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 7 65
A Dynamic Utility Maximization Model for Product Category Consumption 0 0 0 209 1 3 5 804
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 2 3 15 397
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 130 0 3 11 533
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 76 2 3 8 107
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 4 6 15 474
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 2 7 673
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 357 1 3 14 854
A New Multivariate Product Growth Model 0 0 0 123 4 5 5 432
A Novel Approach to Measuring Consumer Confidence 0 0 0 33 0 0 10 73
A generalized dynamic conditional correlation model for many asset returns 0 1 3 69 2 11 26 194
A hierarchical Bayes error correction model to explain dynamic effects 1 1 1 17 2 3 15 99
A model for quarterly unemployment in Canada 0 0 0 10 3 3 4 44
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 2 3 10 132
A multivariate STAR analysis of the relationship between money and output 0 0 0 127 2 5 11 328
A nonlinear long memory model for US unemployment 0 0 0 45 1 2 7 106
A seasonal periodic long memory model for monthly river flows 0 0 0 24 3 4 14 134
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 3 3 13 119
A simple test for GARCH against a stochastic volatility 0 0 0 35 2 9 15 115
A simple test for PPP among traded goods 0 0 0 12 1 3 9 85
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 2 4 9 401
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 0 221 1 1 8 845
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 0 1 4 32
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 39 3 7 14 53
An Empirical Study of Cash Payments 0 0 0 149 2 2 8 394
An Equilibrium-Correction Model for Dynamic Network Data 0 0 1 859 0 1 9 3,010
An empirical analysis of euro cash payments 0 0 0 8 0 0 8 51
An introduction to time-varying lag autoregression 0 1 1 87 0 1 17 95
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 0 31 1 2 9 164
Analyzing Fixed-Event Forecast Revisions 0 0 1 26 1 2 7 92
Analyzing Fixed-event Forecast Revisions 0 0 1 3 1 1 11 75
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 2 7 201
Analyzing Fixed-event Forecast Revisions 0 0 0 60 2 6 18 101
Analyzing Fixed-event Forecast Revisions 0 0 0 71 2 2 6 125
Analyzing Fixed-event Forecast Revisions 0 0 0 9 1 6 19 103
Analyzing preferences ranking when there are too many alternatives 0 0 0 35 0 2 6 84
Approximating the DGP of China's Quarterly GDP 0 0 0 28 2 3 6 176
Are Chinese Individuals prone to Money Illusion? 0 0 0 23 2 3 7 98
Are Forecast Updates Progressive? 0 0 0 28 2 2 12 146
Are Forecast Updates Progressive? 0 0 0 28 2 3 19 103
Are Forecast Updates Progressive? 0 0 0 24 2 3 7 141
Are Forecast Updates Progressive? 0 0 0 33 1 1 5 93
Are Forecast Updates Progressive? 0 0 0 22 4 6 10 106
Are Forecast Updates Progressive? 0 0 0 39 1 1 5 153
Are Forecast Updates Progressive? 0 0 0 27 3 3 6 128
Are we in a bubble? A simple time-series-based diagnostic 0 0 0 174 1 4 5 113
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 0 46 0 1 7 146
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 99 2 2 7 300
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 28 4 4 11 265
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 0 26 0 1 11 111
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 2 8 12 72
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 35 0 1 9 138
Benchmarking judgmentally adjusted forecasts 0 0 0 27 3 4 16 51
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 1 5 9 59
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 5 8 16 612
Buying High Tech Products 0 0 0 122 4 4 14 483
Censored latent effects autoregression, with an application to US unemployment 0 0 0 18 1 1 10 67
Censored regression analysis in large samples with many zero observations 0 0 0 45 6 6 15 146
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 442 3 5 10 1,392
Cointegration in a historical perspective 0 0 0 110 0 0 11 152
Cointegration in a periodic vector autoregression 0 0 0 22 1 1 3 71
Combining Non-Replicable Forecasts 0 0 0 21 2 2 7 75
Combining Non-Replicable Forecasts 0 0 0 38 1 1 13 113
Common large innovations across nonlinear time series 0 1 1 6 1 5 9 56
Competence and confidence effects in experts' forecast adjustments 0 0 0 27 0 0 1 56
Comprehensive review of the maritime safety regimes 0 0 0 31 1 2 6 95
Confidence Intervals for Cronbach's Coefficient Alpha Values 0 0 2 965 0 1 23 4,024
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 1 1 9 74
Consensus forecasters: How good are they individually and why? 0 0 0 46 1 4 12 77
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 3 4 8 98
Constructing seasonally adjusted data with time-varying confidence intervals 0 1 1 25 4 7 11 113
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 1 3 7 63
Correcting for Survey Effects in Pre-election Polls 0 0 0 28 2 4 8 139
Cycles in basic innovations 0 0 0 22 8 8 10 92
Decomposing bias in expert forecast 0 0 0 62 2 4 9 69
Deriving Target Selection Rules from Endogenously Selected Samples 0 1 1 125 0 4 13 599
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 143 5 8 17 378
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 4 7 268
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 4 0 1 6 56
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 1 9 129
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 2 4 10 82
Do African economies grow similarly? 0 0 0 66 1 1 8 77
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 1 78 2 4 17 181
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 0 0 15 2 2 5 170
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 28 2 3 11 112
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 1 1 8 90
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 2 2 6 51
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 1 4 7 97
Do experts' SKU forecasts improve after feedback? 0 0 0 15 1 2 8 56
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 21 5 5 8 85
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 1 4 10 66
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 1 1 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 7 22 34 88
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 0 40 2 4 9 72
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 51 3 6 17 93
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 40 1 2 10 183
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 17 0 3 9 45
Does a financial crisis make consumers increasingly prudent? 0 0 0 32 1 3 11 72
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 0 7 1 2 9 43
Does news on real Chinese GDP growth impact stock markets? 0 0 0 42 1 1 7 112
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 1 7 93
Does rounding matter for payment efficiency? 0 0 2 3 0 4 25 71
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 1 4 116
Does the ROMC have expertise, and can it forecast? 0 0 0 10 0 0 4 140
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 0 151 0 0 10 593
Dynamic and Competitive Effects of Direct Mailings 0 0 0 59 5 7 20 214
Dynamics of expert adjustment to model-based forecast 1 1 1 16 3 5 9 81
Ecological panel inference in repeated cross sections 0 0 0 5 1 1 10 36
Econometric Analysis of the Market Share Attraction Model 1 4 8 1,335 7 13 30 3,827
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 23 2 2 12 119
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 1 1 7 265
Emigration, wage differentials and brain drain: The case of Suriname 0 0 0 86 2 2 7 207
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 1 1 3 339
Estimates of quarterly GDP growth using MIDAS regressions 0 0 2 52 5 11 24 173
Estimating Loss Functions of Experts 0 0 2 35 1 2 8 82
Estimating Loss Functions of Experts 0 0 0 13 1 2 5 48
Estimating duration intervals 0 0 0 58 1 2 5 171
Estimating persistence for irregularly spaced historical data 0 0 0 73 0 2 7 54
Estimating the market share attraction model using support vector regressions 0 0 0 57 2 7 21 282
Evaluating Combined Non-Replicable Forecast 0 0 0 3 1 5 10 91
Evaluating Combined Non-Replicable Forecasts 0 0 1 8 1 1 9 58
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 2 2 7 88
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 0 622 1 1 6 1,830
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 4 5 7 86
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 1 2 6 150
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 1 9 13 99
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 1 3 12 233
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 167 1 3 19 235
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 2 99 0 2 11 161
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 1 1 8 180
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 1 3 9 297
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 1 1 9 184
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 2 2 11 171
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 2 5 14 204
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 57 3 5 11 47
Evaluating real-time forecasts in real-time 0 0 0 21 0 1 7 99
Evaluating the Rationality of Managers' Sales Forecasts 0 0 0 50 1 2 9 69
Evaluation of survey effects in pre-election polls 0 0 1 46 0 1 8 365
Experimental investigation of consumer price evaluations 0 0 0 4 3 4 9 51
Expert opinion versus expertise in forecasting 0 0 0 91 5 13 27 498
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 0 4 33
Experts' Stated Behavior 0 0 0 23 1 1 3 94
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 1 1 3 49
Exploiting Spillovers to forecast Crashes 0 0 0 31 2 4 10 64
Financial innumeracy 0 0 0 26 1 2 8 150
Forecasting 1 to h steps ahead using partial least squares 0 0 0 38 1 4 10 127
Forecasting Annual Inflation in Suriname 0 0 0 41 1 5 15 98
Forecasting Earnings Forecasts 0 0 1 22 0 2 7 57
Forecasting Market Shares from Models for Sales 0 0 1 600 3 5 14 1,618
Forecasting Sales 0 0 2 122 2 10 23 314
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 1 2 6 88
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 9 26 1,686
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 22 0 0 12 101
Forecasting in marketing 0 0 1 41 1 3 13 100
Forecasting own brand sales: Does incorporating competition help? 0 0 1 30 1 1 11 50
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 0 0 0 7 8 9 19 42
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 0 17 3 4 13 82
Forecasting volatility with switching persistence GARCH models 0 0 0 22 2 2 7 78
Forecasting with periodic autoregressive time series models 0 1 3 73 3 5 16 161
Forecasting: theory and practice 1 1 5 95 3 5 45 154
Formalizing judgemental adjustment of model-based forecasts 0 0 0 7 3 3 8 74
Franses 0 0 1 150 0 1 15 1,630
From first submission to citation: an empirical analysis 0 0 0 3 3 3 8 37
Gaussian Copula Regression in the Presence of Thresholds 0 1 1 32 0 7 18 74
Heterogeneity in Manufacturing Growth Risk 0 0 0 10 3 6 10 44
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 2 7 18 163
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 2 9 234
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 52 1 1 10 235
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 10 21 158
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 1 1 4 40
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 65 4 4 11 324
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 2 3 7 76
How to deal with intercept and trend in pratical cointegration analysis? 0 0 0 138 2 2 7 321
How to gain brain for Suriname 0 0 0 13 2 4 13 51
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 26 0 1 11 73
Impulse Response Functions for Periodic Integration 0 0 0 0 2 2 5 600
Impulse-response analysis of the market share attraction model 0 0 0 17 1 1 6 131
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 19 2 2 10 75
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 4 8 14 540
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 2 4 22 104
Indirect Network Effects in New Product Growth 1 1 2 117 14 18 31 478
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 1 1 5 30
Inequality amongst the wealthiest and its link with economic growth 0 0 0 45 4 6 15 100
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 0 13 1 2 6 62
Inflation rates; long-memoray, level shifts, or both? 0 0 0 3 3 3 9 34
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 3 7 13 2,116
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 185 3 3 12 840
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 1 158 3 6 16 745
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 0 98 4 12 31 200
Intertemporal Similarity of Economic Time Series 0 0 0 85 0 3 11 128
Irritation Due to Direct Mailings from Charities 0 0 0 56 5 5 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 5 5 6 19
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 1 8 791
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 4 6 14 92
Long-term forecast for the Dutch economy 0 0 0 9 3 3 4 43
Low-fat, light, and reduced in calories 0 0 0 33 4 4 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 6 12 33
Measuring weekly consumer confidence 0 0 0 57 0 0 10 113
Microeconomic determinants of skilled migration: The case of Suriname 0 0 0 64 2 14 28 146
Model selection for forecast combination 0 0 0 95 4 4 16 159
Model-based forecast adjustment; with an illustration to inflation 0 0 0 34 0 2 8 61
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 2 3 9 936
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 385 3 8 28 1,169
Modeling Generational Transitions from Aggregate Data 0 0 0 51 0 1 9 235
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 289 6 10 14 878
Modeling Seasonality in New Product Diffusion 0 0 0 79 3 6 15 200
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 3 6 12 1,048
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 3 6 20 73
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 26 0 1 9 81
Modeling charity donations: target selection, response time and gift size 0 0 0 133 2 2 13 381
Modeling dynamic effects of promotion on interpurchase times 0 1 1 25 2 3 15 117
Modeling purchases as repeated events 0 0 0 27 2 9 18 118
Modeling regional house prices 0 0 0 159 0 4 18 307
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 3 5 13 57
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 1 1 3 171
Modeling the diffusion of scientific publications 0 0 0 6 2 2 10 75
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 41 1 2 6 237
Modelling Multiple Regimes in the Business Cycle 0 0 1 59 1 4 11 178
Modelling asymmetric persistence over the business cycle 0 0 0 13 1 4 9 62
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 324 2 3 12 803
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 8 45
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 1 1 1 71 5 7 12 190
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 3 3 10 154
On Forecasting Cointegrated Seasonal Time Series 0 0 0 422 0 2 6 1,158
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 1 4 8 1,024
On SETAR non- linearity and forecasting 0 0 0 54 2 9 18 144
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 0 29 2 2 6 99
On data transformations and evidence of nonlinearity 0 0 0 4 2 2 8 36
On forecasting cointegrated seasonal time series 0 0 0 13 3 4 17 65
On modeling panels of time series 0 0 0 11 3 3 4 32
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 0 324 1 5 12 1,116
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 0 5 1 1 7 43
On the econometrics of the Koyck model 1 1 3 445 11 18 45 4,060
On the number of categories in an ordered regression model 0 0 0 24 1 2 9 84
On the optimality of expert-adjusted forecasts 0 0 0 25 3 3 15 70
On the optimality of expert-adjusted forecasts 0 0 0 30 4 4 9 124
On the role of seasonal intercepts in seasonal cointegration 0 0 0 43 1 2 6 224
On the role of seasonal intercepts in seasonal cointegration 0 0 0 16 2 2 9 67
Ordered logit analysis for selectively sampled data 0 0 0 33 2 3 12 141
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 1 1 13 54
Outlier detection in the GARCH (1,1) model 0 0 0 34 2 3 14 121
Outlier robust cointegration analysis 0 0 1 241 4 4 8 574
Outliers and judgemental adjustment of time series forecasts 0 0 0 43 2 3 10 97
Panel design effects on response rates and response quality 0 0 0 11 3 3 8 92
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 1 1 30 0 2 8 152
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 12 1 1 6 89
Professional Forecasters and January 0 0 0 97 4 9 29 444
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 82 0 2 11 407
Random-Coefficient periodic autoregression 0 0 0 28 3 4 14 132
Ranking Models in Conjoint Analysis 0 0 1 59 6 7 16 141
Real GDP growth in Africa, 1963-2016 0 0 0 56 1 5 13 122
Real time estimates of GDP growth 0 0 0 47 4 4 10 111
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 3 3 13 69
Recovering historical inflation data from postal stamps prices 0 0 0 61 2 3 10 75
Reference-based transitions in short-run price elasticity 0 0 1 68 0 1 8 375
Retrieving unobserved consideration sets from household panel data 0 0 0 62 4 6 18 173
Return migration of high skilled workers 0 0 1 46 2 2 15 95
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 4 6 12 120
Risk attitudes in company boardrooms in a developing country 0 0 0 12 2 2 9 58
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 2 3 12 68
Robust inference on average economic growth 0 0 0 1 1 1 6 35
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 0 2 10 2 3 15 49
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 1 6 14
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 6 1,388
Sales Models For Many Items Using Attribute Data 0 0 0 201 1 1 7 778
Seasonal adjustment and the business cycle in unemployment 0 0 0 14 3 4 10 69
Seasonal smooth transition autoregression 0 0 0 39 4 4 11 134
Seasonality in revisions of macroeconomic data 0 0 0 26 1 2 6 61
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 2 2 7 92
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 0 14 2 3 14 84
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 58 4 7 13 152
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 3 3 12 1,027
Size and value effects in Suriname 0 0 0 9 2 3 12 75
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 1 1,811 5 10 25 3,436
Smooth transition autoregressive models - A survey of recent developments 0 0 4 463 8 16 48 926
Specification Testing in Hawkes Models 0 0 0 29 2 5 8 71
Spurious Principal Components 0 0 0 54 0 0 4 53
Stability through cycles 0 0 1 36 3 4 15 78
Statistical Institutes and Economic Prosperity 0 0 0 26 3 3 7 92
Stochastic levels and duration dependence in US unemployment 0 0 0 39 0 8 18 51
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 0 26 2 4 10 98
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 0 0 5 74 1 3 14 137
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 0 8 3 3 10 53
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 1 1 4 2 4 15 28
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 2 3 5 11
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 3 4 7 31
Testing Changing Harmonic Regressors 0 0 0 26 2 2 14 80
Testing Earning Management 0 0 1 96 0 0 1 269
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 3 3 8 33
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 2 3 13 279
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 1 1 4 7
Testing changes in consumer confidence indicators 0 0 0 25 0 1 8 93
Testing common deterministic seasonality 0 0 0 7 1 2 7 44
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 2 9 150
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 0 3 251
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 3 3 7 148
Testing for common deterministic trend slopes 0 0 0 14 2 5 14 203
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 1 3 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 2 5 20 178
The Cash Use of the Malaysian Ringgit 0 0 0 0 4 4 11 11
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 0 36 2 3 13 157
The Econometrics Of The Bass Diffusion Model 0 0 1 991 0 2 16 3,145
The Effect of Relational Constructs on Relationship Performance 0 0 0 563 4 5 13 1,595
The Global View on Port State Control 0 0 0 36 3 4 6 124
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 0 0 0 59 2 2 16 203
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 16 2 2 8 108
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 3 3 7 103
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 1 2 3 52
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 0 0 65 3 7 21 217
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 4 5 11 192
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 25 0 2 7 92
The hemline and the economy: is there any match? 1 8 55 686 20 45 198 2,112
The impact of brand and category characteristics on consumer stock-out reactions 0 0 0 296 2 2 11 978
The life cycle of social media 0 0 0 128 2 2 10 166
This time it is different! Or not? 0 0 0 43 1 3 8 83
Time-Series Models in Marketing 0 0 0 578 1 1 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 1 1 6 91
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 1 47 1 2 13 72
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 1 1 7 845
Visualizing attitudes towards service levels 0 0 0 6 6 6 13 61
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 4 8 520
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 0 42 4 6 9 73
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 1 4 9 124
What drives the Quotes of Earnings Forecasters? 0 0 0 19 1 1 1 77
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 4 5 7 16 54
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 89 2 3 9 360
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 108 2 3 6 360
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 62 1 3 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 3 3 7 379
Yet another look at MIDAS regression 0 0 1 271 0 3 16 117
Total Working Papers 9 30 140 29,501 666 1,231 3,887 98,749

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 0 0 1 95 1 3 22 264
A Simple Test for GARCH Against a Stochastic Volatility Model 0 1 1 56 0 1 9 143
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION 0 0 0 18 4 4 11 83
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 0 74 2 6 12 274
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 5 1,045 0 3 22 2,893
A global view on port state control: econometric analysis of the differences across port state control regimes 0 1 4 19 4 12 17 59
A method to select between periodic cointegration and seasonal cointegration 0 0 0 31 0 0 3 90
A model selection procedure for time series with seasonality 0 0 0 17 1 2 6 60
A model selection strategy for time series with increasing seasonal variation 0 0 0 15 5 5 8 91
A model selection test for an AR (1) versus an MA (1) model 0 0 0 22 2 2 8 136
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 5 8 22 1,046
A multivariate approach to modeling univariate seasonal time series 0 0 0 69 3 3 8 172
A nonlinear long memory model, with an application to US unemployment 0 0 0 134 2 2 12 356
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 1 2 6 22
A note on the Mean Absolute Scaled Error 1 2 8 31 2 7 31 169
A novel approach to measuring consumer confidence 0 0 0 7 0 0 6 35
A periodic cointegration model of quarterly consumption 0 0 0 2 0 0 5 14
A periodic long-memory model for quarterly UK inflation 0 0 0 42 0 2 9 156
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 1 3 12 235
A simple test for PPP among traded goods 0 0 0 93 0 0 7 297
A simple test for a bubble based on growth and acceleration 0 0 1 27 5 6 11 73
Absorption of shocks in nonlinear autoregressive models 0 0 0 48 1 2 6 164
Additive outliers, GARCH and forecasting volatility 0 1 2 216 5 8 17 443
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 2 2 4 53
Adstock revisited 0 0 0 0 2 3 8 8
An Empirical Study of Cash Payments 0 0 0 12 1 2 9 76
An empirical analysis of euro cash payments 0 0 0 24 3 3 11 102
An empirical test for parities between metal prices at the LME 0 0 0 3 1 1 5 30
An unbiased variance estimator for overlapping returns 1 3 5 275 2 5 14 787
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 0 17 1 3 5 73
Analyzing fixed-event forecast revisions 0 0 0 14 2 4 13 104
Approximating the DGP of China's quarterly GDP 0 0 0 32 1 1 5 231
Are African business cycles synchronized? Evidence from spatio-temporal modeling 0 0 1 12 4 7 16 41
Are forecast updates progressive? 0 0 0 6 1 2 10 54
Are individuals in China prone to money illusion? 0 0 0 11 3 6 21 109
Are living standards converging? 1 1 2 86 3 6 16 297
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 3 7 12 44
Asymptotically perfect and relative convergence of productivity 0 0 0 285 1 3 16 861
Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate 0 0 0 1 3 5 19 23
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 0 3 2 4 12 24
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 5 8 21 131
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 2 2 9 19
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 35 0 0 5 114
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 1 2 17 50
Cointegration Analysis of Seasonal Time Series 0 0 1 13 0 2 12 54
Cointegration in a historical perspective 0 0 1 29 0 1 10 141
Combining expert‐adjusted forecasts 0 0 0 1 1 1 7 18
Common large innovations across nonlinear time series 0 0 0 0 0 0 7 39
Common socio-economic cycle periods 0 0 1 25 1 2 6 102
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 1 1 3 9 5 6 15 54
Conditions that make ventures thrive: from individual entrepreneur to innovation impact 0 0 0 0 1 5 13 19
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 1 1 7 105
Constant vs. Changing Seasonality 0 0 0 41 1 1 11 138
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 1 2 2 1 7 20 31
Consumer price evaluations through choice experiments 0 0 0 10 1 3 12 61
Correcting for survey effects in pre‐election polls 0 0 0 2 0 1 4 28
Correcting the January optimism effect 0 0 0 1 1 2 4 16
Critical values for unit root tests in seasonal time series 0 0 0 182 0 1 9 447
Data revisions and periodic properties of macroeconomic data 0 0 0 7 0 1 7 58
Deriving target selection rules from endogenously selected samples 0 0 0 56 6 7 19 269
Deriving target selection rules from endogenously selected samples 0 1 1 1 1 2 13 23
Detecting seasonal unit roots in a structural time series model 0 0 0 35 3 3 4 119
Determining the order of differencing in seasonal time series processes 0 0 0 19 1 1 3 442
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 2 2 9 42
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 2 1 3 6 14
Do charities get more when they ask more often? Evidence from a unique field experiment 0 0 0 13 2 5 12 98
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 4 6 18 64
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 2 5 43 1 4 19 218
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 2 2 9 214
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 0 0 37 1 1 8 231
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 0 1 167 1 2 20 405
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 4 2 5 14 33
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 0 3 0 0 4 33
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 1 5 12 150
Does irritation induced by charitable direct mailings reduce donations? 0 0 1 9 1 2 14 71
Does news on real Chinese GDP growth impact stock markets? 0 0 0 39 2 2 3 114
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 2 16 0 1 10 95
Dynamic Specification and Cointegration 0 0 0 1 2 2 13 341
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 6 6 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? 0 1 2 17 9 12 20 114
Econometric analysis to differentiate effects of various ship safety inspections 0 0 0 17 0 0 5 127
Editorial 0 0 0 0 1 1 5 25
Editorial 0 0 0 0 3 3 6 25
Editorial Statistics 0 0 0 0 1 1 5 18
Editorial introduction 0 0 0 0 0 0 5 7
Editorial statistics 0 0 0 1 0 0 4 33
Editorial statistics 0 0 0 1 1 1 4 26
Emigration, wage differentials and brain drain: the case of Suriname 0 0 2 32 2 3 18 132
Empirical causality between bigger banknotes and inflation 0 0 1 65 1 4 8 172
Error-correction modelling in discrete and continuous time 0 0 0 28 3 5 7 104
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 22 2 2 6 76
Estimating loss functions of experts 0 0 0 4 3 8 15 30
Estimating persistence for irregularly spaced historical data 0 1 1 3 0 2 6 10
Estimating the Market Share Attraction Model using Support Vector Regressions 0 0 0 25 2 2 8 217
Estimating the stock of postwar Dutch postal stamps 0 0 0 9 2 3 13 94
Estimating volatility on overlapping returns when returns are autocorrelated 0 0 1 226 0 2 10 623
Evaluating CPB’s Forecasts 0 0 0 6 0 0 2 64
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 3 6 16 236
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 0 1 2 2 6 11
Expert opinion versus expertise in forecasting 0 0 0 19 3 6 14 125
Experts' Stated Behavior 0 0 0 2 0 1 5 23
Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? 0 0 0 0 1 2 5 10
Exploiting Spillovers to Forecast Crashes 0 0 0 2 1 2 11 35
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 1 1 5 47
Fifty years since Koyck (1954)* 0 0 1 60 6 9 16 223
Financial volatility: an introduction 0 0 0 748 3 5 11 1,878
Forecasting Annual Inflation Using Weekly Money Supply 0 0 1 7 1 5 15 28
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 0 0 0 274 1 3 12 557
Forecasting Real GDP Growth for Africa 0 0 0 5 1 3 12 24
Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model 0 0 1 2 5 5 19 30
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 1 1 7 178
Forecasting and seasonality 0 0 0 55 0 1 5 238
Forecasting economic and financial time-series with non-linear models 0 0 0 288 5 9 25 785
Forecasting house price growth rates with factor models and spatio-temporal clustering 0 0 5 6 2 7 35 41
Forecasting long memory left-right political orientations 0 0 0 9 2 3 10 92
Forecasting market shares from models for sales 0 0 1 69 2 6 14 217
Forecasting power-transformed time series data 0 0 0 38 1 1 8 147
Forecasting the levels of vector autoregressive log-transformed time series 0 0 0 40 0 0 9 146
Forecasting time series with long memory and level shifts 0 0 0 59 2 3 10 182
Forecasting time-varying arrivals: Impact of direct response advertising on call center performance 0 0 1 8 3 3 8 30
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 0 58 0 4 18 207
Forecasting: theory and practice 0 3 11 61 31 83 189 498
From first submission to citation: an empirical analysis 0 0 0 3 4 4 9 40
Generalizations of the KPSS‐test for stationarity 0 0 8 190 2 5 18 504
Hemlines and the Economy: Which Goes Down First? 1 4 22 118 1 9 60 326
Heterogeneous Forecast Adjustment 0 0 0 0 1 3 4 17
How Informative Are Earnings Forecasts? † 0 0 0 4 3 3 11 49
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 1 1 10 151
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 0 8 1 2 4 89
How to deal with intercept and trend in practical cointegration analysis? 0 0 0 285 2 3 11 638
IGARCH and variance change in the US long-run interest rate 0 0 0 119 0 0 3 303
IMA(1,1) as a new benchmark for forecast evaluation 0 0 0 3 0 2 7 19
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 1 2 7 65
Improving judgmental adjustment of model-based forecasts 0 0 0 4 4 4 12 44
Impulse response functions for periodic integration 0 0 0 15 5 5 19 142
Inclusion of older annual data into time series models for recent quarterly data 0 0 0 0 1 1 5 7
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 1 1 6 100
Incorporating judgment in forecasting models in times of crisis 0 0 2 2 3 6 17 21
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 1 0 1 4 13
Inequality amongst the wealthiest and its link with economic growth 0 0 0 14 6 6 9 63
Inferring Transition Probabilities from Repeated Cross Sections 0 0 1 3 3 3 10 19
Inflation in Africa, 1960–2015 0 0 0 7 1 3 11 71
Inflation in China, 1953-1978 0 0 1 1 1 8 15 20
Inflation, forecast intervals and long memory regression models 0 0 0 123 1 1 7 510
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 1 1 20 0 2 7 113
Interpolation and correlation 0 0 1 3 2 3 8 47
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 37 3 6 18 140
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 0 0 1 35 2 8 18 137
Introduction to the special issue on new econometric models in marketing 0 0 0 6 2 2 11 59
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 2 2 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 0 6 121
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 5 0 0 2 54
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 2 2 3 9
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 15 35 941
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 9 0 0 6 38
Marketing response and temporal aggregation 0 0 1 6 1 4 15 28
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 3 3 7 147
Measurement Error in a First-order Autoregression 0 1 1 18 3 5 12 79
Merging models and experts 0 0 0 16 1 5 10 68
Model Selection in Periodic Autoregressions 0 0 0 0 0 2 9 184
Model adequacy and influential observations 0 0 0 13 0 1 3 79
Model selection for forecast combination 0 0 0 10 1 1 7 54
Modeling Item Nonresponse in Questionnaires 0 0 0 0 4 5 8 34
Modeling Judgment in Macroeconomic Forecasts 0 0 0 1 3 4 15 22
Modeling Multiple Regimes in the Business Cycle 0 0 1 108 1 4 13 322
Modeling Purchases as Repeated Events 0 0 0 39 2 3 10 177
Modeling Seasonality in New Product Diffusion 0 0 0 12 1 2 5 100
Modeling box office revenues of motion pictures✰ 0 0 0 2 2 3 11 35
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 7 2 4 11 77
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 1 1 7 90
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 0 5 5 10 14 44
Modeling seasonality in bimonthly time series 0 0 0 6 1 1 2 42
Modeling the diffusion of scientific publications 0 0 0 30 2 5 10 133
Modelling and forecasting level shifts in absolute returns 0 0 0 111 3 5 19 505
Modelling day-of-the-week seasonality in the S&P 500 index 0 0 1 202 7 21 32 756
Modelling regional house prices 0 0 1 38 3 9 21 143
Model‐based forecast adjustment: With an illustration to inflation 0 0 0 5 2 3 6 22
Moving average filters and periodic integration 0 0 0 2 2 2 16 34
Moving average filters and unit roots 0 0 1 33 3 3 8 161
Multiple unit roots in periodic autoregression 0 0 0 73 0 0 5 200
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 8 79
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 0 16 1 4 10 51
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 226
On SETAR non-linearity and forecasting 0 0 0 206 6 9 17 677
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 1 109 2 4 15 328
On data transformations and evidence of nonlinearity 0 0 0 4 0 1 9 35
On forecasting cointegrated seasonal time series 0 0 0 38 2 2 14 137
On forecasting exchange rates using neural networks 0 0 0 122 6 6 10 317
On inflation expectations in the NKPC model 0 0 1 12 7 8 14 45
On modeling panels of time series* 0 0 0 8 2 2 8 46
On the Econometrics of the Bass Diffusion Model 0 0 0 144 2 2 12 374
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 2 4 11 20
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 2 4 11 220
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 0 5 11
On the econometrics of the geometric lag model 0 0 0 57 3 4 6 214
On the life cycles of successful rock bands 1 1 1 1 6 6 23 25
On the number of categories in an ordered regression model 0 0 0 14 1 1 4 51
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 2 2 8 88
On trends and constants in periodic autoregressions 0 0 0 11 0 1 9 124
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 1 13 3 8 14 129
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 1 3 13 47
Optimal Data Interval for Estimating Advertising Response 0 0 0 8 2 2 9 62
Ordered logit analysis for selectively sampled data 0 0 0 41 2 2 5 124
Outlier Detection in Cointegration Analysis 0 0 0 0 1 2 9 775
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 4 5 20 223
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 0 4 2 3 7 47
Panel design effects on response rates and response quality 0 0 0 0 0 2 4 34
Periodic Cointegration: Representation and Inference 0 0 1 157 3 9 16 424
Periodic integration in quarterly UK macroeconomic variables 0 0 0 12 1 1 6 85
Progress and challenges in econometrics 0 0 0 77 1 1 7 194
Properties of expert adjustments on model-based SKU-level forecasts 0 0 0 31 1 1 5 175
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 3 3 11 955
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 2 3 5 52
Random‐coefficient periodic autoregressions 0 0 0 5 1 2 12 49
Recent Advances in Modelling Seasonality 0 0 0 1 1 3 10 514
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 39 0 2 10 127
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 5 4 4 9 67
Robust Inference on Average Economic Growth* 0 0 0 4 3 4 12 80
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 1 4 9 184
SIMPLE BAYESIAN FORECAST COMBINATION 0 0 0 5 2 5 9 35
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 6 2,458 9 13 54 4,829
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 0 48 1 1 11 282
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 1 2 7 140
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 2 4 7 148
Seasonality, non-stationarity and the forecasting of monthly time series 0 0 1 136 3 4 8 319
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 25 4 4 11 108
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 4 4 14 224
Shrinkage estimators for periodic autoregressions 0 0 2 2 3 6 29 31
Size and value effects in Suriname 0 0 0 12 2 3 9 88
Some comments on seasonal adjustment 0 0 0 58 1 1 4 213
Specification Testing in Hawkes Models* 0 0 0 4 1 2 10 36
Spurious deterministic seasonality 0 0 0 30 1 1 5 120
Spurious principal components 0 0 0 0 1 1 6 22
Statistical institutes and economic prosperity 0 0 0 3 2 3 6 39
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 0 0 0 29 3 13 27 127
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 1 3 3 4 9 40
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 5 3 9 14 56
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 4 4 14 57
Testing bias in professional forecasts 0 0 0 1 2 3 6 12
Testing earnings management 0 0 0 12 2 2 8 60
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 2 2 9 799
Testing for Bias in Forecasts for Independent Multinomial Outcomes 0 0 0 0 0 4 10 11
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 4 4 12 94
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 3 10 524
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 2 5 10 36
Testing for bias in forecasts for independent binary outcomes 0 0 0 2 0 1 2 14
Testing for common deterministic trend slopes 0 0 0 48 0 1 7 238
Testing for convergence in left-right ideological positions 0 0 0 0 2 3 6 19
Testing for harmonic regressors 0 0 0 3 1 2 10 53
Testing for periodic integration 0 0 0 38 1 1 5 174
Testing for seasonality 0 0 0 87 0 0 5 232
Testing periodically integrated autoregressive models 0 0 0 1 2 2 14 47
The Econometric Analysis of Seasonal Time Series 0 0 0 2 1 2 11 20
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 4 4 6 360
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 6 14 637
The M3 competition: Statistical tests of the results 0 2 4 157 3 8 19 439
The Norwegian Consumption Function: A Comment 0 0 0 0 2 2 5 99
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 0 3 4 4 10 35
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 2 2 4 7
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 1 2 2 14 25
The effect of rounding on payment efficiency 0 0 1 7 0 1 6 68
The effectiveness of high-frequency direct-response commercials 0 0 0 6 0 1 5 30
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 10 0 0 1 40
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 0 0 74 2 3 12 286
The impact of adoption timing on new service usage and early disadoption 0 0 1 7 1 5 14 43
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 4 8 8 20 67
The life cycle of social media 0 0 0 15 9 9 14 73
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 0 4 14
Twenty years of cointegration 0 0 0 43 1 1 5 95
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 0 0 0 3 2 2 8 23
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 1 1 5 249
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 2 4 10 25
Visualizing time-varying correlations across stock markets 0 0 1 121 4 7 12 272
When Do Price Thresholds Matter in Retail Categories? 0 1 2 22 2 18 33 99
Why is GDP typically revised upwards? 0 0 0 12 0 2 8 56
“Panelizing” Repeated Cross Sections 0 0 0 6 2 2 7 44
Total Journal Articles 6 29 147 14,008 557 1,026 3,177 51,057

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 3 3 15 277
A Concise Introduction to Econometrics 0 0 0 0 4 5 12 496
Econometric Methods with Applications in Business and Economics 0 0 0 0 4 12 40 1,898
Enjoyable Econometrics 0 0 0 0 1 1 2 29
Enjoyable Econometrics 0 0 0 0 1 1 4 68
Ethics in Econometrics 0 0 0 0 2 3 8 10
Ethics in Econometrics 0 0 0 0 2 4 10 14
Expert Adjustments of Model Forecasts 0 0 0 0 0 1 8 33
Expert Adjustments of Model Forecasts 0 0 0 0 2 2 7 43
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 6 9 24 648
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 6 13 37 536
Periodic Time Series Models 0 0 0 0 0 2 11 155
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 0 3 24 1,611
Quantitative Models in Marketing Research 0 0 0 0 3 5 15 952
Quantitative Models in Marketing Research 0 0 0 0 2 3 7 219
Time Series Models for Business and Economic Forecasting 0 0 0 0 5 11 40 585
Time Series Models for Business and Economic Forecasting 0 0 0 0 3 22 65 338
Total Books 0 0 0 0 44 100 329 7,912

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks 0 0 1 1 0 1 8 9
Econometric models in marketing: Editors' introduction 0 1 1 1 2 5 8 10
FORECASTING SEASONAL TIME SERIES 0 0 0 1 2 2 8 29
Forecasting in Marketing 0 1 2 175 3 5 13 449
GARCH, Outliers, and Forecasting Volatility 0 0 0 0 2 2 6 13
Semi-Parametric Modelling of Correlation Dynamics 0 0 0 0 3 6 13 17
Time-Series Models in Marketing 0 0 0 0 3 5 11 23
Total Chapters 0 2 4 178 15 26 67 550

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