Access Statistics for Philip Hans Franses

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"Borrowing money costs money": Yes, but why not tell how much? 0 0 0 30 1 2 9 67
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 0 0 5 804
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 1 3 17 400
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 1 1 12 534
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 0 0 8 107
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 1 15 475
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 7 673
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 0 0 14 854
A New Multivariate Product Growth Model 0 0 0 123 1 1 6 433
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 0 0 9 73
A generalized dynamic conditional correlation model for many asset returns 0 0 2 69 0 3 27 197
A hierarchical Bayes error correction model to explain dynamic effects 0 0 1 17 0 0 14 99
A model for quarterly unemployment in Canada 0 0 0 10 0 0 4 44
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 1 1 10 133
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 1 1 12 329
A nonlinear long memory model for US unemployment 0 0 0 45 0 0 7 106
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 0 14 134
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 1 14 120
A simple test for GARCH against a stochastic volatility 0 0 0 35 0 0 14 115
A simple test for PPP among traded goods 0 0 0 12 0 2 11 87
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 1 10 402
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 0 0 8 845
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 2 3 16 56
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 1 1 5 33
An Empirical Study of Cash Payments 0 0 0 149 0 1 9 395
An Equilibrium-Correction Model for Dynamic Network Data 0 0 1 859 0 0 8 3,010
An empirical analysis of euro cash payments 0 0 0 8 0 1 9 52
An introduction to time-varying lag autoregression 0 0 1 87 0 2 18 97
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 0 0 9 164
Analyzing Fixed-Event Forecast Revisions 0 0 1 26 1 3 8 95
Analyzing Fixed-event Forecast Revisions 0 0 0 71 1 2 8 127
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 18 103
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 1 7 202
Analyzing Fixed-event Forecast Revisions 0 0 1 3 0 1 12 76
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 17 101
Analyzing preferences ranking when there are too many alternatives 0 0 0 35 1 4 10 88
Approximating the DGP of China's Quarterly GDP 0 0 0 28 0 0 6 176
Are Chinese Individuals prone to Money Illusion? 0 0 0 23 0 0 7 98
Are Forecast Updates Progressive? 0 0 0 28 0 0 17 103
Are Forecast Updates Progressive? 0 0 0 27 0 0 6 128
Are Forecast Updates Progressive? 0 0 0 22 0 1 11 107
Are Forecast Updates Progressive? 0 0 0 28 0 0 11 146
Are Forecast Updates Progressive? 0 0 0 33 0 0 5 93
Are Forecast Updates Progressive? 0 0 0 24 1 2 9 143
Are Forecast Updates Progressive? 0 0 0 39 0 0 5 153
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 0 1 6 114
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 1 2 9 148
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 0 0 7 300
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 0 1 12 266
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 1 10 112
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 0 12 72
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 139
Benchmarking judgmentally adjusted forecasts 0 0 0 27 0 3 19 54
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 0 2 10 61
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 0 0 16 612
Buying High Tech Products 0 0 0 122 0 1 15 484
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 0 2 12 69
Censored regression analysis in large samples with many zero observations 0 0 0 45 0 1 16 147
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 1 1 10 1,393
Cointegration in a historical perspective 0 0 0 110 1 1 12 153
Cointegration in a periodic vector autoregression 0 0 0 22 0 0 3 71
Combining Non-Replicable Forecasts 0 0 0 21 0 0 7 75
Combining Non-Replicable Forecasts 0 0 0 38 0 0 13 113
Common large innovations across nonlinear time series 0 0 1 6 0 0 9 56
Competence and confidence effects in experts' forecast adjustments 0 1 1 28 0 2 3 58
Comprehensive review of the maritime safety regimes 0 0 0 31 0 0 5 95
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 1 965 0 1 18 4,025
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 0 1 10 75
Consensus forecasters: How good are they individually and why? 0 0 0 46 0 1 11 78
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 0 8 98
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 1 25 0 0 11 113
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 7 64
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 0 0 8 139
Cycles in basic innovations 0 0 0 22 1 1 11 93
Decomposing bias in expert forecast 0 0 0 62 0 0 9 69
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 1 125 0 0 13 599
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 143 0 1 17 379
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 2 9 270
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 0 0 6 56
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 2 10 131
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 0 2 11 84
Do African economies grow similarly? 0 0 0 66 0 0 8 77
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 1 78 0 3 19 184
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 0 1 6 171
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 0 0 10 112
Do Experts' SKU Forecasts improve after Feedback? 1 1 1 31 1 1 9 91
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 0 6 51
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 0 1 8 98
Do experts' SKU forecasts improve after feedback? 0 0 0 15 1 2 9 58
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 21 0 0 8 85
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 1 10 67
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 0 0 4 36
Do we need all Euro denominations? 0 0 0 15 0 0 4 177
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 34 89
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 0 0 8 72
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 0 1 18 94
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 0 0 10 183
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 0 1 9 46
Does a financial crisis make consumers increasingly prudent? 0 0 0 32 0 1 12 73
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 0 1 10 44
Does news on real Chinese GDP growth impact stock markets? 0 0 0 42 0 0 6 112
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 2 9 95
Does rounding matter for payment efficiency? 0 0 1 3 0 0 23 71
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 1 5 117
Does the ROMC have expertise, and can it forecast? 0 0 0 10 0 0 3 140
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 0 2 12 595
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 0 0 20 214
Dynamics of expert adjustment to model-based forecast 0 0 1 16 0 1 10 82
Ecological panel inference in repeated cross sections 0 0 0 5 0 0 9 36
Econometric Analysis of the Market Share Attraction Model 1 2 7 1,337 3 9 35 3,836
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 0 1 12 120
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 0 0 6 265
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 0 0 7 207
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 0 0 3 339
Estimates of quarterly GDP growth using MIDAS regressions 0 0 1 52 0 0 22 173
Estimating Loss Functions of Experts 0 0 0 13 0 1 6 49
Estimating Loss Functions of Experts 0 0 1 35 0 0 7 82
Estimating duration intervals 0 0 0 58 0 0 5 171
Estimating persistence for irregularly spaced historical data 0 0 0 73 0 0 7 54
Estimating the market share attraction model using support vector regressions 0 0 0 57 1 3 24 285
Evaluating Combined Non-Replicable Forecast 0 0 0 3 0 0 9 91
Evaluating Combined Non-Replicable Forecasts 0 0 0 8 0 1 8 59
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 0 0 7 88
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 0 1 7 1,831
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 6 150
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 7 86
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 0 0 12 99
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 0 1 13 234
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 2 99 0 1 12 162
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 167 0 2 18 237
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 1 9 181
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 0 1 11 172
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 9 297
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 1 10 185
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 0 1 15 205
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 0 0 11 47
Evaluating real-time forecasts in real-time 1 1 1 22 1 1 7 100
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 0 1 10 70
Evaluation of survey effects in pre-election polls 0 0 0 46 0 0 7 365
Experimental investigation of consumer price evaluations 0 0 0 4 0 0 9 51
Expert opinion versus expertise in forecasting 0 0 0 91 0 4 31 502
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 4 33
Experts' Stated Behavior 0 0 0 23 0 1 4 95
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 0 3 49
Exploiting Spillovers to forecast Crashes 0 0 0 31 0 1 11 65
Financial innumeracy 0 0 0 26 0 1 9 151
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 0 1 11 128
Forecasting Annual Inflation in Suriname 0 0 0 41 0 2 16 100
Forecasting Earnings Forecasts 0 0 1 22 0 1 8 58
Forecasting Market Shares from Models for Sales 0 0 1 600 0 0 13 1,618
Forecasting Sales 0 0 1 122 0 0 20 314
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 1 7 89
Forecasting economic and financial time-series with non-linear models 0 0 0 876 1 2 27 1,688
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 22 1 2 14 103
Forecasting in marketing 0 0 1 41 0 0 13 100
Forecasting own brand sales: Does incorporating competition help? 0 0 0 30 0 3 13 53
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 0 0 19 42
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 0 0 13 82
Forecasting volatility with switching persistence GARCH models 0 0 0 22 0 0 7 78
Forecasting with periodic autoregressive time series models 0 0 3 73 0 3 16 164
Forecasting: theory and practice 1 1 6 96 1 5 46 159
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 0 2 10 76
Franses 0 0 1 150 1 1 15 1,631
From first submission to citation: an empirical analysis 0 0 0 3 0 1 9 38
Gaussian Copula Regression in the Presence of Thresholds 0 0 1 32 0 1 18 75
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 0 0 8 44
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 2 18 165
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 52 0 0 10 235
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 1 21 159
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 9 18 243
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 1 1 5 41
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 0 2 13 326
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 1 1 8 77
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 0 3 10 324
How to gain brain for Suriname 0 0 0 13 0 0 13 51
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 0 0 11 73
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 5 600
Impulse-response analysis of the market share attraction model 0 0 0 17 0 1 7 132
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 0 0 10 75
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 1 15 541
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 0 21 104
Indirect Network Effects in New Product Growth 1 2 4 119 2 8 37 486
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 0 2 17 102
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 0 1 6 31
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 0 0 6 62
Inflation rates; long-memoray, level shifts, or both? 0 0 0 3 0 2 11 36
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 0 0 13 2,116
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 185 0 1 11 841
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 0 158 0 1 15 746
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 0 98 2 5 36 205
Intertemporal Similarity of Economic Time Series 0 0 0 85 0 0 11 128
Irritation Due to Direct Mailings from Charities 0 0 0 56 0 0 11 208
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 6 19
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 8 791
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 14 92
Long-term forecast for the Dutch economy 0 0 0 9 0 0 4 43
Low-fat, light, and reduced in calories 0 0 0 33 0 0 9 73
Managing Sales Forecasters 0 0 0 72 0 0 7 67
Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis 0 0 0 2 1 3 13 36
Measuring weekly consumer confidence 0 0 0 57 0 0 9 113
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 0 0 28 146
Model selection for forecast combination 0 0 0 95 0 1 17 160
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 0 1 9 62
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 0 0 8 936
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 385 0 0 27 1,169
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 0 9 235
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 289 1 2 16 880
Modeling Seasonality in New Product Diffusion 0 0 0 79 0 0 15 200
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 0 3 15 1,051
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 0 1 21 74
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 0 1 10 82
Modeling charity donations: target selection, response time and gift size 0 1 1 134 0 7 18 388
Modeling dynamic effects of promotion on interpurchase times 0 0 1 25 2 2 16 119
Modeling purchases as repeated events 0 0 0 27 0 1 17 119
Modeling regional house prices 0 0 0 159 0 1 18 308
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 0 0 12 57
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 0 0 3 171
Modeling the diffusion of scientific publications 0 0 0 6 0 2 11 77
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 0 0 6 237
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 0 2 13 180
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 0 9 62
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 0 2 12 805
Monitoring structural change in variance 0 0 0 23 0 0 6 80
Monitoring time-varying parameters in an autoregression 0 0 0 3 0 0 7 45
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 0 0 1 71 0 2 13 192
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 1 9 155
On Forecasting Cointegrated Seasonal Time Series 0 0 0 422 0 0 6 1,158
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 8 1,024
On SETAR non- linearity and forecasting 0 0 0 54 0 2 20 146
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 0 1 6 100
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 8 36
On forecasting cointegrated seasonal time series 0 0 0 13 0 1 18 66
On modeling panels of time series 0 1 1 12 0 1 5 33
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 0 2 14 1,118
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 0 0 7 43
On the econometrics of the Koyck model 0 0 1 445 1 6 45 4,066
On the number of categories in an ordered regression model 0 0 0 24 0 1 10 85
On the optimality of expert-adjusted forecasts 0 0 0 30 0 1 9 125
On the optimality of expert-adjusted forecasts 0 0 0 25 0 0 15 70
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 0 2 11 69
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 1 1 7 225
Ordered logit analysis for selectively sampled data 0 0 0 33 0 0 12 141
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 1 12 55
Outlier detection in the GARCH (1,1) model 0 0 0 34 0 3 17 124
Outlier robust cointegration analysis 0 0 1 241 1 2 10 576
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 0 0 8 97
Panel design effects on response rates and response quality 0 0 0 11 0 0 7 92
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 1 30 0 0 8 152
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 0 1 7 90
Professional Forecasters and January 0 0 0 97 0 1 28 445
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 0 1 12 408
Random-Coefficient periodic autoregression 0 0 0 28 0 0 14 132
Ranking Models in Conjoint Analysis 0 0 1 59 0 0 15 141
Real GDP growth in Africa, 1963-2016 0 0 0 56 0 1 13 123
Real time estimates of GDP growth 0 0 0 47 0 1 10 112
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 13 69
Recovering historical inflation data from postal stamps prices 0 0 0 61 0 1 11 76
Reference-based transitions in short-run price elasticity 0 0 0 68 0 0 5 375
Retrieving unobserved consideration sets from household panel data 0 0 0 62 1 1 18 174
Return migration of high skilled workers 0 1 2 47 0 2 17 97
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 0 1 12 121
Risk attitudes in company boardrooms in a developing country 0 0 0 12 0 0 9 58
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 0 2 14 70
Robust inference on average economic growth 0 0 0 1 0 2 8 37
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 1 10 0 1 14 50
SEASONALITY, OUTLIERS AND LINEARITY 0 1 1 1 0 1 7 15
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 1 2 7 1,390
Sales Models For Many Items Using Attribute Data 0 0 0 201 0 1 8 779
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 1 2 12 71
Seasonal smooth transition autoregression 0 0 0 39 0 0 11 134
Seasonality in revisions of macroeconomic data 0 0 0 26 0 1 7 62
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 0 0 7 92
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 0 0 14 84
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 0 1 14 153
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 0 1 13 1,028
Size and value effects in Suriname 0 0 0 9 0 0 12 75
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,811 4 5 30 3,441
Smooth transition autoregressive models - A survey of recent developments 0 0 3 463 0 5 50 931
Specification Testing in Hawkes Models 0 0 0 29 0 1 9 72
Spurious Principal Components 0 0 0 54 1 1 5 54
Stability through cycles 0 0 1 36 0 0 15 78
Statistical Institutes and Economic Prosperity 0 0 0 26 0 0 7 92
Stochastic levels and duration dependence in US unemployment 0 0 0 39 0 0 18 51
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 0 1 10 99
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 0 2 74 0 0 11 137
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 1 2 12 55
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 1 4 0 0 14 28
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 1 8 32
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 5 11
Testing Changing Harmonic Regressors 0 0 0 26 1 1 15 81
Testing Earning Management 0 0 1 96 0 0 1 269
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 12 279
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 8 33
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 4 7
Testing changes in consumer confidence indicators 0 0 0 25 0 2 9 95
Testing common deterministic seasonality 0 0 0 7 0 1 8 45
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 2 11 152
Testing for Common Deterministic Trend Slopes 0 0 0 43 1 2 5 253
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 1 2 7 150
Testing for common deterministic trend slopes 0 0 0 14 0 0 14 203
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 0 11 43
Testing for harmonic regressors 0 0 0 3 0 0 3 26
Testing for seasonal unit roots in monthly panels of time series 0 0 1 78 0 1 20 179
The Cash Use of the Malaysian Ringgit 0 0 0 0 0 1 11 12
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 1 1 14 158
The Econometrics Of The Bass Diffusion Model 0 0 1 991 0 0 15 3,145
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 1 2 15 1,597
The Global View on Port State Control 0 0 0 36 0 0 6 124
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 1 2 17 205
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 16 0 0 7 108
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 0 1 8 104
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 1 4 53
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 0 65 0 1 21 218
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 27 28 39 220
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 0 7 92
The hemline and the economy: is there any match? 3 5 40 691 6 16 169 2,128
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 0 1 8 979
The life cycle of social media 0 0 0 128 0 0 10 166
This time it is different! Or not? 0 0 0 43 0 1 9 84
Time-Series Models in Marketing 0 0 0 578 0 0 5 1,381
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 19 0 0 6 91
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 1 47 0 0 13 72
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 1 1 8 846
Visualizing attitudes towards service levels 0 0 0 6 0 0 13 61
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 2 10 522
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 1 2 11 75
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 1 1 9 125
What drives the Quotes of Earnings Forecasters? 0 0 0 19 0 0 1 77
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 0 0 15 54
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 89 0 0 8 360
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 2 4 10 364
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 0 0 7 166
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 0 70 0 0 6 379
Yet another look at MIDAS regression 0 0 0 271 0 0 15 117
Total Working Papers 8 17 115 29,518 96 361 4,035 99,110

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 2 96 0 3 23 267
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 1 56 0 1 10 144
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 0 1 12 84
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 0 74 1 3 15 277
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 1 1 1,046 1 3 18 2,896
A global view on port state control: econometric analysis of the differences across port state control regimes 1 1 3 20 1 1 16 60
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 0 1 4 91
A model selection procedure for time series with seasonality 0 0 0 17 0 0 6 60
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 0 0 8 91
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 0 0 8 136
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 0 0 22 1,046
A multivariate approach to modeling univariate seasonal time series 0 0 0 69 0 0 8 172
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 1 1 13 357
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 5 22
A note on the Mean Absolute Scaled Error 0 2 10 33 0 4 33 173
A novel approach to measuring consumer confidence 0 0 0 7 1 1 7 36
A periodic cointegration model of quarterly consumption 0 0 0 2 1 2 7 16
A periodic long-memory model for quarterly UK inflation 0 0 0 42 0 0 8 156
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 1 1 11 236
A simple test for PPP among traded goods 0 0 0 93 1 2 8 299
A simple test for a bubble based on growth and acceleration 0 0 0 27 0 0 10 73
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 0 1 7 165
Additive outliers, GARCH and forecasting volatility 1 1 2 217 2 3 19 446
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 0 2 5 55
Adstock revisited 0 0 0 0 0 0 7 8
An Empirical Study of Cash Payments 0 0 0 12 0 0 9 76
An empirical analysis of euro cash payments 0 0 0 24 1 1 12 103
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 5 30
An unbiased variance estimator for overlapping returns 1 1 6 276 1 6 20 793
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 0 1 6 74
Analyzing fixed-event forecast revisions 0 0 0 14 1 1 14 105
Approximating the DGP of China's quarterly GDP 0 0 0 32 0 0 4 231
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 1 2 13 0 2 15 43
Are forecast updates progressive? 0 0 0 6 0 1 11 55
Are individuals in China prone to money illusion? 0 0 0 11 0 1 15 110
Are living standards converging? 0 0 2 86 0 1 15 298
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 12 44
Asymptotically perfect and relative convergence of productivity 0 0 0 285 2 2 17 863
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 0 1 0 0 18 23
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 0 3 0 0 12 24
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 0 20 131
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 1 1 9 20
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 35 1 2 6 116
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 0 1 18 51
Cointegration Analysis of Seasonal Time Series 0 0 1 13 0 0 12 54
Cointegration in a historical perspective 0 0 0 29 0 2 9 143
Combining expert‐adjusted forecasts 0 0 0 1 1 1 7 19
Common large innovations across nonlinear time series 0 0 0 0 0 0 5 39
Common socio-economic cycle periods 0 0 1 25 0 0 6 102
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 0 3 9 1 4 19 58
Conditions that make ventures thrive: from individual entrepreneur to innovation impact 0 0 0 0 1 3 15 22
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 1 1 8 106
Constant vs. Changing Seasonality 0 1 1 42 0 1 12 139
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 0 2 2 0 1 21 32
Consumer price evaluations through choice experiments 0 0 0 10 2 4 16 65
Correcting for survey effects in pre‐election polls 0 0 0 2 0 0 4 28
Correcting the January optimism effect 0 0 0 1 1 1 5 17
Critical values for unit root tests in seasonal time series 0 0 0 182 0 3 12 450
Data revisions and periodic properties of macroeconomic data 0 0 0 7 1 1 7 59
Deriving target selection rules from endogenously selected samples 0 0 1 1 1 5 18 28
Deriving target selection rules from endogenously selected samples 0 0 0 56 1 2 21 271
Detecting seasonal unit roots in a structural time series model 0 0 0 35 0 0 4 119
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 2 4 444
Do Experts’ SKU Forecasts Improve after Feedback? 1 1 1 4 1 1 10 43
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 0 1 7 15
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 1 1 13 99
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 2 2 19 66
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 1 1 6 44 2 2 20 220
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 2 3 12 217
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 0 37 0 0 6 231
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 2 2 21 407
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 1 1 15 34
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 3 2 3 7 36
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 0 10 150
Does irritation induced by charitable direct mailings reduce donations? 0 1 2 10 0 1 13 72
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 1 1 4 115
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 1 16 1 1 9 96
Dynamic Specification and Cointegration 0 0 0 1 0 1 13 342
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 0 0 9 99
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? 1 1 3 18 1 2 20 116
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 1 1 6 128
Editorial 0 0 0 0 1 2 8 27
Editorial 0 0 0 0 1 1 5 26
Editorial Statistics 0 0 0 0 0 0 5 18
Editorial introduction 0 0 0 0 1 1 6 8
Editorial statistics 0 0 0 1 1 2 5 28
Editorial statistics 0 0 0 1 1 1 5 34
Emigration, wage differentials and brain drain: the case of Suriname 0 1 2 33 3 5 20 137
Empirical causality between bigger banknotes and inflation 0 0 1 65 1 4 12 176
Error-correction modelling in discrete and continuous time 0 0 0 28 0 0 7 104
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 0 0 6 76
Estimating loss functions of experts 0 0 0 4 0 0 14 30
Estimating persistence for irregularly spaced historical data 0 0 1 3 1 1 6 11
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 0 0 7 217
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 0 0 13 94
Estimating volatility on overlapping returns when returns are autocorrelated 0 0 1 226 0 1 11 624
Evaluating CPB’s Forecasts 0 0 0 6 0 0 2 64
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 1 16 237
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 1 0 0 5 11
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 14 125
Experts' Stated Behavior 0 0 0 2 0 0 5 23
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 1 2 7 12
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 1 12 36
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 1 2 5 49
Fifty years since Koyck (1954)* 0 0 0 60 0 1 16 224
Financial volatility: an introduction 0 0 0 748 1 3 14 1,881
Forecasting Annual Inflation Using Weekly Money Supply 0 0 1 7 1 1 14 29
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 1 1 275 0 1 12 558
Forecasting Real GDP Growth for Africa 0 0 0 5 0 0 10 24
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 0 0 1 2 2 6 25 36
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 0 2 9 180
Forecasting and seasonality 0 0 0 55 0 0 5 238
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 2 27 787
Forecasting house price growth rates with factor models and spatio-temporal clustering 0 0 4 6 2 6 36 47
Forecasting long memory left-right political orientations 0 0 0 9 0 1 10 93
Forecasting market shares from models for sales 0 0 0 69 1 1 14 218
Forecasting power-transformed time series data 0 0 0 38 1 2 10 149
Forecasting the levels of vector autoregressive log-transformed time series 0 0 0 40 1 2 11 148
Forecasting time series with long memory and level shifts 0 0 0 59 0 0 9 182
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 0 1 8 0 0 8 30
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 0 18 207
Forecasting: theory and practice 2 4 13 65 8 23 187 521
From first submission to citation: an empirical analysis 0 0 0 3 0 1 10 41
Generalizations of the KPSS‐test for stationarity 0 0 4 190 0 3 15 507
Hemlines and the Economy: Which Goes Down First? 2 6 21 124 4 19 64 345
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 4 17
How Informative Are Earnings Forecasts? † 0 0 0 4 1 1 12 50
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 0 1 11 152
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 0 1 5 90
How to deal with intercept and trend in practical cointegration analysis? 0 0 0 285 0 0 10 638
IGARCH and variance change in the US long-run interest rate 0 0 0 119 2 3 6 306
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 1 1 8 20
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 0 1 7 66
Improving judgmental adjustment of model-based forecasts 0 0 0 4 1 2 14 46
Impulse response functions for periodic integration 0 0 0 15 0 0 18 142
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 0 0 5 7
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 1 7 101
Incorporating judgment in forecasting models in times of crisis 0 0 2 2 0 0 17 21
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 1 1 1 5 14
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 1 1 10 64
Inferring Transition Probabilities from Repeated Cross Sections 0 1 2 4 1 3 12 22
Inflation in Africa, 1960–2015 0 0 0 7 0 1 9 72
Inflation in China, 1953-1978 0 0 0 1 1 5 19 25
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 3 10 513
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 1 20 1 2 9 115
Interpolation and correlation 0 1 1 4 0 3 10 50
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 1 1 2 38 2 8 26 148
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 1 35 2 3 19 140
Introduction to the special issue on new econometric models in marketing 0 0 0 6 1 1 11 60
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 0 0 0 14 0 0 7 103
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 0 0 0 20 0 1 7 122
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 5 1 1 3 55
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 3 9
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 35 943
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 5 38
Marketing response and temporal aggregation 0 0 1 6 1 1 15 29
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 0 7 147
Measurement Error in a First-order Autoregression 1 1 2 19 1 1 12 80
Merging models and experts 0 0 0 16 1 2 12 70
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 7 184
Model adequacy and influential observations 0 0 0 13 2 2 5 81
Model selection for forecast combination 0 0 0 10 0 0 7 54
Modeling Item Nonresponse in Questionnaires 0 0 0 0 0 0 8 34
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 0 0 14 22
Modeling Multiple Regimes in the Business Cycle 0 0 0 108 0 2 12 324
Modeling Purchases as Repeated Events 0 0 0 39 0 0 10 177
Modeling Seasonality in New Product Diffusion 0 0 0 12 0 2 7 102
Modeling box office revenues of motion pictures✰ 0 0 0 2 0 2 12 37
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 7 2 3 13 80
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 2 2 8 92
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 0 5 0 0 13 44
Modeling seasonality in bimonthly time series 0 0 0 6 0 0 2 42
Modeling the diffusion of scientific publications 0 0 0 30 0 1 11 134
Modelling and forecasting level shifts in absolute returns 0 0 0 111 0 0 19 505
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 1 202 0 12 43 768
Modelling regional house prices 0 1 1 39 0 3 22 146
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 0 0 6 22
Moving average filters and periodic integration 0 0 0 2 0 1 17 35
Moving average filters and unit roots 0 0 1 33 0 2 10 163
Multiple unit roots in periodic autoregression 0 0 0 73 0 2 5 202
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 7 79
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 1 1 1 17 2 2 11 53
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 1 1 2 227
On SETAR non-linearity and forecasting 0 0 0 206 0 1 18 678
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 1 109 0 0 15 328
On data transformations and evidence of nonlinearity 0 0 0 4 0 1 10 36
On forecasting cointegrated seasonal time series 0 0 0 38 0 0 12 137
On forecasting exchange rates using neural networks 0 0 0 122 1 2 12 319
On inflation expectations in the NKPC model 0 0 1 12 0 0 14 45
On modeling panels of time series* 0 0 0 8 0 1 9 47
On the Econometrics of the Bass Diffusion Model 0 0 0 144 0 0 12 374
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 1 11 21
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 1 1 6 12
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 11 220
On the econometrics of the geometric lag model 0 0 0 57 0 0 6 214
On the life cycles of successful rock bands 0 0 1 1 0 1 23 26
On the number of categories in an ordered regression model 0 0 0 14 0 0 4 51
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 3 11 91
On trends and constants in periodic autoregressions 0 0 0 11 0 2 9 126
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 13 0 0 13 129
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 0 0 13 47
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 0 0 9 62
Ordered logit analysis for selectively sampled data 0 0 0 41 0 0 5 124
Outlier Detection in Cointegration Analysis 0 0 0 0 0 2 10 777
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 0 18 223
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 1 1 8 48
Panel design effects on response rates and response quality 0 0 0 0 0 1 5 35
Periodic Cointegration: Representation and Inference 0 0 0 157 0 1 14 425
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 0 0 6 85
Progress and challenges in econometrics 0 0 0 77 0 0 6 194
Properties of expert adjustments on model-based SKU-level forecasts 1 1 1 32 2 3 8 178
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 1 9 956
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 0 1 6 53
Random‐coefficient periodic autoregressions 0 0 0 5 0 1 12 50
Recent Advances in Modelling Seasonality 0 0 0 1 0 0 9 514
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 39 1 1 10 128
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 5 1 2 11 69
Robust Inference on Average Economic Growth* 0 0 0 4 1 2 13 82
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 1 2 11 186
SIMPLE BAYESIAN FORECAST COMBINATION 0 0 0 5 1 1 9 36
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 4 2,458 0 4 49 4,833
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 1 1 11 283
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 2 8 142
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 1 1 8 149
Seasonality, non-stationarity and the forecasting of monthly time series 0 0 1 136 1 2 10 321
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 1 1 10 109
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 1 2 16 226
Shrinkage estimators for periodic autoregressions 0 1 2 3 0 1 28 32
Size and value effects in Suriname 0 0 0 12 0 0 9 88
Some comments on seasonal adjustment 0 0 0 58 0 0 4 213
Specification Testing in Hawkes Models* 0 0 0 4 1 3 13 39
Spurious deterministic seasonality 0 0 0 30 2 3 7 123
Spurious principal components 0 0 0 0 0 0 5 22
Statistical institutes and economic prosperity 0 0 0 3 1 1 7 40
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 1 2 29 129
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 0 3 0 0 8 40
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 5 0 0 14 56
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 0 14 57
Testing bias in professional forecasts 0 0 0 1 0 0 6 12
Testing earnings management 0 0 0 12 0 0 8 60
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 0 3 12 802
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 0 10 11
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 1 2 14 96
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 1 10 525
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 0 0 10 36
Testing for bias in forecasts for independent binary outcomes 0 0 0 2 0 0 2 14
Testing for common deterministic trend slopes 0 0 0 48 1 1 7 239
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 5 19
Testing for harmonic regressors 0 0 0 3 1 1 11 54
Testing for periodic integration 0 0 0 38 1 1 5 175
Testing for seasonality 0 0 0 87 1 1 6 233
Testing periodically integrated autoregressive models 0 0 0 1 0 0 14 47
The Econometric Analysis of Seasonal Time Series 0 0 0 2 0 1 12 21
The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00) 0 0 0 151 0 0 6 360
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 3 3 16 640
The M3 competition: Statistical tests of the results 0 1 4 158 2 3 20 442
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 3 99
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 0 1 11 36
The detection of observations possibly influential for model selection 0 0 0 3 0 0 5 23
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 4 7
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 0 0 14 25
The effect of rounding on payment efficiency 0 0 1 7 0 0 6 68
The effectiveness of high-frequency direct-response commercials 1 1 1 7 2 3 8 33
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 2 2 3 42
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 2 3 15 289
The impact of adoption timing on new service usage and early disadoption 0 0 0 7 1 1 14 44
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 4 1 2 20 69
The life cycle of social media 0 0 0 15 0 0 14 73
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 1 5 15
Twenty years of cointegration 0 0 0 43 0 1 6 96
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 2 3 11 26
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 1 6 250
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 10 25
Visualizing time-varying correlations across stock markets 0 0 0 121 0 0 11 272
When Do Price Thresholds Matter in Retail Categories? 0 0 2 22 0 1 33 100
Why is GDP typically revised upwards? 0 0 0 12 1 1 8 57
“Panelizing” Repeated Cross Sections 0 0 0 6 0 1 8 45
Total Journal Articles 15 35 142 14,043 149 382 3,335 51,439

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Concise Introduction to Econometrics 0 0 0 0 0 0 11 496
A Concise Introduction to Econometrics 0 0 0 0 1 2 16 279
Econometric Methods with Applications in Business and Economics 0 0 0 0 3 7 33 1,905
Enjoyable Econometrics 0 0 0 0 1 2 5 70
Enjoyable Econometrics 0 0 0 0 0 0 1 29
Ethics in Econometrics 0 0 0 0 0 0 9 14
Ethics in Econometrics 0 0 0 0 0 0 7 10
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 7 43
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 8 33
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 0 0 21 648
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 0 7 41 543
Periodic Time Series Models 0 0 0 0 0 2 12 157
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 1 1 22 1,612
Quantitative Models in Marketing Research 0 0 0 0 0 1 8 220
Quantitative Models in Marketing Research 0 0 0 0 0 1 16 953
Time Series Models for Business and Economic Forecasting 0 0 0 0 2 8 71 346
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 17 47 602
Total Books 0 0 0 0 11 48 335 7,960

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 1 0 0 7 9
Econometric models in marketing: Editors' introduction 0 0 1 1 0 0 8 10
FORECASTING SEASONAL TIME SERIES 0 0 0 1 0 0 8 29
Forecasting in Marketing 0 0 2 175 0 0 12 449
GARCH, Outliers, and Forecasting Volatility 1 1 1 1 1 2 8 15
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 0 2 15 19
Time-Series Models in Marketing 0 0 0 0 0 1 9 24
Total Chapters 1 1 4 179 1 5 67 555

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