Philip Hans Franses : Citation Profile


Are you Philip Hans Franses?

Erasmus Universiteit Rotterdam

31

H index

93

i10 index

4063

Citations

RESEARCH PRODUCTION:

257

Articles

331

Papers

15

Books

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 131
   Journals where Philip Hans Franses has often published
   Relations with other researchers
   Recent citing documents: 189.    Total self citations: 207 (4.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr226
   Updated: 2021-09-11    RAS profile: 2021-08-26    
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Relations with other researchers


Works with:

Kole, Erik (2)

Ooft, Gavin (2)

van den Heuvel, Wilco (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 (76)

Osborn, Denise (56)

Gil-Alana, Luis (47)

Darné, Olivier (44)

del Barrio Castro, Tomás (40)

Milas, Costas (38)

Miller, Stephen (37)

GUPTA, RANGAN (35)

Swanson, Norman (34)

Haldrup, Niels (32)

Cites to:

Engle, Robert (81)

Granger, Clive (67)

McAleer, Michael (54)

Diebold, Francis (52)

Paap, Richard (43)

Bollerslev, Tim (39)

van Dijk, Dick (32)

Hylleberg, Svend (32)

Teräsvirta, Timo (30)

Ghysels, Eric (28)

Osborn, Denise (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
Applied Economics9
Oxford Bulletin of Economics and Statistics9
Applied Financial Economics8
Computational Statistics & Data Analysis7
Journal of Forecasting7
Empirical Economics6
Journal of Business & Economic Statistics6
Applied Economics Letters5
Journal of Applied Statistics5
Statistics & Probability Letters5
Annals of Financial Economics (AFE)4
Marketing Science4
Journal of Risk and Financial Management4
Mathematics and Computers in Simulation (MATCOM)4
Econometric Reviews4
Journal of Forecasting4
Quality & Quantity: International Journal of Methodology4
De Economist4
Interfaces3
Journal of Time Series Analysis3
Marine Policy3
Studies in Nonlinear Dynamics & Econometrics3
International Journal of Research in Marketing3
Journal of Economic Surveys3
Foresight: The International Journal of Applied Forecasting3
Technological Forecasting and Social Change2
Journal of Applied Econometrics2
Journal of Financial Econometrics2
Scientometrics2
The Review of Economics and Statistics2
Journal of Banking & Finance2
Advances in Decision Sciences2
Macroeconomic Dynamics2
Applied Stochastic Models and Data Analysis2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute192
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam51
Tinbergen Institute Discussion Papers / Tinbergen Institute27
KIER Working Papers / Kyoto University, Institute of Economic Research7
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico6
Econometric Institute Archives / Erasmus University Rotterdam5
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Economics Series / Institute for Advanced Studies2
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics2
CPB Discussion Paper / CPB Netherlands Bureau for Economic Policy Analysis2

Recent works citing Philip Hans Franses (2021 and 2020)


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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2020Spatial Integration of Agricultural Commodity Markets – Methodological Problems. (2020). Hamulczuk, Mariusz. In: Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej. RePEc:ags:iafepa:311225.

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

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2020Stochastic 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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2020Predicting 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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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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2020A quantile autoregression analysis of price volatility in agricultural markets. (2020). Chavas, Jean-Paul ; Li, Jian. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:2:p:273-289.

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2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Melo-Velandia, Luis ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, ; Parraamado, Daniel ; Melovelandia, Luis Fernando. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086.

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2020GRADING JOURNALS IN ECONOMICS: THE ABCS OF THE ABDC. (2020). Lye, Jeanette ; Hirschberg, Joseph. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:876-921.

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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). Ransbotham, Sam ; Duan, Jason A ; Li, Zhuoxin. 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 ; Xu, Ming ; Ma, Shichang ; Liu, Guanchun. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711.

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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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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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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202007.

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2020Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models. (2020). Otranto, Edoardo ; Bauwens, Luc. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2020034.

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

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2020Does the law of one price hold in 82 Indonesian cities? Evidence from club convergence approach. (2020). Aginta, Harry. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00678.

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

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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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2020The Relationship between Electricity Consumption and Economic Growth: Evidence from Azerbaijan. (2020). Hajiyev, Natig Gadim-Ogli ; Seyfullayev, Lgar Zulfigar ; Ahmadov, Fariz Saleh ; Humbatova, Sugra Ingilab. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-55.

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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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2020Demand Impact for Prices Ending with “9” and “0” in Online and Offline Consumer Goods Retail Trade Channels. (2020). Garcia-Madariaga, Jesus ; Lopez-Pastor, Marcial ; Figueiredo, Jose ; Sanchez, Joaquin. In: International Review of Management and Marketing. RePEc:eco:journ3:2020-06-8.

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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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2020Hybrid modeling in the predictive analytics of energy systems and prices. (2020). Duru, Okan ; Gulay, Emrah. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304979.

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2020Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing. (2020). Choo, Wei-Chong ; Taylor, James W ; Liu, Min. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:651-659.

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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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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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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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2020Asymptotic theory for time series with changing mean and variance. (2020). Robinson, Peter M ; Giraitis, Liudas ; Dalla, Violetta. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:281-313.

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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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2020Independent vs. Coordinated Fundraising: Understanding the Role of Information. (2020). Uler, Neslihan ; Eckel, Catherine ; Guney, Begum. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301082.

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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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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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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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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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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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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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2020Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818.

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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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2020Does digitalization affect the objective and subjective wellbeing of forestry farm households? Empirical evidence in Fujian Province of China. (2020). Chang, Hung-Hao ; Hong, Yan-Zhen. In: Forest Policy and Economics. RePEc:eee:forpol:v:118:y:2020:i:c:s1389934120301295.

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2020Retailing and retailing research in the age of big data analytics. (2020). Dekimpe, Marnik G. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:37:y:2020:i:1:p:3-14.

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2020Delimiting disruption: Why Uber is disruptive, but Airbnb is not. (2020). Muller, Eitan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:37:y:2020:i:1:p:43-55.

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2020Cross-decision social effects in product adoption and defection decisions. (2020). Nitzan, Irit ; Landsman, Vardit. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:37:y:2020:i:2:p:213-235.

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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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2020Forecasting third-party mobile payments with implications for customer flow prediction. (2020). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:739-760.

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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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2021Dynamic effects of store promotions on purchase conversion: Expanding technology applications with innovative analytics. (2021). Inostroza-Quezada, Ignacio E ; Epstein, Leonardo D ; Choi, Chan S ; Goodstein, Ronald C. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:279-289.

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2020Nonlinear forecast combinations: An example using euro-area real GDP growth. (2020). Tavlas, George ; Hall, Stephen ; Gibson, Heather D. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:579-589.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

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2020Housing market shocks in italy: A GVAR approach. (2020). Parla, Fabio ; cipollini, andrea. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437.

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2021Monetary policy spillovers under intermediate exchange rate regimes. (2021). Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302989.

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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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2021LSTM Response Models for Direct Marketing Analytics: Replacing Feature Engineering with Deep Learning. (2021). de Bruyn, Arnaud ; Sarkar, Mainak. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:53:y:2021:i:c:p:80-95.

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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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2020Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556.

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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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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2020Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x.

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2020Can government stabilize the housing market? The evidence from South Korea. (2020). Ahn, Kwangwon ; Song, Yena ; Jang, Hanwool. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s037843711932271x.

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2020Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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2020Derivation of non-classical stochastic price dynamics equations. (2020). Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305859.

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2021A study on day-of-week effect of submission: Based on the data of JSFST. (2021). Liu, Tianhao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307792.

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2021Stochastic asset flow equations: Interdependence of trend and volatility. (2021). Swigon, David ; Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002570.

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2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

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2020Rounding bias in forecast uncertainty. (2020). Levenko, Natalia. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:277-291.

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2021Incorporation of deficiency data into the analysis of the dependency and interdependency among the risk factors influencing port state control inspection. (2021). Yang, Zaili ; Zhang, Fan ; Wang, Yuhong. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:206:y:2021:i:c:s0951832020307754.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2020Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691.

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2021Inflation dynamics, the role of inflation at different horizons and inflation uncertainty. (2021). Choi, Yoonseok. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:649-662.

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2020Forecasting financial time-series using data mining models: A simulation study. (2020). Bou-Hamad, Imad ; Jamali, Ibrahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191830761x.

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2021Have jobs and wages stopped rising? Productivity and structural change in advanced countries. (2021). Valentini, Enzo ; Gentili, Andrea ; Compagnucci, Fabiano ; Gallegati, Mauro. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:412-430.

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2020Studying dynamic market size-based adoption modeling & product diffusion under stochastic environment. (2020). Singh, Ompal ; Anand, Adarsh ; Singhal, Shakshi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311112.

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2021Does ICT change household decision-making power of the left-behind women? A Case from China. (2021). Lu, Haiyang ; Zheng, Xuyuan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:166:y:2021:i:c:s0040162521000366.

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

Philip Hans Franses is editor of


Journal
Statistica Neerlandica

Works by Philip Hans Franses:


YearTitleTypeCited
2018PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS In: Advances in Decision Sciences.
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2020Measurement Error in a First-order Autoregression In: Advances in Decision Sciences.
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2020Measurement Error in a First-order Autoregression.(2020) In: International Association of Decision Sciences.
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1990TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA In: Econometric Institute Archives.
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1990TESTING FOR WHITE NOISE IN TIME SERIES MODELS In: Econometric Institute Archives.
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1990SEASONALITY, OUTLIERS AND LINEARITY In: Econometric Institute Archives.
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paper0
1990SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES In: Econometric Institute Archives.
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paper68
1991Seasonality, non-stationarity and the forecasting of monthly time series.(1991) In: International Journal of Forecasting.
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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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2000Asymmetric and common absorption of shocks in nonlinear autoregressive models.(2000) In: Econometric Institute Research Papers.
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paper
2008Modeling the effectiveness of hourly direct-response radio commercials In: Working Papers.
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paper0
2008Modeling the Effectiveness of Hourly Direct-Response Radio Commercials.(2008) In: ERIM Report Series Research in Management.
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1994The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics.
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1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
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article6
1998Outlier Detection in Cointegration Analysis. In: Journal of Business & Economic Statistics.
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article28
1999Testing for Smooth Transition Nonlinearity in the Presence of Outliers. In: Journal of Business & Economic Statistics.
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article57
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers.(1996) In: Econometric Institute Research Papers.
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2005On the Econometrics of the Bass Diffusion Model In: Journal of Business & Economic Statistics.
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article23
2002The Econometrics Of The Bass Diffusion Model.(2002) In: ERIM Report Series Research in Management.
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2006Modeling Purchases as Repeated Events In: Journal of Business & Economic Statistics.
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2003Modeling purchases as repeated events.(2003) In: Econometric Institute Research Papers.
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1996 Recent Advances in Modelling Seasonality. In: Journal of Economic Surveys.
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article18
1998Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys.
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2014EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys.
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article10
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics.
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2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers.
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2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Documentos de Trabajo del ICAE.
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paper
1997VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES In: Journal of Financial Research.
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article8
1996UNIT ROOTS IN PERIODIC AUTOREGRESSIONS In: Journal of Time Series Analysis.
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article22
1998Testing for Unit Roots and Non?linear Transformations In: Journal of Time Series Analysis.
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article10
2005The Econometric Analysis of Seasonal Time Series In: Journal of Time Series Analysis.
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1992Dynamic Specification and Cointegration. In: Oxford Bulletin of Economics and Statistics.
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1992The Norwegian Consumption Function: A Comment. In: Oxford Bulletin of Economics and Statistics.
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1994Model Selection in Periodic Autoregressions. In: Oxford Bulletin of Economics and Statistics.
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1994MODEL SELECTION IN PERIODIC AUTOREGRESSIONS.(1994) In: Oxford Bulletin of Economics and Statistics.
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1999On the Role of Seasonal Intercepts in Seasonal Cointegration In: Oxford Bulletin of Economics and Statistics.
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article14
1998On the role of seasonal intercepts in seasonal cointegration.(1998) In: Econometric Institute Research Papers.
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1995On the role of seasonal intercepts in seasonal cointegration.(1995) In: Economics Series.
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2002Constructing Seasonally Adjusted Data with Time?varying Confidence Intervals In: Oxford Bulletin of Economics and Statistics.
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2001Constructing seasonally adjusted data with time-varying confidence intervals.(2001) In: Econometric Institute Research Papers.
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2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* In: Oxford Bulletin of Economics and Statistics.
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2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy.(2003) In: Econometric Institute Research Papers.
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2006Robust Inference on Average Economic Growth* In: Oxford Bulletin of Economics and Statistics.
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2001Robust inference on average economic growth.(2001) In: Econometric Institute Research Papers.
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2011Testing for Seasonal Unit Roots in Monthly Panels of Time Series In: Oxford Bulletin of Economics and Statistics.
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2009Testing for seasonal unit roots in monthly panels of time series.(2009) In: Econometric Institute Research Papers.
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1998Large data sets in finance and marketing: introduction by the special issue editor In: Statistica Neerlandica.
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2001Editorial In: Statistica Neerlandica.
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2001Estimating Transition Probabilities from a Time Series of Independent Cross Sections In: Statistica Neerlandica.
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2002Editorial In: Statistica Neerlandica.
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2002From first submission to citation: an empirical analysis In: Statistica Neerlandica.
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article0
2002From first submission to citation: an empirical analysis.(2002) In: Econometric Institute Research Papers.
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2003An Empirical Study of Cash Payments In: Statistica Neerlandica.
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article1
2002An Empirical Study of Cash Payments.(2002) In: Tinbergen Institute Discussion Papers.
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2004Fifty years since Koyck (1954)* In: Statistica Neerlandica.
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article0
2004Generalizations of the KPSS?test for stationarity In: Statistica Neerlandica.
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article69
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.
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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.
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article8
2008Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers.
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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.
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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.
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article3
2005Random-Coefficient periodic autoregression.(2005) In: Econometric Institute Research Papers.
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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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2013Testing earnings management In: Statistica Neerlandica.
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article0
2009Testing Earning Management.(2009) In: Econometric Institute Research Papers.
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2014Panel design effects on response rates and response quality In: Statistica Neerlandica.
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2007Panel design effects on response rates and response quality.(2007) In: Econometric Institute Research Papers.
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2014Editorial Statistics In: Statistica Neerlandica.
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Franses In: Instructional Stata datasets for econometrics.
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2013Common large innovations across nonlinear time series In: Studies in Nonlinear Dynamics & Econometrics.
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2002Common large innovations across nonlinear time series.(2002) In: Econometric Institute Research Papers.
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1998Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules In: Studies in Nonlinear Dynamics & Econometrics.
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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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2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics.
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paper1
2010Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers.
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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
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2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
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2011Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: Documentos de Trabajo del ICAE.
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2010Are Forecast Updates Progressive? In: Working Papers in Economics.
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2013Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2010Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers.
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2011Are Forecast Updates Progressive?.(2011) In: KIER Working Papers.
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2013Are Forecast Updates Progressive?.(2013) In: MPRA Paper.
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2013Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 5
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2010Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series.
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2011Are Forecast Updates Progressive?.(2011) In: Documentos de Trabajo del ICAE.
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2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics.
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2011How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting.
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2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers.
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2009How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series.
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2010Combining Non-Replicable Forecasts In: Working Papers in Economics.
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2010Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers.
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2010Evaluating Combined Non-Replicable Forecasts In: Working Papers in Economics.
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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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2012Evaluating Individual and Mean Non-Replicable Forecasts.(2012) In: Journal for Economic Forecasting.
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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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2002A Concise Introduction to Econometrics In: Cambridge Books.
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2014Time Series Models for Business and Economic Forecasting In: Cambridge Books.
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2000Non-Linear Time Series Models in Empirical Finance In: Cambridge Books.
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2002Inferring Transition Probabilities from Repeated Cross Sections In: Political Analysis.
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2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
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