Access Statistics for Philip Hans Franses

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Working Paper File Downloads Abstract Views
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"Borrowing money costs money": Yes, but why not tell how much? 0 0 1 29 0 0 3 45
A Dynamic Utility Maximization Model for Product Category Consumption 0 1 2 199 0 7 16 761
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 1 3 10 371
A Joint Framework for Category Purchase and Consumption Behavior 0 0 0 129 0 0 1 513
A Manager's Perspective on Combining Expert and Model-based Forecasts 0 0 0 75 1 2 4 93
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 0 2 6 443
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 1 356 1 1 6 832
A Multivariate STAR Analysis of the Relationship Between Money and Output 0 0 0 252 0 0 4 656
A New Multivariate Product Growth Model 0 0 1 123 0 0 4 423
A Novel Approach to Measuring Consumer Confidence 0 0 0 30 0 0 7 52
A generalized dynamic conditional correlation model for many asset returns 0 0 0 64 0 0 5 155
A hierarchical Bayes error correction model to explain dynamic effects 0 0 1 12 0 1 10 67
A model for quarterly unemployment in Canada 0 0 0 10 0 0 2 39
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 37 0 0 2 109
A multivariate STAR analysis of the relationship between money and output 0 0 1 121 1 1 12 301
A nonlinear long memory model for US unemployment 0 0 1 42 0 0 2 93
A seasonal periodic long memory model for monthly river flows 0 0 0 23 0 3 8 110
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 0 1 5 97
A simple test for GARCH against a stochastic volatility 0 0 0 33 1 2 7 91
A simple test for PPP among traded goods 0 0 0 11 0 2 5 66
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 0 2 385
Advertising effects on awareness, consideration and brand choice using tracking data 0 0 2 219 2 7 16 828
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 0 20 0 0 3 21
Aggregate statistics on trafficker-destination relations in the Atlantic slave trade 0 0 2 39 0 0 10 34
An Empirical Study of Cash Payments 0 0 1 147 2 4 10 380
An Equilibrium-Correction Model for Dynamic Network Data 0 0 0 857 1 3 6 2,997
An empirical analysis of euro cash payments 0 0 0 7 0 0 4 38
An introduction to time-varying lag autoregression 4 5 70 70 8 10 35 35
Analysis of the Maritime Inspection Regimes - Are ships over-inspected? 0 0 3 25 0 1 11 134
Analyzing Fixed-Event Forecast Revisions 0 0 0 22 0 2 9 62
Analyzing Fixed-event Forecast Revisions 0 0 0 2 0 0 5 51
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 2 6 108
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 4 80
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 1 6 74
Analyzing Fixed-event Forecast Revisions 0 0 0 87 0 2 5 189
Analyzing preferences ranking when there are too many alternatives 0 0 1 32 0 2 4 70
Approximating the DGP of China's Quarterly GDP 0 0 2 27 2 2 21 154
Are Chinese Individuals prone to Money Illusion? 0 0 0 21 0 0 2 77
Are Forecast Updates Progressive? 0 0 0 22 0 2 8 82
Are Forecast Updates Progressive? 0 0 0 39 0 2 7 138
Are Forecast Updates Progressive? 0 0 0 27 0 1 9 119
Are Forecast Updates Progressive? 0 0 0 27 0 1 8 75
Are Forecast Updates Progressive? 0 0 0 24 0 1 16 128
Are Forecast Updates Progressive? 0 0 0 32 1 7 16 79
Are Forecast Updates Progressive? 0 0 0 27 0 1 7 115
Are we in a bubble? A simple time-series-based diagnostic 0 0 3 171 0 2 5 100
Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data 0 0 1 46 1 2 6 131
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 0 0 0 98 0 0 1 287
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 27 0 1 5 242
Asymmetric and common absorption of shocks in nonlinear autoregressive models 0 0 1 25 0 2 8 78
Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts 0 0 0 10 0 2 7 59
Bayesian Model Averaging in the Presence of Structural Breaks 0 0 0 34 0 0 7 120
Benchmarking judgmentally adjusted forecasts 0 0 1 26 0 2 4 32
Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets 0 0 0 0 1 3 3 3
Broker Positions in Task-Specific Knowledge Networks 0 0 0 99 1 5 10 594
Buying High Tech Products 0 0 0 121 1 4 5 458
Censored latent effects autoregression, with an application to US unemployment 0 0 2 18 0 1 6 54
Censored regression analysis in large samples with many zero observations 0 0 1 38 3 6 12 107
Changing Perceptions and Changing Behavior in Customer Relationships 0 0 0 441 1 2 5 1,378
Cointegration in a historical perspective 0 0 0 109 0 3 10 130
Cointegration in a periodic vector autoregression 0 1 1 17 0 2 2 59
Combining Non-Replicable Forecasts 0 0 0 37 1 2 10 95
Combining Non-Replicable Forecasts 0 0 0 20 0 0 3 53
Common large innovations across nonlinear time series 0 0 0 5 0 0 4 41
Competence and confidence effects in experts' forecast adjustments 0 0 0 25 0 1 5 41
Comprehensive review of the maritime safety regimes 0 0 1 31 1 1 4 85
Confidence Intervals for Cronbach's Coefficient Alpha Values 1 2 10 931 5 13 33 3,872
Confidence intervals for maximal reliability of probability judgments 0 0 0 9 0 0 2 65
Consensus forecasters: How good are they individually and why? 0 0 0 45 1 2 9 48
Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice 0 0 0 9 0 1 6 84
Constructing seasonally adjusted data with time-varying confidence intervals 0 0 0 23 1 1 6 94
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 3 50
Correcting for Survey Effects in Pre-election Polls 0 0 0 27 0 1 2 124
Cycles in basic innovations 0 0 0 20 0 0 1 74
Decomposing bias in expert forecast 0 0 0 59 1 1 4 52
Deriving Target Selection Rules from Endogenously Selected Samples 0 0 0 124 1 7 24 577
Deriving dynamic marketing effectiveness from econometric time series models 0 0 0 142 3 6 14 355
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 2 7 256
Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands 0 0 0 3 0 0 4 46
Diffusion of Original and Counterfeit Products in a Developing Country 0 0 0 32 0 1 4 111
Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname 0 0 0 17 1 2 3 65
Do African economies grow similarly? 0 0 12 60 0 1 31 51
Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment 0 0 2 73 2 4 18 147
Do Commercial Real Estate Prices Have Predictive Content for GDP 0 1 4 15 1 4 7 47
Do Experts incorporate Statistical Model Forecasts and should they? 0 0 0 27 1 3 9 93
Do Experts' SKU Forecasts improve after Feedback? 0 0 0 30 0 0 0 75
Do We Often Find ARCH Because Of Neglected Outliers? 0 0 0 4 0 2 3 42
Do experts incorporate statistical model forecasts and should they? 0 0 0 18 1 4 9 79
Do experts' SKU forecasts improve after feedback? 0 0 0 15 0 0 5 46
Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? 0 0 0 20 1 4 17 64
Do the US and Canada have a common nonlinear cycle in unemployment? 0 0 0 6 0 0 0 53
Do we make better forecasts these days? A survey amongst academics 0 0 0 2 0 0 2 28
Do we need all Euro denominations? 0 0 1 14 0 1 7 166
Does Africa grow slower than Asia and Latin America? 0 0 0 12 0 1 1 49
Does Disagreement Amongst Forecasters have Predictive Value? 0 0 1 39 0 1 11 57
Does Disagreement amongst Forecasters have Predictive Value? 0 0 0 50 0 0 8 72
Does Irritation Induced by Charitable Direct Mailings Reduce Donations? 0 0 0 39 3 7 14 137
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 0 15 15 2 2 15 15
Does a financial crisis make consumers increasingly prudent? 0 0 1 30 0 0 1 52
Does experts' adjustment to model-based forecasts contribute to forecast quality? 0 0 2 6 0 0 3 27
Does news on real Chinese GDP growth impact stock markets? 0 0 0 40 1 1 5 99
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 0 22 0 0 4 83
Does rounding matter for payment efficiency? 0 0 0 0 0 1 4 40
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 1 6 105
Does the ROMC have expertise, and can it forecast? 0 0 0 8 0 9 23 126
Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships 0 0 1 150 1 5 14 577
Dynamic and Competitive Effects of Direct Mailings 0 0 1 58 1 4 10 184
Dynamics of expert adjustment to model-based forecast 0 0 0 13 1 1 3 66
Ecological panel inference in repeated cross sections 0 0 0 4 0 0 1 24
Econometric Analysis of the Market Share Attraction Model 0 0 15 1,258 9 15 58 3,533
Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty 0 0 0 22 0 1 2 105
Effectiveness of Brokering within Account Management Organizations 0 0 0 64 1 3 7 255
Emigration, wage differentials and brain drain: The case of Suriname 0 2 4 81 4 7 19 177
Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables 0 0 0 86 1 4 13 332
Estimates of quarterly GDP growth using MIDAS regressions 3 4 19 25 8 15 59 73
Estimating Loss Functions of Experts 0 0 1 33 0 0 5 71
Estimating Loss Functions of Experts 0 0 1 11 0 0 5 39
Estimating duration intervals 0 0 0 58 1 3 5 162
Estimating persistence for irregularly spaced historical data 0 0 70 70 1 3 34 34
Estimating the market share attraction model using support vector regressions 0 0 2 57 1 7 18 247
Evaluating Combined Non-Replicable Forecast 0 0 0 2 0 0 5 63
Evaluating Combined Non-Replicable Forecasts 0 0 0 18 0 1 3 76
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 0 0 3 42
Evaluating Direct Marketing Campaigns: recent findings and future research topics 0 0 3 618 1 2 8 1,761
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 3 10 71
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 21 1 2 7 80
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 2 9 140
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 1 90 0 3 9 212
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 2 163 0 1 7 200
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 95 0 0 6 139
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 1 2 3 88 4 8 28 182
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 1 5 166
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 93 0 0 3 163
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 1 59 0 1 9 150
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 66 0 0 3 177
Evaluating heterogeneous forecasts for vintages of macroeconomic variables 0 0 2 55 0 0 7 23
Evaluating real-time forecasts in real-time 0 0 2 17 0 1 7 70
Evaluating the Rationality of Managers' Sales Forecasts 0 0 2 49 0 0 3 53
Evaluation of survey effects in pre-election polls 0 0 0 44 0 0 6 352
Experimental investigation of consumer price evaluations 0 0 0 4 0 4 5 38
Expert opinion versus expertise in forecasting 0 0 0 90 2 2 9 414
Experts adjusting model-based forecasts and the law of small numbers 0 0 0 7 0 1 2 24
Experts' Stated Behavior 0 0 1 22 1 3 10 87
Experts' adjustment to model-based forecasts: Does the forecast horizon matter? 0 0 0 8 0 1 6 44
Exploiting Spillovers to forecast Crashes 0 0 0 28 0 1 6 44
Financial innumeracy 0 0 1 22 2 3 15 87
Forecasting 1 to h steps ahead using partial least squares 0 0 2 38 0 0 4 111
Forecasting Annual Inflation in Suriname 3 3 32 32 3 4 62 62
Forecasting Earnings Forecasts 0 0 0 20 1 1 2 42
Forecasting Market Shares from Models for Sales 0 0 0 593 1 3 10 1,584
Forecasting Sales 1 1 5 118 2 4 16 207
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 1 1 74
Forecasting economic and financial time-series with non-linear models 0 0 3 870 0 1 12 1,634
Forecasting high-frequency electricity demand with a diffusion index model 0 0 0 20 0 1 3 82
Forecasting in marketing 0 0 8 39 0 2 13 85
Forecasting own brand sales: Does incorporating competition help? 0 0 26 26 0 1 14 14
Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model 1 3 4 5 1 4 9 19
Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series 0 0 2 16 0 1 7 54
Forecasting volatility with switching persistence GARCH models 0 0 1 21 0 4 9 65
Forecasting with periodic autoregressive time series models 0 0 5 62 0 1 9 125
Formalizing judgemental adjustment of model-based forecasts 0 0 0 6 0 1 1 51
Franses 0 1 5 136 2 7 223 1,562
From first submission to citation: an empirical analysis 0 0 0 3 0 0 0 26
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 1 5 140
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 27 0 1 3 125
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 26 0 0 6 204
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 1 3 9 219
How Informative are the Unpredictable Components of Earnings Forecasts? 0 0 0 10 0 2 3 32
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 0 63 0 0 0 309
How do we pay with euro notes? Empirical evidence from Monopoly experiments 0 0 0 7 1 4 14 65
How to deal with intercept and trend in pratical cointegration analysis? 0 1 11 123 0 3 27 278
How to gain brain for Suriname 0 0 1 13 2 2 6 30
IMA(1,1) as a new benchmark for forecast evaluation 0 0 2 21 3 5 21 34
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 1 592
Impulse-response analysis of the market share attraction model 0 0 0 16 1 3 11 105
Income, Cultural Norms and Purchases of Counterfeits 0 0 0 17 0 0 3 60
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 1 3 5 526
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 1 2 5 77
Indirect Network Effects in New Product Growth 0 0 2 110 3 8 22 317
Inequality amongst the wealthiest and its link with economic growth 0 0 0 44 0 1 2 79
Inequality amongst the wealthiest and its link with economic growth 0 0 0 3 0 1 9 22
Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting 0 0 1 11 0 0 3 48
Inflation rates; long-memoray, level shifts, or both? 0 0 0 2 0 1 2 20
Inflation, Forecast Intervals and Long Memory Regression Models 0 1 1 609 1 4 12 2,080
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 182 1 4 13 815
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 0 0 3 150 0 0 15 704
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 3 79 0 2 14 104
Intertemporal Similarity of Economic Time Series 0 0 7 76 2 4 23 92
Irritation Due to Direct Mailings from Charities 0 0 0 56 1 5 9 190
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 1 6 11
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 6 778
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 1 5 76
Long-term forecast for the Dutch economy 0 0 0 8 0 0 1 30
Low-fat, light, and reduced in calories 0 0 1 33 0 1 6 55
Managing Sales Forecasters 0 0 0 71 0 1 3 55
Measuring weekly consumer confidence 0 0 0 55 0 0 6 97
Microeconomic determinants of skilled migration: The case of Suriname 1 1 4 61 1 2 13 100
Model selection for forecast combination 0 1 2 95 0 1 9 119
Model-based forecast adjustment; with an illustration to inflation 0 0 1 34 1 1 10 43
Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks 0 0 0 308 2 5 13 921
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 0 379 1 2 4 1,127
Modeling Generational Transitions from Aggregate Data 0 0 0 51 1 5 9 224
Modeling Potentially Time-Varying Effects of Promotions on Sales 0 0 0 284 1 5 8 850
Modeling Seasonality in New Product Diffusion 0 0 0 79 1 5 14 169
Modeling Unobserved Consideration Sets for Household Panel Data 0 0 0 203 1 3 9 1,033
Modeling and forecasting outliers and level shifts in absolute returns 0 0 0 16 1 1 2 50
Modeling asymmetric volatility in weekly Dutch temperature data 0 0 0 21 0 1 3 61
Modeling charity donations: target selection, response time and gift size 0 1 5 111 0 3 14 313
Modeling dynamic effects of promotion on interpurchase times 0 0 0 23 0 2 8 93
Modeling purchases as repeated events 0 0 0 26 0 3 14 96
Modeling regional house prices 0 0 2 152 0 0 7 272
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 0 0 0 2 0 1 2 36
Modeling the Effectiveness of Hourly Direct-Response Radio Commercials 0 0 0 27 2 10 16 157
Modeling the diffusion of scientific publications 0 0 0 5 0 3 10 57
Modeling the effectiveness of hourly direct-response radio commercials 0 0 0 40 3 7 14 204
Modelling Multiple Regimes in the Business Cycle 0 2 8 52 1 5 19 139
Modelling asymmetric persistence over the business cycle 0 0 0 13 0 3 7 50
Modelling health care expenditures; overview of the literature and evidence from a panel time series model 0 0 0 0 0 1 1 1
Monitoring structural change in variance 0 0 0 16 0 0 5 51
Monitoring time-varying parameters in an autoregression 0 0 0 2 0 1 2 35
Nonlinear Error-Correction Models for Interest Rates in The Netherlands 1 2 7 57 4 8 27 137
Nonlinearities and outliers: robust specification of STAR models 0 0 2 40 0 1 5 89
On Forecasting Cointegrated Seasonal Time Series 0 0 1 420 0 2 6 1,146
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 0 1,008
On SETAR non- linearity and forecasting 0 0 0 52 0 0 3 117
On combining revealed and stated preferences to forecast customer behaviour: three case studies 0 0 2 28 0 0 2 86
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 3 27
On forecasting cointegrated seasonal time series 0 0 0 11 0 1 3 42
On modeling panels of time series 0 0 1 10 0 0 2 23
On the Bass diffusion theory, empirical models and out-of-sample forecasting 0 0 4 324 1 3 14 1,098
On the diffusion of scientific publications; the case of Econometrica 1987 0 0 1 5 0 0 2 32
On the econometrics of the Koyck model 6 10 34 382 39 88 358 3,372
On the number of categories in an ordered regression model 0 0 0 20 0 3 9 69
On the optimality of expert-adjusted forecasts 0 0 0 0 0 1 2 2
On the optimality of expert-adjusted forecasts 0 0 0 23 0 4 9 46
On the role of seasonal intercepts in seasonal cointegration 0 0 0 42 1 5 7 210
On the role of seasonal intercepts in seasonal cointegration 0 0 1 15 0 2 6 50
Ordered logit analysis for selectively sampled data 0 0 0 32 0 0 8 119
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 0 3 39
Outlier detection in the GARCH (1,1) model 0 0 0 25 0 1 2 87
Outlier robust cointegration analysis 0 0 1 240 0 0 2 556
Outliers and judgemental adjustment of time series forecasts 0 0 0 41 0 0 1 78
Panel design effects on response rates and response quality 0 0 0 11 0 1 9 80
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 1 27 0 1 6 129
Prediction beyond the survey sample: correcting for survey effects on consumer decisions 0 0 0 11 0 0 2 77
Professional Forecasters and January 2 3 23 83 7 18 110 316
Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions 0 0 0 81 1 3 7 391
Random-Coefficient periodic autoregression 0 0 0 28 0 0 5 98
Ranking Models in Conjoint Analysis 0 1 3 55 3 10 26 104
Real GDP growth in Africa, 1963-2016 0 1 17 44 2 7 48 81
Real time estimates of GDP growth 0 0 0 44 0 0 3 85
Real time estimates of GDP growth, based on two-regime models 0 0 0 23 0 0 0 51
Recovering historical inflation data from postal stamps prices 0 0 0 59 1 3 12 59
Reference-based transitions in short-run price elasticity 0 0 1 66 1 3 7 364
Retrieving unobserved consideration sets from household panel data 0 0 0 60 0 1 4 144
Return migration of high skilled workers 1 1 3 40 2 2 7 54
Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies 0 0 0 16 0 3 12 88
Risk attitudes in company boardrooms in a developing country 0 0 1 11 0 0 6 42
Risk attitudes in the board room and company performance: Evidence for an emerging economy 0 0 0 18 1 4 11 47
Robust inference on average economic growth 0 0 0 1 0 1 7 26
SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES 0 1 1 2 0 3 10 15
SEASONALITY, OUTLIERS AND LINEARITY 0 0 0 0 0 1 3 3
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 2 8 1,380
Sales Models For Many Items Using Attribute Data 0 0 0 196 1 4 9 758
Seasonal adjustment and the business cycle in unemployment 0 0 2 14 0 1 5 53
Seasonal smooth transition autoregression 0 1 5 31 1 2 10 108
Seasonality in revisions of macroeconomic data 0 0 0 26 0 0 2 54
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 0 2 6 83
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy 0 0 1 13 1 2 6 61
Semi-Parametric Modelling of Correlation Dynamics 0 0 2 56 0 1 7 128
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 280 0 1 8 1,008
Size and value effects in Suriname 0 0 0 9 0 1 5 55
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 8 1,789 2 5 35 3,314
Smooth transition autoregressive models - A survey of recent developments 2 5 11 430 6 14 53 787
Specification Testing in Hawkes Models 0 1 2 28 0 2 10 53
Spurious Principal Components 0 0 1 50 1 1 11 43
Stability through cycles 0 0 1 35 0 1 2 57
Statistical Institutes and Economic Prosperity 0 0 0 26 1 4 7 83
Stochastic levels and duration dependence in US unemployment 0 0 0 38 0 0 2 24
Structural breaks and long memory in US inflation rates: do they matter for forecasting? 0 0 1 24 1 1 5 72
TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA 1 5 17 30 3 8 33 59
TESTING FOR WHITE NOISE IN TIME SERIES MODELS 0 0 2 8 0 3 14 30
THE GOMPERTZ CURVE: ESTIMATION AND SELECTION 0 0 1 2 0 1 6 8
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 1 3 20
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 0 0 0 0 0
Testing Changing Harmonic Regressors 0 0 0 23 0 1 2 57
Testing Earning Management 2 2 3 92 2 2 12 252
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 1 5 263
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 1 2 0 1 4 19
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 1 1 1
Testing changes in consumer confidence indicators 0 0 0 20 0 0 4 69
Testing common deterministic seasonality 0 0 0 7 1 3 4 30
Testing for ARCH in the Presence of Additive Outliers 0 0 0 25 0 0 4 125
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 1 9 191
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 3 45 0 2 10 115
Testing for common deterministic trend slopes 0 0 0 14 0 1 12 86
Testing for converging deterministic seasonal variation in European industrial production 0 0 0 3 0 1 3 30
Testing for harmonic regressors 0 0 0 3 0 1 4 23
Testing for seasonal unit roots in monthly panels of time series 0 0 1 75 0 1 7 148
The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model 0 0 2 34 1 4 22 116
The Econometrics Of The Bass Diffusion Model 0 1 3 978 3 6 17 3,091
The Effect of Relational Constructs on Relationship Performance 0 0 2 562 1 3 16 1,568
The Global View on Port State Control 0 0 0 35 0 1 2 114
The Impact of Mobile Telephone Use on Economic Development of Households in Uganda 1 1 3 56 1 2 8 166
The Late 1970's Bubble in Dutch Collectible Postage Stamps 0 0 0 15 0 0 1 87
The Launch Timing of New and Dominant Multigeneration Technologies 0 0 0 28 1 2 7 91
The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels 0 0 0 11 0 1 3 49
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency 0 1 3 63 2 10 21 169
The Triggers, Timing and Speed of New Product Price Landings 0 0 2 61 1 4 13 170
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 1 2 24 0 2 8 77
The hemline and the economy: is there any match? 6 12 38 426 14 34 311 1,199
The impact of brand and category characteristics on consumer stock-out reactions 0 0 2 293 4 5 10 948
The life cycle of social media 0 1 3 119 0 3 10 127
This time it is different! Or not? 0 0 0 42 0 1 34 58
Time-Series Models in Marketing 0 0 0 573 2 3 7 1,363
Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks 0 0 0 17 0 2 4 62
To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? 0 0 0 46 1 2 7 56
Using Selective Sampling for Binary Choice Models to Reduce Survey Costs 0 0 0 194 3 6 11 836
Visualizing attitudes towards service levels 0 0 0 5 0 1 7 41
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 3 509
Volatility Spillovers Across User-Generated Content and Stock Market Performance 0 0 5 40 0 4 21 52
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 1 25 0 3 15 102
What drives the Quotes of Earnings Forecasters? 0 0 0 16 1 4 8 70
What drives the relevance and quality of experts' adjustment to model-based forecasts? 0 0 0 3 2 2 2 33
When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model 0 0 0 87 4 8 22 307
Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data 0 0 0 107 1 4 8 346
Which brands gain share from which brands? Inference from store-level scanner data 0 0 0 61 1 3 7 152
Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods 0 0 2 64 2 4 13 331
Yet another look at MIDAS regression 0 0 1 260 0 2 9 73
Total Working Papers 38 84 663 27,772 269 857 3,848 87,344
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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets 0 0 0 88 1 2 3 222
A Simple Test for GARCH Against a Stochastic Volatility Model 0 0 0 54 0 0 2 130
A co-integration approach to forecasting freight rates in the dry bulk shipping sector 0 0 2 67 1 3 7 239
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 0 0 7 1,011 0 2 18 2,799
A global view on port state control: econometric analysis of the differences across port state control regimes 0 0 2 11 1 3 9 30
A method to select between periodic cointegration and seasonal cointegration 0 0 0 30 0 0 1 82
A model selection procedure for time series with seasonality 0 0 0 16 1 2 7 49
A model selection strategy for time series with increasing seasonal variation 0 0 0 14 1 1 1 77
A model selection test for an AR (1) versus an MA (1) model 0 0 0 21 1 1 2 121
A multi-level panel STAR model for US manufacturing sectors 2 3 6 369 4 5 10 979
A multivariate approach to modeling univariate seasonal time series 0 1 2 65 0 1 5 145
A nonlinear long memory model, with an application to US unemployment 0 0 0 122 1 1 3 308
A note on monitoring time-varying parameters in an autoregression 0 0 0 0 0 0 2 8
A note on the Mean Absolute Scaled Error 0 0 4 11 1 6 24 89
A novel approach to measuring consumer confidence 0 1 1 5 1 2 8 22
A periodic cointegration model of quarterly consumption 0 0 0 0 0 0 1 1
A periodic long-memory model for quarterly UK inflation 0 0 1 41 2 3 6 141
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 0 0 2 213
A simple test for PPP among traded goods 0 0 0 93 0 0 6 285
A simple test for a bubble based on growth and acceleration 0 0 4 18 0 0 12 42
Absorption of shocks in nonlinear autoregressive models 0 0 0 45 0 0 0 112
Additive outliers, GARCH and forecasting volatility 2 3 8 181 2 3 12 362
Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname 0 0 0 0 1 1 9 30
An Empirical Study of Cash Payments 0 0 0 12 0 0 3 64
An empirical analysis of euro cash payments 2 2 3 23 3 4 10 82
An empirical test for parities between metal prices at the LME 0 0 0 3 0 0 0 22
An unbiased variance estimator for overlapping returns 2 5 17 255 6 9 29 745
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? 0 0 1 16 0 0 1 59
Analyzing fixed-event forecast revisions 0 0 0 13 0 0 5 82
Approximating the DGP of China's quarterly GDP 0 0 0 31 0 0 2 219
Are forecast updates progressive? 0 0 1 6 0 1 7 39
Are individuals in China prone to money illusion? 0 0 0 8 0 0 13 64
Are living standards converging? 0 0 5 77 0 1 14 231
Asymmetric time aggregation and its potential benefits for forecasting annual data 0 0 0 4 0 0 2 26
Asymptotically perfect and relative convergence of productivity 0 0 0 280 0 0 3 814
Averaging Model Forecasts and Expert Forecasts: Why Does It Work? 0 0 1 2 0 0 1 6
Bayesian analysis of seasonal unit roots and seasonal mean shifts 0 0 0 25 0 0 4 105
Benchmarking Judgmentally Adjusted Forecasts 0 0 0 2 0 0 1 8
Can Managers Judgmental Forecasts Be Made Scientifically? 0 0 0 33 0 0 2 97
Cash Use of the Taiwan Dollar: Is It Efficient? † 0 0 0 0 1 2 12 24
Cointegration Analysis of Seasonal Time Series 0 0 1 5 0 0 10 31
Cointegration in a historical perspective 0 0 1 22 0 1 8 116
Combining expert‐adjusted forecasts 0 0 0 0 0 0 2 5
Common large innovations across nonlinear time series 0 0 0 0 0 0 1 29
Common socio-economic cycle periods 1 1 3 10 2 5 20 62
Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements 0 0 0 4 0 0 1 31
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice 0 0 0 8 0 2 9 94
Constant vs. Changing Seasonality 0 0 1 37 0 2 5 91
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals 0 0 0 0 2 2 2 2
Consumer price evaluations through choice experiments 0 0 1 9 0 3 6 43
Correcting for survey effects in pre‐election polls 0 1 1 2 0 1 2 19
Correcting the January optimism effect 0 1 1 1 1 3 3 3
Critical values for unit root tests in seasonal time series 0 0 0 177 0 0 4 421
Data revisions and periodic properties of macroeconomic data 0 0 0 5 0 0 3 42
Deriving target selection rules from endogenously selected samples 0 0 0 55 1 3 8 244
Detecting seasonal unit roots in a structural time series model 0 0 0 33 0 0 0 112
Determining the order of differencing in seasonal time series processes 0 0 0 19 1 1 3 434
Do Experts’ SKU Forecasts Improve after Feedback? 0 0 0 3 0 0 2 26
Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics 0 0 0 1 0 0 1 5
Do charities get more when they ask more often? Evidence from a unique field experiment 1 1 2 5 4 6 27 55
Do commercial real estate prices have predictive content for GDP? 0 0 0 5 1 3 5 37
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? 0 0 3 34 0 0 7 176
Do seasonal unit roots matter for forecasting monthly industrial production? 0 0 0 37 0 0 1 200
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? 0 2 3 26 0 4 8 189
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method 0 1 4 154 1 3 10 353
Does Disagreement Amongst Forecasters Have Predictive Value? 0 0 0 3 0 0 1 17
Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? 0 1 2 2 2 4 18 18
Does Seasonality Influence the Dating of Business Cycle Turning Points? 0 0 0 35 0 0 1 133
Does irritation induced by charitable direct mailings reduce donations? 1 1 2 4 4 5 16 28
Does news on real Chinese GDP growth impact stock markets? 0 0 0 38 1 1 1 107
Does ratification matter and do major conventions improve safety and decrease pollution in shipping? 0 0 1 14 1 1 5 74
Dynamic Specification and Cointegration 0 0 0 1 1 2 11 312
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 2 15 0 0 4 80
Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? 0 0 0 12 2 3 4 87
Econometric analysis to differentiate effects of various ship safety inspections 0 0 2 16 0 1 9 111
Editorial 0 0 0 0 1 1 2 20
Editorial 0 0 0 0 0 0 1 18
Editorial Statistics 0 0 0 0 0 0 2 12
Editorial introduction 0 0 0 0 0 0 1 2
Editorial statistics 0 0 0 1 1 1 2 28
Editorial statistics 0 0 0 1 0 0 1 22
Emigration, wage differentials and brain drain: the case of Suriname 0 0 3 19 2 5 14 76
Empirical causality between bigger banknotes and inflation 0 0 1 49 1 1 4 140
Error-correction modelling in discrete and continuous time 0 0 1 24 0 0 2 84
Estimating Transition Probabilities from a Time Series of Independent Cross Sections 0 0 0 21 0 1 1 64
Estimating loss functions of experts 0 0 0 2 0 1 7 10
Estimating the Market Share Attraction Model using Support Vector Regressions 0 1 1 24 1 9 13 181
Estimating the stock of postwar Dutch postal stamps 0 0 0 8 0 1 6 79
Estimating volatility on overlapping returns when returns are autocorrelated 3 5 10 214 5 9 16 552
Evaluating CPB’s Forecasts 0 0 2 5 1 1 14 54
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 57 1 2 9 212
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 5 98
Experts' Stated Behavior 0 0 1 1 1 3 5 8
Exploiting Spillovers to Forecast Crashes 0 0 0 2 0 0 2 18
Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? 0 0 0 0 1 1 18 36
Fifty years since Koyck (1954)* 0 1 3 56 0 2 8 193
Financial volatility: an introduction 1 1 2 743 2 2 6 1,854
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules 1 1 3 271 2 3 14 528
Forecasting aggregates using panels of nonlinear time series 0 0 1 64 0 0 4 163
Forecasting and seasonality 0 0 0 55 0 0 4 227
Forecasting economic and financial time-series with non-linear models 0 1 5 274 5 9 26 712
Forecasting long memory left-right political orientations 0 0 0 9 0 1 3 79
Forecasting market shares from models for sales 0 0 0 65 1 2 6 192
Forecasting power-transformed time series data 0 0 2 38 0 1 5 131
Forecasting the levels of vector autoregressive log-transformed time series 1 1 2 38 2 2 9 118
Forecasting time series with long memory and level shifts 0 0 0 59 0 1 1 171
Forecasting unemployment using an autoregression with censored latent effects parameters 0 0 2 57 0 0 3 184
From first submission to citation: an empirical analysis 0 0 0 3 0 0 4 29
Generalizations of the KPSS‐test for stationarity 1 2 2 121 2 3 6 363
Hemlines and the Economy: Which Goes Down First? 0 1 3 62 1 6 15 178
Heterogeneous Forecast Adjustment 0 0 0 0 0 0 2 9
How Informative Are Earnings Forecasts? † 1 1 1 4 2 3 6 32
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 11 1 1 5 126
How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments 0 0 1 8 0 0 1 81
How to deal with intercept and trend in practical cointegration analysis? 0 0 1 276 0 0 5 597
IGARCH and variance change in the US long-run interest rate 0 0 1 119 0 0 6 296
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 14 0 0 1 53
Improving judgmental adjustment of model-based forecasts 0 0 1 4 0 1 5 28
Impulse response functions for periodic integration 0 0 0 15 1 1 4 121
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 6 15 2 2 18 84
Increasing seasonal variation; unit roots versus shifts in mean and trend 0 0 0 0 0 1 3 6
Inequality amongst the wealthiest and its link with economic growth 0 0 0 13 0 0 2 44
Inferring Transition Probabilities from Repeated Cross Sections 0 0 0 0 0 0 1 3
Inflation in Africa, 1960–2015 0 0 0 2 0 1 17 30
Inflation, forecast intervals and long memory regression models 1 1 1 119 2 3 9 488
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 0 16 2 4 13 86
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 1 4 30 1 3 16 96
Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping 2 3 3 3 4 8 11 11
Introduction to the special issue on new econometric models in marketing 0 0 1 5 1 1 11 40
Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 0 0 0 13 0 0 3 88
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 0 0 0 20 0 0 2 112
Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 0 0 0 4 0 0 4 50
Large data sets in finance and marketing: introduction by the special issue editor 0 0 0 0 0 0 3 3
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 4 901
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS 0 0 0 6 0 0 1 23
Mean shifts, unit roots and forecasting seasonal time series 0 0 0 23 0 1 7 126
Measurement Error in a First-order Autoregression 0 2 2 2 0 4 4 4
Measurement Error in a First-order Autoregression 0 0 2 2 0 2 5 5
Merging models and experts 0 0 0 15 0 0 3 55
Model Selection in Periodic Autoregressions 0 0 0 0 0 0 2 171
Model adequacy and influential observations 0 0 0 13 0 0 0 74
Model selection for forecast combination 0 1 1 9 0 2 4 41
Modeling Item Nonresponse in Questionnaires 0 0 0 0 0 0 1 20
Modeling Multiple Regimes in the Business Cycle 1 1 4 93 3 7 23 245
Modeling Purchases as Repeated Events 0 0 0 38 0 2 11 156
Modeling Seasonality in New Product Diffusion 0 0 1 11 1 4 14 65
Modeling consideration sets and brand choice using artificial neural networks 0 0 0 4 1 3 9 54
Modeling dynamic effects of promotion on interpurchase times 0 0 0 8 0 1 6 75
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? 0 0 0 4 0 0 1 25
Modeling seasonality in bimonthly time series 0 0 0 5 0 1 4 32
Modeling the diffusion of scientific publications 0 0 0 28 0 1 8 115
Modelling and forecasting level shifts in absolute returns 0 1 1 111 0 1 8 486
Modelling day-of-the-week seasonality in the S&P 500 index 1 1 5 194 2 2 10 646
Modelling regional house prices 0 0 2 30 1 1 6 95
Model‐based forecast adjustment: With an illustration to inflation 0 0 1 5 0 0 1 8
Moving average filters and periodic integration 0 0 0 1 0 1 4 15
Moving average filters and unit roots 0 0 0 32 0 0 1 146
Multiple unit roots in periodic autoregression 0 0 0 71 0 0 4 186
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 2 62
Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas 0 0 1 9 0 2 7 21
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 219
On SETAR non-linearity and forecasting 0 2 2 203 1 3 9 645
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 107 0 0 2 305
On data transformations and evidence of nonlinearity 0 0 0 4 0 0 0 22
On forecasting cointegrated seasonal time series 1 1 1 36 1 2 5 115
On forecasting exchange rates using neural networks 0 0 0 121 0 0 7 302
On inflation expectations in the NKPC model 0 0 7 7 0 2 21 21
On modeling panels of time series* 0 0 0 8 0 0 1 32
On the Econometrics of the Bass Diffusion Model 2 2 6 131 3 8 27 321
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 1 1 1
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 1 208
On the econometrics of the geometric lag model 2 2 2 57 3 4 6 203
On the number of categories in an ordered regression model 0 0 1 12 0 0 3 41
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 13 0 0 0 74
On trends and constants in periodic autoregressions 0 0 1 9 0 1 2 109
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 2 0 0 0 25
One model and various experts: Evaluating Dutch macroeconomic forecasts 0 0 0 10 0 0 3 103
Optimal Data Interval for Estimating Advertising Response 0 0 2 7 0 1 8 41
Ordered logit analysis for selectively sampled data 0 0 0 41 0 1 3 116
Outlier Detection in Cointegration Analysis 0 0 0 0 0 0 4 758
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 1 41 0 0 4 192
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 2 2 2 0 4 4 4
PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS 0 0 2 2 0 4 19 23
Panel design effects on response rates and response quality 0 0 0 0 0 1 6 26
Periodic Cointegration: Representation and Inference 0 0 2 155 0 2 8 403
Periodic integration in quarterly UK macroeconomic variables 0 0 0 11 0 2 7 77
Progress and challenges in econometrics 0 0 0 77 0 0 0 186
Properties of expert adjustments on model-based SKU-level forecasts 0 0 1 21 0 0 10 150
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 0 1 2 941
RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY 0 0 0 1 1 2 18 41
Random‐coefficient periodic autoregressions 0 0 0 5 0 0 0 30
Recent Advances in Modelling Seasonality 0 0 0 1 0 1 1 486
Recognizing changing seasonal patterns using artificial neural networks 0 0 0 37 0 0 1 106
Recovering Historical Inflation Data from Postage Stamps Prices 0 0 0 3 1 2 10 48
Robust Inference on Average Economic Growth* 0 0 0 4 0 0 1 64
SETS, arbitrage activity, and stock price dynamics 0 0 0 35 0 1 6 163
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 2 5 28 2,376 13 27 88 4,544
Seasonal Adjustment and the Business Cycle in Unemployment 0 0 1 48 0 0 2 263
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 3 130
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 28 0 0 1 130
Seasonality, non-stationarity and the forecasting of monthly time series 0 0 0 125 0 3 10 280
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* 0 0 0 22 1 1 8 89
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 0 2 4 208
Size and value effects in Suriname 0 0 0 12 0 1 8 65
Some comments on seasonal adjustment 0 0 1 56 0 0 9 198
Specification Testing in Hawkes Models* 0 0 0 2 0 1 2 16
Spurious deterministic seasonality 0 0 0 28 0 0 5 108
Spurious principal components 0 0 0 0 0 0 2 8
Statistical institutes and economic prosperity 0 0 0 3 0 2 7 31
Structural breaks and long memory in US inflation rates: Do they matter for forecasting? 1 1 1 28 2 2 5 85
THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? 0 0 0 0 1 4 9 9
THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE 0 0 0 1 0 3 8 30
Temporal aggregation in a periodically integrated autoregressive process 0 0 0 1 0 1 4 36
Testing earnings management 0 0 0 10 0 0 3 45
Testing for ARCH in the Presence of Additive Outliers 0 0 0 212 0 0 8 770
Testing for Seasonal Unit Roots in Monthly Panels of Time Series 0 0 0 0 0 0 3 80
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 2 9 500
Testing for Unit Roots and Non‐linear Transformations 0 0 1 1 0 0 4 11
Testing for common deterministic trend slopes 0 0 0 41 0 0 10 148
Testing for convergence in left-right ideological positions 0 0 0 0 0 0 2 10
Testing for harmonic regressors 0 0 0 3 0 0 1 41
Testing for periodic integration 0 0 0 37 0 0 3 164
Testing for seasonality 0 0 0 81 0 0 0 213
Testing periodically integrated autoregressive models 0 0 0 1 0 1 6 29
The Econometric Analysis of Seasonal Time Series 0 0 0 0 0 1 1 1
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 2 147 1 1 4 334
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 2 17 586
The M3 competition: Statistical tests of the results 0 1 1 123 0 2 5 355
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 0 90
The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency 0 0 3 3 0 0 9 16
The detection of observations possibly influential for model selection 0 0 0 3 0 0 1 16
The diffusion of marketing science in the practitioners' community: opening the black box 0 0 0 0 0 0 0 2
The diffusion of scientific publications: The case of Econometrica, 1987 0 0 0 0 1 1 3 7
The effect of rounding on payment efficiency 0 0 0 6 0 0 6 57
The effectiveness of high-frequency direct-response commercials 0 0 1 3 1 3 9 14
The effects of seasonally adjusting a periodic autoregressive process 0 0 0 9 0 0 1 34
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production 0 1 2 68 0 2 7 248
The impact of adoption timing on new service usage and early disadoption 0 0 3 5 0 0 7 12
The late 1970s bubble in Dutch collectible postage stamps 0 0 0 2 0 1 5 24
The life cycle of social media 0 0 0 13 0 0 1 48
Trends in three decades of rankings of Dutch economists 0 0 0 2 0 0 0 6
Twenty years of cointegration 0 0 0 39 1 1 2 83
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS 1 1 1 1 1 1 4 9
Unit roots in the Nelson-Plosser data: Do they matter for forecasting? 0 0 0 87 0 0 1 238
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 2 1 1 1 7
Visualizing time-varying correlations across stock markets 0 1 2 117 0 1 4 251
When Do Price Thresholds Matter in Retail Categories? 0 0 0 9 1 3 4 37
Why is GDP typically revised upwards? 0 0 1 12 0 0 2 44
“Panelizing” Repeated Cross Sections 0 0 0 6 0 0 3 30
Total Journal Articles 33 69 257 12,893 144 356 1,536 43,523
5 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Concise Introduction to Econometrics 0 0 0 0 0 5 15 222
A Concise Introduction to Econometrics 0 0 0 0 4 4 11 438
Econometric Methods with Applications in Business and Economics 0 0 0 0 24 53 222 1,165
Enjoyable Econometrics 0 0 0 0 0 1 5 10
Expert Adjustments of Model Forecasts 0 0 0 0 0 0 3 20
Expert Adjustments of Model Forecasts 0 0 0 0 3 9 15 24
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 5 13 67 364
Non-Linear Time Series Models in Empirical Finance 0 0 0 0 7 23 122 364
Periodic Time Series Models 0 0 0 0 2 4 11 124
Periodicity and Stochastic Trends in Economic Time Series 0 0 0 0 14 31 137 1,309
Quantitative Models in Marketing Research 0 0 0 0 26 50 176 552
Quantitative Models in Marketing Research 0 0 0 0 4 8 30 130
Time Series Models for Business and Economic Forecasting 0 0 0 0 1 8 37 268
Time Series Models for Business and Economic Forecasting 0 0 0 0 1 9 32 183
Total Books 0 0 0 0 91 218 883 5,173
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORECASTING SEASONAL TIME SERIES 0 0 0 0 1 1 10 12
Forecasting in Marketing 0 0 1 165 0 0 9 412
Total Chapters 0 0 1 165 1 1 19 424


Statistics updated 2020-11-03