Philip Hans Franses
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Philip Hans |
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Franses |
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Contact
Affiliations
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Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
/ Econometrisch Instituut
Research profile
author of:
- Prediction Intervals For Expert-Adjusted Forecasts (RePEc:aag:wpaper:v:22:y:2018:i:1:p:308-320)
by Philip Hans Franses - Measurement Error in a First-order Autoregression (RePEc:aag:wpaper:v:24:y:2020:i:2:p:1-14)
by Philip Hans Franses - Testing For Seasonal Unit Roots In Monthly Data (RePEc:ags:eureia:272393)
by Franses, P. H. - Testing For White Noise In Time Series Models (RePEc:ags:eureia:272394)
by Franses, P. H. - Seasonality, Outliers And Linearity (RePEc:ags:eureia:272395)
by Franses, P. H. - Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series (RePEc:ags:eureia:272481)
by Franses, P. H. - The Gompertz Curve: Estimation And Selection (RePEc:ags:eureia:272486)
by Franses, P. H. - Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models (RePEc:ams:ndfwpp:00-10)
by Boswijk, H.P. & van Dijk, D. & Franses, P.H. - Modeling the effectiveness of hourly direct-response radio commercials (RePEc:ant:wpaper:2008005)
by KIYGI CALLI, Meltem & WEVERBERGH, Marcel & FRANSES, Philip Hans - Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - The Effects of Additive Outliers on Tests for Unit Roots and Cointegration (RePEc:bes:jnlbes:v:12:y:1994:i:4:p:471-78)
by Franses, Philip Hans & Haldrup, Niels - On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment (RePEc:bes:jnlbes:v:15:y:1997:i:4:p:470-81)
by Ooms, Marius & Franses, Philip Hans - Outlier Detection in Cointegration Analysis (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:459-68)
by Franses, Philip Hans & Lucas, Andre - Testing for Smooth Transition Nonlinearity in the Presence of Outliers (RePEc:bes:jnlbes:v:17:y:1999:i:2:p:217-35)
by Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre - On the Econometrics of the Bass Diffusion Model (RePEc:bes:jnlbes:v:23:y:2005:p:255-268)
by Boswijk, H. Peter & Franses, Philip Hans - Modeling Purchases as Repeated Events (RePEc:bes:jnlbes:v:24:y:2006:p:487-502)
by Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard - Recent Advances in Modelling Seasonality (RePEc:bla:jecsur:v:10:y:1996:i:3:p:299-345)
by Franses, Philip Hans - Cointegration Analysis of Seasonal Time Series (RePEc:bla:jecsur:v:12:y:1998:i:5:p:651-678)
by Philip Hans Franses & Michael McAleer - A Unifying View On Multi‐Step Forecasting Using An Autoregression (RePEc:bla:jecsur:v:24:y:2010:i:3:p:389-401)
by Philip Hans Franses & Rianne Legerstee - Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments (RePEc:bla:jecsur:v:28:y:2014:i:2:p:195-208)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Volatility Transmission And Patterns In Bund Futures (RePEc:bla:jfnres:v:20:y:1997:i:4:p:459-482)
by Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld - Unit Roots In Periodic Autoregressions (RePEc:bla:jtsera:v:17:y:1996:i:3:p:221-245)
by H. Peter Boswijk & Philip Hans Franses - Testing for Unit Roots and Non‐linear Transformations (RePEc:bla:jtsera:v:19:y:1998:i:2:p:147-164)
by Philip Hans Franses & Michael McAleer - The Econometric Analysis of Seasonal Time Series (RePEc:bla:jtsera:v:26:y:2005:i:2:p:319-321)
by Philip Hans Franses - Dynamic Specification and Cointegration (RePEc:bla:obuest:v:54:y:1992:i:3:p:369-81)
by Boswijk, Peter & Franses, Philip Hans - The Norwegian Consumption Function: A Comment (RePEc:bla:obuest:v:54:y:1992:i:3:p:455-59)
by Franses, Philip Hans - Model Selection in Periodic Autoregressions (RePEc:bla:obuest:v:56:y:1994:i:4:p:421-39)
by Franses, Philip Hans & Paap, Richard - Model Selection In Periodic Autoregressions (RePEc:bla:obuest:v:56:y:1994:i:4:p:421-439)
by Philip Hans Franses & Richard Paap - On the Role of Seasonal Intercepts in Seasonal Cointegration (RePEc:bla:obuest:v:61:y:1999:i:3:p:409-433)
by Philip Hans Franses & Robert M. Kunst - Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals (RePEc:bla:obuest:v:64:y:2002:i:5:p:509-526)
by Siem Jan Koopman & Philip Hans Franses - Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy (RePEc:bla:obuest:v:65:y:2003:i:s1:p:727-744)
by Dick van Dijk & Philip Hans Franses - Robust Inference on Average Economic Growth (RePEc:bla:obuest:v:68:y:2006:i:3:p:345-370)
by H. Peter Boswijk & Philip Hans Franses - Testing for Seasonal Unit Roots in Monthly Panels of Time Series (RePEc:bla:obuest:v:73:y:2011:i:4:p:469-488)
by Robert M. Kunst & Philip Hans Franses - Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate (RePEc:bla:rdevec:v:27:y:2023:i:4:p:2618-2637)
by Gavin Ooft & Philip Hans Franses & Sailesh Bhaghoe - Statistica Neerlandica (RePEc:bla:stanee)
from Netherlands Society for Statistics and Operations Research as editor - Large data sets in finance and marketing: introduction by the special issue editor (RePEc:bla:stanee:v:52:y:1998:i:3:p:255-257)
by Philip Hans Franses - Editorial (RePEc:bla:stanee:v:55:y:2001:i:1:p:1-1)
by Philip Hans Franses - Estimating Transition Probabilities from a Time Series of Independent Cross Sections (RePEc:bla:stanee:v:55:y:2001:i:2:p:249-262)
by Ben Pelzer & Rob Eisinga & Philip Hans Franses - Editorial (RePEc:bla:stanee:v:56:y:2002:i:1:p:1-1)
by Philip Hans Franses - From first submission to citation: an empirical analysis (RePEc:bla:stanee:v:56:y:2002:i:4:p:496-509)
by Philip Hans Franses - An Empirical Study of Cash Payments (RePEc:bla:stanee:v:57:y:2003:i:4:p:484-508)
by Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses - Fifty years since Koyck (1954) (RePEc:bla:stanee:v:58:y:2004:i:4:p:381-387)
by Philip Hans Franses - Generalizations of the KPSS‐test for stationarity (RePEc:bla:stanee:v:58:y:2004:i:4:p:483-502)
by Bart Hobijn & Philip Hans Franses & Marius Ooms - Editorial introduction (RePEc:bla:stanee:v:60:y:2006:i:2:p:79-79)
by Philip Hans Franses & Patrick J. F. Groenen & Albert P. M. Wagelmans - On modeling panels of time series (RePEc:bla:stanee:v:60:y:2006:i:4:p:438-456)
by Philip Hans Franses - Editorial statistics (RePEc:bla:stanee:v:62:y:2008:i:4:p:509-509)
by Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke - Why is GDP typically revised upwards? (RePEc:bla:stanee:v:63:y:2009:i:2:p:125-130)
by Philip Hans Franses - Expert opinion versus expertise in forecasting (RePEc:bla:stanee:v:63:y:2009:i:3:p:334-346)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - On the number of categories in an ordered regression model (RePEc:bla:stanee:v:64:y:2010:i:1:p:125-128)
by Philip Hans Franses & J.S. Cramer - Editorial statistics (RePEc:bla:stanee:v:64:y:2010:i:4:p:508-508)
by Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke - Random‐coefficient periodic autoregressions (RePEc:bla:stanee:v:65:y:2011:i:1:p:101-115)
by Philip Hans Franses & Richard Paap - Correcting for survey effects in pre‐election polls (RePEc:bla:stanee:v:65:y:2011:i:3:p:352-370)
by Christiaan Heij & Philip Hans Franses - Testing earnings management (RePEc:bla:stanee:v:67:y:2013:i:3:p:281-292)
by Dennis Fok & Philip Hans Franses - Panel design effects on response rates and response quality (RePEc:bla:stanee:v:68:y:2014:i:1:p:1-24)
by Rene Segers & Philip Hans Franses - Editorial Statistics (RePEc:bla:stanee:v:68:y:2014:i:4:p:344-344)
by Philip Hans Franses & Elli Hoek Dijke - Franses (RePEc:boc:bocins:franses)
by Franses, Philip Hans - Common large innovations across nonlinear time series (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:251-263:n:5)
by Franses Philip Hans & Paap Richard - Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules (RePEc:bpj:sndecm:v:2:y:1998:i:4:n:2)
by Franses Philip Hans & van Griensven Kasper - Seasonal Adjustment and the Business Cycle in Unemployment (RePEc:bpj:sndecm:v:4:y:2000:i:2:n:2)
by Franses Philip Hans & de Bruin Paul - Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:cbt:econwp:10/09)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Are Forecast Updates Progressive? (RePEc:cbt:econwp:10/12)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:cbt:econwp:10/16)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Combining Non-Replicable Forecasts (RePEc:cbt:econwp:10/35)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Evaluating Combined Non-Replicable Forecasts (RePEc:cbt:econwp:10/74)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:cbt:econwp:10/75)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:cbt:econwp:11/16)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:cbt:econwp:11/25)
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments (RePEc:cbt:econwp:12/12)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Some comments on seasonal adjustment (RePEc:col:000151:003514)
by Philip Hans Franses - Modelling health care expenditures; overview of the literature and evidence from a panel time series model (RePEc:cpb:discus:121)
by Roel van Elk & Esther Mot & P.H. Franses - On the optimality of expert-adjusted forecasts (RePEc:cpb:discus:92)
by Henk Kranendonk & Debby Lanser & P.H. Franses - Quantitative Models in Marketing Research (RePEc:cup:cbooks:9780521143653)
by Franses,Philip Hans & Paap,Richard - A Concise Introduction to Econometrics (RePEc:cup:cbooks:9780521520904)
by Franses,Philip Hans - Time Series Models for Business and Economic Forecasting (RePEc:cup:cbooks:9780521520911)
by Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne - Non-Linear Time Series Models in Empirical Finance (RePEc:cup:cbooks:9780521770415)
by Franses,Philip Hans & Dijk,Dick van - Non-Linear Time Series Models in Empirical Finance (RePEc:cup:cbooks:9780521779654)
by Franses,Philip Hans & Dijk,Dick van - Quantitative Models in Marketing Research (RePEc:cup:cbooks:9780521801669)
by Franses,Philip Hans & Paap,Richard - A Concise Introduction to Econometrics (RePEc:cup:cbooks:9780521817691)
by Franses,Philip Hans - Time Series Models for Business and Economic Forecasting (RePEc:cup:cbooks:9780521817707)
by Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne - Expert Adjustments of Model Forecasts (RePEc:cup:cbooks:9781107081598)
by Franses,Philip Hans - Enjoyable Econometrics (RePEc:cup:cbooks:9781107164611)
by Franses,Philip Hans - Expert Adjustments of Model Forecasts (RePEc:cup:cbooks:9781107441613)
by Franses,Philip Hans - Enjoyable Econometrics (RePEc:cup:cbooks:9781316616475)
by Franses,Philip Hans - On Phillips–Perron-Type Tests For Seasonal Unit Roots (RePEc:cup:etheor:v:14:y:1998:i:02:p:200-221_14)
by Breitung, Jörg & Franses, Philip Hans - Modeling Multiple Regimes in the Business Cycle (RePEc:cup:macdyn:v:3:y:1999:i:03:p:311-340_01)
by Dijk, Dick van & Franses, Philip Hans - Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations (RePEc:cup:macdyn:v:5:y:2001:i:04:p:461-465_02)
by Franses, Philip Hans & Teräsvirta, Timo - Inferring Transition Probabilities from Repeated Cross Sections (RePEc:cup:polals:v:10:y:2002:i:02:p:113-133_00)
by Pelzer, Ben & Eisinga, Rob & Franses, Philip Hans - Testing for Common Deterministic Trend Slopes (RePEc:ecl:corcae:01-15)
by Vogelsang, Timothy J. & Franses, Philip Hans - A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production (RePEc:ecm:ausm04:267)
by P.H. Franses & D. Fok & D. van Dijk - Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models (RePEc:ecm:wc2000:0765)
by H. Peter Boswijk & Philip Hans Franses & Dick van Dijk - Determining the order of differencing in seasonal time series processes (RePEc:ect:emjrnl:v:3:y:2000:i:2:p:250-264)
by Philip Hans Franses And A. M. Robert Taylor - A simple test for a bubble based on growth and acceleration (RePEc:eee:csdana:v:100:y:2016:i:c:p:160-169)
by Franses, Philip Hans - The effects of seasonally adjusting a periodic autoregressive process (RePEc:eee:csdana:v:19:y:1995:i:6:p:683-704)
by Franses, Philip Hans - Ordered logit analysis for selectively sampled data (RePEc:eee:csdana:v:40:y:2002:i:3:p:477-497)
by Fok, Dennis & Franses, Philip Hans - On data transformations and evidence of nonlinearity (RePEc:eee:csdana:v:40:y:2002:i:3:p:621-632)
by Franses, Philip Hans & de Bruin, Paul - Absorption of shocks in nonlinear autoregressive models (RePEc:eee:csdana:v:51:y:2007:i:9:p:4206-4226)
by van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H. - The effect of rounding on payment efficiency (RePEc:eee:csdana:v:53:y:2009:i:4:p:1449-1461)
by Bijwaard, Govert E. & Franses, Philip Hans - Modeling dynamic effects of promotion on interpurchase times (RePEc:eee:csdana:v:56:y:2012:i:11:p:3055-3069)
by Fok, Dennis & Paap, Richard & Franses, Philip Hans - Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method (RePEc:eee:deveco:v:77:y:2005:i:2:p:553-570)
by Paap, Richard & Franses, Philip Hans & van Dijk, Dick - Are African business cycles synchronized? Evidence from spatio-temporal modeling (RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973)
by Mattera, Raffaele & Franses, Philip Hans - Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? (RePEc:eee:ecmode:v:24:y:2007:i:6:p:954-968)
by Franses, Philip Hans & Kunst, Robert M. - Forecasting in Marketing (RePEc:eee:ecofch:1-18)
by Franses, Philip Hans - Error-correction modelling in discrete and continuous time (RePEc:eee:ecolet:v:101:y:2008:i:2:p:140-141)
by ten Cate, Arie & Franses, Philip Hans - Data revisions and periodic properties of macroeconomic data (RePEc:eee:ecolet:v:120:y:2013:i:2:p:139-141)
by Franses, Philip Hans - Moving average filters and unit roots (RePEc:eee:ecolet:v:37:y:1991:i:4:p:399-403)
by Franses, Philip Hans - Model adequacy and influential observations (RePEc:eee:ecolet:v:38:y:1992:i:2:p:133-137)
by Franses, Philip Hans & Biessen, Guido - Testing for seasonality (RePEc:eee:ecolet:v:38:y:1992:i:3:p:259-262)
by Hans Franses, Philip - A method to select between periodic cointegration and seasonal cointegration (RePEc:eee:ecolet:v:41:y:1993:i:1:p:7-10)
by Franses, Philip Hans - Testing for periodic integration (RePEc:eee:ecolet:v:48:y:1995:i:3-4:p:241-248)
by Peter Boswijk, H. & Franses, Philip Hans - Spurious deterministic seasonality (RePEc:eee:ecolet:v:48:y:1995:i:3-4:p:249-256)
by Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S. - Impulse response functions for periodic integration (RePEc:eee:ecolet:v:55:y:1997:i:1:p:35-40)
by Breitung, Jorg & Franses, Philip Hans - On the sensitivity of unit root inference to nonlinear data transformations (RePEc:eee:ecolet:v:59:y:1998:i:1:p:7-15)
by Franses, Philip Hans & Koop, Gary - On the econometrics of the geometric lag model (RePEc:eee:ecolet:v:95:y:2007:i:2:p:291-296)
by Franses, Philip Hans & van Oest, Rutger - A nonlinear long memory model, with an application to US unemployment (RePEc:eee:econom:v:110:y:2002:i:2:p:135-165)
by van Dijk, Dick & Franses, Philip Hans & Paap, Richard - Testing for common deterministic trend slopes (RePEc:eee:econom:v:126:y:2005:i:1:p:1-24)
by Vogelsang, Timothy J. & Franses, Philip Hans - Progress and challenges in econometrics (RePEc:eee:econom:v:138:y:2007:i:1:p:1-2)
by Franses, Philip Hans & van Dijk, Herman K. - Seasonality and non-linear price effects in scanner-data-based market-response models (RePEc:eee:econom:v:138:y:2007:i:1:p:231-251)
by Fok, Dennis & Hans Franses, Philip & Paap, Richard - Modeling the diffusion of scientific publications (RePEc:eee:econom:v:139:y:2007:i:2:p:376-390)
by Fok, Dennis & Franses, Philip Hans - Twenty years of cointegration (RePEc:eee:econom:v:158:y:2010:i:1:p:1-2)
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick - Cointegration in a historical perspective (RePEc:eee:econom:v:158:y:2010:i:1:p:156-159)
by Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick - A multivariate approach to modeling univariate seasonal time series (RePEc:eee:econom:v:63:y:1994:i:1:p:133-151)
by Franses, Philip Hans - Bayesian analysis of seasonal unit roots and seasonal mean shifts (RePEc:eee:econom:v:78:y:1997:i:2:p:359-380)
by Franses, Philip Hans & Hoek, Henk & Paap, Richard - Multiple unit roots in periodic autoregression (RePEc:eee:econom:v:80:y:1997:i:1:p:167-193)
by Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels - Recognizing changing seasonal patterns using artificial neural networks (RePEc:eee:econom:v:81:y:1997:i:1:p:273-280)
by Franses, Philip Hans & Draisma, Gerrit - Outlier robust analysis of long-run marketing effects for weekly scanning data (RePEc:eee:econom:v:89:y:1998:i:1-2:p:293-315)
by Franses, Philip Hans & Kloek, Teun & Lucas, Andre - A novel approach to measuring consumer confidence (RePEc:eee:ecosta:v:4:y:2017:i:c:p:121-129)
by Segers, Rene & Franses, Philip Hans & de Bruijn, Bert - An empirical analysis of euro cash payments (RePEc:eee:eecrev:v:51:y:2007:i:8:p:1985-1997)
by Franses, Philip Hans & Kippers, Jeanine - Modeling consideration sets and brand choice using artificial neural networks (RePEc:eee:ejores:v:154:y:2004:i:1:p:206-217)
by Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen - Visualizing time-varying correlations across stock markets (RePEc:eee:empfin:v:7:y:2000:i:2:p:155-172)
by Groenen, Patrick J. F. & Franses, Philip Hans - Does irritation induced by charitable direct mailings reduce donations? (RePEc:eee:ijrema:v:26:y:2009:i:3:p:180-188)
by van Diepen, Merel & Donkers, Bas & Franses, Philip Hans - The impact of adoption timing on new service usage and early disadoption (RePEc:eee:ijrema:v:26:y:2009:i:4:p:304-313)
by Prins, Remco & Verhoef, Peter C. & Franses, Philip Hans - The effectiveness of high-frequency direct-response commercials (RePEc:eee:ijrema:v:29:y:2012:i:1:p:98-109)
by Kiygi Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans - Inflation in Africa, 1960–2015 (RePEc:eee:intfin:v:57:y:2018:i:c:p:261-292)
by Franses, Philip Hans & Janssens, Eva - Unit roots in the Nelson-Plosser data: Do they matter for forecasting? (RePEc:eee:intfor:v:12:y:1996:i:2:p:283-288)
by Franses, Philip Hans & Kleibergen, Frank - A periodic long-memory model for quarterly UK inflation (RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126)
by Franses, Philip Hans & Ooms, Marius - Forecasting and seasonality (RePEc:eee:intfor:v:13:y:1997:i:3:p:303-305)
by De Gooijer, Jan G. & Franses, Philip Hans - Mean shifts, unit roots and forecasting seasonal time series (RePEc:eee:intfor:v:13:y:1997:i:3:p:357-368)
by Paap, Richard & Franses, Philip Hans & Hoek, Henk - A model selection strategy for time series with increasing seasonal variation (RePEc:eee:intfor:v:14:y:1998:i:3:p:405-414)
by Hans Franses, Philip & Koehler, Anne B. - Additive outliers, GARCH and forecasting volatility (RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9)
by Franses, Philip Hans & Ghijsels, Hendrik - Forecasting long memory left-right political orientations (RePEc:eee:intfor:v:15:y:1999:i:2:p:185-199)
by Eisinga, Rob & Franses, Philip Hans & Ooms, Marius - Forecasting the levels of vector autoregressive log-transformed time series (RePEc:eee:intfor:v:16:y:2000:i:1:p:111-116)
by Arino, Miguel A. & Franses, Philip Hans - 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 052 (RePEc:eee:intfor:v:16:y:2000:i:3:p:426-427)
by Franses, P. H. B. F. - Forecasting market shares from models for sales (RePEc:eee:intfor:v:17:y:2001:i:1:p:121-128)
by Fok, Dennis & Franses, Philip Hans - On forecasting cointegrated seasonal time series (RePEc:eee:intfor:v:17:y:2001:i:4:p:607-621)
by Lof, Marten & Hans Franses, Philip - Inflation, forecast intervals and long memory regression models (RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264)
by Bos, Charles S. & Franses, Philip Hans & Ooms, Marius - Forecasting economic and financial time-series with non-linear models (RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183)
by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R. - Forecasting unemployment using an autoregression with censored latent effects parameters (RePEc:eee:intfor:v:20:y:2004:i:2:p:255-271)
by Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn - Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice (RePEc:eee:intfor:v:21:y:2005:i:1:p:53-71)
by Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan - The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (RePEc:eee:intfor:v:21:y:2005:i:1:p:87-102)
by Franses, Philip Hans & van Dijk, Dick - The M3 competition: Statistical tests of the results (RePEc:eee:intfor:v:21:y:2005:i:3:p:397-409)
by Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O. - Forecasting aggregates using panels of nonlinear time series (RePEc:eee:intfor:v:21:y:2005:i:4:p:785-794)
by Fok, Dennis & van Dijk, Dick & Franses, Philip Hans - Merging models and experts (RePEc:eee:intfor:v:24:y:2008:i:1:p:31-33)
by Franses, Philip Hans - Properties of expert adjustments on model-based SKU-level forecasts (RePEc:eee:intfor:v:25:y:2009:i:1:p:35-47)
by Franses, Philip Hans & Legerstee, Rianne - One model and various experts: Evaluating Dutch macroeconomic forecasts (RePEc:eee:intfor:v:27:y::i:2:p:482-495)
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby - One model and various experts: Evaluating Dutch macroeconomic forecasts (RePEc:eee:intfor:v:27:y:2011:i:2:p:482-495)
by Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby - How accurate are government forecasts of economic fundamentals? The case of Taiwan (RePEc:eee:intfor:v:27:y:2011:i:4:p:1066-1075)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? (RePEc:eee:intfor:v:29:y:2013:i:1:p:80-87)
by Franses, Philip Hans & Legerstee, Rianne - Analyzing fixed-event forecast revisions (RePEc:eee:intfor:v:29:y:2013:i:4:p:622-627)
by Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael - A note on the Mean Absolute Scaled Error (RePEc:eee:intfor:v:32:y:2016:i:1:p:20-22)
by Franses, Philip Hans - Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? (RePEc:eee:intfor:v:33:y:2017:i:1:p:90-101)
by Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Seasonality, non-stationarity and the forecasting of monthly time series (RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208)
by Franses, Philip Hans - Periodic integration in quarterly UK macroeconomic variables (RePEc:eee:intfor:v:9:y:1993:i:4:p:467-476)
by Hans Franses, Philip & Romijn, Gerbert - SETS, arbitrage activity, and stock price dynamics (RePEc:eee:jbfina:v:24:y:2000:i:8:p:1289-1306)
by Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre - Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes (RePEc:eee:jbfina:v:56:y:2015:i:c:p:123-139)
by Gresnigt, Francine & Kole, Erik & Franses, Philip Hans - Forecasting time-varying arrivals: Impact of direct response advertising on call center performance (RePEc:eee:jbrese:v:131:y:2021:i:c:p:227-240)
by Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans - Does Seasonality Influence the Dating of Business Cycle Turning Points? (RePEc:eee:jmacro:v:21:y:1999:i:1:p:79-92)
by Franses, Philip Hans & Paap, Richard - Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? (RePEc:eee:marpol:v:31:y:2007:i:4:p:550-563)
by Knapp, Sabine & Franses, Philip Hans - Econometric analysis to differentiate effects of various ship safety inspections (RePEc:eee:marpol:v:32:y:2008:i:4:p:653-662)
by Knapp, Sabine & Franses, Philip Hans - Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (RePEc:eee:marpol:v:33:y:2009:i:5:p:826-846)
by Knapp, Sabine & Franses, Philip Hans - Moving average filters and periodic integration (RePEc:eee:matcom:v:39:y:1995:i:3:p:245-249)
by Franses, Philip Hans & Paap, Richard - Testing periodically integrated autoregressive models (RePEc:eee:matcom:v:43:y:1997:i:3:p:457-465)
by Franses, Philip Hans & McAleer, Michael - Improving judgmental adjustment of model-based forecasts (RePEc:eee:matcom:v:93:y:2013:i:c:p:1-8)
by Franses, Philip Hans - Are forecast updates progressive? (RePEc:eee:matcom:v:93:y:2013:i:c:p:9-18)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Structural breaks and long memory in US inflation rates: Do they matter for forecasting? (RePEc:eee:riibaf:v:20:y:2006:i:1:p:95-110)
by Hyung, Namwon & Franses, Philip Hans & Penm, Jack - Are individuals in China prone to money illusion? (RePEc:eee:soceco:v:51:y:2014:i:c:p:38-46)
by Mees, Heleen & Franses, Philip Hans - Do charities get more when they ask more often? Evidence from a unique field experiment (RePEc:eee:soceco:v:66:y:2017:i:c:p:58-65)
by Donkers, Bas & van Diepen, Merel & Franses, Philip Hans - The detection of observations possibly influential for model selection (RePEc:eee:stapro:v:11:y:1991:i:4:p:321-325)
by Franses, Philip Hans - A model selection test for an AR (1) versus an MA (1) model (RePEc:eee:stapro:v:15:y:1992:i:4:p:281-284)
by Franses, Philip Hans - Modeling seasonality in bimonthly time series (RePEc:eee:stapro:v:15:y:1992:i:5:p:407-415)
by Franses, Philip Hans - A model selection procedure for time series with seasonality (RePEc:eee:stapro:v:16:y:1993:i:4:p:253-258)
by Franses, Philip Hans - Temporal aggregation in a periodically integrated autoregressive process (RePEc:eee:stapro:v:30:y:1996:i:3:p:235-240)
by Franses, Philip Hans & Boswijk, H. Peter - Are living standards converging? (RePEc:eee:streco:v:12:y:2001:i:2:p:171-200)
by Hobijn, Bart & Franses, Philip Hans - Modeling box office revenues of motion pictures✰ (RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002444)
by Franses, Philip Hans - Common socio-economic cycle periods (RePEc:eee:tefoso:v:79:y:2012:i:1:p:59-68)
by de Groot, Bert & Franses, Philip Hans - A co-integration approach to forecasting freight rates in the dry bulk shipping sector (RePEc:eee:transa:v:31:y:1997:i:6:p:447-458)
by Veenstra, Albert Willem & Franses, Philip Hans - Econometric models in marketing: Editors' introduction (RePEc:eme:aecozz:s0731-9053(02)16001-4)
by Philip Hans Franses & Alan L. Montgomery - Semi-Parametric Modelling of Correlation Dynamics (RePEc:eme:aecozz:s0731-9053(05)20003-8)
by Christian M. Hafner & Dick van Dijk & Philip Hans Franses - Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks (RePEc:eme:fegzzz:s1574-8715(07)00215-1)
by Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses - Comprehensive review of the maritime safety regimes (RePEc:ems:eureir:10097)
by Knapp, S. & Franses, Ph.H.B.F. - This time it is different! Or not? (RePEc:ems:eureir:101764)
by Franses, Ph.H.B.F. & Janssens, E. - Spurious Principal Components (RePEc:ems:eureir:102704)
by Franses, Ph.H.B.F. & Janssens, E. - How do we pay with euro notes? Empirical evidence from Monopoly experiments (RePEc:ems:eureir:1046)
by Franses, Ph.H.B.F. & Kippers, J. - Evaluating real-time forecasts in real-time (RePEc:ems:eureir:10467)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F. - Dynamics of expert adjustment to model-based forecast (RePEc:ems:eureir:10468)
by Franses, Ph.H.B.F. & Legerstee, R. - Competence and confidence effects in experts' forecast adjustments (RePEc:ems:eureir:10469)
by Legerstee, R. & Franses, Ph.H.B.F. - Panel design effects on response rates and response quality (RePEc:ems:eureir:10470)
by Seger, R. & Franses, Ph.H.B.F. - Do we need all Euro denominations? (RePEc:ems:eureir:1048)
by Kippers, J. & Franses, Ph.H.B.F. - A multi-level panel smooth transition autoregression for US sectoral production (RePEc:ems:eureir:1054)
by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F. - Does experts' adjustment to model-based forecasts contribute to forecast quality? (RePEc:ems:eureir:10557)
by Franses, Ph.H.B.F. & Legerstee, R. - Experts adjusting model-based forecasts and the law of small numbers (RePEc:ems:eureir:10563)
by Franses, Ph.H.B.F. - What drives the relevance and quality of experts' adjustment to model-based forecasts? (RePEc:ems:eureir:10565)
by Franses, Ph.H.B.F. & Legerstee, R. - Model-based forecast adjustment; with an illustration to inflation (RePEc:ems:eureir:105879)
by Franses, Ph.H.B.F. - Aggregate statistics on trafficker-destination relations in the Atlantic slave trade (RePEc:ems:eureir:107289)
by Franses, Ph.H.B.F. & van den Heuvel, W. - Modeling purchases as repeated events (RePEc:ems:eureir:1077)
by Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R. - On the optimality of expert-adjusted forecasts (RePEc:ems:eureir:10874)
by Franses, Ph.H.B.F. & Kranendonk, H.C. & Lanser, D. - Evaluation of survey effects in pre-election polls (RePEc:ems:eureir:10875)
by Clarijs, P. & Hogeling, B. & Franses, Ph.H.B.F. & Heij, C. - Experts' adjustment to model-based forecasts: Does the forecast horizon matter? (RePEc:ems:eureir:10876)
by Franses, Ph.H.B.F. & Legerstee, R. - Intertemporal Similarity of Economic Time Series (RePEc:ems:eureir:109916)
by Franses, Ph.H.B.F. & Wiemann, T. - Aggregate statistics on trafficker-destination relations in the Atlantic slave trade (RePEc:ems:eureir:112486)
by Franses, Ph.H.B.F. & van den Heuvel, W. - Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model (RePEc:ems:eureir:112981)
by van den Hengel, G. & Franses, Ph.H.B.F. - Evaluating heterogeneous forecasts for vintages of macroeconomic variables (RePEc:ems:eureir:114113)
by Franses, Ph.H.B.F. & Welz, M. - Real GDP growth in Africa, 1963-2016 (RePEc:ems:eureir:116541)
by Franses, Ph.H.B.F. & S. Vasilev (Simeon) - Outliers and judgemental adjustment of time series forecasts (RePEc:ems:eureir:11705)
by Franses, Ph.H.B.F. - Analyzing preferences ranking when there are too many alternatives (RePEc:ems:eureir:11707)
by Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F. - Modeling regional house prices (RePEc:ems:eureir:11723)
by van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C. - Do African economies grow similarly? (RePEc:ems:eureir:118357)
by Franses, Ph.H.B.F. - IMA(1,1) as a new benchmark for forecast evaluation (RePEc:ems:eureir:118657)
by Franses, Ph.H.B.F. - Professional Forecasters and January (RePEc:ems:eureir:118666)
by Franses, Ph.H.B.F. - Estimates of quarterly GDP growth using MIDAS regressions (RePEc:ems:eureir:118667)
by Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F. - Measuring weekly consumer confidence (RePEc:ems:eureir:11892)
by Segers, R. & Franses, Ph.H.B.F. - On the econometrics of the Koyck model (RePEc:ems:eureir:1190)
by Franses, Ph.H.B.F. & van Oest, R.D. - Experimental investigation of consumer price evaluations (RePEc:ems:eureir:1203)
by Sándor, Z. & Franses, Ph.H.B.F. - Forecasting Annual Inflation in Suriname (RePEc:ems:eureir:120337)
by Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F. - Seasonality in revisions of macroeconomic data (RePEc:ems:eureir:12211)
by Franses, Ph.H.B.F. & Segers, R. - Forecasting own brand sales: Does incorporating competition help? (RePEc:ems:eureir:123417)
by Li, W. & Fok, D. & Franses, Ph.H.B.F. - Estimating persistence for irregularly spaced historical data (RePEc:ems:eureir:124352)
by Franses, Ph.H.B.F. - Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? (RePEc:ems:eureir:125158)
by Franses, Ph.H.B.F. & Welz, M. - Model selection for forecast combination (RePEc:ems:eureir:12552)
by Franses, Ph.H.B.F. - The Cash Use of the Malaysian Ringgit (RePEc:ems:eureir:125962)
by Franses, Ph.H.B.F. & Welz, M. - An introduction to time-varying lag autoregression (RePEc:ems:eureir:126706)
by Franses, Ph.H.B.F. - Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets (RePEc:ems:eureir:129317)
by van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F. - Incorporating responsiveness to marketing efforts in brand choice modelling (RePEc:ems:eureir:13051)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis (RePEc:ems:eureir:134554)
by Knapp, S. & Franses, Ph.H.B.F. & B. Whitby (Bruce) - Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts (RePEc:ems:eureir:1354)
by Franses, Ph.H.B.F. & Hoek, H. & Paap, R. - Gaussian Copula Regression in the Presence of Thresholds (RePEc:ems:eureir:137107)
by Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F. - Testing for Smooth Transition Nonlinearity in the Presence of Outliers (RePEc:ems:eureir:1382)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A. - Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data (RePEc:ems:eureir:1390)
by Franses, Ph.H.B.F. & Kloek, T. & Lucas, A. - Expert opinion versus expertise in forecasting (RePEc:ems:eureir:13902)
by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R. - Testing for ARCH in the Presence of Additive Outliers (RePEc:ems:eureir:1395)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A. - Does the ROMC have expertise, and can it forecast? (RePEc:ems:eureir:13980)
by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R. - Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series (RePEc:ems:eureir:1399)
by Ariño, M.A. & Franses, Ph.H.B.F. - Modelling Multiple Regimes in the Business Cycle (RePEc:ems:eureir:1407)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. - Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks (RePEc:ems:eureir:1408)
by Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C. - Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 (RePEc:ems:eureir:1417)
by Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M. - Do We Often Find ARCH Because Of Neglected Outliers? (RePEc:ems:eureir:1420)
by Franses, Ph.H.B.F. & van Dijk, D.J.C. - Nonlinear Error-Correction Models for Interest Rates in The Netherlands (RePEc:ems:eureir:1421)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. - A hierarchical Bayes error correction model to explain dynamic effects (RePEc:ems:eureir:1476)
by Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F. - Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (RePEc:ems:eureir:14823)
by Knapp, S. & Franses, Ph.H.B.F. - Testing for seasonal unit roots in monthly panels of time series (RePEc:ems:eureir:14861)
by Kunst, R.M. & Franses, Ph.H.B.F. - Modelling asymmetric persistence over the business cycle (RePEc:ems:eureir:1525)
by Franses, Ph.H.B.F. & Paap, R. - A seasonal periodic long memory model for monthly river flows (RePEc:ems:eureir:1530)
by Ooms, M. & Franses, Ph.H.B.F. - Censored latent effects autoregression, with an application to US unemployment (RePEc:ems:eureir:1532)
by Franses, Ph.H.B.F. & Paap, R. - Modeling asymmetric volatility in weekly Dutch temperature data (RePEc:ems:eureir:1533)
by Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C. - Nonlinearities and outliers: robust specification of STAR models (RePEc:ems:eureir:1542)
by Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C. - On data transformations and evidence of nonlinearity (RePEc:ems:eureir:1548)
by de Bruin, P. & Franses, Ph.H.B.F. - On the role of seasonal intercepts in seasonal cointegration (RePEc:ems:eureir:1552)
by Franses, Ph.H.B.F. & Kunst, R.M. - Forecasting volatility with switching persistence GARCH models (RePEc:ems:eureir:1553)
by Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C. - Long memory and level shifts: re-analysing inflation rates (RePEc:ems:eureir:1556)
by Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S. - How to deal with intercept and trend in pratical cointegration analysis? (RePEc:ems:eureir:1559)
by Franses, Ph.H.B.F. - Testing common deterministic seasonality (RePEc:ems:eureir:1560)
by Franses, Ph.H.B.F. & Kunst, R.M. - Cointegration in a periodic vector autoregression (RePEc:ems:eureir:1561)
by Kleibergen, F.R. & Franses, Ph.H.B.F. - Do the US and Canada have a common nonlinear cycle in unemployment? (RePEc:ems:eureir:1562)
by Paap, R. & Franses, Ph.H.B.F. - On SETAR non- linearity and forecasting (RePEc:ems:eureir:1567)
by Clements, M.P. & Franses, Ph.H.B.F. & Smith, J. - Cointegration in a historical perspective (RePEc:ems:eureir:15779)
by Franses, Ph.H.B.F. & van Dijk, D.J.C. - Testing for converging deterministic seasonal variation in European industrial production (RePEc:ems:eureir:1587)
by Franses, Ph.H.B.F. & Kunst, R.M. - Seasonal adjustment and the business cycle in unemployment (RePEc:ems:eureir:1593)
by Franses, Ph.H.B.F. & de Bruin, P. - Monitoring structural change in variance (RePEc:ems:eureir:1596)
by Carsoule, F. & Franses, Ph.H.B.F. - Outlier detection in the GARCH (1,1) model (RePEc:ems:eureir:1597)
by Franses, Ph.H.B.F. & van Dijk, D.J.C. - Forecasting with periodic autoregressive time series models (RePEc:ems:eureir:1598)
by Franses, Ph.H.B.F. & Paap, R. - Ordered logit analysis for selectively sampled data (RePEc:ems:eureir:1602)
by Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S. - Monitoring time-varying parameters in an autoregression (RePEc:ems:eureir:1606)
by Carsoule, F. & Franses, Ph.H.B.F. - Censored regression analysis in large samples with many zero observations (RePEc:ems:eureir:1608)
by Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S. - A multivariate STAR analysis of the relationship between money and output (RePEc:ems:eureir:1616)
by Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F. - Testing Changing Harmonic Regressors (RePEc:ems:eureir:16216)
by Franses, Ph.H.B.F. - How Accurate are Government Forecast of Economic Fundamentals? (RePEc:ems:eureir:16264)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - Impulse-response analysis of the market share attraction model (RePEc:ems:eureir:1628)
by Fok, D. & Franses, Ph.H.B.F. - Forecasting in marketing (RePEc:ems:eureir:1631)
by Franses, Ph.H.B.F. - Asymmetric and common absorption of shocks in nonlinear autoregressive models (RePEc:ems:eureir:1637)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Boswijk, H.P. - On forecasting cointegrated seasonal time series (RePEc:ems:eureir:1638)
by Löf, M. & Franses, Ph.H.B.F. - Seasonal smooth transition autoregression (RePEc:ems:eureir:1639)
by Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C. - Modeling charity donations: target selection, response time and gift size (RePEc:ems:eureir:1640)
by Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F. - Smooth transition autoregressive models - A survey of recent developments (RePEc:ems:eureir:1656)
by van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F. - A nonlinear long memory model for US unemployment (RePEc:ems:eureir:1660)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R. - Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice (RePEc:ems:eureir:1663)
by Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J. - Constructing seasonally adjusted data with time-varying confidence intervals (RePEc:ems:eureir:1667)
by Koopman, S.J. & Franses, Ph.H.B.F. - Structural breaks and long memory in US inflation rates: do they matter for forecasting? (RePEc:ems:eureir:1677)
by Hyung, N. & Franses, Ph.H.B.F. - The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (RePEc:ems:eureir:1678)
by Franses, Ph.H.B.F. & van Dijk, D.J.C. - Testing for common deterministic trend slopes (RePEc:ems:eureir:1680)
by Vogelsang, T.J. & Franses, Ph.H.B.F. - Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting (RePEc:ems:eureir:1687)
by Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F. - Do we make better forecasts these days? A survey amongst academics (RePEc:ems:eureir:1693)
by Franses, Ph.H.B.F. - Does Africa grow slower than Asia and Latin America? (RePEc:ems:eureir:1695)
by Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C. - Modeling and forecasting outliers and level shifts in absolute returns (RePEc:ems:eureir:1701)
by Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R. - Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy (RePEc:ems:eureir:1703)
by van Dijk, D.J.C. & Franses, Ph.H.B.F. - Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands (RePEc:ems:eureir:1709)
by Koning, A.J. & Franses, Ph.H.B.F. - A sequential approach to testing seasonal unit roots in high frequency data (RePEc:ems:eureir:1714)
by Rodrigues, P.M.M. & Franses, Ph.H.B.F. - Forecasting Sales (RePEc:ems:eureir:17159)
by Franses, Ph.H.B.F. - A generalized dynamic conditional correlation model for many asset returns (RePEc:ems:eureir:1718)
by Hafner, C.M. & Franses, Ph.H.B.F. - Testing Earning Management (RePEc:ems:eureir:17346)
by Fok, D. & Franses, Ph.H.B.F. - Forecasting aggregates using panels of nonlinear time series (RePEc:ems:eureir:1797)
by Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F. - Approximating the DGP of China's Quarterly GDP (RePEc:ems:eureir:18259)
by Franses, Ph.H.B.F. & Mees, H. - Diffusion of Original and Counterfeit Products in a Developing Country (RePEc:ems:eureir:18260)
by Franses, Ph.H.B.F. & Lede, M.M. - Evaluating Macroeconomic Forecast: A Review of Some Recent Developments (RePEc:ems:eureir:18604)
by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R. - Correcting for Survey Effects in Pre-election Polls (RePEc:ems:eureir:18637)
by Heij, C. & Franses, Ph.H.B.F. - Are Forecast Updates Progressive? (RePEc:ems:eureir:19358)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - Decomposing bias in expert forecast (RePEc:ems:eureir:19359)
by Franses, Ph.H.B.F. - Inequality amongst the wealthiest and its link with economic growth (RePEc:ems:eureir:19360)
by Franses, Ph.H.B.F. & Vermeer, S. - Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname (RePEc:ems:eureir:20136)
by Franses, Ph.H.B.F. & Lede, M.M. - Does news on real Chinese GDP growth impact stock markets? (RePEc:ems:eureir:20146)
by Franses, Ph.H.B.F. & Mees, H. - The hemline and the economy: is there any match? (RePEc:ems:eureir:20147)
by van Baardwijk, M. & Franses, Ph.H.B.F. - Combining Non-Replicable Forecasts (RePEc:ems:eureir:20156)
by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F. - Does Disagreement Amongst Forecasters have Predictive Value? (RePEc:ems:eureir:20744)
by Legerstee, R. & Franses, Ph.H.B.F. - Ranking Models in Conjoint Analysis (RePEc:ems:eureir:20937)
by Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F. - Evaluating Combined Non-Replicable Forecast (RePEc:ems:eureir:21944)
by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J. - Financial innumeracy (RePEc:ems:eureir:22234)
by Franses, Ph.H.B.F. & Vlam, A. - "Borrowing money costs money": Yes, but why not tell how much? (RePEc:ems:eureir:22235)
by Franses, Ph.H.B.F. & Vlam, A. - Analyzing Fixed-event Forecast Revisions (RePEc:ems:eureir:23785)
by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J. - Do experts' SKU forecasts improve after feedback? (RePEc:ems:eureir:26656)
by Legerstee, R. & Franses, Ph.H.B.F. - Do experts incorporate statistical model forecasts and should they? (RePEc:ems:eureir:26660)
by Legerstee, R. & Franses, Ph.H.B.F. & Paap, R. - Emigration, wage differentials and brain drain: The case of Suriname (RePEc:ems:eureir:26710)
by Dulam, T.W. & Franses, Ph.H.B.F. - Evaluating the Rationality of Managers' Sales Forecasts (RePEc:ems:eureir:26867)
by de Bruijn, L.P. & Franses, Ph.H.B.F. - Estimating Loss Functions of Experts (RePEc:ems:eureir:31226)
by Franses, Ph.H.B.F. & Legerstee, R. & Paap, R. - Statistical Institutes and Economic Prosperity (RePEc:ems:eureir:32410)
by Franses, Ph.H.B.F. & Legerstee, R. - Do Commercial Real Estate Prices Have Predictive Content for GDP (RePEc:ems:eureir:37612)
by de Groot, E.A. & Franses, Ph.H.B.F. - Income, Cultural Norms and Purchases of Counterfeits (RePEc:ems:eureir:37618)
by Franses, Ph.H.B.F. & Lede, M.M. - The Late 1970's Bubble in Dutch Collectible Postage Stamps (RePEc:ems:eureir:38700)
by Franses, Ph.H.B.F. & Knecht, W. - Are we in a bubble? A simple time-series-based diagnostic (RePEc:ems:eureir:39598)
by Franses, Ph.H.B.F. - Size and value effects in Suriname (RePEc:ems:eureir:50132)
by Bodeutsch, D.S. & Franses, Ph.H.B.F. - The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency (RePEc:ems:eureir:50639)
by Bodeutsch, D.S. & Franses, Ph.H.B.F. - Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures? (RePEc:ems:eureir:51317)
by Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F. - Does a financial crisis make consumers increasingly prudent? (RePEc:ems:eureir:51746)
by Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F. - Modeling dynamic effects of promotion on interpurchase times (RePEc:ems:eureir:544)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - On modeling panels of time series (RePEc:ems:eureir:559)
by Franses, Ph.H.B.F. - Ecological panel inference in repeated cross sections (RePEc:ems:eureir:560)
by Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F. - On the diffusion of scientific publications; the case of Econometrica 1987 (RePEc:ems:eureir:572)
by Franses, Ph.H.B.F. - On the number of categories in an ordered regression model (RePEc:ems:eureir:573)
by Franses, Ph.H.B.F. & Cramer, J.S. - Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam (RePEc:ems:eureir:575)
by Franses, Ph.H.B.F. & Patoir, D.A. - Common large innovations across nonlinear time series (RePEc:ems:eureir:578)
by Franses, Ph.H.B.F. & Paap, R. - Inflation rates; long-memoray, level shifts, or both? (RePEc:ems:eureir:579)
by Hyung, N. & Franses, Ph.H.B.F. - From first submission to citation: an empirical analysis (RePEc:ems:eureir:580)
by Franses, Ph.H.B.F. - On combining revealed and stated preferences to forecast customer behaviour: three case studies (RePEc:ems:eureir:583)
by Franses, Ph.H.B.F. & Verhoef, P.C. - A simple test for PPP among traded goods (RePEc:ems:eureir:585)
by Franses, Ph.H.B.F. & van Dijk, D.J.C. - Robust inference on average economic growth (RePEc:ems:eureir:588)
by Boswijk, H.P. & Franses, Ph.H.B.F. - Real time estimates of GDP growth (RePEc:ems:eureir:6743)
by de Groot, E.A. & Franses, Ph.H.B.F. - Semi-Parametric Modelling of Correlation Dynamics (RePEc:ems:eureir:6849)
by Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F. - Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results (RePEc:ems:eureir:6917)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Real time estimates of GDP growth, based on two-regime models (RePEc:ems:eureir:6940)
by de Groot, E.A. & Franses, Ph.H.B.F. - Random-Coefficient periodic autoregression (RePEc:ems:eureir:6941)
by Franses, Ph.H.B.F. & Paap, R. - Cycles in basic innovations (RePEc:ems:eureir:6942)
by de Groot, E.A. & Franses, Ph.H.B.F. - A simple test for GARCH against a stochastic volatility (RePEc:ems:eureir:7028)
by Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R. - Seasonality on non-linear price effects in scanner-data based market-response models (RePEc:ems:eureir:7032)
by Fok, D. & Franses, Ph.H.B.F. - Modeling the diffusion of scientific publications (RePEc:ems:eureir:7037)
by Fok, D. & Franses, Ph.H.B.F. - Retrieving unobserved consideration sets from household panel data (RePEc:ems:eureir:7040)
by van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M. - Long-term forecast for the Dutch economy (RePEc:ems:eureir:7246)
by Franses, Ph.H.B.F. & de Groot, E.A. - An empirical analysis of euro cash payments (RePEc:ems:eureir:748)
by Kippers, J. & Franses, Ph.H.B.F. - Microeconomic determinants of skilled migration: The case of Suriname (RePEc:ems:eureir:76073)
by Dulam, T.W. & Franses, Ph.H.B.F. - The Global View on Port State Control (RePEc:ems:eureir:7659)
by Knapp, S. & Franses, Ph.H.B.F. - Stability through cycles (RePEc:ems:eureir:7666)
by de Groot, E.A. & Franses, Ph.H.B.F. - Testing changes in consumer confidence indicators (RePEc:ems:eureir:7675)
by Franses, Ph.H.B.F. & van Oest, R.D. - Formalizing judgemental adjustment of model-based forecasts (RePEc:ems:eureir:7676)
by Franses, Ph.H.B.F. - The life cycle of social media (RePEc:ems:eureir:77181)
by Franses, Ph.H.B.F. - A Novel Approach to Measuring Consumer Confidence (RePEc:ems:eureir:77640)
by de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F. - The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model (RePEc:ems:eureir:78063)
by van Oest, R.D. & Franses, Ph.H.B.F. - Return migration of high skilled workers (RePEc:ems:eureir:78065)
by Franses, Ph.H.B.F. - Risk attitudes in company boardrooms in a developing country (RePEc:ems:eureir:78066)
by Bodeutsch, D.S. & Franses, Ph.H.B.F. - Risk attitudes in the board room and company performance: Evidence for an emerging economy (RePEc:ems:eureir:78127)
by Bodeutsch, D.S. & Franses, Ph.H.B.F. - How to gain brain for Suriname (RePEc:ems:eureir:78151)
by Dulam, T.W. & Franses, Ph.H.B.F. - Stochastic levels and duration dependence in US unemployment (RePEc:ems:eureir:78710)
by de Bruijn, L.P. & Franses, Ph.H.B.F. - Consensus forecasters: How good are they individually and why? (RePEc:ems:eureir:78774)
by Franses, Ph.H.B.F. & Maassen, N.R. - Analysis of the Maritime Inspection Regimes - Are ships over-inspected? (RePEc:ems:eureir:7895)
by Knapp, S. & Franses, Ph.H.B.F. - The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels (RePEc:ems:eureir:7896)
by Knapp, S. & Franses, Ph.H.B.F. - Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty (RePEc:ems:eureir:7897)
by Knapp, S. & Franses, Ph.H.B.F. - Bayesian Model Averaging in the Presence of Structural Breaks (RePEc:ems:eureir:7904)
by Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F. - Benchmarking judgmentally adjusted forecasts (RePEc:ems:eureir:79222)
by Franses, Ph.H.B.F. & de Bruijn, L.P. - Forecasting high-frequency electricity demand with a diffusion index model (RePEc:ems:eureir:8001)
by Rotger, G.P. & Franses, Ph.H.B.F. - Does rounding matter for payment efficiency? (RePEc:ems:eureir:8013)
by Bijwaard, G.E. & Franses, Ph.H.B.F. - Forecasting 1 to h steps ahead using partial least squares (RePEc:ems:eureir:8093)
by Franses, Ph.H.B.F. - Prediction beyond the survey sample: correcting for survey effects on consumer decisions (RePEc:ems:eureir:8122)
by Heij, C. & Franses, Ph.H.B.F. - Testing for harmonic regressors (RePEc:ems:eureir:8526)
by Franses, Ph.H.B.F. & de Groot, E.A. & Legerstee, R. - Estimating the market share attraction model using support vector regressions (RePEc:ems:eureir:8528)
by Nalbantov, G.I. & Franses, Ph.H.B.F. & Bioch, J.C. & Groenen, P.J.F. - Confidence intervals for maximal reliability of probability judgments (RePEc:ems:eureir:8842)
by Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F. - Yet another look at MIDAS regression (RePEc:ems:eureir:93331)
by Franses, Ph.H.B.F. - Recovering historical inflation data from postal stamps prices (RePEc:ems:eureir:93332)
by Franses, Ph.H.B.F. & Janssens, E. - An Equilibrium-Correction Model for Dynamic Network Data (RePEc:ems:eureri:100)
by Dekker, D.J. & Franses, Ph.H.B.F. & Krackhardt, D. - Which brands gain share from which brands? Inference from store-level scanner data (RePEc:ems:eureri:1007)
by van Oest, R.D. & Franses, Ph.H.B.F. - Effectiveness of Brokering within Account Management Organizations (RePEc:ems:eureri:1015)
by Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F. - Deriving dynamic marketing effectiveness from econometric time series models (RePEc:ems:eureri:1016)
by Horváth, C. & Franses, Ph.H.B.F. - A Manager's Perspective on Combining Expert and Model-based Forecasts (RePEc:ems:eureri:10769)
by Franses, Ph.H.B.F. & Legerstee, R. - Experts' Stated Behavior (RePEc:ems:eureri:10900)
by Boulaksil, Y. & Franses, Ph.H.B.F. - Reference-based transitions in short-run price elasticity (RePEc:ems:eureri:1097)
by Pauwels, K.H. & Franses, Ph.H.B.F. & Srinivasan, S. - Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice (RePEc:ems:eureri:110)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Forecasting Market Shares from Models for Sales (RePEc:ems:eureri:12)
by Fok, D. & Franses, Ph.H.B.F. - Modeling the Effectiveness of Hourly Direct-Response Radio Commercials (RePEc:ems:eureri:12242)
by Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F. - Advertising effects on awareness, consideration and brand choice using tracking data (RePEc:ems:eureri:1266)
by Franses, Ph.H.B.F. & Vriens, M. - Does Irritation Induced by Charitable Direct Mailings Reduce Donations? (RePEc:ems:eureri:12704)
by van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F. - The Triggers, Timing and Speed of New Product Price Landings (RePEc:ems:eureri:12900)
by Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F. - Using Selective Sampling for Binary Choice Models to Reduce Survey Costs (RePEc:ems:eureri:131)
by Donkers, A.C.D. & Franses, Ph.H.B.F. & Verhoef, P.C. - Deriving Target Selection Rules from Endogenously Selected Samples (RePEc:ems:eureri:132)
by Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R. - Evaluating Direct Marketing Campaigns: recent findings and future research topics (RePEc:ems:eureri:169)
by Jonker, J.-J. & Franses, Ph.H.B.F. & Piersma, N. - The Effect of Relational Constructs on Relationship Performance (RePEc:ems:eureri:17)
by Verhoef, P.C. & Franses, Ph.H.B.F. & Hoekstra, J.C. - Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables (RePEc:ems:eureri:177)
by Franses, Ph.H.B.F. & Heij, C. - Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships (RePEc:ems:eureri:183)
by Dekker, D.J. & Krackhardt, D. & Franses, Ph.H.B.F. - Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment (RePEc:ems:eureri:19423)
by Donkers, A.C.D. & van Diepen, M. & Franses, Ph.H.B.F. - The Launch Timing of New and Dominant Multigeneration Technologies (RePEc:ems:eureri:19670)
by Hernández-Mireles, C. & Franses, Ph.H.B.F. - Modeling Generational Transitions from Aggregate Data (RePEc:ems:eureri:199)
by Franses, Ph.H.B.F. & Stremersch, S. - Modeling Seasonality in New Product Diffusion (RePEc:ems:eureri:20378)
by Peers, Y. & Fok, D. & Franses, Ph.H.B.F. - The Econometrics Of The Bass Diffusion Model (RePEc:ems:eureri:216)
by Boswijk, H.P. & Franses, Ph.H.B.F. - Sales Models For Many Items Using Attribute Data (RePEc:ems:eureri:220)
by van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F. - To Aggregate or Not to Aggregate: Should decisions and models have the same frequency? (RePEc:ems:eureri:22614)
by Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F. - The impact of brand and category characteristics on consumer stock-out reactions (RePEc:ems:eureri:257)
by Sloot, L.M. & Verhoef, P.C. & Franses, Ph.H.B.F. - Visualizing attitudes towards service levels (RePEc:ems:eureri:26471)
by Lam, K.Y. & van de Velden, M. & Franses, Ph.H.B.F. - Estimating duration intervals (RePEc:ems:eureri:331)
by Franses, Ph.H.B.F. & Vroomen, B.L.K. - On the Bass diffusion theory, empirical models and out-of-sample forecasting (RePEc:ems:eureri:333)
by Franses, Ph.H.B.F. - Modeling Dynamic Effects of the Marketing Mix on Market Shares (RePEc:ems:eureri:336)
by Fok, D. & Paap, R. & Franses, Ph.H.B.F. - Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies (RePEc:ems:eureri:37301)
by de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F. - Low-fat, light, and reduced in calories (RePEc:ems:eureri:41389)
by Versluis, I. & Franses, Ph.H.B.F. - Confidence Intervals for Cronbach's Coefficient Alpha Values (RePEc:ems:eureri:431)
by Koning, A.J. & Franses, Ph.H.B.F. - Broker Positions in Task-Specific Knowledge Networks (RePEc:ems:eureri:46)
by Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F. - Modeling Unobserved Consideration Sets for Household Panel Data (RePEc:ems:eureri:49)
by van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. - Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods (RePEc:ems:eureri:6890)
by Bruyneel, S. & Dewitte, S. & Franses, Ph.H.B.F. & Dekimpe, M.G. - A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes (RePEc:ems:eureri:6908)
by Fok, D. & Paap, R. & Horváth, C. & Franses, Ph.H.B.F. - Modeling Potentially Time-Varying Effects of Promotions on Sales (RePEc:ems:eureri:70)
by Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A. - Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements (RePEc:ems:eureri:7632)
by van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F. - Irritation Due to Direct Mailings from Charities (RePEc:ems:eureri:7832)
by van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F. - When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model (RePEc:ems:eureri:7867)
by Franses, Ph.H.B.F. & Hernández-Mireles, C. - Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks (RePEc:ems:eureri:79)
by Vroomen, B.L.K. & Franses, Ph.H.B.F. & van Nierop, J.E.M. - Dynamic and Competitive Effects of Direct Mailings (RePEc:ems:eureri:7948)
by van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F. - Time-Series Models in Marketing (RePEc:ems:eureri:7984)
by Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P. - Econometric Analysis of the Market Share Attraction Model (RePEc:ems:eureri:89)
by Fok, D. & Franses, Ph.H.B.F. & Paap, R. - Buying High Tech Products (RePEc:ems:eureri:92)
by Wuyts, S.H.K. & Stremersch, S. & Franses, Ph.H.B.F. - Volatility Spillovers Across User-Generated Content and Stock Market Performance (RePEc:ems:eureri:93366)
by van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F. - Indirect Network Effects in New Product Growth (RePEc:ems:eureri:9406)
by Stremersch, S. & Tellis, G.J. & Franses, Ph.H.B.F. & Binken, J.L.G. - Changing Perceptions and Changing Behavior in Customer Relationships (RePEc:ems:eureri:96)
by Verhoef, P.C. & Franses, Ph.H.B.F. & Donkers, A.C.D. - Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions (RePEc:ems:eureri:992)
by Vroomen, B.L.K. & Donkers, A.C.D. & Verhoef, P.C. & Franses, Ph.H.B.F. - Constant vs. Changing Seasonality (RePEc:for:ijafaa:y:2007:i:6:p:24-25)
by Philip Hans Franses - Can Managers Judgmental Forecasts Be Made Scientifically? (RePEc:for:ijafaa:y:2009:i:15:p:32-36)
by Philip Hans Franses - Hemlines and the Economy: Which Goes Down First? (RePEc:for:ijafaa:y:2012:i:26:p:27-28)
by Marjolein van Baardwijk & Philip Hans Franses - An Empirical Test For Parities Between Metal Prices At The Ime (RePEc:fth:erroec:9102)
by Franses, P.H. & Kofman, P. - Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:fth:tilbur:9510)
by Franses, P.H. & McAleer, M. - Forecasting Real GDP Growth for Africa (RePEc:gam:jecnmx:v:10:y:2022:i:1:p:3-:d:717851)
by Philip Hans Franses & Max Welz - Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling (RePEc:gam:jecnmx:v:2:y:2014:i:1:p:20-44:d:33259)
by Dennis Fok & Richard Paap & Philip Hans Franses - Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model (RePEc:gam:jforec:v:2:y:2020:i:3:p:16-308:d:397675)
by Gilian van den Hengel & Philip Hans Franses - Recovering Historical Inflation Data from Postage Stamps Prices (RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:21-:d:118742)
by Philip Hans Franses & Eva Janssens - How Informative Are Earnings Forecasts? † (RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:36-:d:155547)
by Bert De Bruijn & Philip Hans Franses - Cash Use of the Taiwan Dollar: Is It Efficient? † (RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:13-:d:197684)
by Philip Hans Franses & Max Welz - Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? (RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:44-:d:327516)
by Philip Hans Franses & Max Welz - Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1732-:d:113310)
by Philip Hans Franses & Madesta Lede - Inequality amongst the wealthiest and its link with economic growth (RePEc:hal:journl:hal-00708543)
by Philip Hans Franses - On Forecasting Cointegrated Seasonal Time Series (RePEc:hhs:hastef:0350)
by Löf, Mårten & Franses, Philip Hans - Smooth Transition Autoregressive Models - A Survey of Recent Developments (RePEc:hhs:hastef:0380)
by van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans - On the role of seasonal intercepts in seasonal cointegration (RePEc:ihs:ihsesp:15)
by Franses, Philip Hans & Kunst, Robert M. - Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data (RePEc:ihs:ihsesp:252)
by Kunst, Robert M. & Franses, Philip Hans - Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics (RePEc:inm:orinte:v:34:y:2004:i:6:p:466-468)
by Philip Hans Franses - Experts' Stated Behavior (RePEc:inm:orinte:v:39:y:2009:i:2:p:168-171)
by Youssef Boulaksil & Philip Hans Franses - Averaging Model Forecasts and Expert Forecasts: Why Does It Work? (RePEc:inm:orinte:v:41:y:2011:i:2:p:177-181)
by Philip Hans Franses - Optimal Data Interval for Estimating Advertising Response (RePEc:inm:ormksc:v:25:y:2006:i:3:p:217-229)
by Gerard J. Tellis & Philip Hans Franses - When Do Price Thresholds Matter in Retail Categories? (RePEc:inm:ormksc:v:26:y:2007:i:1:p:83-100)
by Koen Pauwels & Shuba Srinivasan & Philip Hans Franses - Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements (RePEc:inm:ormksc:v:27:y:2008:i:6:p:1065-1082)
by Erjen van Nierop & Dennis Fok & Philip Hans Franses - Modeling Seasonality in New Product Diffusion (RePEc:inm:ormksc:v:31:y:2012:i:2:p:351-364)
by Yuri Peers & Dennis Fok & Philip Hans Franses - Testing for ARCH in the Presence of Additive Outliers (RePEc:jae:japmet:v:14:y:1999:i:5:p:539-62)
by van Dijk, Dick & Franses, Philip Hans & Lucas, Andre - Asymptotically perfect and relative convergence of productivity (RePEc:jae:japmet:v:15:y:2000:i:1:p:59-81)
by Bart Hobijn & Philip Hans Franses - A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables (RePEc:jae:japmet:v:15:y:2000:i:6:p:717-744)
by Richard Paap & Philip Hans Franses - Financial volatility: an introduction (RePEc:jae:japmet:v:17:y:2002:i:5:p:419-424)
by Philip Hans Franses & Michael McAleer - Modelling and forecasting level shifts in absolute returns (RePEc:jae:japmet:v:17:y:2002:i:5:p:601-616)
by Richard Paap & Philip Hans Franses & Marco Van Der Leij - On the dynamics of business cycle analysis: editors' introduction (RePEc:jae:japmet:v:20:y:2005:i:2:p:147-150)
by Philip Hans Franses & Herman K. van Dijk & Dick van Dijk - A multi-level panel STAR model for US manufacturing sectors (RePEc:jae:japmet:v:20:y:2005:i:6:p:811-827)
by Dick van Dijk & Dennis Fok & Philip Hans Franses - Deriving target selection rules from endogenously selected samples (RePEc:jae:japmet:v:21:y:2006:i:5:p:549-562)
by Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker - Introduction to the special issue on new econometric models in marketing (RePEc:jae:japmet:v:24:y:2009:i:3:p:375-376)
by Pradeep Chintagunta & Philip Hans Franses & Richard Paap - Consumer price evaluations through choice experiments (RePEc:jae:japmet:v:24:y:2009:i:3:p:517-535)
by Zsolt Sándor & Philip Hans Franses - On SETAR non-linearity and forecasting (RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375)
by Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith - Do seasonal unit roots matter for forecasting monthly industrial production? (RePEc:jof:jforec:v:23:y:2004:i:2:p:77-88)
by Philip Hans Franses & Yoshinori Kawasaki - Forecasting time series with long memory and level shifts (RePEc:jof:jforec:v:24:y:2005:i:1:p:1-16)
by Philip Hans Franses & Namwon Hyung - Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340)
by Philip Hans Franses & Rianne Legerstee - Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping (RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0)
by Philip Hans Franses & Thomas Wiemann - Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 (RePEc:kap:decono:v:153:y:2005:i:1:p:135-136)
by Martin Fase & Hugo Keuzenkamp & Philip Franses & Hans Franses & Peter Leeflang - Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006 (RePEc:kap:decono:v:155:y:2007:i:1:p:133-134)
by Eric Damme & Martin Fase & Hugo Keuzenkamp & Philip Hans & Franses - Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 (RePEc:kap:decono:v:157:y:2009:i:2:p:267-269)
by Eric Damme & Martin Fase & Philip Franses & Job Swank & Jules Theeuwes - Evaluating CPB’s Forecasts (RePEc:kap:decono:v:162:y:2014:i:3:p:215-221)
by Philip Franses - Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both? (RePEc:kea:keappr:ker-20060630-22-1-05)
by Namwon Hyung & Philip Hans Franses - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:kyo:wpaper:720)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Evaluating Combined Non-Replicable Forecasts (RePEc:kyo:wpaper:744)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Are Forecast Updates Progressive? (RePEc:kyo:wpaper:762)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:kyo:wpaper:771)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:kyo:wpaper:773)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:kyo:wpaper:779)
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang - Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments (RePEc:kyo:wpaper:821)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency (RePEc:mes:emfitr:v:51:y:2015:i:1:p:130-139)
by Denice Bodeutsch & Philip Hans Franses - Volatility Patterns and Spillovers in Bund Futures (RePEc:msh:ebswps:1994-16)
by Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B. - Specification Testing in Hawkes Models (RePEc:oup:jfinec:v:15:y:2017:i:1:p:139-171.)
by Francine Gresnigt & Erik Kole & Philip Hans Franses - A Simple Test for GARCH Against a Stochastic Volatility Model (RePEc:oup:jfinec:v:6:y:2008:i:3:p:291-306)
by Philip Hans Franses & Marco van der Leij & Richard Paap - Periodicity and Stochastic Trends in Economic Time Series (RePEc:oxp:obooks:9780198774549)
by Franses, Philip Hans - Periodic Time Series Models (RePEc:oxp:obooks:9780199242030)
by Franses, Philip Hans & Paap, Richard - Econometric Methods with Applications in Business and Economics (RePEc:oxp:obooks:9780199268016)
by Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K. - Marketing response and temporal aggregation (RePEc:pal:jmarka:v:9:y:2021:i:2:d:10.1057_s41270-020-00102-7)
by Philip Hans Franses - Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter? (RePEc:pal:jorsoc:v:62:y:2011:i:3:d:10.1057_jors.2010.87)
by P H Franses & R Legerstee - GARCH, Outliers, and Forecasting Volatility (RePEc:pal:palchp:978-0-230-29522-3_8)
by Philip Hans Franses & Dick Dijk - Are Forecast Updates Progressive? (RePEc:pra:mprapa:46387)
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:rjr:romjef:v::y:2012:i:3:p:22-43)
by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael - Forecasting economic and financial time-series with non-linear models (RePEc:rut:rutres:200309)
by Michael P. Clements & Philip Hans Franses & Norman R. Swanson - Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 (RePEc:spr:empeco:v:20:y:1995:i:1:p:109-32)
by Franses, Philip Hans & Paap, Richard - Quarterly US Unemployment: Cycles, Seasons and Asymmetries (RePEc:spr:empeco:v:20:y:1995:i:4:p:717-25)
by Franses, Philip Hans - Long memory and level shifts: Re-analyzing inflation rates (RePEc:spr:empeco:v:24:y:1999:i:3:p:427-449)
by Philip Hans Franses & Marius Ooms & Charles S. Bos - Asymmetric time aggregation and its potential benefits for forecasting annual data (RePEc:spr:empeco:v:49:y:2015:i:1:p:363-387)
by Robert Kunst & Philip Franses - The late 1970s bubble in Dutch collectible postage stamps (RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0974-3)
by Philip Hans Franses & Wouter Knecht - On inflation expectations in the NKPC model (RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1417-8)
by Philip Hans Franses - Time-Series Models in Marketing (RePEc:spr:isochp:978-0-387-78213-3_11)
by Marnik G. Dekimpe & Philip Hans Franses & Dominique M. Hanssens & Prasad A. Naik - Modeling Judgment in Macroeconomic Forecasts (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5)
by Philip Hans Franses - A note on monitoring time-varying parameters in an autoregression (RePEc:spr:metrik:v:57:y:2003:i:1:p:51-62)
by Frédéric Carsoule & Philip Franses - Testing for convergence in left-right ideological positions (RePEc:spr:qualqt:v:30:y:1996:i:4:p:345-359)
by Rob Eisinga & Philip Franses - Modeling Item Nonresponse in Questionnaires (RePEc:spr:qualqt:v:33:y:1999:i:2:p:203-213)
by Philip Franses & Irma Geluk & Paul Van Homelen - “Panelizing” Repeated Cross Sections (RePEc:spr:qualqt:v:39:y:2005:i:2:p:155-174)
by Ben Pelzer & Rob Eisinga & Philip Franses - Statistical institutes and economic prosperity (RePEc:spr:qualqt:v:48:y:2014:i:1:p:507-520)
by Philip Franses & Rianne Legerstee - Estimating persistence for irregularly spaced historical data (RePEc:spr:qualqt:v:55:y:2021:i:6:d:10.1007_s11135-021-01099-6)
by Philip Hans Franses - On the life cycles of successful rock bands (RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01577-5)
by Philip Hans Franses - The diffusion of scientific publications: The case of Econometrica, 1987 (RePEc:spr:scient:v:56:y:2003:i:1:d:10.1023_a:1021994422916)
by Philip Hans Franses - Trends in three decades of rankings of Dutch economists (RePEc:spr:scient:v:98:y:2014:i:2:d:10.1007_s11192-013-1041-5)
by Philip Hans Franses - Empirical causality between bigger banknotes and inflation (RePEc:taf:apeclt:v:13:y:2006:i:12:p:751-752)
by Philip Hans Franses - IGARCH and variance change in the US long-run interest rate (RePEc:taf:apeclt:v:2:y:1995:i:4:p:113-114)
by Philip Hans Franses - The life cycle of social media (RePEc:taf:apeclt:v:22:y:2015:i:10:p:796-800)
by Philip Hans Franses - Spurious principal components (RePEc:taf:apeclt:v:26:y:2019:i:1:p:37-39)
by Philip Hans Franses & Eva Janssens - IMA(1,1) as a new benchmark for forecast evaluation (RePEc:taf:apeclt:v:27:y:2020:i:17:p:1419-1423)
by Philip Hans Franses - Testing for bias in forecasts for independent binary outcomes (RePEc:taf:apeclt:v:28:y:2021:i:15:p:1336-1338)
by Philip Hans Franses - Inclusion of older annual data into time series models for recent quarterly data (RePEc:taf:apeclt:v:28:y:2021:i:19:p:1717-1721)
by Philip Hans Franses - Unknown item RePEc:taf:apfiec:v:10:y:2000:i:5:p:483-488 (article)
- Unknown item RePEc:taf:apfiec:v:12:y:2002:i:3:p:155-158 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:4:p:221-231 (article)
- Unknown item RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:19-27 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:6:p:459-464 (article)
- Unknown item RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:61-66 (article)
- Unknown item RePEc:taf:apfiec:v:24:y:2014:i:10:p:671-677 (article)
- Unknown item RePEc:taf:apfiec:v:8:y:1998:i:6:p:589-596 (article)
- Estimating volatility on overlapping returns when returns are autocorrelated (RePEc:taf:apmtfi:v:9:y:2002:i:3:p:179-188)
by Roy Kluitman & Philip Hans Franses - Inequality amongst the wealthiest and its link with economic growth (RePEc:taf:applec:44:y:2012:i:22:p:2851-2858)
by Philip Hans Franses & Stephanie Vermeer - How to deal with intercept and trend in practical cointegration analysis? (RePEc:taf:applec:v:33:y:2001:i:5:p:577-579)
by Philip Hans Franses - Estimating the stock of postwar Dutch postal stamps (RePEc:taf:applec:v:39:y:2007:i:8:p:943-946)
by Philip Hans Franses - Model selection for forecast combination (RePEc:taf:applec:v:43:y:2011:i:14:p:1721-1727)
by Philip Hans Franses - Modelling regional house prices (RePEc:taf:applec:v:43:y:2011:i:17:p:2097-2110)
by Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk - Approximating the DGP of China's quarterly GDP (RePEc:taf:applec:v:45:y:2013:i:24:p:3469-3472)
by Philip Hans Franses & Heleen Mees - Do commercial real estate prices have predictive content for GDP? (RePEc:taf:applec:v:45:y:2013:i:31:p:4379-4384)
by Philip Hans Franses & Bert De Groot - Emigration, wage differentials and brain drain: the case of Suriname (RePEc:taf:applec:v:47:y:2015:i:23:p:2339-2347)
by Tina Dulam & Philip Hans Franses - Estimating loss functions of experts (RePEc:taf:applec:v:49:y:2017:i:4:p:386-396)
by Philip Hans Franses & Rianne Legerstee & Richard Paap - Interpolation and correlation (RePEc:taf:applec:v:54:y:2022:i:14:p:1562-1567)
by Philip Hans Franses - On trends and constants in periodic autoregressions (RePEc:taf:emetrv:v:18:y:1999:i:3:p:271-286)
by Richard Paap & Philip Hans Franses - Smooth Transition Autoregressive Models — A Survey Of Recent Developments (RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47)
by Dick van Dijk & Timo Terasvirta & Philip Hans Franses - A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631)
by Christian Hafner & Philip Hans Franses - Estimating the Market Share Attraction Model using Support Vector Regressions (RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:688-716)
by Georgi Nalbantov & Philip Hans Franses & Patrick Groenen & Jan Bioch - Critical values for unit root tests in seasonal time series (RePEc:taf:japsta:v:24:y:1997:i:1:p:25-48)
by Philip Hans Franses & Bart Hobijn - Forecasting power-transformed time series data (RePEc:taf:japsta:v:26:y:1999:i:7:p:807-815)
by Paul De Bruin & Philip Hans Franses - Detecting seasonal unit roots in a structural time series model (RePEc:taf:japsta:v:30:y:2003:i:4:p:373-387)
by Yoshinori Kawasaki & Philip Hans Franses - A sequential approach to testing seasonal unit roots in high frequency data (RePEc:taf:japsta:v:32:y:2005:i:6:p:555-569)
by Paulo Rodrigues & Philip Hans Franses - Testing for harmonic regressors (RePEc:taf:japsta:v:36:y:2009:i:3:p:339-346)
by Philip Hans Franses & Bert de Groot & Rianne Legerstee - Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas (RePEc:taf:jdevst:v:52:y:2016:i:3:p:315-330)
by Sanne Blauw & Philip Hans Franses - A global view on port state control: econometric analysis of the differences across port state control regimes (RePEc:taf:marpmg:v:34:y:2007:i:5:p:453-482)
by Sabine Knapp & Philip Hans Franses - Inflation in China, 1953-1978 (RePEc:taf:rcejxx:v:13:y:2020:i:3:p:290-298)
by Philip Hans Franses - Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements (RePEc:taf:transr:v:30:y:2009:i:2:p:241-270)
by Sabine Knapp & Philip Hans Franses - Long Memory and Level Shifts: Re-Analyzing Inflation Rates (RePEc:tin:wpaper:19980039)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - Short Patches of Outliers, ARCH and Volatility Modeling (RePEc:tin:wpaper:19980057)
by Philip Hans Franses & Dick van Dijk & André Lucas - SETS, Arbitrage Activity, and Stock Price Dynamics (RePEc:tin:wpaper:19990003)
by Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas - Inflation, Forecast Intervals and Long Memory Regression Models (RePEc:tin:wpaper:20010029)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - How Large is Average Economic Growth? Evidence from a Robust Method (RePEc:tin:wpaper:20020002)
by H. Peter Boswijk & Philip Hans Franses - An Empirical Study of Cash Payments (RePEc:tin:wpaper:20020075)
by Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses - A Dynamic Utility Maximization Model for Product Category Consumption (RePEc:tin:wpaper:20020097)
by Rutger van Oest & Philip Hans Franses & Richard Paap - A Joint Framework for Category Purchase and Consumption Behavior (RePEc:tin:wpaper:20020124)
by Rutger van Oest & Richard Paap & Philip Hans Franses - Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data (RePEc:tin:wpaper:20030079)
by Rutger van Oest & Philip Hans Franses - A New Multivariate Product Growth Model (RePEc:tin:wpaper:20060027)
by H.P. Boswijk & D. Fok & P.-H. Franses - Interlocking Boards and Firm Performance: Evidence from a New Panel Database (RePEc:tin:wpaper:20070034)
by Mariëlle C. Non & Philip Hans Franses - Does Disagreement amongst Forecasters have Predictive Value? (RePEc:tin:wpaper:20100088)
by Rianne Legerstee & Philip Hans Franses - Do Experts' SKU Forecasts improve after Feedback? (RePEc:tin:wpaper:20110135)
by Rianne Legerstee & Philip Hans Franses - Do Experts incorporate Statistical Model Forecasts and should they? (RePEc:tin:wpaper:20110141)
by Rianne Legerstee & Philip Hans Franses & Richard Paap - Are Chinese Individuals prone to Money Illusion? (RePEc:tin:wpaper:20110149)
by Heleen Mees & Philip Hans Franses - The Impact of Mobile Telephone Use on Economic Development of Households in Uganda (RePEc:tin:wpaper:20110152)
by Sanne Lise Blauw & Philip Hans Franses - Estimating Loss Functions of Experts (RePEc:tin:wpaper:20110177)
by Philip Hans Franses & Rianne Legerstee & Richard Paap - What drives the Quotes of Earnings Forecasters? (RePEc:tin:wpaper:20120067)
by Bert de Bruijn & Philip Hans Franses - Managing Sales Forecasters (RePEc:tin:wpaper:20120131)
by Bert de Bruijn & Philip Hans Franses - Are Forecast Updates Progressive? (RePEc:tin:wpaper:20130049)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing Fixed-Event Forecast Revisions (RePEc:tin:wpaper:20130057)
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer - Forecasting Earnings Forecasts (RePEc:tin:wpaper:20130121)
by Bert de Bruijn & Philip Hans Franses - Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes (RePEc:tin:wpaper:20140067)
by Francine Gresnigt & Erik Kole & Philip Hans Franses - How Informative are the Unpredictable Components of Earnings Forecasts? (RePEc:tin:wpaper:20150032)
by Bert de Bruijn & Philip Hans Franses - Specification Testing in Hawkes Models (RePEc:tin:wpaper:20150086)
by Francine Gresnigt & Erik Kole & Philip Hans Franses - Exploiting Spillovers to forecast Crashes (RePEc:tin:wpaper:20150118)
by Francine Gresnigt & Erik Kole & Philip Hans Franses - Heterogeneity in Manufacturing Growth Risk (RePEc:tin:wpaper:20210036)
by Daan Opschoor & Dick van Dijk & Philip Hans Franses - Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:tiu:tiucen:f6ea7d00-daeb-413b-a279-e471b0a0e997)
by Franses, P.H. & McAleer, M. - Temporal aggregation in a periodically integrated autoregressive process (RePEc:tiu:tiurem:2ef3689d-9fa6-419a-850e-52babdf875b5)
by Franses, P.H. & Boswijk, H.P. - Temporal aggregation in a periodically integrated autoregressive process (RePEc:tiu:tiutis:2ef3689d-9fa6-419a-850e-52babdf875b5)
by Franses, P.H. & Boswijk, H.P. - Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008 (RePEc:tiu:tiutis:36b09f2e-d872-4a52-8c71-c2699c34eded)
by van Damme, E.E.C. & Fase, M.M.G. & Franses, P.H. & Swank, J. & Theeuwes, J.J.M. - Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:tiu:tiutis:f6ea7d00-daeb-413b-a279-e471b0a0e997)
by Franses, P.H. & McAleer, M. - How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:tky:fseres:2009cf637)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Does the FOMC Have Expertise, and Can It Forecast? (RePEc:tky:fseres:2009cf648)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:tky:fseres:2010cf729)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Are Forecast Updates Progressive? (RePEc:tky:fseres:2010cf736)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Periodic Cointegration: Representation and Inference (RePEc:tpr:restat:v:77:y:1995:i:3:p:436-54)
by Boswijk, H Peter & Franses, Philip Hans - On Seasonal Cycles, Unit Roots, And Mean Shifts (RePEc:tpr:restat:v:80:y:1998:i:2:p:231-240)
by Philip Hans Franses & Timothy J. Vogelsang - Are Forecast Updates Progressive? (RePEc:ucm:doicae:1103)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:ucm:doicae:1111)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee: - Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:ucm:doicae:1115)
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1124)
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments (RePEc:ucm:doicae:1214)
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1314)
by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer - A model for quarterly unemployment in Canada (RePEc:vua:wpaper:1992-11)
by Broersma, L. & Franses, P.H. - Outlier robust cointegration analysis (RePEc:vua:wpaper:1997-45)
by Franses, Philip Hans & Lucas, André - The diffusion of marketing science in the practitioners' community: opening the black box (RePEc:wly:apsmbi:v:21:y:2005:i:4-5:p:289-301)
by Albert C. Bemmaor & Philip Hans Franses - A periodic cointegration model of quarterly consumption (RePEc:wly:apsmda:v:11:y:1995:i:2:p:159-166)
by Philip Hans Franses & Teun Kloek - Increasing seasonal variation; unit roots versus shifts in mean and trend (RePEc:wly:apsmda:v:14:y:1998:i:3:p:255-261)
by Philip Hans Franses & Bart Hobijn - Benchmarking Judgmentally Adjusted Forecasts (RePEc:wly:ijfiec:v:22:y:2017:i:1:p:3-11)
by Philip Hans Franses & Bert Bruijn - On the dynamics of business cycle analysis: editors' introduction (RePEc:wly:japmet:v:20:y:2005:i:2:p:147-150)
by Dick van Dijk & Herman K. van Dijk & Philip Hans Franses - Deriving target selection rules from endogenously selected samples (RePEc:wly:japmet:v:21:y:2006:i:5:p:549-562)
by Bas Donkers & Richard Paap & Jedid‐Jah Jonker & Philip Hans Franses - Do Experts’ SKU Forecasts Improve after Feedback? (RePEc:wly:jforec:v:33:y:2014:i:1:p:69-79)
by Rianne Legerstee & Philip Hans Franses - Does Disagreement Amongst Forecasters Have Predictive Value? (RePEc:wly:jforec:v:34:y:2015:i:4:p:290-302)
by Rianne Legerstee & Philip Hans Franses - Heterogeneous Forecast Adjustment (RePEc:wly:jforec:v:36:y:2017:i:4:p:337-344)
by Bert De Bruijn & Philip Hans Franses - Exploiting Spillovers to Forecast Crashes (RePEc:wly:jforec:v:36:y:2017:i:8:p:936-955)
by Francine Gresnigt & Erik Kole & Philip Hans Franses - Model‐based forecast adjustment: With an illustration to inflation (RePEc:wly:jforec:v:38:y:2019:i:2:p:73-80)
by Philip Hans Franses - Combining expert‐adjusted forecasts (RePEc:wly:jforec:v:38:y:2019:i:5:p:415-421)
by Dick van Dijk & Philip Hans Franses - Correcting the January optimism effect (RePEc:wly:jforec:v:39:y:2020:i:6:p:927-933)
by Philip Hans Franses - Testing bias in professional forecasts (RePEc:wly:jforec:v:40:y:2021:i:6:p:1086-1094)
by Philip Hans Franses - Evaluating heterogeneous forecasts for vintages of macroeconomic variables (RePEc:wly:jforec:v:41:y:2022:i:4:p:829-839)
by Philip Hans Franses & Max Welz - An empirical test for parities between metal prices at the LME (RePEc:wly:jfutmk:v:11:y:1991:i:6:p:729-736)
by Philip Hans Franses & Paul Kofman - A Multivariate STAR Analysis of the Relationship Between Money and Output (RePEc:wop:eacaec:0012)
by Phillip Rothman & Dick van Dijk & Philip Hans Franses - A Multivariate STAR Analysis of the Relationship Between Money and Output (RePEc:wop:eacaec:9913)
by Philip Rothman & Dick van Dijk & Philip Hans Franses - Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy (RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500196)
by Denice Bodeutsch & Philip Hans Franses - This Time It Is Different! Or Not? Discounting Past Data When Predicting The Future (RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500057)
by Philip Hans Franses & Eva Janssens - The Cash Use Of The Malaysian Ringgit: Can It Be More Efficient? (RePEc:wsi:afexxx:v:15:y:2020:i:01:n:s2010495220500049)
by Philip Hans Franses & Max Welz - Simple Bayesian Forecast Combination (RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500165)
by Philip Hans Franses - Forecasting Seasonal Time Series (RePEc:wsi:wschap:9789812778963_0003)
by Philip Hans Franses - Determining the Order of Differencing in Seasonal Time Series Processes (RePEc:yor:yorken:97/9)
by Philip Hans Franses & Robert Taylor - Impulse Response Functions for Periodic Integration (RePEc:zbw:sfb373:199543)
by Breitung, J. & Franses, P. - On Phillips-Perron Type Tests for Seasonal Unit Roots (RePEc:zbw:sfb373:199627)
by Breitung, J. & Franses, P. H.