SSRN logo
Public User
Advanced Search

Philip Hans Franses

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

  • Erasmus University Rotterdam (EUR) - Department of Econometrics

    • Email
    • Tel: +31 10 408 1278
    • Fax: +31 10 408 9162
SCHOLARLY PAPERS

100

DOWNLOADS
Rank 937

SSRN RANKINGS

Top 937

in Total Papers Downloads

21,975

CITATIONS
Rank 4,260

SSRN RANKINGS

Top 4,260

in Total Papers Citations

126

Scholarly Papers (100)

Actions:
Email selected abstracts
1.

Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data

ERIM Report Series Reference No. ERS-2004-028-MKT
Number of pages: 22 Posted: 26 Aug 2006
Philip Hans Franses and Marco Vriens
Erasmus University Rotterdam (EUR) - Department of Econometrics and Microsoft Corporation
Downloads 1,989 (5,105)

Abstract:

advertising, awareness, consideration, choice

2.

Modeling Dynamic Effects of the Marketing Mix on Market Shares

ERIM Report Series Reference No. ERS-2003-044-MKT
Number of pages: 32 Posted: 26 Aug 2006
D. Fok, Richard Paap and Philip Hans Franses
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,602 (8,046)

Abstract:

market shares, marketing mix, long-term effects, hierarchical bayes

3.

Evaluating Direct Marketing Campaigns: Recent Findings and Future Research Topics

ERIM Report Series Reference No. ERS-2002-26-MKT
Number of pages: 46 Posted: 20 Feb 2003
Jedid-Jah Jonker, Philip Hans Franses and Nanda Piersma
Social and Cultural Planning Office, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Amsterdam - Academy for Economic Studies
Downloads 1,187 (11,691)

Abstract:

direct marketing, evaluation, quantitative models, target selection

4.

Confidence Intervals for Cronbach's Coefficient Alpha Values

ERIM Report Series Reference No. ERS-2003-041-MKT
Number of pages: 47 Posted: 26 Aug 2006
Alex J. Koning and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,051 (13,914)

Abstract:

Cronbach's alpha, test reliability, confidence intervals

5.

Integrating Closed-Loop Supply Chains and Spare Parts Management at Ibm

ERIM Report Series Reference No. ERS-2002-107-LIS
Number of pages: 19 Posted: 18 Jan 2003
Moritz Fleischmann, J.A.E.E. van Nunen and Philip Hans Franses
University of Mannheim, Business School, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 974 (17,645)
Citation 8

Abstract:

supply chain management, product recovery, reverse logistics, service management, inventory management

6.

The Impact of Brand and Category Characteristics on Consumer Stock-Out Reactions

ERIM Report Series Reference No. ERS-2002-106-MKT
Number of pages: 46 Posted: 18 Jan 2003
Laurens Sloot, Peter C. Verhoef and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus Food Management Institute, University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 874 (20,775)

Abstract:

brand management, retailing, fast moving consumer goods, consumers, marketing-models

7.

How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan

Number of pages: 18 Posted: 07 Jul 2009
Chia-Lin Chang, Philip Hans Franses and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 834 (21,954)

Abstract:

8.

Econometric Analysis of the Market Share Attraction Model

ERIM Report Series Reference No. ERS-2001-25-MKT
Number of pages: 35 Posted: 26 Aug 2006
D. Fok, Philip Hans Franses and Richard Paap
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 774 (19,227)
Citation 3

Abstract:

Market share attraction model, model selection, estimation, diagnostics, forecasting

9.

The Econometrics of the Bass Diffusion Model

ERIM Report Series Reference No. ERS-2002-66-MKT
Number of pages: 42 Posted: 17 Feb 2003
H. Peter Boswijk and Philip Hans Franses
University of Amsterdam - Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 514 (43,060)
Citation 7

Abstract:

Bass diffusion model, representation, estimation

10.

Deriving Dynamic Marketing Effectiveness from Econometric Time Series Models

ERIM Report Series Reference No. ERS-2003-079-MKT
Number of pages: 44 Posted: 29 Jan 2004
Csilla Horvath and Philip Hans Franses
Radboud University Nijmegen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 451 (49,513)
Citation 1

Abstract:

dynamic effects, marketing mix, econometric time series models

11.

Changing Perceptions and Changing Behavior in Customer Relationships

ERIM Report Series Reference No. ERS-2001-31-MKT
Number of pages: 27 Posted: 26 Aug 2006
Peter C. Verhoef, Philip Hans Franses and Bas Donkers
University of Groningen - Department of Marketing & Marketing Research, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 445 (50,627)
Citation 3

Abstract:

dynamic modeling, satisfaction, customer relationships, preference updating

12.

Are Forecast Updates Progressive?

Number of pages: 23 Posted: 14 Apr 2010
Chia-Lin Chang, Philip Hans Franses and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 443 (50,773)

Abstract:

Macro-economic forecasts, econometric models, intuition, initial forecast, primary forecast, revised forecast, actual value, progressive forecast updates, forecast errors.

13.

Indirect Network Effects in New Product Growth

Downloads 411 ( 56,827)
Citation 12

Indirect Network Effects in New Product Growth

Marshall School of Business Working Paper No. MKT 01-07
Number of pages: 52 Posted: 01 Feb 2007
S. Stremersch, Gerard J. Tellis and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Southern California - Marshall School of Business, Department of Marketing and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 212 (117,692)
Citation 12

Abstract:

Indirect Network Effects, New Product Growth, Takeoff, Chicken-and-Egg

Indirect Network Effects in New Product Growth

ERIM Report Series Reference No. ERS-2007-019-MKT
Number of pages: 54 Posted: 12 Apr 2007
S. Stremersch, G.J. Tellis, Philip Hans Franses and Jeroen L.G. Binken
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR)
Downloads 199 (125,200)
Citation 12

Abstract:

Chicken-and-Egg, New Product Growth, Indirect Network Effects, Takeoff

14.

Combining Non-Replicable Forecasts

Number of pages: 32 Posted: 03 Jun 2010
Chia-Lin Chang, Philip Hans Franses and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 405 (56,827)

Abstract:

Combined forecasts, efficient estimation, generated regressors, replicable forecasts, non-replicable forecasts, expert’s intuition

15.

The Effect of Relational Constructs on Relationship Performance

ERIM Report Series Reference No. ERS-2000-08-MKT
Number of pages: 58 Posted: 20 Jan 2003
Peter C. Verhoef, Philip Hans Franses and Janny C. Hoekstra
University of Groningen - Department of Marketing & Marketing Research, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Groningen - Faculty of Economics and Business
Downloads 404 (55,183)

Abstract:

Relationship marketing, Performance, Relationship duration, Insurance industry

16.

Time-Series Models in Marketing

ERIM Report Series Reference No. ERS-2006-049-MKT
Number of pages: 35 Posted: 03 Mar 2008
M. G. Dekimpe, Philip Hans Franses, D.M. Hanssens and P. Naik
Catholic University of Leuven (KUL) - Department of Applied Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 386 (58,049)
Citation 41

Abstract:

Marketing, Persistence, State Space, Time Series

17.

Interlocking Boards and Firm Performance: Evidence from a New Panel Database

Tinbergen Institute Discussion Paper No. 07-034/2
Number of pages: 35 Posted: 05 Apr 2007
Marielle C. Non and Philip Hans Franses
University of Groningen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 365 (53,341)
Citation 6

Abstract:

interlocks, firm performance

18.

Interaction between Shelf Layout and Marketing Effectiveness and its Impact on Optimizing Shelf Arrangements

ERIM Report Series Reference No. ERS-2006-013-MKT
Number of pages: 38 Posted: 23 Dec 2006
Erjen van Nierop, D. Fok and Philip Hans Franses
Carnegie Mellon University - David A. Tepper School of Business, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 353 (64,682)
Citation 3

Abstract:

Markov Chain Monte Carlo, Hierarchical Bayes, Sales Models, Shelf Management, Simulated Annealing

19.

On the Bass Diffusion Theory, Empirical Models and Out-of-Sample Forecasting

ERIM Report Series Reference No. ERS-2003-034-MKT
Number of pages: 14 Posted: 26 Aug 2006
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 349 (69,032)

Abstract:

diffusion, forecasting

20.

Forecasting Market Shares from Models for Sales

ERIM Report Series Reference No. ERS-2000-03-MKT
Number of pages: 19 Posted: 20 Jan 2003
D. Fok and Philip Hans Franses
Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 339 (69,264)
Citation 2

Abstract:

sales models, market shares, forecasting

21.

Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice

ERIM Report Series Reference No. ERS-2001-47-MKT
Number of pages: 28 Posted: 21 Feb 2003
D. Fok, Philip Hans Franses and Richard Paap
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 326 (73,459)

Abstract:

Marketing-instrument effectiveness, structural heterogeneity, state dependence, multinomial logit, mixtures

22.

A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes

ERIM Report Series Reference No. ERS-2005-047-MKT
Number of pages: 44 Posted: 21 Oct 2005
D. Fok, Richard Paap, Csilla Horvath and Philip Hans Franses
Econometric Institute - Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics, Radboud University Nijmegen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 313 (74,226)
Citation 5

Abstract:

sales, vector autoregression, marketing mix, promotional and regular price, short and long-term effects, hierarchical bayes

23.

When Do Price Thresholds Matter in Retail Categories?

Marketing Science, Vol. 26, No. 1, pp. 83-100, January-February 2007
Number of pages: 18 Posted: 09 Mar 2004 Last Revised: 23 May 2008
Koen H. Pauwels, Shuba Srinivasan and Philip Hans Franses
Ozyegin University, Boston University - Questrom School of Business and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 298 (75,762)
Citation 2

Abstract:

kinked demand curve, smooth-transition regression models, time-series analysis, asymmetric price

24.

Sales Models for Many Items Using Attribute Data

ERIM Report Series Reference No. ERS-2002-65-MKT
Number of pages: 28 Posted: 17 Feb 2003
Erjen van Nierop, D. Fok and Philip Hans Franses
Carnegie Mellon University - David A. Tepper School of Business, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 289 (85,441)

Abstract:

sales models, attribute data, SKU level analysis, hierarchical bayes, Markov Chain Monte Carlo

25.

Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships

ERIM Report Series Reference No. ERS-2002-33-MKT
Number of pages: 40 Posted: 19 Feb 2003
David J. Dekker, David Krackhardt and Philip Hans Franses
Erasmus Research Institute of Management (ERIM), Carnegie Mellon University - David A. Tepper School of Business and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 281 (83,847)

Abstract:

relationship development, trust, dynamic cognitive social structures, network theory

26.

Bayesian Model Averaging in the Presence of Structural Breaks

Number of pages: 43 Posted: 01 Apr 2007
Francesco Ravazzolo, Dick J. C. van Dijk and Philip Hans Franses
Free University of Bolzano, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 257 (90,297)
Citation 11

Abstract:

Stock return predictability, model uncertainty, Bayesian model averaging, structural breaks, portfolio selection

27.

Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data

Downloads 255 ( 97,914)

Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data

Tinbergen Institute Discussion Paper No. 2003-079/4
Number of pages: 50 Posted: 18 Nov 2003
R.D. van Oest and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 228 (109,438)

Abstract:

Competitive structure, elasticity decomposition, market shares, share-switching, store-level scanner data

Which Brands Gain Share from Which Brands? Inference from Store-Level Scanner Data

ERIM Report Series Reference No. ERS-2003-076-MKT
Number of pages: 50 Posted: 08 Sep 2012
R.D. van Oest and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 27 (417,802)

Abstract:

market shares, competitive structure, elasticity decomposition, share-switching, store-level scanner data

28.

Modeling Potentially Time-Varying Effects of Promotions on Sales

ERIM Report Series Reference No. ERS-2001-05-MKT
Number of pages: 32 Posted: 26 Aug 2006
Philip Hans Franses, Richard Paap and Philip A. Sijthoff
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 251 (94,040)

Abstract:

ales, promotions, time-varying effects, censored regression

29.

Buying High Tech Products

ERIM Report Series Reference No. ERS-2001-27-MKT
Number of pages: 48 Posted: 26 Aug 2006
Stefan Wuyts, S. Stremersch and Philip Hans Franses
Catholic University of Leuven (KUL), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 223 (108,500)

Abstract:

technology-intensive markets, embeddedness, buying behavior, tie strength, conjoint analysis

30.

Semi-Parametric Modelling of Correlation Dynamics

Econometric Institute Report No. EI 2005-26
Number of pages: 47 Posted: 27 Sep 2005
Christian M. Hafner, Dick J. C. van Dijk and Philip Hans Franses
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE), Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 202 (119,198)
Citation 6

Abstract:

Multivariate GARCH, dynamic conditional correlation, kernel regression, minimum variance portfolio, tracking error minimization

31.

Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods

ERIM Report Series Reference No. ERS-2005-045-MKT
Number of pages: 40 Posted: 15 Dec 2005
Sabrina Bruyneel, Siegfried Dewitte, Philip Hans Franses and M. G. Dekimpe
Carnegie Mellon University - David A. Tepper School of Business, KU Leuven - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Department of Econometrics and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 176 (108,500)

Abstract:

lottery, lottery play, mood repair, gambling, weather-induced

32.

Using Selective Sampling for Binary Choice Models to Reduce Survey Costs

ERIM Report Series Reference No. ERS-2001-67-MKT
Number of pages: 31 Posted: 20 Feb 2003
Bas Donkers, Philip Hans Franses and Peter C. Verhoef
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Groningen - Department of Marketing & Marketing Research
Downloads 172 (143,440)

Abstract:

Outcome-dependent sampling, sample size, survey design, binary outcomes, logit model

33.

The Optimal Data Interval for Econometric Models of Advertising Carryover

Marketing Science, Forthcoming
Number of pages: 37 Posted: 25 May 2006
Gerard J. Tellis and Philip Hans Franses
University of Southern California - Marshall School of Business, Department of Marketing and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 168 (137,092)
Citation 3

Abstract:

Advertising carryover, Data Interval, Econometric Models

34.

Are Chinese Individuals Prone to Money Illusion?

Tinbergen Institute Discussion Paper No. 11-149/4
Number of pages: 54 Posted: 17 Oct 2011 Last Revised: 25 Mar 2014
Heleen Mees and Philip Hans Franses
Independent and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 165 (122,567)

Abstract:

Money illusion, Experimental economics, Financial behavior, Psychology of money

35.

Modeling Unobserved Consideration Sets for Household Panel Data

ERIM Report Series Reference No. ERS-2000-42-MKT
Number of pages: 49 Posted: 26 Aug 2006
Erjen van Nierop, Richard Paap, Bart J. Bronnenberg, Philip Hans Franses and Michel Wedel
Carnegie Mellon University - David A. Tepper School of Business, Erasmus University Rotterdam (EUR) - Department of Econometrics, Tilburg University, CentER, Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Maryland - Robert H. Smith School of Business, Marketing Department
Downloads 160 (146,489)

Abstract:

Consideration, choice, probit models

36.

A Joint Framework for Category Purchase and Consumption Behavior

Tinbergen Institute Working Paper No. 2002-124/4
Number of pages: 32 Posted: 08 Feb 2003
R.D. van Oest, Richard Paap and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 155 (155,340)

Abstract:

purchase incidence, brand choice, purchase quantity, consumption, utility maximization

37.

The Triggers, Timing and Speed of New Product Price Landings

Downloads 151 (160,667)

The Triggers, Timing and Speed of New Product Price Landings

ERIM Report Series Reference No. ERS-2008-044-MKT
Number of pages: 61 Posted: 08 Sep 2008
Carlos H. Mireles, D. Fok and Philip Hans Franses
University of Texas at Austin, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 79 (258,560)

Abstract:

pricing, pricing models, new products

Why, How and When Do Prices Land? Evidence from the Videogame Industry

ERIM Report Series Reference No. ERS-2008-041-MKT
Number of pages: 61 Posted: 08 Aug 2008
Carlos H. Mireles, D. Fok and Philip Hans Franses
University of Texas at Austin, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 72 (273,278)

Abstract:

pricing, pricing models, new products

38.

A New Multivariate Product Growth Model

Tinbergen Institute Discussion Paper No. 06-027/4
Number of pages: 25 Posted: 27 Mar 2006
H. Peter Boswijk, D. Fok and Philip Hans Franses
University of Amsterdam - Amsterdam School of Economics, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 147 (157,908)
Citation 1

Abstract:

Diffusion, international marketing, econometric models

39.

Broker Positions in Task-Specific Knowledge Networks

ERIM Report Series Reference No. ERS-2000-37-MKT
Number of pages: 57 Posted: 26 Aug 2006
David J. Dekker, Frans N. Stokman and Philip Hans Franses
Erasmus Research Institute of Management (ERIM), University of Groningen - Department of Social and Organizational Psychology and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 142 (160,667)

Abstract:

social networks, task-specific broker positions, role stress, account management

40.

The Impact of Mobile Telephone Use on Economic Development of Households in Uganda

Tinbergen Institute Discussion Paper No. 2011-152/4
Number of pages: 48 Posted: 02 Nov 2011
Sanne Lise Blauw and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 140 (148,040)

Abstract:

Economic development, Progress out of poverty index, mobile telephone, mobile banking, mobile search

41.

Modeling Generational Transitions from Aggregate Data

ERIM Report Series Reference No. ERS-2002-49-MKT
Number of pages: 37 Posted: 18 Feb 2003
Philip Hans Franses and S. Stremersch
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 131 (180,401)

Abstract:

technological generations, regime-switching models, diffusion modeling

42.

Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes

Tinbergen Institute Discussion Paper 14-067/III
Number of pages: 48 Posted: 24 Jul 2014
Francine Gresnigt, Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 124 (127,227)

Abstract:

Financial crashes, Hawkes process, self-exciting process, Early Warning System

43.

Reference-Based Transitions in Short-Run Price Elasticity

ERIM Report Series Reference No. ERS-2003-095-MKT
Number of pages: 49 Posted: 04 Jul 2008
Koen H. Pauwels, Philip Hans Franses and Shuba Srinivasan
Ozyegin University, Erasmus University Rotterdam (EUR) - Department of Econometrics and Boston University - Questrom School of Business
Downloads 124 (188,271)

Abstract:

kinked demand curve, smooth-transition regression models, competitive versus historical reference prices, asymmetric price thresholds, saturation versus assimilation/contrast effects, empirical generalizations

44.

An Equilibrium-Correction Model for Dynamic Network Data

ERIM Report Series Reference No. ERS-2001-39-MKT
Number of pages: 33 Posted: 26 Aug 2006
David J. Dekker, Philip Hans Franses and David Krackhardt
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Department of Econometrics and Carnegie Mellon University - David A. Tepper School of Business
Downloads 123 (180,401)
Citation 1

Abstract:

structural autocorrelation, two-stage equilibrium model, consistent accuracy, cognitive social structures, network centrality

45.

Estimated Parameters Do Not Get the "Wrong Sign" Due to Collinearity Across Included Variables

ERIM Report Series Reference No. ERS-2002-31-MKT
Number of pages: 14 Posted: 20 Feb 2003
Philip Hans Franses and Christiaan Heij
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 123 (189,453)

Abstract:

misspecification, collinearity, parameter estimation

46.

Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-Based Companies

ERIM Report Series Reference No. ERS-2012-013
Number of pages: 36 Posted: 30 Jul 2013
Bert de Groot, Sander Renes, Rene Segers and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus School of Economics, Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 113 (201,898)

Abstract:

CEO, Behavioral corporate finance, CFO, Corporate investment behavior, Managerial biases, Non-executive board members, Overconfidence

47.

How Large is Average Economic Growth?

Tinbergen Inst. Discussion Paper No. TI 02-002/4
Number of pages: 20 Posted: 29 Jan 2002
H. Peter Boswijk and Philip Hans Franses
University of Amsterdam - Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 112 (203,253)

Abstract:

Growth, Unit root, Robust testing

48.

Dynamic and Competitive Effects of Direct Mailings

ERIM Report Series Reference No. ERS-2006-050-MKT
Number of pages: 49 Posted: 23 Dec 2006
M. van Diepen, Bas Donkers and Philip Hans Franses
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 104 (198,043)
Citation 2

Abstract:

Competition, Dynamics, Direct Mailings

49.

Evaluating Real-Time Forecasts in Real-Time

Number of pages: 25 Posted: 11 Sep 2007
Francesco Ravazzolo, Philip Hans Franses and Dick J. C. van Dijk
Free University of Bolzano, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 101 (205,929)

Abstract:

Data revision, forecast evaluation, parameter uncertainty, Bayesian estimation, structural breaks

50.

Some Comments on Seasonal Adjustment

Revista de Economia del Rosario, Vol. 4, No. 1, 2001
Number of pages: 8 Posted: 06 Sep 2006
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 98 (214,391)
Citation 1

Abstract:

Seasonal adjustment, time series

51.

Effectiveness of Brokering within Account Management Organizations

ERIM Report Series Reference No. ERS-2003-078-MKT
Number of pages: 48 Posted: 29 Jan 2004
David J. Dekker, Frans N. Stokman and Philip Hans Franses
Erasmus Research Institute of Management (ERIM), University of Groningen - Department of Social and Organizational Psychology and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 98 (212,948)

Abstract:

social networks, broker theory, account management, simmelian ties, network constraint

52.

A Dynamic Utility Maximization Model for Product Category Consumption

Tinbergen Institute Working Paper No. 2002-097/4
Number of pages: 28 Posted: 26 Nov 2002
R.D. van Oest, Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 98 (221,896)

Abstract:

consumption function, inventory, utility maximization, promotion anticipation

53.

Irritation Due to Direct Mailings from Charities

ERIM Report Series Reference No. ERS-2006-029-MKT
Number of pages: 51 Posted: 23 Dec 2006
M. van Diepen, Bas Donkers and Philip Hans Franses
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 92 (215,845)
Citation 2

Abstract:

DM, Direct Mail, Irritation, Junk Mail

54.

Does Irritation Induced by Charitable Direct Mailings Reduce Donations?

ERIM Report Series Reference No. ERS-2008-036-MKT
Number of pages: 41 Posted: 02 Jul 2008
M. van Diepen, Bas Donkers and Philip Hans Franses
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 73 (268,357)

Abstract:

direct marketing, irritation, charity donations, field experiment

55.

The Launch Timing of New and Dominant Multigeneration Technologies

ERIM Report Series Reference No. ERS-2010-022-MKT
Number of pages: 71 Posted: 07 Jun 2010
Carlos H. Mireles and Philip Hans Franses
University of Texas at Austin and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 69 (262,144)

Abstract:

multi-generation diffusion models, launch timing, video-game industry

56.

Modeling Seasonality in New Product Diffusion

ERIM Report Series Reference No. ERS-2010-029-MKT
Number of pages: 44 Posted: 19 Aug 2010
Yuri Peers, D. Fok and Philip Hans Franses
Erasmus Research Institute of Management (ERIM) - Joint Research Institute of Rotterdam School of Management (RSM) and Erasmus School of Economics (ESE), EUR, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 67 (260,073)

Abstract:

new product diffusion, seasonality

57.

Do Charities Get More When They Ask More Often? Evidence from a Unique Field Experiment

ERIM Report Series Reference No. ERS-2010-015-MKT
Number of pages: 35 Posted: 17 May 2010
Bas Donkers, M. van Diepen and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 62 (254,296)

Abstract:

fundraising, competition, direct mailing, field experiment

58.

Modeling the Effectiveness of Hourly Direct-Response Radio Commercials

ERIM Report Series Reference No. ERS-2008-019-MKT
Number of pages: 53 Posted: 15 May 2008
Meltem Kiygi Calli, Marcel Weverbegh and Philip Hans Franses
University of Antwerp, University of Antwerp and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 57 (285,974)

Abstract:

advertising effectiveness, two-level model, advertising response, long-run elasticity, short-run effects, HF5837

59.

A Manager's Perspective on Combining Expert and Model-Based Forecasts

ERIM Report Series Reference No. ERS-2007-083-MKT
Number of pages: 22 Posted: 29 Jan 2008
Philip Hans Franses and Rianne Legerstee
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 54 (297,904)

Abstract:

model-based forecasts, experts forecast, combining forecasts

60.

Estimating Duration Intervals

ERIM Report Series Reference No. ERS-2003-031-MKT
Number of pages: 14 Posted: 28 Feb 2008
Philip Hans Franses and Bjorn Vroomen
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus Research Institute of Management (ERIM)
Downloads 52 (305,561)

Abstract:

advertising effects, duration interval, simulation, marketing

61.

Purschasing Complex Services on the Internet; an Analysis of Mortgage Loan Acquisitions

ERIM Report Series Reference No. ERS-2003-075-MKT
Number of pages: 31 Posted: 03 Nov 2008
Bjorn Vroomen, Bas Donkers, Peter C. Verhoef and Philip Hans Franses
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 48 (319,226)

Abstract:

online purchasing behavior, search behavior, trust, decision support system, internet

62.

Experts' Stated Behavior

ERIM Report Series Reference No. ERS-2008-001-MKT
Number of pages: 20 Posted: 29 Jan 2008
Youssef Boulaksil and Philip Hans Franses
Eindhoven University of Technology (TUE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 34 (362,878)
Citation 2

Abstract:

model forecasts, expert forecasts, decision making, stated behavior

63.

Managing Sales Forecasters

Tinbergen Institute Discussion Paper 12-131/III
Number of pages: 34 Posted: 05 Dec 2012
Bert de Bruijn and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 32 (352,701)

Abstract:

Forecast Support System, Sales forecasters, Forecast accuracy

64.

Do Experts Incorporate Statistical Model Forecasts and Should They?

Tinbergen Institute Discussion Paper 11-141/4
Number of pages: 52 Posted: 04 Oct 2011
Rianne Legerstee, Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 30 (359,443)
Citation 1

Abstract:

model forecasts, expert forecasts, forecast adjustment, Bayesian analysis, endogeneity

65.

How Informative are the Unpredictable Components of Earnings Forecasts?

Tinbergen Institute Discussion Paper 15-032/III
Number of pages: 39 Posted: 07 Mar 2015
Bert de Bruijn and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 28 (362,878)

Abstract:

Earnings Forecasts, Earnings Announcements, Financial Markets, Financial Analysts

66.

Does Disagreement Amongst Forecasters Have Predictive Value?

Tinbergen Institute Discussion Paper No. 10-088/4
Number of pages: 46 Posted: 07 Sep 2010
Rianne Legerstee and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 28 (393,345)
Citation 1

Abstract:

Model Forecasts, Expert Forecasts, Survey Forecasts, Markov Regime-Switching Models, Disagreement, Time Series

67.

Estimating Loss Functions of Experts

Tinbergen Institute Discussion Paper No. 11-177/4
Number of pages: 29 Posted: 23 Dec 2011
Philip Hans Franses, Rianne Legerstee and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 26 (346,271)

Abstract:

model forecasts, expert forecasts, loss functions, asymmetry, econometric models

68.

Constructing Seasonally Adjusted Data with Time-Varying Confidence Intervals

Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 509-526, 2002
Number of pages: 18 Posted: 10 Feb 2003
Siem Jan Koopman and Philip Hans Franses
VU University Amsterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 26 (411,295)
Citation 2

Abstract:

69.

What Drives the Quotes of Earnings Forecasters?

Tinbergen Institute Discussion Paper No. 12-067/4
Number of pages: 35 Posted: 30 Jul 2012 Last Revised: 09 Aug 2012
Bert de Bruijn and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 24 (406,567)

Abstract:

earnings forecasts, earnings announcements, financial markets, financial analysts

70.

Visualizing Attitudes Towards Service Levels

ERIM Report Series Reference No. ERS-2011-022-MKT
Number of pages: 28 Posted: 26 Oct 2011
Kar Yin Lam, Michel Van de Velden and Philip Hans Franses
affiliation not provided to SSRN, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 24 (393,345)

Abstract:

marketing, brand image, correspondence analysis, product differentiation, perceptual mapping, multiattribute models

71.

The Econometric Analysis of Seasonal Time Series

Journal of Time Series Analysis, Vol. 26, pp. 319-321, March 2005
Number of pages: 3 Posted: 18 Feb 2005
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 23 (426,095)

Abstract:

72.

To Aggregate or Not to Aggregate: Should Decisions and Models Have the Same Frequency?

ERIM Report Series Reference No. ERS-2010-046-MKT
Number of pages: 37 Posted: 16 Mar 2011
Meltem Kiygi Calli, Marcel Weverbegh and Philip Hans Franses
University of Antwerp, University of Antwerp and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 18 (420,989)

Abstract:

advertising effectiveness, advertising response, aggregation, normative and predictive validity

73.

Robust Inference on Average Economic Growth

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 3, pp. 345-370, June 2006
Number of pages: 26 Posted: 19 May 2006
H. Peter Boswijk and Philip Hans Franses
University of Amsterdam - Amsterdam School of Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 16 (462,289)

Abstract:

74.

Low-Fat, Light, and Reduced in Calories: Do These Claims Really Lead to an Increase in Consumption?

ERIM Report Series Reference No. ERS-2013-014-MKT
Number of pages: 37 Posted: 25 Sep 2013
Iris Versluis and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 14 (431,239)

Abstract:

nutrition claims, light, low-fat, food intake, consumption volume, consumption frequency, energy intake

75.

Do Experts' SKU Forecasts Improve after Feedback?

Tinbergen Institute Discussion Paper 11-135/4
Number of pages: 26 Posted: 28 Sep 2011
Rianne Legerstee and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 14 (457,222)

Abstract:

model forecasts, expert forecasts, judgmental adjustment, feedback, outcome feedback, performance feedback, cognitive process feedback, task properties feedback

76.

When Should Nintendo Launch its Wii? Insights from a Bivariate Successive Generation Model

ERIM Report Series Reference No. ERS-2006-032-MKT
Number of pages: 51 Posted: 19 Jul 2013
Philip Hans Franses and Carlos H. Mireles
Erasmus University Rotterdam (EUR) - Department of Econometrics and University of Texas at Austin
Downloads 13 (416,040)

Abstract:

Competition, Successive Generations, New Products, Video Consoles

77.

Specification Testing in Hawkes Models

Tinbergen Institute Discussion Paper 15-086/III
Number of pages: 38 Posted: 25 Jul 2015 Last Revised: 09 Sep 2015
Francine Gresnigt, Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 12 (333,886)

Abstract:

Hawkes processes, specification tests, extremal dependence, financial crashes

78.

Cointegration Analysis of Seasonal Time Series

Journal of Economic Surveys, Vol. 12, pp. 651-678, December 1998
Posted: 08 May 2006
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 9 (498,018)

Abstract:

79.

A Unifying View on Multi-Step Forecasting Using an Autoregression

Journal of Economic Surveys, Vol. 24, Issue 3, pp. 389-401, July 2010
Number of pages: 13 Posted: 14 Jun 2010
Philip Hans Franses and Rianne Legerstee
Erasmus University Rotterdam (EUR) - Department of Econometrics and affiliation not provided to SSRN
Downloads 3 (520,630)

Abstract:

80.

Testing for Seasonal Unit Roots in Monthly Panels of Time Series

Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 4, pp. 469-488, 2011
Number of pages: 20 Posted: 22 Jun 2011
Robert M. Kunst and Philip Hans Franses
University of Vienna and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1 (540,605)

Abstract:

C12, C14, C23

81.

Volatility Spillovers across User-Generated Content and Stock Market Performance

ERIM Report Series
Number of pages: 53 Posted: 02 Oct 2016
Myrthe van Dieijen, Abhishek Borah, Gerard J. Tellis and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Washington - Michael G. Foster School of Business, University of Southern California - Marshall School of Business, Department of Marketing and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 0 (369,931)

Abstract:

Comma Sepuser-Generated Content, Stock Market Performance, Volatility, Multivariate GARCH Model, Spillover Effects, Natural Language Processing

82.

Exploiting Spillovers to Forecast Crashes

Tinbergen Institute Discussion Paper 15-118/III
Number of pages: 37 Posted: 24 Oct 2015
Francine Gresnigt, Erik Kole and Philip Hans Franses
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 0 (290,682)

Abstract:

Hawkes processes, extremal dependence, Value-at-Risk, financial crashes, spillover

83.

Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments

Journal of Economic Surveys, Vol. 28, Issue 2, pp. 195-208, 2014
Number of pages: 14 Posted: 13 Mar 2014
Philip Hans Franses, Michael McAleer and Rianne Legerstee
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 0 (553,844)

Abstract:

Macroeconomic forecasts, Econometric models, Human intuition, Biased forecasts, Forecast performance, Forecast evaluation, Forecast comparison

84.

Modeling Seasonality in New Product Diffusion

Marketing Science, Vol. 31, No. 2, 2012; pp. 351-364; DOI: 10.1287/mksc.1110.0696
Posted: 24 Oct 2012
Yuri Peers, D. Fok and Philip Hans Franses
affiliation not provided to SSRN, Econometric Institute - Erasmus University Rotterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

diffusion models, seasonality, forecasting

85.

Cointegration Analysis of Seasonal Time Series

Journal of Economic Surveys, Vol. 12, Issue 5, pp. 651-678, 1998
Number of pages: 28 Posted: 13 Sep 2012
Philip Hans Franses and Michael McAleer
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 0 (553,844)

Abstract:

86.

A Simple Test for GARCH Against a Stochastic Volatility Model

Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 291-306, 2008
Posted: 17 Jun 2008
Philip Hans Franses, Marco van der Leij and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics, CeNDEF, University of Amsterdam and Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

C22, C52, GARCH, model selection, stochastic volatility

87.

Optimal Data Interval for Estimating Advertising Response

Marketing Science, Vol. 25, No. 3, May-June 2007
Posted: 15 Feb 2007
Gerard J. Tellis and Philip Hans Franses
University of Southern California - Marshall School of Business, Department of Marketing and Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

88.

A Model Selection Approach to Detect Seasonal Unit Roots

Posted: 15 Jun 2003
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

89.

Long Memory and Level Shifts: Re-Analyzing Inflation Rates

Empirical Economics, Vol. 24, No. 3, August 1999
Posted: 23 Sep 1999
Charles S. Bos, Philip Hans Franses and Marius Ooms
VU University Amsterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and VU University Amsterdam - Department of Econometrics

Abstract:

90.

Multiple Unit Roots in Periodic Autoregression

Working Paper 1996-2
Posted: 07 Jul 1998
H. Peter Boswijk, Philip Hans Franses and Niels Haldrup
University of Amsterdam - Amsterdam School of Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Aarhus University, School of Economics and Management

Abstract:

91.

Outlier Detection in Cointegration Analysis

Franses, Philip Hans, and Andre Lucas (1998): "Outlier detection in cointegration analysis," Journal of Business and Economic Statistics, 16(4), 459-468.
Posted: 09 Apr 1998 Last Revised: 20 Mar 2014
Philip Hans Franses and Andre Lucas
Erasmus University Rotterdam (EUR) - Department of Econometrics and VU University Amsterdam - Faculty of Economics and Business

Abstract:

92.

Measuring the Impact of Promotion on Weekly Market Shares

Posted: 21 Jan 1998
Philip Hans Franses and Andre Lucas
Erasmus University Rotterdam (EUR) - Department of Econometrics and VU University Amsterdam - Faculty of Economics and Business

Abstract:

93.

Mean Shifts, Unit Roots and Forecasting Seasonal Time Series

A1.89 WP 9609/A
Posted: 14 Jan 1998
Richard Paap, Philip Hans Franses and H. Hoek
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Abstract:

94.

Testing for Smooth Transition Nonlinearity in the Presence of Outliers

A1.89 WP 9622/A
Posted: 14 Jan 1998
Philip Hans Franses, Andre Lucas and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics, VU University Amsterdam - Faculty of Economics and Business and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Abstract:

95.

Increasing Seasonal Variation; Unit Roots Versus Shifts in Mean and Trend

A1.89 WP 9639/A
Posted: 13 Jan 1998
Philip Hans Franses and Bart Hobijn
Erasmus University Rotterdam (EUR) - Department of Econometrics and ASU

Abstract:

96.

Does Seasonal Adjustment Change Inference from MARKOV Switching Models?

Downloads 0 (553,844)

Does Seasonal Adjustment Change Inference from MARKOV Switching Models?

A1.89 WP 9615/A
Posted: 06 Jan 1998
Philip Hans Franses and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

Does Seasonal Adjustment Change Inference from MARKOV Switching Models?

Journal of Macroeconomics
Posted: 08 Jun 1998
Philip Hans Franses
Erasmus University Rotterdam (EUR) - Department of Econometrics

Abstract:

97.

Outlier Robust Cointegration Analysis

Posted: 03 Jan 1998
Philip Hans Franses and Andre Lucas
Erasmus University Rotterdam (EUR) - Department of Econometrics and VU University Amsterdam - Faculty of Economics and Business

Abstract:

98.

Testing for ARCH in the Presence of Additive Outliers

Posted: 22 Jul 1997
Philip Hans Franses, Andre Lucas and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics, VU University Amsterdam - Faculty of Economics and Business and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Abstract:

99.

Outlier Robust Analysis Of Market Share And Distribution Relation For Weekly Scanning Data

Posted: 18 Jul 1997
Philip Hans Franses, Andre Lucas and Teun Kloek
Erasmus University Rotterdam (EUR) - Department of Econometrics, VU University Amsterdam - Faculty of Economics and Business and Erasmus University

Abstract:

100.

Do We Often Find ARCH Because Of Neglected Outliers?

Posted: 08 May 1997
Philip Hans Franses and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

Abstract:

Other Papers (1)

Total Downloads: 41    Citations: 0
Actions:
Email selected abstracts
1.

Antidotes from the Dismal Science

ANTIDOTES FROM THE DISMAL SCIENCE, Peter A.G. van Bergeijk and Philip Hans Franses, eds., ISS The Hague and Erasmus Galery Rotterdam 2009
Posted: 17 Jun 2010
Philip Hans Franses and Peter A. G. van Bergeijk
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University - Institute of Social Studies (ISS)
Downloads 35

Abstract:

economics, art, crisis

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 3.235 seconds

Relx Group logo