Philip Hans Franses : Citation Profile


Are you Philip Hans Franses?

Erasmus Universiteit Rotterdam

34

H index

101

i10 index

4967

Citations

RESEARCH PRODUCTION:

259

Articles

334

Papers

15

Books

7

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   33 years (1990 - 2023). See details.
   Cites by year: 150
   Journals where Philip Hans Franses has often published
   Relations with other researchers
   Recent citing documents: 197.    Total self citations: 236 (4.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr226
   Updated: 2024-12-03    RAS profile: 2024-03-06    
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Relations with other researchers


Works with:

Paccagnini, Alessia (2)

Sermpinis, Georgios (2)

Fiszeder, Piotr (2)

Shang, Han Lin (2)

Clements, Michael (2)

Thomakos, Dimitrios (2)

Guidolin, Massimo (2)

Ooft, Gavin (2)

Rubaszek, Michał (2)

Li, Feng (2)

Grossi, Luigi (2)

Reade, J (2)

Castle, Jennifer (2)

Hendry, David (2)

Martinez, Andrew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Hans Franses.

Is cited by:

Osborn, Denise (68)

Chang, Chia-Lin (65)

del Barrio Castro, Tomás (57)

Gil-Alana, Luis (57)

Darné, Olivier (50)

GUPTA, RANGAN (45)

Milas, Costas (43)

Balcilar, Mehmet (37)

Miller, Stephen (37)

Swanson, Norman (35)

JAWADI, Fredj (35)

Cites to:

Engle, Robert (81)

Paap, Richard (54)

Diebold, Francis (53)

Bollerslev, Tim (39)

Osborn, Denise (38)

van Dijk, Dick (36)

Hylleberg, Svend (34)

Perron, Pierre (33)

Teräsvirta, Timo (31)

Ghysels, Eric (30)

Timmermann, Allan (29)

Main data


Where Philip Hans Franses has published?


Journals with more than one article published# docs
International Journal of Forecasting29
Statistica Neerlandica17
Journal of Econometrics12
Economics Letters11
Journal of Applied Econometrics10
Applied Economics10
Applied Financial Economics8
Oxford Bulletin of Economics and Statistics8
Applied Economics Letters7
Computational Statistics & Data Analysis7
Journal of Forecasting7
Quality & Quantity: International Journal of Methodology6
Journal of Business & Economic Statistics6
Empirical Economics6
Statistics & Probability Letters5
Journal of Applied Statistics5
JRFM4
Mathematics and Computers in Simulation (MATCOM)4
Econometric Reviews4
Annals of Financial Economics (AFE)4
De Economist4
Journal of Forecasting4
Studies in Nonlinear Dynamics & Econometrics3
Journal of Economic Surveys3
Foresight: The International Journal of Applied Forecasting3
Marine Policy3
International Journal of Research in Marketing3
The Review of Economics and Statistics2
Scientometrics2
Journal of Time Series Analysis2
Economic Modelling2
Econometrics2
Journal of Financial Econometrics2
Applied Stochastic Models and Data Analysis2
Journal of Applied Econometrics2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Macroeconomic Dynamics2
Journal of Banking & Finance2
Advances in Decision Sciences2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute194
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam51
Tinbergen Institute Discussion Papers / Tinbergen Institute27
KIER Working Papers / Kyoto University, Institute of Economic Research7
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico6
Econometric Institute Archives / Erasmus University Rotterdam5
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
Economics Series / Institute for Advanced Studies2
CPB Discussion Paper / CPB Netherlands Bureau for Economic Policy Analysis2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2

Recent works citing Philip Hans Franses (2024 and 2023)


YearTitle of citing document
2023.

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2023Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2024Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression. (2022). O'Neill, Eoghan. In: Papers. RePEc:arx:papers:2211.07506.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Estimating granular house price distributions in the Australian market using Gaussian mixtures. (2024). Panagiotelis, Anastasios ; Sijp, Willem P. In: Papers. RePEc:arx:papers:2404.05178.

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2024Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables. (2024). Theising, Etienne. In: Papers. RePEc:arx:papers:2405.03402.

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2024Random Utility Models with Skewed Random Components: the Smallest versus Largest Extreme Value Distribution. (2024). Sun, Yixiao ; Carson, Richard T. In: Papers. RePEc:arx:papers:2405.08222.

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2023An experiment on Donations, Personal Stories, and Bad Luck. (2023). Hatsor, Limor ; Bar-El, Ronen ; Snir, Avichai. In: Working Papers. RePEc:biu:wpaper:2023-01.

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2023The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

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2023Seasonal count time series. (2023). Lund, Robert ; Kong, Jiajie. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:1:p:93-124.

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2023Corruption, tax reform and fiscal space in emerging and developing economies. (2023). Yohou, Hermann D. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1082-1118.

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2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024Inconsistent definitions of GDP: Implications for estimates of decoupling. (2024). Semieniuk, Gregor. In: Ecological Economics. RePEc:eee:ecolec:v:215:y:2024:i:c:s092180092300263x.

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2023Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects. (2023). Koopman, Siem Jan ; Gorgi, P. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002165.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2023Sample size selection for discrete choice experiments using design features. (2023). Vandebroek, Martina ; Meulders, Michel ; Assele, Samson Yaekob. In: Journal of choice modelling. RePEc:eee:eejocm:v:49:y:2023:i:c:s1755534523000374.

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2023Combining probabilistic forecasts of COVID-19 mortality in the United States. (2023). Taylor, Kathryn S. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:25-41.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023Use of contextual and model-based information in adjusting promotional forecasts. (2023). Kourentzes, Nikolaos ; Fildes, Robert ; Sroginis, Anna. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1177-1191.

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2024Price volatility of revenue managed goods: Implications for demand and price elasticity. (2024). Redondi, Renato ; Malighetti, Paolo ; Mantin, Benny ; Morlotti, Chiara. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1039-1058.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Oil price uncertainty and unemployment dynamics: Nonlinearities matter. (2023). Kishan, Ruby P ; Farah, Quazi Fidia ; Ahmed, Iqbal M. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003043.

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2023Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2024Exploring non-linear causal nexus between economic growth and energy consumption across various R&D regimes: Cross-country evidence from a PSTR model. (2024). Heshmati, Almas ; Mamkhezri, Jamal. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002275.

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2024Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2023Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033.

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2023Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329.

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2023Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555.

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2023A novel combined model based on echo state network optimized by whale optimization algorithm for blast furnace gas prediction. (2023). Men, Xuanyu ; Qian, Jinhua ; Wang, Hongzeng ; Wen, Shizhao. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223014421.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Miljkovic, Dragan ; Vatsa, Puneet. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003502.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Moroz, David ; Pecchioli, Bruno ; Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2023Are prices converging in the global sawnwood market?. (2023). Vasquez-Gonzalez, Bernardo ; Montaes, Antonio ; Gil, Jose M. In: Forest Policy and Economics. RePEc:eee:forpol:v:155:y:2023:i:c:s138993412300093x.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57.

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2023Deep learning models for visibility forecasting using climatological data. (2023). Fabregas, Aldo ; Otero, Carlos E ; Solomon, Mitchell ; Ortega, Luz C. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:992-1004.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Improving forecast stability using deep learning. (2023). Verbeke, Wouter ; Crevits, Ruben ; van Belle, Jente. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1333-1350.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2024A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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20242T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns: Out-of-sample comparison of conditional EVT models. (2024). Mucha-Kruczyski, Marcin ; Greenwood, David ; Tomlinson, Matthew F. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:324-347.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2023Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x.

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2023Putting spatial product presentation cues on the map: Review and research directions. (2023). Vermeir, Iris ; Roose, Gudrun. In: Journal of Business Research. RePEc:eee:jbrese:v:155:y:2023:i:pa:s0148296322008657.

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2024“Look me in the eye, customer”: How do face-to-face interactions in peer-to-peer sharing economy services affect customers’ misbehavior concealment intentions?. (2024). Steinhoff, Lena ; Ozuna, Edna. In: Journal of Business Research. RePEc:eee:jbrese:v:177:y:2024:i:c:s0148296324000869.

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2023Cash payments and the penny policy debate. (2023). Shy, OZ ; Prescott, Brian C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:208:y:2023:i:c:p:80-94.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2024Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778.

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2024Trade liberalization, wage inequality, and monetary policy. (2024). Mileva, Mariya ; Lechthaler, Wolfgang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000524.

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2024Seasonal temperature variability and economic cycles. (2024). Linsenmeier, Manuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300068x.

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2023Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557.

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2023An analytical assessment of demand effects in omni-channel assortment planning. (2023). Hubner, Alexander ; Hense, Jonas ; Schafer, Fabian. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001566.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2023Time to shift the shift: Performance effects of within-day cumulative service encounters in retail stores. (2023). Chuang, Howard Hao-Chun ; Chen, Chien-Ming. In: Omega. RePEc:eee:jomega:v:119:y:2023:i:c:s0305048323000567.

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More than 100 citations found, this list is not complete...

Philip Hans Franses is editor of


Journal
Statistica Neerlandica

Works by Philip Hans Franses:


YearTitleTypeCited
2018PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS In: Advances in Decision Sciences.
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2020Measurement Error in a First-order Autoregression In: Advances in Decision Sciences.
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1990TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA In: Econometric Institute Archives.
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1990TESTING FOR WHITE NOISE IN TIME SERIES MODELS In: Econometric Institute Archives.
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1990SEASONALITY, OUTLIERS AND LINEARITY In: Econometric Institute Archives.
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1990SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES In: Econometric Institute Archives.
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1991Seasonality, non-stationarity and the forecasting of monthly time series.(1991) In: International Journal of Forecasting.
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1992THE GOMPERTZ CURVE: ESTIMATION AND SELECTION In: Econometric Institute Archives.
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paper0
2000Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models In: CeNDEF Working Papers.
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2000Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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paper
2008Modeling the effectiveness of hourly direct-response radio commercials In: Working Papers.
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2008Modeling the Effectiveness of Hourly Direct-Response Radio Commercials.(2008) In: ERIM Report Series Research in Management.
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2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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article
1994The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics.
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article147
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
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article7
1998Outlier Detection in Cointegration Analysis. In: Journal of Business & Economic Statistics.
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article31
1999Testing for Smooth Transition Nonlinearity in the Presence of Outliers. In: Journal of Business & Economic Statistics.
[Citation analysis]
article63
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers.(1996) In: Econometric Institute Research Papers.
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paper
2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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article25
2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
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2006Modeling Purchases as Repeated Events In: Journal of Business & Economic Statistics.
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article14
2003Modeling purchases as repeated events.(2003) In: Econometric Institute Research Papers.
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paper
1996 Recent Advances in Modelling Seasonality. In: Journal of Economic Surveys.
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article27
1998Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys.
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article21
2014EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys.
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article11
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics.
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2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers.
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1997VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES In: Journal of Financial Research.
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article9
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
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article50
2005The Econometric Analysis of Seasonal Time Series In: Journal of Time Series Analysis.
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article0
1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
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article46
1992The Norwegian Consumption Function: A Comment. In: Oxford Bulletin of Economics and Statistics.
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article1
1994Model Selection in Periodic Autoregressions. In: Oxford Bulletin of Economics and Statistics.
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article17
1994MODEL SELECTION IN PERIODIC AUTOREGRESSIONS.(1994) In: Oxford Bulletin of Economics and Statistics.
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article
1999On the Role of Seasonal Intercepts in Seasonal Cointegration In: Oxford Bulletin of Economics and Statistics.
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article21
1998On the role of seasonal intercepts in seasonal cointegration.(1998) In: Econometric Institute Research Papers.
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1995On the role of seasonal intercepts in seasonal cointegration.(1995) In: Economics Series.
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2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* In: Oxford Bulletin of Economics and Statistics.
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article36
2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy.(2003) In: Econometric Institute Research Papers.
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2006Robust Inference on Average Economic Growth* In: Oxford Bulletin of Economics and Statistics.
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article2
2001Robust inference on average economic growth.(2001) In: Econometric Institute Research Papers.
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2011Testing for Seasonal Unit Roots in Monthly Panels of Time Series In: Oxford Bulletin of Economics and Statistics.
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article5
2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
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1998Large data sets in finance and marketing: introduction by the special issue editor In: Statistica Neerlandica.
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2001Editorial In: Statistica Neerlandica.
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2001Estimating Transition Probabilities from a Time Series of Independent Cross Sections In: Statistica Neerlandica.
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2002Editorial In: Statistica Neerlandica.
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2002From first submission to citation: an empirical analysis In: Statistica Neerlandica.
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2002From first submission to citation: an empirical analysis.(2002) In: Econometric Institute Research Papers.
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2003An Empirical Study of Cash Payments In: Statistica Neerlandica.
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2002An Empirical Study of Cash Payments.(2002) In: Tinbergen Institute Discussion Papers.
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2004Fifty years since Koyck (1954)* In: Statistica Neerlandica.
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2006Editorial introduction In: Statistica Neerlandica.
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2006On modeling panels of time series* In: Statistica Neerlandica.
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article1
2002On modeling panels of time series.(2002) In: Econometric Institute Research Papers.
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2008Editorial statistics In: Statistica Neerlandica.
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2009Why is GDP typically revised upwards? In: Statistica Neerlandica.
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article2
2009Expert opinion versus expertise in forecasting In: Statistica Neerlandica.
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2008Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers.
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2010On the number of categories in an ordered regression model In: Statistica Neerlandica.
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2002On the number of categories in an ordered regression model.(2002) In: Econometric Institute Research Papers.
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2010Editorial statistics In: Statistica Neerlandica.
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article0
2013Testing earnings management In: Statistica Neerlandica.
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article0
2009Testing Earning Management.(2009) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 0
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2014Panel design effects on response rates and response quality In: Statistica Neerlandica.
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2007Panel design effects on response rates and response quality.(2007) In: Econometric Institute Research Papers.
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2014Editorial Statistics In: Statistica Neerlandica.
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Franses In: Instructional Stata datasets for econometrics.
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2013Common large innovations across nonlinear time series In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2002Common large innovations across nonlinear time series.(2002) In: Econometric Institute Research Papers.
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1998Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules In: Studies in Nonlinear Dynamics & Econometrics.
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article16
2000Seasonal Adjustment and the Business Cycle in Unemployment In: Studies in Nonlinear Dynamics & Econometrics.
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1999Seasonal adjustment and the business cycle in unemployment.(1999) In: Econometric Institute Research Papers.
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2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics.
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2010Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers.
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2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers.
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2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series.
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2010Are Forecast Updates Progressive? In: Working Papers in Economics.
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2013Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2010Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers.
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2011Are Forecast Updates Progressive?.(2011) In: KIER Working Papers.
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2013Are Forecast Updates Progressive?.(2013) In: MPRA Paper.
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2013Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers.
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2010Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series.
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2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics.
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2011How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting.
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2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers.
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2009How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series.
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2010Combining Non-Replicable Forecasts In: Working Papers in Economics.
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2010Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers.
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2010Evaluating Combined Non-Replicable Forecasts In: Working Papers in Economics.
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2010Evaluating Combined Non-Replicable Forecast.(2010) In: Econometric Institute Research Papers.
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2010Evaluating Combined Non-Replicable Forecasts.(2010) In: KIER Working Papers.
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2010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? In: Working Papers in Economics.
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2011Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics.
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2011Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers.
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2012Evaluating Individual and Mean Non-Replicable Forecasts.(2012) In: Journal for Economic Forecasting.
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2011Analyzing Fixed-event Forecast Revisions In: Working Papers in Economics.
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2013Analyzing fixed-event forecast revisions.(2013) In: International Journal of Forecasting.
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2011Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers.
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2011Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers.
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2013Analyzing Fixed-Event Forecast Revisions.(2013) In: Tinbergen Institute Discussion Papers.
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2001Some comments on seasonal adjustment In: Revista de Economía del Rosario.
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2009Modelling health care expenditures; overview of the literature and evidence from a panel time series model In: CPB Discussion Paper.
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2007On the optimality of expert-adjusted forecasts In: CPB Discussion Paper.
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2007On the optimality of expert-adjusted forecasts.(2007) In: Econometric Institute Research Papers.
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2010Quantitative Models in Marketing Research In: Cambridge Books.
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2002A Concise Introduction to Econometrics In: Cambridge Books.
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2002A Concise Introduction to Econometrics.(2002) In: Cambridge Books.
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2014Time Series Models for Business and Economic Forecasting In: Cambridge Books.
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2014Time Series Models for Business and Economic Forecasting.(2014) In: Cambridge Books.
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2000Non-Linear Time Series Models in Empirical Finance In: Cambridge Books.
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2014Expert Adjustments of Model Forecasts In: Cambridge Books.
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2014Expert Adjustments of Model Forecasts.(2014) In: Cambridge Books.
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2018Enjoyable Econometrics In: Cambridge Books.
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2018Enjoyable Econometrics.(2018) In: Cambridge Books.
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1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
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1996On Phillips-Perron Type Tests for Seasonal Unit Roots.(1996) In: SFB 373 Discussion Papers.
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1999Modeling Multiple Regimes in the Business Cycle In: Macroeconomic Dynamics.
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1997Modelling Multiple Regimes in the Business Cycle.(1997) In: Econometric Institute Research Papers.
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2001INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS In: Macroeconomic Dynamics.
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2002Inferring Transition Probabilities from Repeated Cross Sections In: Political Analysis.
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2001Testing for Common Deterministic Trend Slopes In: Working Papers.
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2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
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2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
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2004A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production In: Econometric Society 2004 Australasian Meetings.
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2003A multi-level panel smooth transition autoregression for US sectoral production.(2003) In: Econometric Institute Research Papers.
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2000Determining the order of differencing in seasonal time series processes In: Econometrics Journal.
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1997Determining the Order of Differencing in Seasonal Time Series Processes.(1997) In: Discussion Papers.
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2016A simple test for a bubble based on growth and acceleration In: Computational Statistics & Data Analysis.
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1995The effects of seasonally adjusting a periodic autoregressive process In: Computational Statistics & Data Analysis.
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2002Ordered logit analysis for selectively sampled data In: Computational Statistics & Data Analysis.
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1999Ordered logit analysis for selectively sampled data.(1999) In: Econometric Institute Research Papers.
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2002On data transformations and evidence of nonlinearity In: Computational Statistics & Data Analysis.
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1998On data transformations and evidence of nonlinearity.(1998) In: Econometric Institute Research Papers.
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2007Absorption of shocks in nonlinear autoregressive models In: Computational Statistics & Data Analysis.
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2009The effect of rounding on payment efficiency In: Computational Statistics & Data Analysis.
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2012Modeling dynamic effects of promotion on interpurchase times In: Computational Statistics & Data Analysis.
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2002Modeling dynamic effects of promotion on interpurchase times.(2002) In: Econometric Institute Research Papers.
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2005Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method In: Journal of Development Economics.
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2007Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? In: Economic Modelling.
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2006Forecasting in Marketing In: Handbook of Economic Forecasting.
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1992Model adequacy and influential observations In: Economics Letters.
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1998Outlier robust analysis of long-run marketing effects for weekly scanning data In: Journal of Econometrics.
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2017A novel approach to measuring consumer confidence In: Econometrics and Statistics.
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2014A Novel Approach to Measuring Consumer Confidence.(2014) In: Econometric Institute Research Papers.
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2007An empirical analysis of euro cash payments In: European Economic Review.
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2003An empirical analysis of euro cash payments.(2003) In: Econometric Institute Research Papers.
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2004Modeling consideration sets and brand choice using artificial neural networks In: European Journal of Operational Research.
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2001Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks.(2001) In: ERIM Report Series Research in Management.
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2000Visualizing time-varying correlations across stock markets In: Journal of Empirical Finance.
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2009Does irritation induced by charitable direct mailings reduce donations? In: International Journal of Research in Marketing.
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2008Does Irritation Induced by Charitable Direct Mailings Reduce Donations?.(2008) In: ERIM Report Series Research in Management.
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2009The impact of adoption timing on new service usage and early disadoption In: International Journal of Research in Marketing.
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2012The effectiveness of high-frequency direct-response commercials In: International Journal of Research in Marketing.
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2018Inflation in Africa, 1960–2015 In: Journal of International Financial Markets, Institutions and Money.
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1996Unit roots in the Nelson-Plosser data: Do they matter for forecasting? In: International Journal of Forecasting.
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1997A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting.
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1997Forecasting and seasonality In: International Journal of Forecasting.
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1997Mean shifts, unit roots and forecasting seasonal time series In: International Journal of Forecasting.
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2018THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE In: Annals of Financial Economics (AFE).
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2020THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT? In: Annals of Financial Economics (AFE).
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2020SIMPLE BAYESIAN FORECAST COMBINATION In: Annals of Financial Economics (AFE).
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2008FORECASTING SEASONAL TIME SERIES In: World Scientific Book Chapters.
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