Philip Hans Franses : Citation Profile


Are you Philip Hans Franses?

Erasmus Universiteit Rotterdam

30

H index

84

i10 index

3811

Citations

RESEARCH PRODUCTION:

247

Articles

326

Papers

15

Books

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 127
   Journals where Philip Hans Franses has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 199 (4.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr226
   Updated: 2020-08-01    RAS profile: 2020-07-05    
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Relations with other researchers


Works with:

Kole, Erik (5)

van den Heuvel, Wilco (2)

Ooft, Gavin (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 (50)

Gil-Alana, Luis (46)

Darné, Olivier (45)

Milas, Costas (39)

Miller, Stephen (35)

GUPTA, RANGAN (34)

del Barrio Castro, Tomás (33)

Swanson, Norman (33)

Haldrup, Niels (32)

Cites to:

Engle, Robert (79)

Granger, Clive (67)

McAleer, Michael (59)

Diebold, Francis (52)

Paap, Richard (42)

Bollerslev, Tim (39)

van Dijk, Dick (32)

Hylleberg, Svend (32)

Teräsvirta, Timo (30)

Ghysels, Eric (27)

Nikolopoulos, Konstantinos (26)

Main data


Where Philip Hans Franses has published?


Journals with more than one article published# docs
International Journal of Forecasting29
Statistica Neerlandica20
Journal of Econometrics12
Economics Letters11
Journal of Applied Econometrics10
Oxford Bulletin of Economics and Statistics9
Applied Economics9
Applied Financial Economics8
Computational Statistics & Data Analysis7
Empirical Economics6
Journal of Business & Economic Statistics6
Journal of Forecasting6
Journal of Economic Surveys5
Statistics & Probability Letters5
Journal of Applied Statistics5
Mathematics and Computers in Simulation (MATCOM)4
Applied Economics Letters4
De Economist4
Journal of Forecasting4
Econometric Reviews4
Marketing Science4
Journal of Risk and Financial Management4
Quality & Quantity: International Journal of Methodology4
Interfaces3
Foresight: The International Journal of Applied Forecasting3
International Journal of Research in Marketing3
Annals of Financial Economics (AFE)3
Studies in Nonlinear Dynamics & Econometrics3
Marine Policy3
Scientometrics2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2
Advances in Decision Sciences2
Journal of Financial Econometrics2
Macroeconomic Dynamics2
Journal of Time Series Analysis2
Applied Stochastic Models and Data Analysis2
The Review of Economics and Statistics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute190
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
Economics Series / Institute for Advanced Studies2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2

Recent works citing Philip Hans Franses (2020 and 2019)


YearTitle of citing document
2020A decade of nudging: What have we learned?. (2020). Damgaard, Mette T. In: Economics Working Papers. RePEc:aah:aarhec:2020-07.

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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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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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2019Non-linear finance-growth nexus for African countries: A panel smooth transition regression approach. (2019). Jobarteh, Mustapha ; Kaya, Huseyin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:205-222.

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

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2020Subgeometrically ergodic autoregressions. (2019). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:1904.07089.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752.

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2019Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103.

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2020Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949.

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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso. (2020). Ziel, Florian ; Kley-Holsteg, Jens. In: Papers. RePEc:arx:papers:2005.04522.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

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2020Approximate Maximum Likelihood for Complex Structural Models. (2020). Frazier, David T ; Czellar, Veronika ; Renault, Eric. In: Papers. RePEc:arx:papers:2006.10245.

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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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2019Inter-charity competition under spatial differentiation: Sorting, crowding, and splillovers. (2019). Lohse, Johannes ; Kesternich, Martin ; Goeschl, Timo ; Roemer, Daniel ; Reif, Christiane ; Gallier, Carlo. In: Discussion Papers. RePEc:bir:birmec:19-08.

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2019Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung. In: Asian Economic Journal. RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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2019REGIME DEPENDENT EFFECT OF OUTPUT GROWTH ON OUTPUT GROWTH UNCERTAINTY: EVIDENCE FROM OECD COUNTRIES. (2019). Sarkar, Nityananda ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:257-282.

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2019EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODEL. (2019). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh ; Harb, Nermeen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:466-482.

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2020The hot hand in professional darts. (2020). Deutscher, Christian ; Leosbarajas, Vianey ; Langrock, Roland ; Otting, Marius. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:565-580.

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2020Coordination and Dynamic Promotion Strategies in Crowdfunding with Network Externalities. (2020). Duan, Jason A ; Li, Zhuoxin ; Ransbotham, Sam. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:4:p:1032-1049.

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2020Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China. (2020). Lee, Chien-Chiang ; Liu, Guanchun ; Xu, Ming ; Ma, Shichang. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711.

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2019Did foreign exchange holding influence growth performance during the global financial crisis?. (2019). Allegret, Jean-Pierre. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:3:p:680-710.

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2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

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2019Inference on Semiparametric Multinomial Response Models. (2019). Tamer, Elie ; Ouyang, Fu ; Khan, Shakeeb. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:980.

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2019The accuracy of asymmetric GARCH model estimation. (2019). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:cii:cepiie:2019-q1-157-11.

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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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2020Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290.

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2020Reaching New Lows? The Pandemics Consequences for Electricity Markets. (2020). Benatia, David. In: Working Papers. RePEc:crs:wpaper:2020-12.

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2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:28451.

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2020Mobile phones, digital inequality, and fertility: Longitudinal evidence from Malawi. (2020). Rotondi, Valentina ; Billari, Francesco ; Trinitapoli, Jenny. In: Demographic Research. RePEc:dem:demres:v:42:y:2020:i:37.

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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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2020Forecast performance in the ECB SPF: ability or chance?. (2020). Meyler, Aidan. In: Working Paper Series. RePEc:ecb:ecbwps:20202371.

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2019The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27.

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2020Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15.

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2019Real exchange rate misalignments in CEECs: have they hindered growth?. (2019). Regis, Paulo ; Cuestas, Juan ; Mourelle, Estefania . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2018-05.

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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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2019A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method. (2019). Wang, M G ; Chen, M Y ; Zhang, X ; Stanley, H E ; Ge, Y E. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:361:y:2019:i:c:p:499-516.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Hedge fund return higher moments over the business cycle. (2019). Racicot, François-Éric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97.

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2019Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break. (2019). Matsuki, Takashi. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:99-118.

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2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2020Bank fee-based shocks and the U.S. business cycle. (2020). Theoret, Raymond ; Calmes, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940817303595.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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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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2020Identification of business cycles and the Great Moderation in the post-war U.S. economy. (2020). Jiang, YU. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300732.

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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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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24.

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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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2019Have Swiss adult males and females stopped growing taller? Evidence from the population-based nutrition survey menuCH, 2014/2015. (2019). Floris, Joël ; Staub, Kaspar ; Faeh, David ; Rohrmann, Sabine ; Bender, Nicole ; Bochud, Murielle ; Matthes, Katarina L ; Koepke, Nikola ; Vinci, Linda. In: Economics & Human Biology. RePEc:eee:ehbiol:v:33:y:2019:i:c:p:201-210.

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2019Inequality in body mass indices across countries: Evidence from convergence tests. (2019). Duncan, Roberto ; Toledo, Patricia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:33:y:2019:i:c:p:40-57.

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2019Socioeconomic differences in the associations between diabetes and hospital admission and mortality among older adults in Europe. (2019). Cantarero, David ; Cantarero-Prieto, David ; Rodriguez-Sanchez, Beatriz. In: Economics & Human Biology. RePEc:eee:ehbiol:v:33:y:2019:i:c:p:89-100.

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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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2019Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379.

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2019Licensing to a competitor and strategic royalty choice in a dynamic duopoly. (2019). Wu, Cheng-Han. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:840-853.

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2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2019Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis. (2019). JAWADI, Fredj ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:12-19.

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2019A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000). (2019). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:78-84.

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2019Calculating the damage of a cartel subject to transition periods: The international uranium cartel in the 1970s. (2019). Söderberg, Magnus ; Soderberg, Magnus ; Sandberg, Rickard ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302683.

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2019El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841.

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2019Global liquidity, money growth and UK inflation. (2019). Milas, Costas ; Ellington, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:67-74.

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2019The effect of social networks structure on innovation performance: A review and directions for research. (2019). Peres, Renana ; Muller, Eitan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:1:p:3-19.

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2019Advertising spending patterns and competitor impact. (2019). Nijs, Vincent R ; Gijsenberg, Maarten J. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:2:p:232-250.

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2019Making a first impression as a start-up: Strategies to overcome low initial trust perceptions in digital innovation adoption. (2019). Kuharev, Victoria ; Kuester, Sabine ; Schuhmacher, Monika C ; Konya-Baumbach, Elisa. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:3:p:385-399.

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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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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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2019Automatic selection of unobserved components models for supply chain forecasting. (2019). Villegas, Marco A ; Pedregal, Diego J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:157-169.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

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2019The inventory performance of forecasting methods: Evidence from the M3 competition data. (2019). Petropoulos, Fotios ; Disney, Stephen M ; Wang, Xun. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:251-265.

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2019Forecasting the exchange rate using nonlinear Taylor rule based models. (2019). Stamatogiannis, Michalis P ; Morley, Bruce ; Wang, Rudan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:429-442.

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2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2019Motivations to donate: Exploring the role of religiousness in charitable donations. (2019). Bartikowski, Boris ; Yaccob, Aqilah ; Jamal, Ahmad ; Slater, Stephanie. In: Journal of Business Research. RePEc:eee:jbrese:v:103:y:2019:i:c:p:319-327.

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2019The dark side of board network centrality: Evidence from merger performance. (2019). Wu, Qun ; Li, Haoyu ; Tao, Qizhi ; Zhu, Yingjun ; Zhang, Ting. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:215-232.

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2019Choosing your charity: The importance of value congruence in two-stage donation choices. (2019). Prins, Remco ; van Herk, Hester ; van Dijk, Mathilde. In: Journal of Business Research. RePEc:eee:jbrese:v:105:y:2019:i:c:p:283-292.

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2019The implications of heterogeneous habit in consumer beverage purchases on soda and sin taxes. (2019). Li, Wenying ; Dorfman, Jeffrey H. In: Food Policy. RePEc:eee:jfpoli:v:84:y:2019:i:c:p:111-120.

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2019Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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2019Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures. (2019). Chen, Chun-Da ; Chiang, Shu-Mei ; Huang, Chien-Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:37-48.

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2020Money illusion, financial literacy and numeracy: Experimental evidence. (2020). Vergnaud, Jean-Christophe ; Guille, Marianne ; Shimizu, Mariko ; Darriet, Elisa. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:76:y:2020:i:c:s0167487019300352.

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2019Visualization of complex dynamic datasets by means of mathematical optimization. (2019). Morales, Dolores Romero ; Guerrero, Vanesa ; Carrizosa, Emilio. In: Omega. RePEc:eee:jomega:v:86:y:2019:i:c:p:125-136.

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2019Integrating human judgement into quantitative forecasting methods: A review. (2019). Siemsen, Enno ; Reisi, Mohsen ; Fahimnia, Behnam ; Arvan, Meysam . In: Omega. RePEc:eee:jomega:v:86:y:2019:i:c:p:237-252.

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2019Judgmental forecast adjustments over different time horizons. (2019). Vereecke, Ann ; de Baets, Shari ; van den Broeke, Maud ; Vanderheyden, Karlien ; Baecke, Philippe. In: Omega. RePEc:eee:jomega:v:87:y:2019:i:c:p:34-45.

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2019Experiential quality, experiential psychological states and experiential outcomes in an unmanned convenience store. (2019). Cheng, Ching-Chan ; Ai, Chi-Han ; Wu, Hung-Che. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:51:y:2019:i:c:p:409-420.

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2020Impact of sales Promotions benefits on perceived value: Does product category moderate the results?. (2020). Verma, Priyanka ; Sinha, Somesh Kumar. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:52:y:2020:i:c:s0969698917307567.

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2019The causal relationship among electricity consumption, economic growth and capital stock in Iran. (2019). Fatemi Ghomi, S. M. T., ; Salmanzadeh-Meydani, N. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1230-1256.

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2019Forecasting prices of selected metals with Bayesian data-rich models. (2019). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306713.

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2020Precious metal abundance and economic growth: Evidence from top precious metal producer countries. (2020). Gokmenoglu, Seyit M ; Bildirici, Melike E. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307135.

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2019A new method to compare the spectral densities of two independent periodically correlated time series. (2019). Roohi, Reza ; Heydari, Mohammad Hossein ; Mahmoudi, Mohammad Reza. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:160:y:2019:i:c:p:103-110.

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2019Chaotic dynamics of a piecewise linear model of credit cycles. (2019). Yokoo, Masanori ; Asano, Takao. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:9-21.

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2019Econometric model of non-performing loans determinants. (2019). Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago ; Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488.

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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.
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article0
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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paper66
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: 66
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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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.
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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]
article127
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]
article26
1999Testing for Smooth Transition Nonlinearity in the Presence of Outliers. In: Journal of Business & Economic Statistics.
[Citation analysis]
article52
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers.(1996) In: Econometric Institute Research Papers.
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paper
2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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article20
2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
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paper
2006Modeling Purchases as Repeated Events In: Journal of Business & Economic Statistics.
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article10
2003Modeling purchases as repeated events.(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 10
paper
1996 Recent Advances in Modelling Seasonality. In: Journal of Economic Surveys.
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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.
[Full Text][Citation analysis]
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]
This paper has another version. Agregated cites: 9
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]
article19
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]
article43
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
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.
[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.
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paper
1998Large data sets in finance and marketing: introduction by the special issue editor In: Statistica Neerlandica.
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2001Editorial In: Statistica Neerlandica.
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2001Estimating Transition Probabilities from a Time Series of Independent Cross Sections In: Statistica Neerlandica.
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2002Editorial In: Statistica Neerlandica.
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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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article65
2006Editorial introduction In: Statistica Neerlandica.
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article0
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.
[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.
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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
2010Editorial statistics In: Statistica Neerlandica.
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article0
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.
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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.
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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.
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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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article8
2000Seasonal Adjustment and the Business Cycle in Unemployment In: Studies in Nonlinear Dynamics & Econometrics.
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article4
1999Seasonal adjustment and the business cycle in unemployment.(1999) In: Econometric Institute Research Papers.
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paper
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics.
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paper1
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: 1
paper
2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2010Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
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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2011Are Forecast Updates Progressive?.(2011) In: KIER Working Papers.
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2010Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers.
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2013Are Forecast Updates Progressive?.(2013) In: MPRA Paper.
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paper
2010Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series.
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paper
2011Are Forecast Updates Progressive?.(2011) In: Documentos de Trabajo del ICAE.
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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
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
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics.
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2011How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 14
article
2009How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
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paper
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers.
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paper
2010Combining Non-Replicable Forecasts In: Working Papers in Economics.
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2010Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers.
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2010Evaluating Combined Non-Replicable Forecasts In: Working Papers in Economics.
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2010Evaluating Combined Non-Replicable Forecast.(2010) In: Econometric Institute Research Papers.
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2010Evaluating Combined Non-Replicable Forecasts.(2010) In: KIER Working Papers.
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2010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? In: Working Papers in Economics.
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paper66
2011Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics.
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paper1
2011Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers.
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paper
2011Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: Documentos de Trabajo del ICAE.
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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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article
2011Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers.
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2013Analyzing Fixed-event Forecast Revisions.(2013) In: Documentos de Trabajo del ICAE.
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paper
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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2011Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers.
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paper
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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paper0
2007On the optimality of expert-adjusted forecasts In: CPB Discussion Paper.
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paper2
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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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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book
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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book
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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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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article1
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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paper16
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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This paper has another version. Agregated cites: 16
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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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