Philip Hans Franses : Citation Profile


Are you Philip Hans Franses?

Erasmus Universiteit Rotterdam

34

H index

101

i10 index

4738

Citations

RESEARCH PRODUCTION:

266

Articles

327

Papers

15

Books

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1990 - 2022). See details.
   Cites by year: 148
   Journals where Philip Hans Franses has often published
   Relations with other researchers
   Recent citing documents: 277.    Total self citations: 228 (4.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr226
   Updated: 2023-01-28    RAS profile: 2022-08-15    
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Relations with other researchers


Works with:

Martinez, Andrew (2)

Thomakos, Dimitrios (2)

Shang, Han Lin (2)

Grossi, Luigi (2)

Ooft, Gavin (2)

Reade, J (2)

van den Heuvel, Wilco (2)

Hendry, David (2)

Paccagnini, Alessia (2)

Kole, Erik (2)

Guidolin, Massimo (2)

Fiszeder, Piotr (2)

Castle, Jennifer (2)

Rubaszek, Michał (2)

Clements, Michael (2)

van Dijk, Dick (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 (113)

Osborn, Denise (62)

Chang, Chia-Lin (61)

Gil-Alana, Luis (57)

del Barrio Castro, Tomás (56)

Darné, Olivier (47)

GUPTA, RANGAN (44)

Milas, Costas (42)

Miller, Stephen (39)

Swanson, Norman (37)

Balcilar, Mehmet (36)

Cites to:

Engle, Robert (88)

Granger, Clive (76)

McAleer, Michael (59)

Diebold, Francis (54)

Paap, Richard (51)

Bollerslev, Tim (44)

van Dijk, Dick (37)

Hylleberg, Svend (34)

Osborn, Denise (32)

Perron, Pierre (32)

Teräsvirta, Timo (32)

Main data


Where Philip Hans Franses has published?


Journals with more than one article published# docs
International Journal of Forecasting30
Statistica Neerlandica20
Journal of Econometrics12
Economics Letters11
Journal of Applied Econometrics10
Applied Economics10
Journal of Forecasting9
Oxford Bulletin of Economics and Statistics9
Applied Financial Economics8
Computational Statistics & Data Analysis7
Applied Economics Letters7
Empirical Economics6
Journal of Business & Economic Statistics6
Journal of Applied Statistics5
Statistics & Probability Letters5
Quality & Quantity: International Journal of Methodology5
JRFM4
Annals of Financial Economics (AFE)4
Mathematics and Computers in Simulation (MATCOM)4
Econometric Reviews4
Journal of Forecasting4
Marketing Science4
De Economist4
Journal of Economic Surveys4
Interfaces3
Studies in Nonlinear Dynamics & Econometrics3
Marine Policy3
Journal of Time Series Analysis3
Foresight: The International Journal of Applied Forecasting3
International Journal of Research in Marketing3
Technological Forecasting and Social Change2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Applied Stochastic Models and Data Analysis2
Journal of Applied Econometrics2
Econometrics2
Macroeconomic Dynamics2
Scientometrics2
Advances in Decision Sciences2
Journal of Banking & Finance2
The Journal of Financial Econometrics2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute193
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
Econometric Institute Archives / Erasmus University Rotterdam5
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
Economics Series / Institute for Advanced Studies2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
CPB Discussion Paper / CPB Netherlands Bureau for Economic Policy Analysis2
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing Philip Hans Franses (2022 and 2021)


YearTitle of citing document
2022Long-term Financing: Exploring the Recent Advances in the Brazilian Bond Market. (2022). Bortoluzzo, Adriana Bruscato ; Lazzarini, Sergio Giovanetti ; da Aparecida, Lucas Boareto. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:2:1500.

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2021Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2021Price Forecasting Accuracy of the OECD-FAOs Agricultural Outlook and the European Commission DG AGRIs Medium-Term Agricultural Outlook Report. (2021). Fronk, Pavel ; Pokorn, Jii. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:320298.

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2021The Risk of Algorithm Transparency: How Algorithm Complexity Drives the Effects on Use of Advice. (2021). Thonemann, Ulrich W ; Fugener, Andreas ; Lehmann, Cedric A ; Haubitz, Christiane B. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:078.

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2021Comparison of News Impacts on Sectoral Stock Returns during the COVID-19 Pandemic in Turkey. (2021). Tetik, Metin. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:35-46.

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2021Metodyka planowania potrzeb finansowych z wykorzystaniem prognozowania danych retrospektywnych w aspekcie bezpiecze?stwa ekonomicznego. (2021). Jdryka, Mateusz Andrzej ; Stopka, Artur ; Mizura, Grzegorz ; Kozicki, Bartosz. In: Nowoczesne Systemy Zarz?dzania. Modern Management Systems. RePEc:aou:nszioz:y:2021:i:4:p:95-108.

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2021Targeting Customers under Response-Dependent Costs. (2020). Lessmann, Stefan ; Haupt, Johannes. In: Papers. RePEc:arx:papers:2003.06271.

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2022Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2021Extracting Complements and Substitutes from Sales Data: A Network Perspective. (2021). Lambiotte, Renaud ; Wallis, Alisdiar ; Lautz, Sebastian ; Tian, YU. In: Papers. RePEc:arx:papers:2103.02042.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2021Stock Market Analysis with Text Data: A Review. (2021). Liu, Wei ; Prasad, Mukesh ; Chivukula, Aneesh ; Fataliyev, Kamaladdin. In: Papers. RePEc:arx:papers:2106.12985.

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2021Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983.

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2021Price Stability of Cryptocurrencies as a Medium of Exchange. (2021). Ueda, Kenichi ; Onishi, Toranosuke ; Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2111.08390.

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2021Forecasting Crude Oil Price Using Event Extraction. (2021). Huang, Xiaohong ; Liu, Jiangwei. In: Papers. RePEc:arx:papers:2111.09111.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Nonparametric Value-at-Risk via Sieve Estimation. (2022). Ratz, Philipp. In: Papers. RePEc:arx:papers:2205.07101.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Model diagnostics of discrete data regression: a unifying framework using functional residuals. (2022). Liu, Dungang ; Lin, Zewei. In: Papers. RePEc:arx:papers:2207.04299.

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2022Predicting 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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2022Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots. (2022). Iosifidis, Alexandros ; Kanniainen, Juho ; Tzagkarakis, George ; Magris, Martin ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2210.14605.

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2022Type 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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2022Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02.

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2021When does the Central Bank intervene the foreign exchange market? Estimating a time?varying threshold intervention function. (2021). Hansen, Erwin ; Morales, Marco. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:688-698.

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2022A Review of Seasonal Adjustment Diagnostics. (2022). McElroy, Tucker. In: International Statistical Review. RePEc:bla:istatr:v:90:y:2022:i:2:p:259-284.

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2021Parsimonious time series modeling for high frequency climate data. (2021). Meerschaert, Mark M ; Sabzikar, Farzad ; Anderson, Paul L. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:442-470.

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2022Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29.

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2022On cointegration for processes integrated at different frequencies. (2022). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435.

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2022Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379.

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2021Aggregation Bias in Estimating Log?Log Demand Function. (2021). Yuan, Hongsong ; Yang, Chaolin ; Wang, Zizhuo ; Zhang, Yaowu. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:11:p:3906-3922.

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2022Competing on freemium: Digital competition with network effects. (2022). Boudreau, Kevin ; Miric, Milan. In: Strategic Management Journal. RePEc:bla:stratm:v:43:y:2022:i:7:p:1374-1401.

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2021Testing the asymmetric effects of exchange rate pass?through in BRICS countries: Does the state of the economy matter?. (2021). Wohar, Mark ; USMAN, OJONUGWA ; Roubaud, David ; Balcilar, Mehmet. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:188-233.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4.

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2021Functional data analysis for brazilian term structure of interest rate. (2021). Raad, Rodrigo ; Vaz, Lucelia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td638.

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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2021Price Stability of Cryptocurrencies as a Medium of Exchange. (2021). Kikuchi, Tatsuru ; Ueda, Kenichi ; Onishi, Toranosuke. In: CARF F-Series. RePEc:cfi:fseres:cf526.

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2021Poverty Suburbanization, Job Accessibility, and Employment Outcomes. (2021). Delmelle, Elizabeth ; Adu, Providence ; Nilsson, Isabelle. In: Social Inclusion. RePEc:cog:socinc:v:9:y:2021:i:2:p:166-178.

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2021Inequality beyond GDP: a long view. (2021). Prados de la Escosura, Leandro. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:32049.

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2021Price diffusion across international private commercial real estate markets. (2021). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Working Papers. RePEc:dnb:dnbwpp:732.

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2021Urbanization, Governance and Informal Economy: an African Tale. (2021). Ndoya, Hermann ; Dongmo, Aristophane Djeufack. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00876.

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2021Foreign demand for euro banknotes JEL Classification: E41, E47, E49, E59, F24. (2021). Delmas, Martial ; Politronacci, Emmanuelle ; Bartzsch, Nikolaus ; Rusu, Codruta ; Zamora-Perez, Alejandro ; Lalouette, Laure ; Naksi, Martti ; Brandi, Marco ; Rua, Antonio. In: Occasional Paper Series. RePEc:ecb:ecbops:2021253.

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2021Indonesia’s Bank Response of Interest Rates to the Prices of World Crude Oil and Foreign Rates of Interest. (2021). Sinambela, Elizar ; Hani, Syafrida. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-65.

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2021Fiscal and monetary policy rules in Brazil: empirical evidence of monetary and fiscal dominance. (2021). Sachsida, Adolfo ; Mendona, Mario Jorge ; Belchior, Tito. In: Revista CEPAL. RePEc:ecr:col070:47818.

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2021Visitor arrivals forecasts amid COVID-19: A perspective from the Europe team. (2021). Blake, Adam ; Giannoni, Sauveur ; Ramos, Vicente ; Vici, Laura ; Liu, Anyu. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s016073832100044x.

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2022Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398.

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2022Multi-step-ahead solar irradiance modeling employing multi-frequency deep learning models and climatic data. (2022). Zhang, Yongqiang ; Behfar, Nazanin ; Sharghi, Elnaz ; Nourani, Vahid. In: Applied Energy. RePEc:eee:appene:v:315:y:2022:i:c:s0306261922004627.

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2021Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?. (2021). Rude, James ; Qiu, Feng ; An, Henry. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001413.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2021Asymmetric effects of monetary policy and output shocks on the real estate market in China. (2021). Pan, Fanghui ; Zhang, Xiaoyu. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001899.

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2021Price convergence: Representation and testing. (2021). Garcia-Hiernaux, Alfredo ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002303.

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2022On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

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2022Unit roots in lower-bounded series with outliers. (2022). Alanya-Beltran, Willy. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002279.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2022Donations to renewable energy projects: The role of social norms and donor anonymity. (2022). Masson, Torsten ; Fritsche, Immo ; Chokrai, Parissa ; Carrus, Giuseppe ; Klockner, Christian A ; Vesely, Stepan ; Udall, Alina M ; Tiberio, Lorenza ; Panno, Angelo. In: Ecological Economics. RePEc:eee:ecolec:v:193:y:2022:i:c:s0921800921003360.

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2022Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000623.

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2021The implied arbitrage mechanism in financial markets. (2021). Liu, Qingfu ; Chng, Michael T ; Chen, Shiyi. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:468-483.

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2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2022Testing the existence of moments for GARCH processes. (2022). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:47-64.

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2021Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

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2021Retail sales forecasting with meta-learning. (2021). Fildes, Robert ; Ma, Shaohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:111-128.

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2021Retail shelf space planning problems: A comprehensive review and classification framework. (2021). Hubner, Alexander ; Bianchi-Aguiar, Teresa ; Oliveira, Jose Fernando ; Carravilla, Maria Antonia. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:1-16.

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2021Superforecasting reality check: Evidence from a small pool of experts and expedited identification. (2021). Thomakos, Dimitrios D ; Katsagounos, Ilias ; Nikolopoulos, Konstantinos ; Litsiou, Konstantia. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:107-117.

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2021Robust low-rank multiple kernel learning with compound regularization. (2021). Xiong, Ren ; Dong, Yao ; Tao, Changqi ; Jiang, HE. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:634-647.

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2022Targeting customers under response-dependent costs. (2022). Lessmann, Stefan ; Haupt, Johannes. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:369-379.

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2022Exact optimization and decomposition approaches for shelf space allocation. (2022). Begen, Mehmet A ; Gencosman, Burcu Caglar. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:432-447.

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2022Assortment optimization in omni-channel retailing. (2022). Hubner, Alexander ; Hense, Jonas. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:124-140.

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2022Forecast with forecasts: Diversity matters. (2022). Li, Feng ; Petropoulos, Fotios ; Cao, Wei ; Kang, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:180-190.

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2022Evaluating human behaviour in response to AI recommendations for judgemental forecasting. (2022). Imdahl, Christina ; Hoberg, Kai ; Khosrowabadi, Naghmeh. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1151-1167.

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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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2021Dynamic linkage between the Chinese and global stock markets: A normal mixture approach. (2021). Matousek, Roman ; Xu, Yang ; Han, Liyan ; Wan, LI. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601411830298x.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2021Fundamental pricing laws and long memory effects in the day-ahead power market. (2021). Biskas, Pandelis N ; Thomaidis, Nikolaos S. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100116x.

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2021Does ICT change the relationship between total factor productivity and CO2 emissions? Evidence based on a nonlinear model. (2021). Managi, Shunsuke ; BEN LAHOUEL, Béchir ; ben Zaied, Younes ; Taleb, Lotfi. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003030.

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2021Effects of trade openness on renewable energy consumption in OECD countries: New insights from panel smooth transition regression modelling. (2021). Lee, Chien-Chiang ; Zhou, Dequn ; Zhang, Shichang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005065.

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2022Forecasting natural gas consumption using Bagging and modified regularization techniques. (2022). de Menezes, Lilian M ; Cyrino, Fernando Luiz ; Meira, Erick. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006034.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2021Convergence in road transport CO2 emissions in Europe. (2021). Rodriguez-Lopez, Jesus ; Gonzalez, Rosa Marina ; Marrero, Gustavo A. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002280.

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2021Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks. (2021). Pan, Lei ; Matsuki, Takashi. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002322.

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2022Escape underway: Malthusian pressures in late imperial Moscow. (2022). Kufenko, Vadim ; Khaustova, Ekaterina ; Geloso, Vincent. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s0014498322000316.

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2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

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2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322.

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2021How donors regulatory focus changes the effectiveness of a sadness-evoking charity appeal. (2021). Park, Hyun Young ; Choi, Jungsil. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:38:y:2021:i:3:p:749-769.

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2022How rich is too rich? Visual design elements in digital marketing communications. (2022). Faure, Corinne ; Mai, Robert ; Bashirzadeh, Yashar. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:39:y:2022:i:1:p:58-76.

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2021Convergent validity of several indicators measuring disruptiveness with milestone assignments to physics papers by experts. (2021). Tekles, Alexander ; Bornmann, Lutz. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:3:s1751157721000304.

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2021Forecasting annual inflation in Suriname. (2021). Franses, Philip Hans ; Bhaghoe, Sailesh ; Ooft, Gavin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000767.

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2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

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2021Forecasting week-to-week television ratings using reduced-form and structural dynamic models. (2021). Po, Hing ; Fai, Geoffrey Kwok ; Shi, Yang ; Song, Lianlian. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:302-321.

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2021Stability in the inefficient use of forecasting systems: A case study in a supply chain company. (2021). Goodwin, Paul ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1031-1046.

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2021Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2022Classification-based model selection in retail demand forecasting. (2022). Pesch, Robert ; Langrock, Roland ; Jahnke, Hermann ; Ulrich, Matthias ; Senge, Robin. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:209-223.

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2022The recurrence of financial distress: A survival analysis. (2022). Xu, Jiawei ; Li, Zhiyong ; Fu, Lijun ; Zhou, Fanyin. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1100-1115.

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2022Anticipating special events in Emergency Department forecasting. (2022). Ziel, Florian ; Rostami-Tabar, Bahman. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1197-1213.

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2021Trade deficits and trade conflict: The United States and Japan. (2021). Wickes, Ron. In: Japan and the World Economy. RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000451.

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2022How new Fed corporate bond programs cushioned the Covid-19 recession. (2022). Duca, John ; Bordo, Michael D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000139.

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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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article0
2020Measurement Error in a First-order Autoregression In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article0
1990TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA In: Econometric Institute Archives.
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paper25
1990TESTING FOR WHITE NOISE IN TIME SERIES MODELS In: Econometric Institute Archives.
[Full Text][Citation analysis]
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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paper74
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: 74
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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paper16
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: 16
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: 16
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.
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This paper has another version. Agregated cites: 0
paper
2022Forecasting: theory and practice In: Papers.
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paper10
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 10
article
1994The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics.
[Citation analysis]
article134
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
1998Outlier Detection in Cointegration Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article30
1999Testing for Smooth Transition Nonlinearity in the Presence of Outliers. In: Journal of Business & Economic Statistics.
[Citation analysis]
article62
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers.(1996) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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article24
2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2006Modeling Purchases as Repeated Events In: Journal of Business & Economic Statistics.
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article12
2003Modeling purchases as repeated events.(2003) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
1996 Recent Advances in Modelling Seasonality. In: Journal of Economic Surveys.
[Citation analysis]
article24
1998Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys.
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article21
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]
article11
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
1997VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES In: Journal of Financial Research.
[Full Text][Citation analysis]
article8
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article49
1998Testing for Unit Roots and Non?linear Transformations In: Journal of Time Series Analysis.
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article12
2005The Econometric Analysis of Seasonal Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article46
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]
article17
1994MODEL SELECTION IN PERIODIC AUTOREGRESSIONS.(1994) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 17
article
1999On the Role of Seasonal Intercepts in Seasonal Cointegration In: Oxford Bulletin of Economics and Statistics.
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article20
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: 20
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: 20
paper
2002Constructing Seasonally Adjusted Data with Time?varying Confidence Intervals In: Oxford Bulletin of Economics and Statistics.
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article4
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: 4
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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article33
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: 33
paper
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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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]
article5
2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 5
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
2001Estimating Transition Probabilities from a Time Series of Independent Cross Sections In: Statistica Neerlandica.
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article4
2002Editorial In: Statistica Neerlandica.
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article0
2002From first submission to citation: an empirical analysis In: Statistica Neerlandica.
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article1
2002From first submission to citation: an empirical analysis.(2002) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 1
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.
[Full Text][Citation analysis]
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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article75
2006Editorial introduction In: Statistica Neerlandica.
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article0
2006On modeling panels of time series* In: Statistica Neerlandica.
[Full Text][Citation analysis]
article1
2002On modeling panels of time series.(2002) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Editorial statistics In: Statistica Neerlandica.
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article0
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]
article7
2008Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010On the number of categories in an ordered regression model In: Statistica Neerlandica.
[Full Text][Citation analysis]
article7
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: 7
paper
2010Editorial statistics In: Statistica Neerlandica.
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article0
2011Random?coefficient periodic autoregressions In: Statistica Neerlandica.
[Full Text][Citation analysis]
article4
2005Random-Coefficient periodic autoregression.(2005) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
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
2014Editorial Statistics In: Statistica Neerlandica.
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article0
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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article15
2000Seasonal Adjustment and the Business Cycle in Unemployment In: Studies in Nonlinear Dynamics & Econometrics.
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article5
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: 5
paper
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics.
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paper3
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: 3
paper
2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Are Forecast Updates Progressive? In: Working Papers in Economics.
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paper4
2013Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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This paper has another version. Agregated cites: 4
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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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: 4
paper
2010Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 4
paper
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics.
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paper14
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
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2009How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
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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This paper has another version. Agregated cites: 0
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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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paper53
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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2001Quantitative Models in Marketing Research.(2001) 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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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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book0
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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article3
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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article3
1995The effects of seasonally adjusting a periodic autoregressive process In: Computational Statistics & Data Analysis.
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article4
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