 0 1 1 250
Detecting seasonal unit roots in a structural time series model 0 0 0 35 0 0 0 115
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 0 439
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 0 0 0 29
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 0 0 0 8
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 0 0 1 86
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 1 1 2 46
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 0 0 38 0 0 1 196
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 0 0 0 205
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 3 37 0 1 8 222
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 1 3 166 1 2 10 383
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 0 0 0 19
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 2 0 0 0 28
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 1 1 137
Does irritation induced by charitable direct mailings reduce donations? 0 0 1 8 0 0 4 55
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 0 0 0 111
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 14 0 0 3 84
Dynamic Specification and Cointegration 0 0 0 1 0 3 6 328
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 1 17 0 0 2 87
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? 0 1 2 14 1 2 5 92
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 0 0 2 120
Editorial 0 0 0 0 0 0 0 19
Editorial 0 0 0 0 0 0 0 20
Editorial Statistics 0 0 0 0 0 0 0 13
Editorial introduction 0 0 0 0 0 0 0 2
Editorial statistics 0 0 0 1 0 0 0 22
Editorial statistics 0 0 0 1 0 0 0 29
Emigration, wage differentials and brain drain: the case of Suriname 1 1 4 28 2 4 8 106
Empirical causality between bigger banknotes and inflation 0 0 0 62 1 2 4 161
Error-correction modelling in discrete and continuous time 0 0 0 28 0 0 1 96
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 0 0 1 70
Estimating loss functions of experts 0 0 1 4 0 0 1 15
Estimating persistence for irregularly spaced historical data 0 0 0 2 0 0 0 3
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 0 0 2 209
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 0 0 0 81
Estimating volatility on overlapping returns when returns are autocorrelated 0 0 0 225 0 1 8 608
Evaluating CPB’s Forecasts 0 0 0 6 0 0 0 62
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 0 1 219
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 1 1 0 0 3 4
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 1 110
Experts' Stated Behavior 0 0 1 2 1 3 5 18
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 0 0 0 5
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 0 1 24
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 0 1 1 40
Fifty years since Koyck (1954)* 0 0 0 59 0 0 0 206
Financial volatility: an introduction 0 0 1 748 0 0 1 1,865
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 0 1 274 0 0 3 544
Forecasting Real GDP Growth for Africa 0 0 0 5 0 0 1 11
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 0 0 0 1 0 0 0 11
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 1 2 170
Forecasting and seasonality 0 0 0 55 0 0 1 233
Forecasting economic and financial time-series with non-linear models 0 1 5 288 0 1 10 755
Forecasting long memory left-right political orientations 0 0 0 9 0 0 0 82
Forecasting market shares from models for sales 0 0 0 68 1 1 1 202
Forecasting power-transformed time series data 0 0 0 38 0 0 1 139
Forecasting the levels of vector autoregressive log-transformed time series 0 1 1 40 0 1 2 137
Forecasting time series with long memory and level shifts 0 0 0 59 0 0 0 172
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 0 0 5 0 0 2 19
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 0 0 187
Forecasting: theory and practice 1 3 17 39 13 31 113 219
From first submission to citation: an empirical analysis 0 0 0 3 0 0 0 30
Generalizations of the KPSS‐test for stationarity 1 4 20 177 3 11 39 474
Hemlines and the Economy: Which Goes Down First? 0 1 10 86 0 3 18 249
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 0 13
How Informative Are Earnings Forecasts? † 0 0 0 4 0 0 0 37
How accurate are government forecasts of economic fundamentals? The case of Taiwan 1 1 2 13 1 1 5 141
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 0 0 0 85
How to deal with intercept and trend in practical cointegration analysis? 0 0 2 285 0 0 4 627
IGARCH and variance change in the US long-run interest rate 0 0 0 119 0 0 0 300
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 0 0 3 12
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 15 0 0 1 57
Improving judgmental adjustment of model-based forecasts 0 0 0 4 0 0 0 32
Impulse response functions for periodic integration 0 0 0 15 0 0 1 123
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 0 0 0 1
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 0 0 94
Increasing seasonal variation; unit roots versus shifts in mean and trend 1 1 1 1 1 1 1 8
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 0 0 1 51
Inferring Transition Probabilities from Repeated Cross Sections 1 1 2 2 1 1 2 8
Inflation in Africa, 1960–2015 0 0 1 6 0 0 3 57
Inflation in China, 1953-1978 0 0 0 0 0 0 1 2
Inflation, forecast intervals and long memory regression models 0 0 1 121 1 1 4 499
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 0 19 0 0 2 103
Interpolation and correlation 0 0 0 2 1 1 8 37
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 0 35 0 1 1 117
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 1 4 9 31 2 9 27 109
Introduction to the special issue on new econometric models in marketing 0 0 0 6 0 0 0 46
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 0 0 0 14 0 0 2 96
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 0 114
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 5 0 0 0 51
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 1 5
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 0 2 906
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 2 9 0 0 3 30
Marketing response and temporal aggregation 0 0 1 5 0 0 1 11
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 0 139
Measurement Error in a First-order Autoregression 0 0 0 17 0 0 1 66
Merging models and experts 0 0 0 16 0 0 0 58
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 0 175
Model adequacy and influential observations 0 0 0 13 1 1 1 76
Model selection for forecast combination 0 0 0 10 0 0 1 46
Modeling Item Nonresponse in Questionnaires 0 0 0 0 0 0 2 26
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 0 0 0 6
Modeling Multiple Regimes in the Business Cycle 1 2 5 106 4 7 20 296
Modeling Purchases as Repeated Events 0 0 0 39 0 0 2 165
Modeling Seasonality in New Product Diffusion 0 0 0 12 0 0 3 95
Modeling box office revenues of motion pictures✰ 0 0 0 2 0 1 10 21
Modeling consideration sets and brand choice using artificial neural networks 0 1 1 7 0 2 2 64
Modeling dynamic effects of promotion on interpurchase times 1 1 1 10 1 1 2 83
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 0 4 0 0 0 29
Modeling seasonality in bimonthly time series 0 0 0 6 0 0 0 39
Modeling the diffusion of scientific publications 0 0 0 30 0 0 0 123
Modelling and forecasting level shifts in absolute returns 0 0 0 111 0 0 0 486
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 0 201 0 0 1 724
Modelling regional house prices 0 2 2 37 0 2 4 117
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 0 0 0 15
Moving average filters and periodic integration 0 0 0 2 0 0 0 18
Moving average filters and unit roots 0 0 0 32 0 0 0 147
Multiple unit roots in periodic autoregression 0 0 0 72 0 0 1 193
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 0 68
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 1 15 0 1 3 40
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 0 224
On SETAR non-linearity and forecasting 0 0 1 206 0 0 4 659
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 108 0 0 1 313
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 0 25
On forecasting cointegrated seasonal time series 0 0 1 37 1 1 3 120
On forecasting exchange rates using neural networks 0 0 0 122 0 0 0 307
On inflation expectations in the NKPC model 1 1 2 10 1 1 3 30
On modeling panels of time series* 0 0 0 8 0 0 2 37
On the Econometrics of the Bass Diffusion Model 0 0 3 144 0 0 7 359
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 0 1 7
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 1 209
On the dynamics of business cycle analysis: editors' introduction 0 0 1 1 0 0 1 6
On the econometrics of the geometric lag model 0 0 0 57 0 0 0 205
On the life cycles of successful rock bands 0 0 0 0 0 0 1 1
On the number of categories in an ordered regression model 0 0 0 13 0 1 1 46
On the sensitivity of unit root inference to nonlinear data transformations 0 0 1 14 0 0 2 78
On trends and constants in periodic autoregressions 0 0 0 10 0 0 0 111
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 12 0 0 0 113
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 1 1 1 34
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 0 0 0 52
Ordered logit analysis for selectively sampled data 0 0 0 41 0 0 0 119
Outlier Detection in Cointegration Analysis 0 0 0 0 0 1 1 765
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 1 2 46 0 1 2 202
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 0 0 2 39
Panel design effects on response rates and response quality 0 0 0 0 0 0 0 28
Periodic Cointegration: Representation and Inference 0 0 0 156 0 0 0 407
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 0 0 0 79
Progress and challenges in econometrics 0 0 0 77 0 0 0 186
Properties of expert adjustments on model-based SKU-level forecasts 0 0 3 31 0 0 4 167
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 0 1 944
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 0 1 43
Random‐coefficient periodic autoregressions 0 0 0 5 0 0 0 35
Recent Advances in Modelling Seasonality 0 0 0 1 1 1 3 502
Recognizing changing seasonal patterns using artificial neural networks 0 0 1 39 0 0 3 115
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 4 0 0 0 56
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 0 67
SETS, arbitrage activity, and stock price dynamics 0 0 0 35 0 0 3 170
SIMPLE BAYESIAN FORECAST COMBINATION 1 1 2 5 1 1 8 25
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 2 17 2,442 6 16 56 4,743
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 0 0 0 271
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 0 133
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 1 33 0 0 3 141
Seasonality, non-stationarity and the forecasting of monthly time series 0 1 3 135 0 1 7 309
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 0 0 1 96
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 0 0 0 210
Size and value effects in Suriname 0 0 0 12 1 2 2 78
Some comments on seasonal adjustment 0 0 1 58 0 0 2 207
Specification Testing in Hawkes Models* 0 0 0 4 0 0 2 26
Spurious deterministic seasonality 0 0 1 30 0 0 2 114
Spurious principal components 0 0 0 0 0 0 0 14
Statistical institutes and economic prosperity 0 0 0 3 0 0 0 32
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 1 1 3 100
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 1 2 0 2 4 30
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 1 5 0 0 3 42
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 0 2 40
Testing bias in professional forecasts 0 0 0 1 0 0 1 6
Testing earnings management 0 0 0 12 0 0 0 52
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 0 1 3 789
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 0 0 0 81
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 0 1 512
Testing for Unit Roots and Non‐linear Transformations 0 0 1 6 0 0 1 25
Testing for bias in forecasts for independent binary outcomes 0 0 0 1 0 0 1 10
Testing for common deterministic trend slopes 0 0 0 48 0 0 0 231
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 0 12
Testing for harmonic regressors 0 0 0 3 0 0 0 42
Testing for periodic integration 0 0 1 38 0 0 1 167
Testing for seasonality 0 0 0 86 0 0 0 225
Testing periodically integrated autoregressive models 0 0 0 1 0 0 0 33
The Econometric Analysis of Seasonal Time Series 0 0 2 2 0 0 2 7
The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00) 0 0 0 151 0 0 0 353
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 5 620
The M3 competition: Statistical tests of the results 1 3 11 151 1 5 21 414
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 0 92
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 0 1 2 24
The detection of observations possibly influential for model selection 0 0 0 3 0 0 0 18
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 0 3
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 0 0 0 11
The effect of rounding on payment efficiency 0 0 0 6 0 1 1 62
The effectiveness of high-frequency direct-response commercials 0 0 1 6 0 1 3 23
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 0 1 1 38
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 1 73 0 1 6 272
The impact of adoption timing on new service usage and early disadoption 0 0 1 6 0 0 2 28
The late 1970s bubble in Dutch collectible postage stamps 0 1 1 4 0 1 5 45
The life cycle of social media 0 0 1 15 0 0 4 58
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 0 1 8
Twenty years of cointegration 0 0 0 43 0 0 2 89
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 0 0 0 14
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 1 243
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 1 4 0 0 2 14
Visualizing time-varying correlations across stock markets 0 0 0 119 0 0 1 259
When Do Price Thresholds Matter in Retail Categories? 0 0 1 20 0 0 3 66
Why is GDP typically revised upwards? 0 0 0 12 0 0 1 47
“Panelizing” Repeated Cross Sections 0 0 0 6 0 0 1 35
Total Journal Articles 16 42 211 13,759 60 170 771 47,309

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 3 7 257
A Concise Introduction to Econometrics 0 0 0 0 1 2 7 480
Econometric Methods with Applications in Business and Economics 0 0 0 0 7 35 159 1,799
Enjoyable Econometrics 0 0 0 0 0 0 2 27
Enjoyable Econometrics 0 0 0 0 0 0 0 64
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 2 35
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 2 25
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 5 16 39 482
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 1 7 34 612
Periodic Time Series Models 0 0 0 0 0 0 4 141
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 2 4 18 1,582
Quantitative Models in Marketing Research 0 0 0 0 0 5 30 207
Quantitative Models in Marketing Research 0 0 0 0 2 10 63 917
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 13 77 511
Time Series Models for Business and Economic Forecasting 0 0 0 0 2 3 14 269
Total Books 0 0 0 0 24 98 458 7,408

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 0 0 0 0 0
Econometric models in marketing: Editors' introduction 0 0 0 0 0 0 0 1
FORECASTING SEASONAL TIME SERIES 0 0 1 1 0 1 4 19
Forecasting in Marketing 0 0 0 170 0 0 1 430
GARCH, Outliers, and Forecasting Volatility 0 0 0 0 0 0 1 7
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 0 0 0 0
Time-Series Models in Marketing 0 0 0 0 0 1 5 12
Total Chapters 0 0 1 171 0 2 11 469

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