Philip Hans Franses : Citation Profile


Are you Philip Hans Franses?

Erasmus Universiteit Rotterdam

29

H index

78

i10 index

3588

Citations

RESEARCH PRODUCTION:

240

Articles

317

Papers

14

Books

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 123
   Journals where Philip Hans Franses has often published
   Relations with other researchers
   Recent citing documents: 276.    Total self citations: 190 (5.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr226
   Updated: 2019-06-08    RAS profile: 2019-04-10    
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Relations with other researchers


Works with:

McAleer, Michael (7)

Kole, Erik (6)

Chang, Chia-Lin (6)

Segers, Rene (3)

van den Heuvel, Wilco (2)

Paap, Richard (2)

Fok, Dennis (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:

McAleer, Michael (124)

Chang, Chia-Lin (75)

Osborn, Denise (46)

Darné, Olivier (43)

Gil-Alana, Luis (41)

Milas, Costas (39)

Miller, Stephen (34)

Swanson, Norman (33)

GUPTA, RANGAN (33)

Haldrup, Niels (31)

Balcilar, Mehmet (30)

Cites to:

Engle, Robert (75)

Granger, Clive (65)

McAleer, Michael (59)

Diebold, Francis (50)

Paap, Richard (42)

Bollerslev, Tim (39)

Hylleberg, Svend (32)

van Dijk, Dick (31)

Teräsvirta, Timo (29)

Ghysels, Eric (27)

Osborn, Denise (26)

Main data


Where Philip Hans Franses has published?


Journals with more than one article published# docs
International Journal of Forecasting29
Statistica Neerlandica19
Journal of Econometrics12
Economics Letters11
Journal of Applied Econometrics10
Applied Economics9
Oxford Bulletin of Economics and Statistics9
Applied Financial Economics8
Computational Statistics & Data Analysis7
Journal of Business & Economic Statistics6
Journal of Economic Surveys5
Journal of Forecasting5
Journal of Applied Statistics5
Empirical Economics5
Quality & Quantity: International Journal of Methodology5
Statistics & Probability Letters5
De Economist4
Mathematics and Computers in Simulation (MATCOM)4
Journal of Forecasting4
Econometric Reviews4
Marketing Science4
Applied Economics Letters4
International Journal of Research in Marketing3
Foresight: The International Journal of Applied Forecasting3
Journal of Risk and Financial Management3
Marine Policy3
Interfaces3
Studies in Nonlinear Dynamics & Econometrics3
Macroeconomic Dynamics2
Applied Stochastic Models and Data Analysis2
Journal of Financial Econometrics2
The Review of Economics and Statistics2
Journal of Banking & Finance2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Scientometrics2
Annals of Financial Economics (AFE)2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute181
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 Institute26
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
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Economics Series / Institute for Advanced Studies2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing Philip Hans Franses (2019 and 2018)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2017The Effect of Transmission Constraints on Electricity Prices. (2017). Hurn, Stan ; Clements, Adam ; Li, Zili. In: The Energy Journal. RePEc:aen:journl:ej38-4-hurn.

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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2017Comparative Determinants of Quality of Growth in Developing Countries. (2017). Asongu, Ndemaze. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/013.

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2017Quality of Growth Empirics: Comparative Gaps, Benchmarking and Policy Syndromes. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/034.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2018). Chavas, J.-P., ; Li, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275976.

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2018How Have China s Agricultural Price Support Policies Affected Market Prices?: A Quantile Regression Evaluation. (2018). Li, J ; Chavas, J.-P., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277557.

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2017Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India. (2017). Tiwari, Aviral ; Dash, Aruna Kumar ; Aviral, Subhendu Dutta. In: Asian Journal of Agriculture and Development. RePEc:ags:phajad:265766.

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941.

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2017Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model. (2017). Zhao, Ziping ; Palomar, Daniel P. In: Papers. RePEc:arx:papers:1710.05513.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315.

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2018Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility. (2018). Jos'e Igor Morlanes, . In: Papers. RePEc:arx:papers:1806.01070.

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2018Advertising and Brand Attitudes: Evidence from 575 Brands over Five Years. (2018). Du, Rex Yuxing ; Wilbur, Kenneth C ; Joo, Mingyu. In: Papers. RePEc:arx:papers:1810.07783.

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2018Robust Tests for Convergence Clubs. (2018). Stengos, Thanasis ; Corrado, Luisa ; Yazgan, Ege M ; Weeks, Melvyn . In: Papers. RePEc:arx:papers:1812.09518.

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2019Subgeometrically ergodic autoregressions. (2019). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:1904.07089.

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2018Government Size and Economic Growth in Asia - Evidence from China and Japan. (2018). Nguyet, Thi Bich ; Phung, Duc Nam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:71-89.

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2019Predicting Stock Market Indices Using Classification Tools. (2019). Lee, Jinpyo ; Park, Minjae. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:243-256.

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2017Regional disparities in non-economic quality of life in South Africa: convergence or divergence?. (2017). Greyling, Talita ; Rossouw, Stephanie . In: Working Papers. RePEc:aut:wpaper:201706.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2018PERSISTENCE IN CONVERGENCE AND CLUB FORMATION. (2018). Stengos, Thanasis ; Zkan, Harun ; Yazgan, Ege M. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:2:p:119-138.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2018Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952.

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2018Aggregate demand deficiency, labor unions, and long‐run stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888.

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2017WHEN ARE WAVELETS USEFUL FORECASTERS?. (2017). Yazgan, Ege ; Gencay, Ramazan. In: Working Papers. RePEc:bli:wpaper:1704.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2017Lift and Shift: The Effect of Fundraising Interventions in Charity Space and Time. (2017). Smith, Sarah ; Scharf, Kimberley ; Ottoni-Wilhelm, Mark. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:17/687.

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2017Poverty reduction during 1990-2013: Did Millennium Development Goals adoption and state capacity matter?. (2017). Asadullah, Niaz M ; Savoia, Antonio. In: Global Development Institute Working Paper Series. RePEc:bwp:bwppap:esid-093-17.

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2018Robust Tests for Convergence Clubs. (2018). Stengos, Thanasis ; Corrado, Luisa ; Yazgan, Ege M ; Weeks, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1873.

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2017Lift and Shift: The Effect of Fundraising Interventions in Charity Space and Time. (2017). Smith, Sarah ; Ottoni-Wilhelm, Mark ; Scharf, Kimberley Ann. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6694.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2017Lift and Shift: The Effect of Fundraising Interventions in Charity Space and Time. (2017). Smith, Sarah ; Scharf, Kimberley ; Ottoni-Wilhelm, Mark. In: CAGE Online Working Paper Series. RePEc:cge:wacage:343.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

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2017Samaritan Bundles: Inefficient Clustering in NGO Projects. (2017). Verdier, Thierry ; Marini, Marco ; Aldashev, Gani. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11931.

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2017Lift and Shift: The Effect of Fundraising Interventions in Charity Space and Time. (2017). Smith, Sarah ; Scharf, Kimberley ; Wilhelm, Mark. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12338.

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2018Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7118.

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2019Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks. (2019). Darn, Olivier ; Charles, Amlie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00117.

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2017Samaritan Bundles: Inefficient Clustering in NGO Projects. (2017). Verdier, Thierry ; Marini, Marco ; Aldashev, Gani. In: Working Papers ECARES. RePEc:eca:wpaper:2013/249913.

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2017Determinants of the Levels of Development Based on the Human Development Index:Bayesian Ordered Probit Model. (2017). Alayan-Akay, Ebru ; Van, Muhammed H. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-51.

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2018Asymmetric monetary and exchange-rate policies in Latin American countries that use inflation targeting. (2018). Libman, Emiliano . In: Revista CEPAL. RePEc:ecr:col070:44318.

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2019Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154.

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2019Segmenting global tourism markets: A panel club convergence approach. (2019). Demir, Ender ; Lau, Chi Keung ; You, Kefei ; Lin, Zhibin. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:165-185.

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2018Convergence and transitional dynamics of Chinas industrial output: A county-level study using a new framework of distribution dynamics analysis. (2018). Wu, Yanrui ; Se, Tsun. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:125-138.

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2018A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing. (2018). Igari, Ryosuke ; Hoshino, Takahiro. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:150-166.

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2018The distributional effects of capital account liberalization. (2018). Loungani, Prakash ; Furceri, Davide. In: Journal of Development Economics. RePEc:eee:deveco:v:130:y:2018:i:c:p:127-144.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2017Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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2017A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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2018Asymmetric effects of government spending shocks during the financial cycle. (2018). Tsintzos, Panagiotis ; Plakandaras, Vasilios ; Pragidis, I C. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:372-387.

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2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

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2018Convenience pricing in online retailing: Evidence from Amazon.com. (2018). Escobar, Octavio ; Karoubi, Bruno ; Drouard, Joeffrey ; Chenavaz, Regis. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:127-139.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2018Assessment of Sustainable Well-being in the Italian Regions: An Activity Analysis Model. (2018). Cuffaro, Miranda ; Cracolici, Maria Francesca ; Lacagnina, Valerio . In: Ecological Economics. RePEc:eee:ecolec:v:143:y:2018:i:c:p:105-110.

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2018A simple test on structural change in long-memory time series. (2018). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2019Averaging estimators for discrete choice by M-fold cross-validation. (2019). Zhao, Shangwei ; Yang, Guangren ; Zhou, Jianhong . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:65-69.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2018Long-run overweight levels and convergence in body mass index. (2018). Duncan, Roberto ; Toledo, Patricia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:26-39.

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2018Retail store operations: Literature review and research directions. (2018). Mou, Shandong ; Dehoratius, Nicole ; Robb, David J. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:399-422.

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2019The human factor in supply chain forecasting: A systematic review. (2019). Perera, Niles H ; Reisi, Mohsen ; Fahimnia, Behnam ; Hurley, Jason. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:574-600.

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2018Foreign exchange market intervention and asymmetric preferences. (2018). Keefe, Helena Glebocki ; Shadmani, Hedieh. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:148-163.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2018A novel approach for oil price forecasting based on data fluctuation network. (2018). Zhou, Peng ; Tian, Lixin ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:201-212.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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2018On the current account - biofuels link in emerging and developing countries: do oil price fluctuations matter?. (2018). Paris, Anthony ; Mignon, Valérie ; HACHE, Emmanuel ; Gomes, Gabriel. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:60-67.

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2017Financial development and energy demand in the United States: New evidence from combined cointegration and asymmetric causality tests. (2017). solarin, sakiru ; FARHANI, Sahbi. In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:1029-1037.

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2018Estimating stochastic volatility with jumps and asymmetry in Asian markets. (2018). Saranya, K ; Prasanna, Krishna P. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:145-153.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Disentangling the relationship between liquidity and returns in Latin America. (2018). Taborda, Rodrigo ; French, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:23-40.

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2018Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

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2017Opinion leadership in small groups. (2017). Moldovan, Sarit ; Yom-Tov, Elad ; Richter, Yossi ; Muller, Eitan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:34:y:2017:i:2:p:536-552.

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2018Investors evaluations of price-increase preannouncements. (2018). Lim, Leon Gim ; Dekimpe, Marnik G ; Tuli, Kapil R. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:3:p:359-377.

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2018On the monetary impact of fashion design piracy. (2018). Appel, Gil ; Muller, Eitan ; Libai, Barak. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:4:p:591-610.

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2017Skewness of citation impact data and covariates of citation distributions: A large-scale empirical analysis based on Web of Science data. (2017). Leydesdorff, Loet ; Bornmann, Lutz. In: Journal of Informetrics. RePEc:eee:infome:v:11:y:2017:i:1:p:164-175.

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2019Does the normalized citation impact of universities profit from certain properties of their published documents – such as the number of authors and the impact factor of the publishing journals? A mu. (2019). Bornmann, Lutz. In: Journal of Informetrics. RePEc:eee:infome:v:13:y:2019:i:1:p:170-184.

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2017CPI and inflation in Kenya. Structural breaks, non-linearities and dependence. (2017). Gil-Alana, Luis ; Mudida, Robert. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:72-79.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2017Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243.

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2017Expertise, credibility of system forecasts and integration methods in judgmental demand forecasting. (2017). Dennerlein, Jack T ; Alvarado-Valencia, Jorge ; Barrero, Lope H ; Onkal, Dilek. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:298-313.

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2017Using a rolling training approach to improve judgmental extrapolations elicited from forecasters with technical knowledge. (2017). Petropoulos, Fotios ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:314-324.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Empowering cash managers to achieve cost savings by improving predictive accuracy. (2017). Salas-Molina, Francisco ; Ll, Josep ; Serra, Joan ; Rodriguez-Aguilar, Juan A ; Martin, Francisco J. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:403-415.

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2017Structural forecasts for marketing data. (2017). Allenby, Greg M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:433-441.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support. (2018). de Baets, Shari ; Harvey, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:163-180.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2018A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile. (2018). Herrera, Rodrigo ; Clements, Adam ; Moisan, Stella . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:566-581.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2019Use and misuse of information in supply chain forecasting of promotion effects. (2019). Fildes, Robert ; Onkal, Dilek ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:144-156.

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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
1990TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA In: Econometric Institute Archives.
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paper20
1990TESTING FOR WHITE NOISE IN TIME SERIES MODELS In: Econometric Institute Archives.
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paper0
1990SEASONALITY, OUTLIERS AND LINEARITY In: Econometric Institute Archives.
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paper0
1990SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES In: Econometric Institute Archives.
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paper64
1991Seasonality, non-stationarity and the forecasting of monthly time series.(1991) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 64
article
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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paper13
2000Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 13
paper
2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 13
paper
2008Modeling the effectiveness of hourly direct-response radio commercials In: Working Papers.
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paper0
2008Modeling the Effectiveness of Hourly Direct-Response Radio Commercials.(2008) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1994The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics.
[Citation analysis]
article124
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article6
1998Outlier Detection in Cointegration Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article25
1999Testing for Smooth Transition Nonlinearity in the Presence of Outliers. In: Journal of Business & Economic Statistics.
[Citation analysis]
article49
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers.(1996) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 49
paper
2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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article17
2006Modeling Purchases as Repeated Events In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article9
2003Modeling purchases as repeated events.(2003) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1996 Recent Advances in Modelling Seasonality. In: Journal of Economic Surveys.
[Citation analysis]
article17
1998Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys.
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article21
1998 Cointegration Analysis of Seasonal Time Series..(1998) In: Journal of Economic Surveys.
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This paper has another version. Agregated cites: 21
article
2010A UNIFYING VIEW ON MULTI-STEP FORECASTING USING AN AUTOREGRESSION In: Journal of Economic Surveys.
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article0
2014EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article9
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 9
paper
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers.
[Full Text][Citation analysis]
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paper
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 9
paper
1997VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES In: Journal of Financial Research.
[Full Text][Citation analysis]
article7
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article6
1998Testing for Unit Roots and Non‐linear Transformations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article10
1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article42
1992The Norwegian Consumption Function: A Comment. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article1
1994Model Selection in Periodic Autoregressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article16
1994MODEL SELECTION IN PERIODIC AUTOREGRESSIONS.(1994) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 16
article
1999 On the Role of Seasonal Intercepts in Seasonal Cointegration. In: Oxford Bulletin of Economics and Statistics.
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article19
1998On the role of seasonal intercepts in seasonal cointegration.(1998) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1995On the role of seasonal intercepts in seasonal cointegration.(1995) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2002 Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals. In: Oxford Bulletin of Economics and Statistics.
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article3
2001Constructing seasonally adjusted data with time-varying confidence intervals.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy In: Oxford Bulletin of Economics and Statistics.
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article20
2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy.(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 20
paper
2006Robust Inference on Average Economic Growth In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article2
2001Robust inference on average economic growth.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Testing for Seasonal Unit Roots in Monthly Panels of Time Series In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article4
2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1998Large data sets in finance and marketing: introduction by the special issue editor In: Statistica Neerlandica.
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article0
2001Editorial In: Statistica Neerlandica.
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article0
2001Introduction In: Statistica Neerlandica.
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article0
2002Editorial In: Statistica Neerlandica.
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article0
2002From first submission to citation: an empirical analysis In: Statistica Neerlandica.
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article0
2002From first submission to citation: an empirical analysis.(2002) In: Econometric Institute Research Papers.
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paper
2003An Empirical Study of Cash Payments In: Statistica Neerlandica.
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article1
2002An Empirical Study of Cash Payments.(2002) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2004Fifty years since Koyck (1954) In: Statistica Neerlandica.
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article0
2004Generalizations of the KPSS-test for stationarity In: Statistica Neerlandica.
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article63
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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This paper has another version. Agregated cites: 1
paper
2008Editorial statistics In: Statistica Neerlandica.
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article0
2010Editorial statistics.(2010) In: Statistica Neerlandica.
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article
2014Editorial Statistics.(2014) In: Statistica Neerlandica.
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This paper has another version. Agregated cites: 0
article
2009Why is GDP typically revised upwards? In: Statistica Neerlandica.
[Full Text][Citation analysis]
article1
2009Expert opinion versus expertise in forecasting In: Statistica Neerlandica.
[Full Text][Citation analysis]
article8
2008Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010On the number of categories in an ordered regression model In: Statistica Neerlandica.
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article6
2002On the number of categories in an ordered regression model.(2002) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Random‐coefficient periodic autoregressions In: Statistica Neerlandica.
[Full Text][Citation analysis]
article3
2005Random-Coefficient periodic autoregression.(2005) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Correcting for survey effects in pre‐election polls In: Statistica Neerlandica.
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article0
2010Correcting for Survey Effects in Pre-election Polls.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
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 another version. Agregated cites: 0
paper
2014Panel design effects on response rates and response quality In: Statistica Neerlandica.
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article0
2007Panel design effects on response rates and response quality.(2007) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
Franses In: Instructional Stata datasets for econometrics.
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paper0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2000Seasonal Adjustment and the Business Cycle in Unemployment In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
1999Seasonal adjustment and the business cycle in unemployment.(1999) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 3
paper
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics.
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paper1
2010Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 1
paper
2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers.
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paper
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
paper
2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 1
paper
2010Are Forecast Updates Progressive? In: Working Papers in Economics.
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paper5
2013Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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This paper has another version. Agregated cites: 5
article
2010Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers.
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paper
2011Are Forecast Updates Progressive?.(2011) In: KIER Working Papers.
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paper
2013Are Forecast Updates Progressive?.(2013) In: MPRA Paper.
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paper
2013Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2010Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 5
paper
2011Are Forecast Updates Progressive?.(2011) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 5
paper
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics.
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paper14
2009How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 14
paper
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers.
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paper
2011How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 14
article
2010Combining Non-Replicable Forecasts In: Working Papers in Economics.
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paper0
2010Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers.
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paper
2010Evaluating Combined Non-Replicable Forecasts In: Working Papers in Economics.
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paper0
2010Evaluating Combined Non-Replicable Forecast.(2010) In: Econometric Institute Research Papers.
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paper
2010Evaluating Combined Non-Replicable Forecasts.(2010) In: KIER Working Papers.
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paper
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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2011Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: Documentos de Trabajo del ICAE.
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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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2011Analyzing Fixed-event Forecast Revisions.(2011) In: Documentos de Trabajo del ICAE.
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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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2001Quantitative Models in Marketing Research.(2001) In: Cambridge Books.
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book
2002A Concise Introduction to Econometrics In: Cambridge Books.
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book9
2002A Concise Introduction to Econometrics.(2002) In: Cambridge Books.
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book
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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2000Non-Linear Time Series Models in Empirical Finance.(2000) 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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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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2008Error-correction modelling in discrete and continuous time In: Economics Letters.
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2013Data revisions and periodic properties of macroeconomic data In: Economics Letters.
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1992Testing for seasonality In: Economics Letters.
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1993A method to select between periodic cointegration and seasonal cointegration In: Economics Letters.
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1995Testing for periodic integration In: Economics Letters.
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1995Spurious deterministic seasonality In: Economics Letters.
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