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Publications

by alumni of

Erasmus Universiteit Rotterdam → Faculteit der Economische Wetenschappen → Econometrisch Instituut

Erasmus University of Rotterdam → Erasmus School of Economics → Econometric Institute

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Koos B. Gubbels & Andre Lucas, 2026, "Spectral Dynamics and Regularization for High-Dimensional Copulas," Papers, arXiv.org, number 2601.13281, Jan.
  2. Lucas, André & Schwaab, Bernd & Zhang, Xin & D’Innocenzo, Enzo, 2026, "Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, European Central Bank, number 3166, Jan.

2025

  1. Luuk van Maasakkers & Bas Donkers & Dennis Fok, 2025, "What Did I Forget? Basket Analysis for Large Assortments Using Transformers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-071/XII, Dec.
  2. Mirko Armillotta & Paolo Gorgi & André Lucas, 2025, "Copula tensor count autoregressions for modeling multidimensional integer-valued time series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-004/III, Feb.
  3. Yicong Lin & André Lucas, 2025, "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-027/III, Apr.
  4. Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
  5. Yonas Khanna & André Lucas & Norman Seeger, 2025, "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-037/III, May.
  6. Daan Schoemaker & André Lucas & Anne Opschoor, 2025, "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-039/III, Jun.
  7. Yicong Lin & André Lucas & Shiqi Ye, 2025, "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-042/III, Jul.
  8. Etienne Wijler & Andre Lucas, 2025, "An Impartial Look at Asset Correlation Stability and Market Structure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-051/III, Sep.
  9. Andre Lucas & Yicong Lin, 2025, "Testing for the Absence of Score-Driven Parameter Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-063/III, Oct.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024, "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-049/III, Jul.
  3. João,Igor Custodio & Calice,Pietro & Lucas,Andre & Schaumburg,Julia, 2024, "Financial Development and Fragility : A Clustering Analysis," Policy Research Working Paper Series, The World Bank, number 10850, Jul.
  4. Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Y. Park, 2024, "Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2024, Feb.
  5. Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2024, May.
  6. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2024, Dec.
  7. Jamie Cross & Lennart Hoogerheide & Herman van Dijk, 2024, "Time-Varying Factor Model Components for Effective Momentum Strategy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-068/III, Nov.
  8. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024, "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-074/III, Dec.

2023

  1. Frank Kleibergen & Lingwei Kong, 2023, "Identification Robust Inference for the Risk Premium in Term Structure Models," Papers, arXiv.org, number 2307.12628, Jul.
  2. Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023, "Dynamic nonparametric clustering of multivariate panel data," Working Paper Series, European Central Bank, number 2780, Feb.
  3. Eric A. Beutner & Yicong Lin & Andre Lucas, 2023, "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-051/III, Aug.
  4. Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023, "Monetary policy shocks and exchange rate dynamics in small open economies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2023, Jun.
  5. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023, "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2023, Jun.
  6. Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk, 2023, "BayesMultiMode: Bayesian Mode Inference in R," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-041/III, Jul.

2022

  1. Annika Camehl & Dennis Fok & Kathrin Gruber, 2022, "Multivariate quantile regression using superlevel sets of conditional densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-094/III, Dec.
  2. Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022, "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2022-02, Feb.
  3. Frank Kleibergen & Zhaoguo Zhan, 2022, "Misspecification and Weak Identification in Asset Pricing," Papers, arXiv.org, number 2206.13600, Jun.
  4. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022, "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-013/III, Feb.
  5. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022, "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-053/III, Aug.

2021

  1. Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos, 2021, "Market power in California's water market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-011/VIII, Jan.
  2. Tomori, Françeska & Ansink, Erik & Houba, Harold & Hagerty, Nick & Bos, Charles, 2021, "Market power in California’s water market," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534854.
  3. Daan Opschoor & Dick van Dijk & Philip Hans Franses, 2021, "Heterogeneity in Manufacturing Growth Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-036/III, May.
  4. Hartleb, J. & Schmidt, M.E. & Huisman, D. & Friedrich, M., 2021, "Modeling and solving line planning with integrated mode choice," 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 Rotterdam, number ERS-2021-005-LIS, May.
  5. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021, "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers, arXiv.org, number 2103.11371, Mar, revised Oct 2022.
  6. Frank Kleibergen & Zhaoguo Zhan, 2021, "Double robust inference for continuous updating GMM," Papers, arXiv.org, number 2105.08345, May.
  7. Maurice J. G. Bun & Frank Kleibergen, 2021, "Identification robust inference for moments based analysis of linear dynamic panel data models," Papers, arXiv.org, number 2105.08346, May.
  8. Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021, "Modeling extreme events: time-varying extreme tail shape," Working Paper Series, European Central Bank, number 2524, Feb.
  9. Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021, "Dynamic clustering of multivariate panel data," Working Paper Series, European Central Bank, number 2577, Jul.
  10. Andre Lucas & Anne Opschoor & Luca Rossini, 2021, "Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-010/III, Jan, revised 11 Jul 2023.
  11. Igor Custodio João & Andre Lucas & Julia Schaumburg, 2021, "Clustering Dynamics and Persistence for Financial Multivariate Panel Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-040/III, May.
  12. Anna Dubinova & Andre Lucas & Sean Telg, 2021, "COVID-19, Credit Risk and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-059/III, Jun.
  13. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper, Norges Bank, number 2021/3, Jun.
  14. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021, "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-016/III, Feb.
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  15. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021, "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-017/III, Feb.
  16. van Zon, M. & Spliet, R. & van den Heuvel, W., 2021, "The effect of algorithm capabilities on cooperative games," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2021-02, Jun.

2020

  1. Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020, "Understanding Large-Scale Dynamic Purchase Behavior," 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 Rotterdam, number ERS-2020-010-MKT, Aug.
  2. Anoek Castelein & Stan Koobs & Dennis Fok & Richard Paap, 2020, "Bayesian heterogeneous variable selection in (non)linear panel data models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-061/III, Sep, revised 05 Mar 2026.
  3. Anoek Castelein & Dennis Fok & Richard Paap, 2020, "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-069/III, Sep.
  4. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  5. Franses, Ph.H.B.F. & Welz, M., 2020, "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-1687, Jan.
  6. Franses, Ph.H.B.F. & Welz, M., 2020, "The Cash Use of the Malaysian Ringgit," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 125962, Mar.
  7. Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
  8. Knapp, S. & Franses, Ph.H.B.F. & B. Whitby (Bruce), 2020, "Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2020-07, Jul.
  9. Perumal, S.S.G. & Dollevoet, T.A.B. & Huisman, D. & Lusby, R.M. & Larsen, J. & Riis, M., 2020, "Solution Approaches for Vehicle and Crew Scheduling with Electric Buses," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2020-02, Jan.
  10. Polinder, G.-J. & Schmidt, M.E. & Huisman, D., 2020, "Timetabling for strategic passenger railway planning," 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 Rotterdam, number ERS-2020-001-LIS, Jan.
  11. Polinder, G.-J. & Cacchiani, V. & Schmidt, M.E. & Huisman, D., 2020, "An iterative heuristic for passenger-centric train timetabling with integrated adaption times," 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 Rotterdam, number ERS-2020-006-LIS, Jun.
  12. van Lieshout, R.N. & Bouman, P.C. & van den Akker, M. & Huisman, D., 2020, "A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-06, Jun.
  13. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020, "A Test for Kronecker Product Structure Covariance Matrix," Papers, arXiv.org, number 2010.10961, Oct, revised Jan 2022.

2019

  1. Fok, D. & Paap, R., 2019, "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-24, Jun.
  2. Li, W. & Fok, D. & Franses, Ph.H.B.F., 2019, "Forecasting own brand sales: Does incorporating competition help?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-35, Oct.
  3. Anoek Castelein & Dennis Fok & Richard Paap, 2019, "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-056/III, Aug.
  4. Franses, Ph.H.B.F. & S. Vasilev (Simeon), 2019, "Real GDP growth in Africa, 1963-2016," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-23, Jan.
  5. Franses, Ph.H.B.F., 2019, "Do African economies grow similarly?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-26, Jul.
  6. Franses, Ph.H.B.F., 2019, "IMA(1,1) as a new benchmark for forecast evaluation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-28, Aug.
  7. Franses, Ph.H.B.F., 2019, "Professional Forecasters and January," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-25, Jul.
  8. Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019, "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-29, Aug.
  9. Ooft, G. & Bhaghoe, S. & Franses, Ph.H.B.F., 2019, "Forecasting Annual Inflation in Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-32, Sep.
  10. Franses, Ph.H.B.F., 2019, "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-03, Sep.
  11. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2019, "Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-1691, Jan.
  12. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019, "Reducing Passenger Delays by Rolling Stock Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-29, Jan.
  13. Hartleb, J. & Schmidt, M.E. & Friedrich, M. & Huisman, D., 2019, "A good or a bad timetable: Do different evaluation functions agree?," 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 Rotterdam, number ERS-2019-002-LIS, Apr.
  14. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2019, "A Column Generation Approach for the Integrated Crew Re-Planning Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-31, Sep.
  15. Hoogervorst, R. & Dollevoet, T.A.B. & Maróti, G. & Huisman, D., 2019, "A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-34, Dec.
  16. Diego Caballero & André Lucas & Bernd Schwaab & Xin Zhang, 2019, "Risk endogeneity at the lender/investor-of-last-resort," BIS Working Papers, Bank for International Settlements, number 766, Jan.
  17. Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019, "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-013/IV, Feb, revised 23 Oct 2019.
  18. Anne Opschoor & André Lucas, 2019, "Time-varying tail behavior for realized kernels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-051/IV, Jul.
  19. Anne Opschoor & André Lucas, 2019, "Observation-driven Models for Realized Variances and Overnight Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-052/IV, Jul.
  20. Nibbering, D. & Paap, R., 2019, "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-30, Sep.
  21. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2019, "Forecast density combinations with dynamic learning for large data sets in economics and finance," Working Paper, Norges Bank, number 2019/7, Mar.
  22. Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk, 2019, "Partially Censored Posterior for robust and efficient risk evaluation," Working Paper, Norges Bank, number 2019/12, Aug.
  23. van Zon, M. & Spliet, R. & van den Heuvel, W., 2019, "The Joint Network Vehicle Routing Game," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-03, Jan.
  24. M. Turkensteen (Marcel) & van den Heuvel, W., 2019, "The trade-off between costs and carbon emissions from lot-sizing decisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-19, Apr.

2018

  1. Franses, Ph.H.B.F., 2018, "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-14, Mar.
  2. Franses, Ph.H.B.F. & van den Heuvel, W., 2018, "Aggregate statistics on trafficker-destination relations in the Atlantic slave trade," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-21, Jun.
  3. Franses, Ph.H.B.F. & Wiemann, T., 2018, "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-30, Aug.
  4. van den Hengel, G. & Franses, Ph.H.B.F., 2018, "Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-31, Aug.
  5. Franses, Ph.H.B.F. & Welz, M., 2018, "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-47, Sep.
  6. Dekker, M.M. & van Lieshout, R.N. & Ball, R.C. & Bouman, P.C. & Dekker, S.C. & Dijkstra, H.A. & Goverde, R.M.P. & Huisman, D. & Panja, D. & Schaafsma, A.M. & van den Akker, M., 2018, "A Next Step in Disruption Management: Combining Operations Research and Complexity Science," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-25, Jun.
  7. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2018, "Analyzing a Family of Formulations for Cyclic Crew Rostering," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-35, Sep.
  8. van Lieshout, R.N. & Bouman, P.C. & Huisman, D., 2018, "Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-20, Oct.
  9. Y. Wang (Ying) & Z. Shang (Zheming) & Huisman, D. & D'Ariano, A. & J.C. Zhang (Jinchuan), 2018, "A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-45, Sep.
  10. Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018, "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper, Norges Bank, number 2018/10, Oct.
  11. Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018, "Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-063/III, Aug.
  12. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018, "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-069/III, Sep.
  13. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018, "Balancing Expected and Worst-Case Utility in Contracting Models with Asymmetric Information and Pooling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-01, Jan.
  14. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018, "Two-Echelon Lot-Sizing with Asymmetric Information and Continuous Type Space," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-17, May.

2017

  1. Franses, Ph.H.B.F. & Janssens, E., 2017, "This time it is different! Or not?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-25, Sep.
  2. Franses, Ph.H.B.F. & Janssens, E., 2017, "Spurious Principal Components," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-31, Nov.
  3. Breugem, T. & Dollevoet, T.A.B. & Huisman, D., 2017, "Is Equality always desirable?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-30, Jan.
  4. Prosper Dovonon & Alastair R. Hall & Frank Kleibergen, 2017, "Inference in Second-Order Identified Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1703.
  5. Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017, "Bank business models at zero interest rates," Working Paper Series, European Central Bank, number 2084, Jun.
  6. Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017, "Do negative interest rates make banks less safe?," Working Paper Series, European Central Bank, number 2098, Sep.
  7. Siem Koopman & André Lucas & Marcin Zamojski, 2017, "Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting," NBP Working Papers, Narodowy Bank Polski, number 258.
  8. Francisco (F.) Blasques & Andre (A.) Lucas & Andries van Vlodrop, 2017, "Finite Sample Optimality of Score-Driven Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-111/III, Nov.
  9. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2017, "The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference," Working Paper, Norges Bank, number 2017/10, Jun.
  10. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017, "Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank," Working Paper, Norges Bank, number 2017/11, Jun.
  11. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2017, "Robust Pooling for Contracting Models with Asymmetric Information," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-10, Mar.

2016

  1. Jacobs, B.J.D. & Donkers, A.C.D. & Fok, D., 2016, "Model-based Purchase Predictions for Large Assortments," 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 Rotterdam, number ERS-2014-007-MKT, Feb.
  2. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016, "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-075/III, Sep.
  3. Franses, Ph.H.B.F., 2016, "Yet another look at MIDAS regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-32, Aug.
  4. Franses, Ph.H.B.F. & Janssens, E., 2016, "Recovering historical inflation data from postal stamps prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-33, Aug.
  5. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2016, "Volatility Spillovers Across User-Generated Content and Stock Market Performance," 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 Rotterdam, number ERS-2016-008-MKT, Sep.
  6. Trap, M.L. & Huisman, D. & Goverde, R.M.P., 2016, "Design of a robust railway line system for severe winter conditions in The Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-08, Feb.
  7. Verhaegh, T. & Huisman, D. & Fioole, P-J. & Vera, J.C., 2016, "A heuristic for real-time crew rescheduling during small disruptions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-09, Feb.
  8. van Lieshout, R.N. & Mulder, J. & Huisman, D., 2016, "The Vehicle Rescheduling Problem with Retiming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-37, Nov.
  9. Huisman, D., 2016, "Good, Better, Best! About Optimization in Public Transport," ERIM Inaugural Address 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 Rotterdam., number 94226, Nov.
  10. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Nucera, Federico, 2016, "The information in systemic risk rankings," Working Paper Series, European Central Bank, number 1875, Jan.
  11. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "Global credit risk: world country and industry factors," Working Paper Series, European Central Bank, number 1922, Jun.
  12. Siem Jan Koopman & Rutger Lit & Andre Lucas, 2016, "Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-051/IV, Jul.
  13. Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann, 2016, "Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-064/IV, Aug.
  14. Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016, "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-067/IV, Aug.
  15. Andre Lucas & Anne Opschoor, 2016, "Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-069/IV, Sep, revised 07 Jul 2017.
  16. Michiel C.W. van de Leur & Andre Lucas, 2016, "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-074/IV, Sep.
  17. Irena Mikolajun & Richard Paap & Jean-Marie Viaene & Olga Zelenko, 2016, "Trade Policy Options of Ukraine: East or West," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-057/VI, Jul.
  18. Didier Nibbering & Richard Paap & Michel van der Wel, 2016, "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-107/III, Dec, revised 13 Oct 2017.
  19. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-005/III, Jan.
  20. Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016, "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-099/III, Nov.
  21. Breugem, T. & Dollevoet, T.A.B. & van den Heuvel, W., 2016, "Analysis of FPTASes for the Multi-Objective Shortest Path Problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-03, Feb.
  22. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2016, "Two-echelon supply chain coordination under information asymmetry with multiple types," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2016-18, May.

2015

  1. van Oest, R.D. & Franses, Ph.H.B.F., 2015, "The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-01, Jan.
  2. Franses, Ph.H.B.F., 2015, "Return migration of high skilled workers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 78065, Jan.
  3. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-04, Jan.
  4. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015, "Risk attitudes in the board room and company performance: Evidence for an emerging economy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-09, May.
  5. Dulam, T.W. & Franses, Ph.H.B.F., 2015, "How to gain brain for Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-10, May.
  6. de Bruijn, L.P. & Franses, Ph.H.B.F., 2015, "Stochastic levels and duration dependence in US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-20, Sep.
  7. Franses, Ph.H.B.F. & Maassen, N.R., 2015, "Consensus forecasters: How good are they individually and why?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-21, Oct.
  8. Franses, Ph.H.B.F. & de Bruijn, L.P., 2015, "Benchmarking judgmentally adjusted forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-36, Nov.
  9. Bert de Bruijn & Philip Hans Franses, 2015, "How Informative are the Unpredictable Components of Earnings Forecasts?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-032/III, Mar.
  10. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Specification Testing in Hawkes Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-086/III, Jul.
  11. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2015, "Exploiting Spillovers to forecast Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-118/III, Oct.
  12. Núñez Ares, J. & de Vries, H. & Huisman, D., 2015, "A Column Generation Approach for Locating Roadside Clinics in Africa based upon Effectiveness and Equity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-19, Aug.
  13. Dollevoet, T.A.B. & Huisman, D. & Kroon, L.G. & Veelenturf, L.P. & Wagenaar, J.C., 2015, "An Iterative Framework for Real-time Railway Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-28, Oct.
  14. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2015, "Modeling financial sector joint tail risk in the euro area," Working Paper Series, European Central Bank, number 1837, Aug.
  15. Lucas, André & Zhang, Xin, 2015, "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 309, Sep.
  16. Kazim Azam & Andre Lucas, 2015, "Mixed Density based Copula Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-003/IV/DSF084, Jan.
  17. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Bounds for Time-Varying Parameters of Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-027/III, Feb, revised 07 Sep 2015.
  18. Siem Jan Koopman & Rutger Lit & André Lucas, 2015, "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-037/III/DSF90, Mar.
  19. Siem Jan Koopman & Rutger Lit & Andre Lucas, 2015, "Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-076/IV/DSF94, Jul.
  20. Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015, "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-083/III, Jul.
  21. Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski, 2015, "Generalized Autoregressive Method of Moments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-138/III, Dec, revised 06 Jul 2018.
  22. Swenja Surminski & Paul Hudson & Jeroen Aerts & Wouter Botzen & M.Conceição Colaço & Florence Crick & Jill Eldridge & Anna Lorant & António Macedo & Reinhard Mechler & Carlos Neto & Robin Nicolai & Di, 2015, "Novel and improved insurance instruments for risk reduction," GRI Working Papers, Grantham Research Institute on Climate Change and the Environment, number 188, Apr.
  23. Didier Nibbering & Richard Paap & Michel van der Wel, 2015, "What Do Professional Forecasters Actually Predict?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-095/III, Aug, revised 13 Oct 2017.
  24. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper, Norges Bank, number 2015/12, Jul.
  25. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.

2014

  1. Bel, K. & Fok, D. & Paap, R., 2014, "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-25, Oct.
  2. Korkmaz, E. & Fok, D. & Kuik, R., 2014, "The Need for Market Segmentation in Buy-Till-You-Defect Models," 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 Rotterdam, number ERS-2014-006-LIS, Apr.
  3. André de Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Helga Fehr-Duda & Ido Erev & Dennis Fok & Ralph Hertwig & Nathalie Picard & Martin Weber & Craig Fox & P.P. Wakker & A.L. W, 2014, "Beware Of Black Swans And Do Not Ignore White Ones?," Working Papers, HAL, number hal-01092090, Dec.
  4. Aiste Ruseckaite & Peter Goos & Dennis Fok, 2014, "Bayesian D-Optimal Choice Designs for Mixtures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-057/III, May.
  5. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2014, "The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-02, Feb.
  6. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014, "Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-08, Apr.
  7. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014, "Does a financial crisis make consumers increasingly prudent?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-16, Aug.
  8. Dulam, T.W. & Franses, Ph.H.B.F., 2014, "Microeconomic determinants of skilled migration: The case of Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-21, Sep.
  9. Franses, Ph.H.B.F., 2014, "The life cycle of social media," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-27, Sep.
  10. de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014, "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-30, Nov.
  11. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2014, "Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-067/III, Jun.
  12. Bach, L. & Dollevoet, T.A.B. & Huisman, D., 2014, "Integrating Timetabling and Crew," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-03, Apr.
  13. Frank Kleibergen & Zhaoguo Zhan, 2014, "Unexplained factors and their effects on second pass R-squared’s," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-05, Dec.
  14. Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014, "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-010/IV/DSF71, Jan.
  15. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Maximum Likelihood Estimation for Score-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-029/III, Mar, revised 23 Oct 2017.
  16. Siem Jan Koopman & Rutger Lit & André Lucas, 2014, "The Dynamic Skellam Model with Applications," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-032/IV/DSF73, Mar, revised 06 Jul 2015.
  17. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Information Theoretic Optimality of Observation Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-046/III, Apr.
  18. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014, "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-072/III, Jun.
  19. Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014, "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-073/IV, Jun, revised 19 Aug 2015.
  20. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-074/III, Jun.
  21. Francisco Blasques & Siem Jan Koopman & André Lucas, 2014, "Optimal Formulations for Nonlinear Autoregressive Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-103/III, Aug.
  22. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014, "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-107/III, Aug.
  23. István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2014, "Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-118/III, Sep, revised 31 Mar 2016.
  24. Bel, K. & Paap, R., 2014, "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-26, Oct.
  25. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014, "Combined Density Nowcasting in an uncertain economic environment," Working Paper, Norges Bank, number 2014/17, Dec.
  26. Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-039/III, Mar.
  27. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014, "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-085/III, Jul, revised 04 Sep 2014.
  28. Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014, "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-119/III, Sep, revised 14 Sep 2014.
  29. Mobini, Z. & van den Heuvel, W. & Wagelmans, A.P.M., 2014, "Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-28, Dec.

2013

  1. Charles S. Bos & Pawel Janus, 2013, "A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-155/III, Oct.
  2. Korkmaz, E. & Kuik, R. & Fok, D., 2013, ""Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing," 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 Rotterdam, number ERS-2013-001-LIS, Jan.
  3. Fok, D., 2013, "Stay Ahead of Competition," ERIM Inaugural Address 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 Rotterdam., number EIA-2013-054-MKT, Oct.
  4. Franses, Ph.H.B.F., 2013, "Are we in a bubble? A simple time-series-based diagnostic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-12, Mar.
  5. Bodeutsch, D.S. & Franses, Ph.H.B.F., 2013, "Size and value effects in Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-31, Oct.
  6. Versluis, I. & Franses, Ph.H.B.F., 2013, "Low-fat, light, and reduced in calories," 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 Rotterdam, number ERS-2013-014-MKT, Sep.
  7. Bert de Bruijn & Philip Hans Franses, 2013, "Forecasting Earnings Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-121/III, Aug.
  8. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G. & Maróti, G. & Wagelmans, A.P.M., 2013, "A Quasi-Robust Optimization Approach for Resource Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50110, Nov.
  9. Cacchiani, V. & Huisman, D. & Kidd, M.P. & Kroon, L.G. & Toth, P. & Veelenturf, L.P. & Wagenaar, J.C., 2013, "An Overview of Recovery Models for Real-time Railway Rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50112, Nov.
  10. Maurice J.G. Bun & Frank Kleibergen, 2013, "Identification and inference in moments based analysis of linear dynamic panel data models," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-07, Jun.
  11. Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013, "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-4.
  12. Schwaab, Bernd & Lucas, André & Zhang, Xin, 2013, "Conditional and joint credit risk," Working Paper Series, European Central Bank, number 1621, Dec.
  13. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André & Creal, Drew, 2013, "Observation driven mixed-measurement dynamic factor models with an application to credit risk," Working Paper Series, European Central Bank, number 1626, Dec.
  14. Lucas, André & Schwaab, Bernd & Zhang, Xin, 2013, "Conditional euro area sovereign default risk," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 269, May.
  15. Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013, "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-4.
  16. Andre Lucas & Bernd Schwaab & Xin Zhang, 2013, "Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-063/IV/DSF56, May, revised 13 Oct 2014.
  17. Francisco Blasques & Andre Lucas & Erkki Silde, 2013, "Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-097/IV/DSF59, Jul.
  18. Bel, K. & Paap, R., 2013, "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-25, Aug.
  19. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
  20. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper, Norges Bank, number 2013/20, Aug.
  21. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1321, Nov.
  22. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-011/III, Jan.
  23. Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013, "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-060/III, Apr, revised 06 Mar 2014.
  24. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013, "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-090/III, Jul.
  25. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013, "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-191/III, Nov.

2012

  1. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
  2. Franses, Ph.H.B.F. & Legerstee, R., 2012, "Statistical Institutes and Economic Prosperity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 32410, May.
  3. de Groot, E.A. & Franses, Ph.H.B.F., 2012, "Do Commercial Real Estate Prices Have Predictive Content for GDP," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-12, Jun.
  4. Franses, Ph.H.B.F. & Lede, M.M., 2012, "Income, Cultural Norms and Purchases of Counterfeits," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-26, Jul.
  5. Franses, Ph.H.B.F. & Knecht, W., 2012, "The Late 1970's Bubble in Dutch Collectible Postage Stamps," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-02, Feb.
  6. de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012, "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," 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 Rotterdam, number ERS-2012-013, Sep.
  7. Bert de Bruijn & Philip Hans Franses, 2012, "What drives the Quotes of Earnings Forecasters?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-067/4, Jul.
  8. Bert de Bruijn & Philip Hans Franses, 2012, "Managing Sales Forecasters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-131/III, Dec.
  9. Louwerse, I. & Mijnarends, J. & Meuffels, I. & Huisman, D. & Fleuren, H.A., 2012, "Scheduling Movements in the Network of an Express Service Provider," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-08, May.
  10. Dollevoet, T.A.B. & Corman, F. & D'Ariano, A. & Huisman, D., 2012, "An Iterative Optimization Framework for Delay Management and Train Scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-10, May.
  11. Dollevoet, T.A.B. & Huisman, D. & Schöbel, A. & Schmidt, M.E., 2012, "Delay Management including Capacities of Stations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-22, Sep.
  12. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2012, "Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008," Working Paper Series, European Central Bank, number 1459, Aug.
  13. Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012, "Regime switches in the volatility and correlation of financial institutions," Working Paper Research, National Bank of Belgium, number 227, Oct.
  14. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012, "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-020/4, Mar.
  15. Mahmoud Botshekan & Andre Lucas, 2012, "Long-Term versus Short-Term Contingencies in Asset Allocation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-053/2/DSF34, May.
  16. Jiangyu Ji & Andre Lucas, 2012, "A New Semiparametric Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-055/2/DSF35, May.
  17. Andre Lucas & Bastiaan Verhoef, 2012, "Aggregating Credit and Market Risk: The Impact of Model Specification," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-057/2/DSF36, May.
  18. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012, "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-059/4, Jun.
  19. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012, "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1206, Feb.
  20. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Combination schemes for turning point predictions," Working Paper, Norges Bank, number 2012/04, Apr.
  21. Rodney W. Strachan & Herman K. van Dijk, 2012, "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-03, Feb.
  22. David Belsley & Cathy W.S. Chen & Christian Francq & Giampiero Gallo & Lynda Khalaf & Erricos John Kontoghiorghes & Herman van Dijk, 2012, "The sixth special issue on computational econometrics," Post-Print, HAL, number hal-05431349, Nov, DOI: 10.1016/J.CSDA.2012.04.005.
  23. Rodney Strachan & Herman K. van Dijk, 2012, "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-025/4, Mar.
  24. Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-026/4, Mar.
  25. Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012, "The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-096/III, Sep.
  26. Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-098/III, Sep.
  27. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012, "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-118/III, Nov.
  28. Romeijn, H.E. & van den Heuvel, W.J. & Geunes, J., 2012, "Mitigating the Cost of Anarchy in Supply Chain Systems," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-03, Mar.
  29. Onal, M. & van den Heuvel, W.J. & Liu, T., 2012, "A note on "The Economic Lot Sizing Problem with Inventory Bounds"," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2012-04, Mar.
  30. Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W. & Wagelmans, A.P.M., 2012, "The Economic Lot-Sizing Problem with an Emission Constraint," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-41, May.

2011

  1. Charles S. Bos, 2011, "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-048/4, Mar.
  2. Charles S. Bos, 2011, "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-049/4, Mar.
  3. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2011, "Evaluating Individual and Mean Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/16, Apr.
  4. Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011, "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/25, Jun.
  5. Franses, Ph.H.B.F. & Vlam, A., 2011, "Financial innumeracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-01, Jan.
  6. Franses, Ph.H.B.F. & Vlam, A., 2011, ""Borrowing money costs money": Yes, but why not tell how much?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-02, Jan.
  7. Legerstee, R. & Franses, Ph.H.B.F., 2011, "Do experts' SKU forecasts improve after feedback?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-31, Sep.
  8. Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011, "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-32, Sep.
  9. Dulam, T.W. & Franses, Ph.H.B.F., 2011, "Emigration, wage differentials and brain drain: The case of Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-33, Oct.
  10. de Bruijn, L.P. & Franses, Ph.H.B.F., 2011, "Evaluating the Rationality of Managers' Sales Forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-36, Nov.
  11. Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011, "Estimating Loss Functions of Experts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2011-42, Dec.
  12. Lam, K.Y. & van de Velden, M. & Franses, Ph.H.B.F., 2011, "Visualizing attitudes towards service levels," 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 Rotterdam, number ERS-2011-022-MKT, Sep.
  13. Heleen Mees & Philip Hans Franses, 2011, "Are Chinese Individuals prone to Money Illusion?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-149/4, Oct, revised 25 Mar 2014.
  14. Sanne Lise Blauw & Philip Hans Franses, 2011, "The Impact of Mobile Telephone Use on Economic Development of Households in Uganda," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-152/4, Oct.
  15. Kroon, L.G. & Huisman, D., 2011, "Algorithmic Support for Disruption Management at Netherlands Railways," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-06, Feb.
  16. Dollevoet, T.A.B. & Huisman, D., 2011, "Fast Heuristics for Delay Management with Passenger Rerouting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-35, Oct.
  17. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2011, "Systemic risk diagnostics: coincident indicators and early warning signals," Working Paper Series, European Central Bank, number 1327, Apr.
  18. Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011, "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-057/4, Mar, revised 27 Jan 2012.
  19. Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas, 2011, "Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-078/2/DSF22, May.
  20. Pawel Janus & Siem Jan Koopman & André Lucas, 2011, "Long Memory Dynamics for Multivariate Dependence under Heavy Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-175/2/DSF28, Dec.
  21. Xin Zhang & Bernd Schwaab & Andre Lucas, 2011, "Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-176/2/DSF29, Dec, revised 28 Jun 2012.
  22. E. Stam & B. Nooteboom, 2011, "Entrepreneurship, Innovation and Institutions," Working Papers, Utrecht School of Economics, number 11-03.
  23. Geert Mesters & Siem Jan Koopman & Marius Ooms, 2011, "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-090/4, Jun.
  24. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
  25. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011, "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-023/4, Feb.
  26. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011, "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-093/4, Jul.
  27. Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011, "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-004/4, Jan.
  28. Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
  29. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-082/4, May.
  30. Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-131/4, Sep.
  31. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011, "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-137/4, Sep.
  32. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-172/4, Dec.

2010

  1. Charles S. Bos & Siem Jan Koopman, 2010, "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-017/4, Feb.
  2. Hernández-Mireles, C. & Fok, D., 2010, "Random Coefficient Logit Model for Large Datasets," 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 Rotterdam, number ERS-2010-021-MKT, May.
  3. Peers, Y. & Fok, D. & Franses, Ph.H.B.F., 2010, "Modeling Seasonality in New Product Diffusion," 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 Rotterdam, number ERS-2010-029-MKT, Jul.
  4. Dennis Fok & Andre van Stel & Andrew Burke & Roy Thurik, 2010, "Industry Dynamics and Entrepreneurship: An Equilibrium Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-012/3, Jan, revised 08 Oct 2010.
  5. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
  6. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Are Forecast Updates Progressive?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/12, Apr.
  7. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/16, Apr.
  8. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
  9. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Evaluating Combined Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/74, Dec.
  10. Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley, 2010, "What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/75, Dec.
  11. Franses, Ph.H.B.F. & Mees, H., 2010, "Approximating the DGP of China's Quarterly GDP," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-04, Feb.
  12. Franses, Ph.H.B.F. & Lede, M.M., 2010, "Diffusion of Original and Counterfeit Products in a Developing Country," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-08, Feb.
  13. Heij, C. & Franses, Ph.H.B.F., 2010, "Correcting for Survey Effects in Pre-election Polls," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-20, Mar.
  14. Franses, Ph.H.B.F., 2010, "Decomposing bias in expert forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-26, Apr.
  15. Franses, Ph.H.B.F. & Vermeer, S., 2010, "Inequality amongst the wealthiest and its link with economic growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-27, Apr.
  16. Franses, Ph.H.B.F. & Lede, M.M., 2010, "Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-38, Jul.
  17. Franses, Ph.H.B.F. & Mees, H., 2010, "Does news on real Chinese GDP growth impact stock markets?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-41, Jul.
  18. van Baardwijk, M. & Franses, Ph.H.B.F., 2010, "The hemline and the economy: is there any match?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-40, Jul.
  19. Legerstee, R. & Franses, Ph.H.B.F., 2010, "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-53, Sep.
  20. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2010, "Ranking Models in Conjoint Analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-51, Oct.
  21. Donkers, A.C.D. & van Diepen, M. & Franses, Ph.H.B.F., 2010, "Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment," 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 Rotterdam, number ERS-2010-015-MKT, Apr.
  22. Hernández-Mireles, C. & Franses, Ph.H.B.F., 2010, "The Launch Timing of New and Dominant Multigeneration Technologies," 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 Rotterdam, number ERS-2010-022-MKT, May.
  23. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2010, "To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?," 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 Rotterdam, number ERS-2010-046-MKT, Dec.
  24. Kunst, Robert M. & Franses, Philip Hans, 2010, "Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data," Economics Series, Institute for Advanced Studies, number 252, Jul.
  25. de Mare, R. & Spliet, R. & Huisman, D., 2010, "A Branch-and-Price Approach for a Ship Routing Problem with Multiple Products and Inventory Constraints," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-05, Feb.
  26. Dollevoet, T.A.B. & Huisman, D. & Schmidt, M.E. & Schöbel, A., 2010, "Delay Management with Re-Routing of Passengers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-31, May.
  27. Abbink, E.J.W. & Albino, L. & Dollevoet, T.A.B. & Huisman, D. & Roussado, J. & Saldanha, R.L., 2010, "Solving Large Scale Crew Scheduling Problems in Practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-63, Dec.
  28. Siem Jan Koopman & Andre Lucas & Bernd Schwaab, 2010, "Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-004/2, Jan, revised 24 Aug 2010.
  29. Drew Creal & Siem Jan Koopman & André Lucas, 2010, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-032/2, Mar.
  30. Bernd Schwaab & Andre Lucas & Siem Jan Koopman, 2010, "Systemic Risk Diagnostics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-104/2/DSF 2, Oct, revised 29 Nov 2010.
  31. Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010, "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-116/2/DSF 3, Nov.
  32. Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010, "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-117/2/DSF 4, Nov.
  33. Lee, Carmen & Kräussl, Roman & Lucas, André & Paas, Leo, 2010, "Why do investors sell losers? How adaptation to losses affects future capitulation decisions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/23.
  34. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010, "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-018/4, Feb.
  35. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010, "Financial Development and Convergence Clubs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-52, Sep.
  36. Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
  37. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.
  38. David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010, "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-059/4, Jun.
  39. Hwang, H.C. & van den Heuvel, W., 2010, "Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-17, Mar.
  40. van den Heuvel, W.J. & Gutierrez, J.M. & Hwang, H.C., 2010, "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-70, Dec.
  41. Retel Helmrich, M. & Jans, R.F. & van den Heuvel, W.J. & Wagelmans, A.P.M., 2010, "Economic lot-sizing with remanufacturing: complexity and efficient formulations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-71, Dec.

2009

  1. Michel Beine & Charles Bos & Serge Coulombe, 2009, "Does the Canadian economy suffer from Dutch Disease?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-06.
  2. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
  3. André van Stel & Roy Thurik & Dennis Fok & Andrew Burke, 2009, "The Dynamics of Entry and Exit," Scales Research Reports, EIM Business and Policy Research, number H200907, Mar.
  4. Fok, D. & Franses, Ph.H.B.F., 2009, "Testing Earning Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-31, Nov.
  5. Dorotic, M. & Fok, D. & Verhoef, P.C. & Bijmolt, T.H.A., 2009, "Do vendors benefit from marketing actions in a multi-vendor loyalty program?," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 09001.
  6. Roel van Elk & Esther Mot & P.H. Franses, 2009, "Modelling health care expenditures; overview of the literature and evidence from a panel time series model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 121, Feb.
  7. Knapp, S. & Franses, Ph.H.B.F., 2009, "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-03, Feb.
  8. Kunst, R.M. & Franses, Ph.H.B.F., 2009, "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-05, Feb.
  9. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2009, "Cointegration in a historical perspective," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-08, May.
  10. Franses, Ph.H.B.F., 2009, "Testing Changing Harmonic Regressors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-13, Jul.
  11. Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J., 2009, "How Accurate are Government Forecast of Economic Fundamentals?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-09, Jul.
  12. Franses, Ph.H.B.F., 2009, "Forecasting Sales," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-29, Nov.
  13. van Damme, E.E.C. & Fase, M.M.G. & Franses, P.H. & Swank, J. & Theeuwes, J.J.M., 2009, "Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008," Other publications TiSEM, Tilburg University, School of Economics and Management, number 36b09f2e-d872-4a52-8c71-c.
  14. Veelenturf, L.P. & Potthoff, D. & Huisman, D. & Kroon, L.G., 2009, "Railway Crew Rescheduling with Retiming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-24, Sep.
  15. Kroon, L.G. & Huisman, D., 2009, "Algorithmic Support for Railway Disruption Management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-50, Dec.
  16. Drew Creal & Siem Jan Koopman & Andre Lucas, 2009, "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-038, Mar.
  17. Sander J.J. Konijn & Roman Kraeussl & Andre Lucas, 2009, "Blockholder Dispersion and Firm Value," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-113/2, Dec, revised 03 Jan 2011.
  18. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009, "Real-Time Inflation Forecasting in a Changing World," Working Paper, Norges Bank, number 2009/16, Aug.
  19. van Dijk, A. & van Rosmalen, J.M. & Paap, R., 2009, "A Bayesian approach to two-mode clustering," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-06, Mar.
  20. de Boer, P.M.C. & Paap, R., 2009, "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-07, Apr.
  21. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
  22. Arco van Oord & Martin Martens & Herman K. van Dijk, 2009, "Robust Optimization of the Equity Momentum Strategy," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-011/4, Feb.
  23. David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009, "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-017/4, Feb.

2008

  1. Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
  2. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008, "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-15, Aug.
  3. Hernández-Mireles, C. & Fok, D. & Franses, Ph.H.B.F., 2008, "The Triggers, Timing and Speed of New Product Price Landings," 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 Rotterdam, number ERS-2008-044-MKT, Jul.
  4. Horváth, C. & Fok, D., 2008, "Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects," 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 Rotterdam, number ERS-2008-042-MKT, Jul.
  5. van Everdingen, Y.M. & Fok, D. & Stremersch, S., 2008, "Modeling Global Spill-Over of New Product Takeoff," 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 Rotterdam, number ERS-2008-067-MKT, Oct.
  6. KIYGI CALLI, Meltem & WEVERBERGH, Marcel & FRANSES, Philip Hans, 2008, "Modeling the effectiveness of hourly direct-response radio commercials," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2008005, Apr.
  7. Franses, Ph.H.B.F., 2008, "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-04, Mar.
  8. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2008, "Analyzing preferences ranking when there are too many alternatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-06, Mar.
  9. Segers, R. & Franses, Ph.H.B.F., 2008, "Measuring weekly consumer confidence," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-01, Mar.
  10. Franses, Ph.H.B.F. & Segers, R., 2008, "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-09, Apr.
  11. Franses, Ph.H.B.F., 2008, "Model selection for forecast combination," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-11, Jun.
  12. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008, "Expert opinion versus expertise in forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-30, Nov.
  13. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008, "Does the ROMC have expertise, and can it forecast?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-33, Dec.
  14. Boulaksil, Y. & Franses, Ph.H.B.F., 2008, "Experts' Stated Behavior," 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 Rotterdam, number ERS-2008-001-MKT, Jan.
  15. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2008, "Does Irritation Induced by Charitable Direct Mailings Reduce Donations?," 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 Rotterdam, number ERS-2008-036-MKT, Jun.
  16. Kroon, L.G. & Huisman, D. & Abbink, E.J.W. & Fioole, P-J. & Fischetti, M. & Maróti, G. & Schrijver, A. & Steenbeek, A. & Ybema, R., 2008, "The new Dutch timetable: The OR revolution," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-19, Nov.
  17. Potthoff, D. & Huisman, D. & Desaulniers, G., 2008, "Column generation with dynamic duty selection for railway crew rescheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-28, Dec.
  18. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2008, "Forecasting Cross-Sections of Frailty-Correlated Default," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-029/4, Mar.
  19. Oleg Sheremet & André Lucas, 2008, "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-086/2, Sep.
  20. Carmen Lee & Roman Kraeussl & André Lucas & Leonard J. Paas, 2008, "A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-112/2, Nov, revised 02 Sep 2013.
  21. Bart Nooteboom, 2008, "In what sense do firms evolve?," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2008-12, Nov.
  22. Nooteboom, B. & Stam, E., 2008, "Microfoundations for Innovation Policy," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1d729f59-d1dd-4beb-a69d-f.
  23. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008, "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-008/4, Jan.
  24. Ooms, M., 2008, "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0021.
  25. Nalan Basturk & Richard Paap & Dick van Dijk, 2008, "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-085/4, Sep.
  26. David, D. & Hoogerheide, L.F. & van Dijk, H.K., 2008, "The AdMit Package," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-17, Aug.
  27. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008, "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-13, Aug.
  28. Mohamad Khaled & Herman van Dijk, 2008, "Distributional Dynamics using Quartic-based State-Space models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00318144, Jun.
  29. Lennart Hoogerheide & Herman K. van Dijk, 2008, "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-036/4, Apr, revised 18 Apr 2008.
  30. David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008, "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-062/4, Jun, revised 15 Dec 2008.
  31. Lennart Hoogerheide & Herman K. van Dijk, 2008, "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-092/4, Oct.
  32. Rodney W. Strachan & Herman K. van Dijk, 2008, "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-096/4, Oct.
  33. van den Heuvel, W.J. & Wagelmans, A.P.M., 2008, "A holding cost bound for the economic lot-sizing problem with time-invariant cost parameters," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-10, Apr.

2007

  1. Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
  2. Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
  3. van Dijk, A. & Fok, D. & Paap, R., 2007, "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-07, Feb.
  4. Henk Kranendonk & Debby Lanser & P.H. Franses, 2007, "On the optimality of expert-adjusted forecasts," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 92, Dec.
  5. Knapp, S. & Franses, Ph.H.B.F., 2007, "Comprehensive review of the maritime safety regimes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-19, May.
  6. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
  7. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Dynamics of expert adjustment to model-based forecast," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-35, Aug.
  8. Legerstee, R. & Franses, Ph.H.B.F., 2007, "Competence and confidence effects in experts' forecast adjustments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-36, Aug.
  9. Seger, R. & Franses, Ph.H.B.F., 2007, "Panel design effects on response rates and response quality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-29, Aug.
  10. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Does experts' adjustment to model-based forecasts contribute to forecast quality?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-37, Oct.
  11. Franses, Ph.H.B.F., 2007, "Experts adjusting model-based forecasts and the law of small numbers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-42, Oct.
  12. Franses, Ph.H.B.F. & Legerstee, R., 2007, "What drives the relevance and quality of experts' adjustment to model-based forecasts?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-43, Oct.
  13. Clarijs, P. & Hogeling, B. & Franses, Ph.H.B.F. & Heij, C., 2007, "Evaluation of survey effects in pre-election polls," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-50, Nov.
  14. Franses, Ph.H.B.F. & Legerstee, R., 2007, "Experts' adjustment to model-based forecasts: Does the forecast horizon matter?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-51, Dec.
  15. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007, "Modeling regional house prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-55, Dec.
  16. Franses, Ph.H.B.F. & de Groot, E.A. & Legerstee, R., 2007, "Testing for harmonic regressors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-04, Jan.
  17. Nalbantov, G.I. & Franses, Ph.H.B.F. & Bioch, J.C. & Groenen, P.J.F., 2007, "Estimating the market share attraction model using support vector regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-06, Jan.
  18. Lam, K.Y. & Koning, A.J. & Franses, Ph.H.B.F., 2007, "Confidence intervals for maximal reliability of probability judgments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-09, Feb.
  19. Franses, Ph.H.B.F. & Legerstee, R., 2007, "A Manager's Perspective on Combining Expert and Model-based Forecasts," 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 Rotterdam, number ERS-2007-083-MKT, Dec.
  20. Stremersch, S. & Tellis, G.J. & Franses, Ph.H.B.F. & Binken, J.L.G., 2007, "Indirect Network Effects in New Product Growth," 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 Rotterdam, number ERS-2007-019-MKT, Mar.
  21. Mariëlle C. Non & Philip Hans Franses, 2007, "Interlocking Boards and Firm Performance: Evidence from a New Panel Database," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-034/2, Mar.
  22. Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-driven scheduling of movies in a multiplex," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-17, May.
    • Eliashberg, J. & Hegie, Q. & Ho, J. & Huisman, D. & Miller, S.J. & Swami, S. & Weinberg, C.B. & Wierenga, B., 2007, "Demand-Driven Scheduling of Movies in a Multiplex," 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 Rotterdam, number ERS-2007-033-MKT, May.
  23. Budai-Balke, G. & Maróti, G. & Dekker, R. & Huisman, D. & Kroon, L.G., 2007, "Re-scheduling in railways: the rolling stock balancing problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-21, Jun.
  24. Kroon, L.G. & Huisman, D. & Maróti, G., 2007, "Railway timetabling from an operations research," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-22, Jun.
  25. Jespersen-Groth, J. & Potthoff, D. & Clausen, J. & Huisman, D. & Kroon, L.G. & Maróti, G. & Nielsen, M.N., 2007, "Disruption management in passenger railway transportation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-05, Jan.
  26. Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007, "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-027/4, Mar.
  27. Konrad Banachewicz & André Lucas, 2007, "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-046/2, Jun.
  28. Frenk, J.B.G. & Nicolai, R.P., 2007, "Approximating the randomized hitting time distribution of a non-stationary gamma process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-18, May.
  29. Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007, "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-24, Jul.
  30. Nooteboom, B., 2007, "Cognitive Distance in and Between COP’s and Firms : Where do Exploitation and Exploration take Place, and How are they Connected?," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-4.
  31. Nooteboom, B., 2007, "Methodological Interactionism : Theory and Application to the Firm and to the Building of Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-5.
  32. Nooteboom, B., 2007, "Service Value Chains and Effects of Scale," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-3.
  33. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007, "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series, CESifo, number 2123.
  34. Roy Thurik & Isabel Grilo & Richard Paap & Peter van der Zwan, 2007, "Modelling latent and actual entrepreneurship," Scales Research Reports, EIM Business and Policy Research, number H200719, Dec.
  35. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
  36. HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007, "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007015, Mar.
  37. Hoogerheide, L.F. & van Dijk, H.K., 2007, "Note on neural network sampling for Bayesian inference of mixture processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-15, Apr.
  38. Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007, "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-26, Jul.
  39. Strachan, R.W. & van Dijk, H.K., 2007, "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-11, Mar.
  40. van den Heuvel, W. & Wagelmans, A.P.M., 2007, "Four equivalent lot-sizing models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-30, Jan.
  41. van den Heuvel, W. & Kundakcioglu, O.E. & Geunes, J. & Romeijn, H.E. & Sharkey, T.C. & Wagelmans, A.P.M., 2007, "Integrated market selection and production planning: complexity and solution approaches," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-45, Oct.
  42. van den Heuvel, W. & Wagelmans, A.P.M., 2007, "Worst case analysis for a general class of on-line lot-sizing heuristics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-46, Oct.

2006

  1. BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006, "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1980, Jan, DOI: 10.2139/ssrn.844704.
  2. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2006, "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements," 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 Rotterdam, number ERS-2006-013-MKT, Mar.
  3. H.P. Boswijk & D. Fok & P.-H. Franses, 2006, "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-027/4, Mar.
  4. Franses, Ph.H.B.F. & de Groot, E.A., 2006, "Long-term forecast for the Dutch economy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-06, Jan.
  5. Knapp, S. & Franses, Ph.H.B.F., 2006, "The Global View on Port State Control," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-14 UPDATED, Mar.
  6. de Groot, E.A. & Franses, Ph.H.B.F., 2006, "Stability through cycles," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-07, Apr.
  7. Franses, Ph.H.B.F. & van Oest, R.D., 2006, "Testing changes in consumer confidence indicators," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-18, Apr.
  8. Franses, Ph.H.B.F., 2006, "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-19, Apr.
  9. Knapp, S. & Franses, Ph.H.B.F., 2006, "Analysis of the Maritime Inspection Regimes - Are ships over-inspected?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-30, Jan.
  10. Knapp, S. & Franses, Ph.H.B.F., 2006, "The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-31, Jan.
  11. Knapp, S. & Franses, Ph.H.B.F., 2006, "Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-32, Jan.
  12. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006, "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-33, Aug.
  13. Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
  14. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006, "Does rounding matter for payment efficiency?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-43, Oct.
  15. Franses, Ph.H.B.F., 2006, "Forecasting 1 to h steps ahead using partial least squares," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-47, Nov.
  16. Heij, C. & Franses, Ph.H.B.F., 2006, "Prediction beyond the survey sample: correcting for survey effects on consumer decisions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-48, Nov.
  17. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006, "Irritation Due to Direct Mailings from Charities," 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 Rotterdam, number ERS-2006-029-MKT, Jun.
  18. Franses, Ph.H.B.F. & Hernández-Mireles, C., 2006, "When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model," 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 Rotterdam, number ERS-2006-032-MKT, Jul.
  19. van Diepen, M. & Donkers, A.C.D. & Franses, Ph.H.B.F., 2006, "Dynamic and Competitive Effects of Direct Mailings," 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 Rotterdam, number ERS-2006-050-MKT, Sep.
  20. Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006, "Time-Series Models in Marketing," 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 Rotterdam, number ERS-2006-049-MKT, Sep.
  21. Hartog, A. & Huisman, D. & Abbink, E.J.W. & Kroon, L.G., 2006, "Decision support for crew rostering at NS," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-04, Jan.
  22. Pepin, A.S. & Desaulniers, G. & Hertz, A. & Huisman, D., 2006, "Comparison of heuristic approaches for the multiple depot vehicle scheduling problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-34, Nov.
  23. Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006, "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-02, Jan.
  24. Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006, "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-023/2, Mar.
  25. Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006, "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-024/2, Mar, revised 27 Mar 2006.
  26. Konrad Banachewicz & Aad van der Vaart & André Lucas, 2006, "Modeling Portfolio Defaults using Hidden Markov Models with Covariates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-094/2, Oct.
  27. Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006, "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-28, Aug.
  28. Nicolai, R.P. & Dekker, R., 2006, "Optimal maintenance of multi-component systems: a review," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-29, Aug.
  29. Budai-Balke, G. & Dekker, R. & Nicolai, R.P., 2006, "A review of planning models for maintenance and production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-44, Oct.
  30. Nicolai, R.P. & Koning, A.J., 2006, "A general framework for statistical inference on discrete event systems," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-45, Oct.
  31. Nooteboom, B., 2006, "Beyond Penrose : A Cognitive Theory of the Firm," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-34.
  32. Nooteboom, B., 2006, "Forms, Sources and Processes of Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-40.
  33. Nooteboom, B. & Gilsing, V.A. & Vanhaverbeke, W.P.M. & Duijsters, G.M. & Oord, A., 2006, "Network Embeddedness and the Exploration of Novel Technologies : Technological Distance, Betweenness Centrality and Density," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-32.
  34. Nooteboom, B., 2006, "Organization, Evolution, Cognition and Dynamic Capabilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-41.
  35. Nooteboom, B., 2006, "Human Nature in the Adaptation of Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-37.
  36. Nooteboom, B., 2006, "Embodied Cognition, Organization and Innovation," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-38.
  37. Nooteboom, B., 2006, "Learning and Innovation in Inter-Organizational Relationships and Networks," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-39.
  38. Nooteboom, B., 2006, "Transaction Costs, Innovation and Learning," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-36.
  39. Nooteboom, B., 2006, "Social Capital, Institutions and Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-35.
  40. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-101/4, Nov.
  41. Paap, R. & van Dijk, A., 2006, "Explaining individual response using aggregated data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-05, Feb.
  42. van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006, ""Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-01, Jan.
  43. Strachan, R.W. & van Dijk, H.K., 2006, "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-08, Feb.
  44. van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006, ""Rotterdam econometrics": publications of the econometric institute 1956-2005," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-00, Feb.
  45. Cornelisse, P.A. & van Dijk, H.K., 2006, "Jan Tinbergen (1903-1994)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-09, Feb.
  46. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
  47. Hoogerheide, L.F. & van Dijk, H.K., 2006, "A reconsideration of the Angrist-Krueger analysis on returns to education," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-15, Jul.
  48. L.F. Hoogerheide & H.K. van Dijk, 2006, "Modelling option prices using neural networks," Computing in Economics and Finance 2006, Society for Computational Economics, number 78, Jul.
  49. Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.

2005

  1. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005, "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-30, Sep.
  2. Fok, D. & Franses, Ph.H.B.F., 2005, "Seasonality on non-linear price effects in scanner-data based market-response models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-45, Jan.
  3. Fok, D. & Franses, Ph.H.B.F., 2005, "Modeling the diffusion of scientific publications," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-48, Nov.
  4. Fok, D. & Paap, R. & Horváth, C. & Franses, Ph.H.B.F., 2005, "A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes," 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 Rotterdam, number ERS-2005-047-MKT, Sep.
  5. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Real time estimates of GDP growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-01, Jan.
  6. Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005, "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-26, Jul.
  7. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Real time estimates of GDP growth, based on two-regime models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-32, Sep.
  8. Franses, Ph.H.B.F. & Paap, R., 2005, "Random-Coefficient periodic autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-34, Jan.
  9. de Groot, E.A. & Franses, Ph.H.B.F., 2005, "Cycles in basic innovations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-35, Jan.
  10. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005, "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-41, Jan.
  11. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005, "Retrieving unobserved consideration sets from household panel data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-49, Nov.
  12. Bruyneel, S. & Dewitte, S. & Franses, Ph.H.B.F. & Dekimpe, M.G., 2005, "Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods," 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 Rotterdam, number ERS-2005-045-MKT, Sep.
  13. Huisman, D. & Kroon, L.G. & Lentink, R.M. & Vromans, M.J.C.M., 2005, "Operations research in passenger railway transportation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-16, Apr.
  14. Huisman, D., 2005, "A column generation approach to solve the crew re-scheduling problem," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-54, Dec.
  15. Siem Jan Koopman & André Lucas & Robert Daniels, 2005, "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-060/4, Jun.
  16. Siem Jan Koopman & André Lucas & André Monteiro, 2005, "The Multi-State Latent Factor Intensity Model for Credit Rating Transitions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-071/4, Jun, revised 04 Jul 2005.
  17. Nicolai, R.P. & Dekker, R., 2005, "Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-20, Apr.
  18. Nooteboom, B. & Vanheverbeke, W.P.M. & Duysters, G.M. & Gilsing, V.A. & Oord van den, A.J., 2005, "Optimal cognitive distance and absorptive capacity," Working Papers, Eindhoven Center for Innovation Studies, number 05.05.
  19. Gilsing, V.A. & Nooteboom, B., 2005, "In search of the origins of novelty: exploring novel combinations in allopatric speciation �," Working Papers, Eindhoven Center for Innovation Studies, number 05.01.
  20. Nooteboom, B., 2005, "A Logic of Multi-Level Change of Routines," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-42.
  21. Gorobets, A. & Nooteboom, B., 2005, "Adaptive build-up and breakdown of trust : An agent based computational approach," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-39.
  22. Nooteboom, B., 2005, "Learning to Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-47.
  23. Nooteboom, B., 2005, "Entrepreneurial Roles Along a Cycle of Discovery," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-43.
  24. Nooteboom, B., 2005, "The social and industrial dynamics of retailing an evolutionary reconstruction," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-48.
  25. Nooteboom, B., 2005, "Elements of a Cognitive Theory of the Firm," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-46.
  26. Nooteboom, B., 2005, "The Industrial and Social Dynamics of Retailing, and Effects of Opening Hours," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-48.
  27. Jurgen A. Doornik & Marius Ooms, 2005, "Outlier Detection in GARCH Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W24, Sep.
  28. Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005, "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-091/4, Oct.
  29. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005029, 00.
  30. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005, "Bayesian approaches to cointegratrion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-13, Mar.
  31. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005, "Trends and cycles in economic time series: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-27, Jul.
  32. Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
  33. Teunter, R.H. & Bayindir, Z.P. & van den Heuvel, W., 2005, "Dynamic lot sizing with product returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-17, Apr.

2004

  1. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1731, Jan, DOI: 10.1016/j.jeconom.2003.12.002.
  2. Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
  3. P.H. Franses & D. Fok & D. van Dijk, 2004, "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings, Econometric Society, number 267, Aug.
  4. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004, "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-27, Aug.
  5. Fok, D. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2004, "Forecasting aggregates using panels of nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-44, Nov.
  6. Franses, Ph.H.B.F. & van Oest, R.D., 2004, "On the econometrics of the Koyck model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-07, Mar.
  7. Sándor, Z. & Franses, Ph.H.B.F., 2004, "Experimental investigation of consumer price evaluations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-12, Apr.
  8. Franses, Ph.H.B.F., 2004, "Forecasting in marketing," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-40, Sep.
  9. Franses, Ph.H.B.F. & Vriens, M., 2004, "Advertising effects on awareness, consideration and brand choice using tracking data," 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 Rotterdam, number ERS-2004-028-MKT, Apr.
  10. Huisman, D. & Wagelmans, A.P.M., 2004, "A solution approach for dynamic vehicle and crew scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-02, Mar.
  11. de Groot, S.W. & Huisman, D., 2004, "Vehicle and crew scheduling: solving large real-world instances with an integrated approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-13, Apr.
  12. Budai-Balke, G. & Huisman, D. & Dekker, R., 2004, "Scheduling preventive railway maintenance activities," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-41, Sep.
  13. Richard Paap & Frank Kleibergen, 2004, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 195, Aug.
  14. Frank Kleibergen, 2004, "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 408, Aug.
  15. Frank Kleibergen, 2004, "Higher order approximations of IV statistics that indicate their properties under weak or many instruments," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 199, Aug.
  16. Nooteboom, B. & Gilsing, V.A., 2004, "Density and strength of ties in innovation networks: a competence and governance view," Working Papers, Eindhoven Center for Innovation Studies, number 04.01.
  17. Gilsing, V.A. & Nooteboom, B., 2004, "Co-evolution in innovation systems: the case of pharmaceutical biotechnology," Working Papers, Eindhoven Center for Innovation Studies, number 04.09.
  18. Gilsing, V. & Nooteboom, B., 2004, "Density and strength of ties in innovation networks: an analysis of multimedia and biotechnology," Working Papers, Eindhoven Center for Innovation Studies, number 04.16.
  19. Nooteboom, B., 2004, "Learning And Governance In Inter-Firm Relations," 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 Rotterdam, number ERS-2004-003-ORG, Jan.
  20. Nooteboom, B., 2004, "Organisational Learning And Multinational Strategy," 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 Rotterdam, number ERS-2004-004-ORG, Jan.
  21. Nooteboom, B., 2004, "Innovation, learning and cluster dynamics," 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 Rotterdam, number ERS-2004-006-ORG, Jan.
  22. Wuyts, S.H.K. & Colombo, M.G. & Dutta, S. & Nooteboom, B., 2004, "Empirical Tests Of Optimal Cognitive Distance," 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 Rotterdam, number ERS-2004-007-ORG, Jan.
  23. Gorobets, A. & Nooteboom, B., 2004, "Agent based computational model of trust," 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 Rotterdam, number ERS-2004-108-ORG, Jan.
  24. Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004, "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings, Econometric Society, number 158, Aug.
  25. Siem Jan Koopman & Marius Ooms, 2004, "Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-135/4, Dec.
  26. van Oest, R.D. & Paap, R., 2004, "Analyzing the effects of past prices on reference price formation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-36, Aug.
  27. Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 45, Aug.
  28. van Dijk, H.K., 2004, "Twentieth century shocks, trends and cycles in industrialized nations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-01, Mar.
  29. Strachan, R.W. & van Dijk, H.K., 2004, "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-18, May.
  30. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004, "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-19, May.
  31. Strachan, R.W. & van Dijk, H.K., 2004, "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-23, May.
  32. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004, "Bayes estimates of the cyclical component in twentieth centruy US gross domestic product," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-45, Nov.
  33. Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
  34. Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
  35. van den Heuvel, W., 2004, "On the complexity of the economic lot-sizing problem with remanufacturing options," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-46, Nov.
  36. van den Heuvel, W. & Borm, P.E.M. & Hamers, H.J.M., 2004, "Economic Lot-Sizing Games," 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 Rotterdam, number ERS-2004-088-LIS, Nov.

2003

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003, "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-37, Aug.
  2. Charles S. Bos, 2003, "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-091/4, Dec.
  3. Fok, D. & Paap, R., 2003, "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 1715, May.
  4. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003, "Modeling Dynamic Effects of the Marketing Mix on Market Shares," 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 Rotterdam, number ERS-2003-044-MKT, May.
  5. Franses, Ph.H.B.F. & Kippers, J., 2003, "How do we pay with euro notes? Empirical evidence from Monopoly experiments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-32, Nov.
  6. Kippers, J. & Franses, Ph.H.B.F., 2003, "Do we need all Euro denominations?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-39, Nov.
  7. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003, "Modeling purchases as repeated events," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-45, Jan.
  8. Franses, Ph.H.B.F., 2003, "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-06, Feb.
  9. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003, "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-07, Jan.
  10. van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-10, Mar.
  11. Koning, A.J. & Franses, Ph.H.B.F., 2003, "Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-13, May.
  12. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003, "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-14, Apr.
  13. Hafner, C.M. & Franses, Ph.H.B.F., 2003, "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-18, Jul.
  14. Kippers, J. & Franses, Ph.H.B.F., 2003, "An empirical analysis of euro cash payments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-25, Jul.
  15. van Oest, R.D. & Franses, Ph.H.B.F., 2003, "Which brands gain share from which brands? Inference from store-level scanner data," 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 Rotterdam, number ERS-2003-076-MKT, Jan.
  16. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2003, "Effectiveness of Brokering within Account Management Organizations," 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 Rotterdam, number ERS-2003-078-MKT, Jan.
  17. Horváth, C. & Franses, Ph.H.B.F., 2003, "Deriving dynamic marketing effectiveness from econometric time series models," 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 Rotterdam, number ERS-2003-079-MKT, Jan.
  18. Pauwels, K.H. & Franses, Ph.H.B.F. & Srinivasan, S., 2003, "Reference-based transitions in short-run price elasticity," 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 Rotterdam, number ERS-2003-095-MKT, Dec.
  19. Franses, Ph.H.B.F. & Vroomen, B.L.K., 2003, "Estimating duration intervals," 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 Rotterdam, number ERS-2003-031-MKT, Apr.
  20. Franses, Ph.H.B.F., 2003, "On the Bass diffusion theory, empirical models and out-of-sample forecasting," 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 Rotterdam, number ERS-2003-034-MKT, Apr.
  21. Koning, A.J. & Franses, Ph.H.B.F., 2003, "Confidence Intervals for Cronbach's Coefficient Alpha Values," 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 Rotterdam, number ERS-2003-041-MKT, Jun.
  22. Vroomen, B.L.K. & Donkers, A.C.D. & Verhoef, P.C. & Franses, Ph.H.B.F., 2003, "Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions," 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 Rotterdam, number ERS-2003-075-MKT, Oct.
  23. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
  24. Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003, "Combining Column Generation and Lagrangian Relaxation," 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 Rotterdam, number ERS-2003-092-LIS, Jan.
  25. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2003, "Multiple-Depot Integrated Vehicle and Crew Scheduling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-02, Feb.
  26. Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003, "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-037/2, May, revised 13 Oct 2003.
  27. Siem Jan Koopman & André Lucas, 2003, "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-062/2, Jul, revised 09 Jan 2003.
  28. André Lucas & Pieter Klaassen, 2003, "Discrete versus Continuous State Switching Models for Portfolio Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-075/2, Sep, revised 30 Sep 2003.
  29. Bas Peeters & Cees L. Dert & André Lucas, 2003, "Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-090/2, Oct.
  30. Temel, Tugrul & Lucas, Andre, 2003, "Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0007.
  31. Nooteboom, B., 2003, "Stages Of Discovery And Entrepreneurship," 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 Rotterdam, number ERS-2003-028-ORG, May.
  32. Nooteboom, B. & Bogenrieder, I.M., 2003, "Change Of Routines: A Multi-Level Analysis," 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 Rotterdam, number ERS-2003-029-ORG, May.
  33. Nooteboom, B., 2003, "Generality, Specificity And Discovery," 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 Rotterdam, number ERS-2003-030-ORG, May.
  34. Jong, Gjalt de & Nooteboom, Bart, 2003, "A cross cultural comparison of long-term supply relationships," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 03G23.
  35. Jurgen A. Doornik & Marius Ooms, 2003, "Multimodality in the GARCH Regression Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W20, Sep.
  36. Harvey, A. & TTrimbur, T. & van Dijk, H., 2003, "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0302, Jan.
  37. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2003, "Neural network approximations to posterior densities: an analytical approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-38, Aug.
  38. Kleijn, R.H. & van Dijk, H.K., 2003, "Bayes model averaging of cyclical decompositions in economic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-48, Aug.
  39. Strachan, R.W. & van Dijk, H.K., 2003, "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-12, Mar.
  40. van den Heuvel, W.J. & Wagelmans, A.P.M., 2003, "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-24, Jan.
  41. van den Heuvel, W. & Wagelmans, A.P.M., 2003, "A Polynomial Time Algorithm for a Deterministic Joint Pricing and Inventory Model," 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 Rotterdam, number ERS-2003-065-LIS, Sep.
  42. van den Heuvel, W. & Wagelmans, A.P.M., 2003, "A note on a multi-period profit maximizing model for retail supply chain management," 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 Rotterdam, number ERS-2003-072-LIS, Oct.

2002

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002, "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-27, Sep.
  2. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002, "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics, number 307, Jul.
  3. Charles S. Bos, 2002, "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-084/4, Sep.
  4. Siem Jan Koopman & Charles S. Bos, 2002, "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-113/4, Nov.
  5. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002, "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-37, Oct.
  6. van Nierop, J.E.M. & Fok, D. & Franses, Ph.H.B.F., 2002, "Sales Models For Many Items Using Attribute Data," 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 Rotterdam, number ERS-2002-65-MKT, Sep.
  7. Franses, Ph.H.B.F., 2002, "On modeling panels of time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-23, Jun.
  8. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2002, "Ecological panel inference in repeated cross sections," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-22, Jan.
  9. Franses, Ph.H.B.F., 2002, "On the diffusion of scientific publications; the case of Econometrica 1987," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-16, Jan.
  10. Franses, Ph.H.B.F. & Cramer, J.S., 2002, "On the number of categories in an ordered regression model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-15, Mar.
  11. Franses, Ph.H.B.F. & Patoir, D.A., 2002, "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-12, Jan.
  12. Franses, Ph.H.B.F. & Paap, R., 2002, "Common large innovations across nonlinear time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-09, Jan.
  13. Hyung, N. & Franses, Ph.H.B.F., 2002, "Inflation rates; long-memoray, level shifts, or both?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-08, Mar.
  14. Franses, Ph.H.B.F., 2002, "From first submission to citation: an empirical analysis," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-07, Mar.
  15. Franses, Ph.H.B.F. & Verhoef, P.C., 2002, "On combining revealed and stated preferences to forecast customer behaviour: three case studies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-04, Feb.
  16. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2002, "A simple test for PPP among traded goods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-02, Jan.
  17. Jonker, J.-J. & Franses, Ph.H.B.F. & Piersma, N., 2002, "Evaluating Direct Marketing Campaigns: recent findings and future research topics," 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 Rotterdam, number ERS-2002-26-MKT, Feb.
  18. Franses, Ph.H.B.F. & Heij, C., 2002, "Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables," 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 Rotterdam, number ERS-2002-31-MKT, Mar.
  19. Dekker, D.J. & Krackhardt, D. & Franses, Ph.H.B.F., 2002, "Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships," 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 Rotterdam, number ERS-2002-33-MKT, Mar.
  20. Franses, Ph.H.B.F. & Stremersch, S., 2002, "Modeling Generational Transitions from Aggregate Data," 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 Rotterdam, number ERS-2002-49-MKT, May.
  21. Boswijk, H.P. & Franses, Ph.H.B.F., 2002, "The Econometrics Of The Bass Diffusion Model," 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 Rotterdam, number ERS-2002-66-MKT, Jul.
  22. Sloot, L.M. & Verhoef, P.C. & Franses, Ph.H.B.F., 2002, "The impact of brand and category characteristics on consumer stock-out reactions," 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 Rotterdam, number ERS-2002-106-MKT, Nov.
  23. H. Peter Boswijk & Philip Hans Franses, 2002, "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-002/4, Jan.
  24. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2002, "An Empirical Study of Cash Payments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-075/4, Jul.
  25. Rutger van Oest & Philip Hans Franses & Richard Paap, 2002, "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-097/4, Oct.
  26. Rutger van Oest & Richard Paap & Philip Hans Franses, 2002, "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-124/4, Dec.
  27. Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002, "Shunting of Passenger Train Units in a Railway Station," 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 Rotterdam, number ERS-2002-74-LIS, Sep.
  28. Frank Kleibergen, 2002, "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-064/4, Jun.
  29. Arjen Siegmann & André Lucas, 2002, "Explaining Hedge Fund Investment Styles by Loss Aversion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-046/2, May.
  30. Siem Jan Koopman & André Lucas & Pieter Klaassen, 2002, "Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-107/2, Oct.
  31. Lucas, Andre & Molenkamp, Jan Bertus & Siegmann, Arjen, 2002, "De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0002.
  32. Klein Woolthuis, R. & Nooteboom, B., 2002, "Trust and Formal Control in interorganizational Relationships," 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 Rotterdam, number ERS-2002-13-ORG, Feb.
  33. Nooteboom, B., 2002, "A Balanced Theory of Sourcing, Collaboration and Networks," 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 Rotterdam, number ERS-2002-24-ORG, Mar.
  34. Nooteboom, B., 2002, "Governance and Competence," 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 Rotterdam, number ERS-2002-25-ORG, Mar.
  35. Paap, R. & van Dijk, H.K., 2002, "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-42, Dec.
  36. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002, "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-48, Dec.
  37. Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2002, "Cyclical components in economic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-20, Nov.
  38. van Dijk, H.K., 2002, "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-10, May.
  39. Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002, "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002, Society for Computational Economics, number 248, Jul.
  40. André van Stel & Shaastie Dielbandhoesing & David Storey & Wilco Heuvel van den, 2002, "Startup activity and employment growth in regions," Scales Research Reports, EIM Business and Policy Research, number H200108, Mar.
  41. van den Heuvel, W. & Wagelmans, A.P.M., 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," 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 Rotterdam, number ERS-2002-63-LIS, Jul.

2001

  1. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001, "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-029/4, Mar.
  2. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001, "Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice," 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 Rotterdam, number ERS-2001-47-MKT, Aug.
  3. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001, "Econometric Analysis of the Market Share Attraction Model," 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 Rotterdam, number ERS-2001-25-MKT, May.
  4. Vogelsang, Timothy J. & Franses, Philip Hans, 2001, "Testing for Common Deterministic Trend Slopes," Working Papers, Cornell University, Center for Analytic Economics, number 01-15, Jun.
  5. Koopman, S.J. & Franses, Ph.H.B.F., 2001, "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-02, Jan.
  6. Hyung, N. & Franses, Ph.H.B.F., 2001, "Structural breaks and long memory in US inflation rates: do they matter for forecasting?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-13, Apr.
  7. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-14, Apr.
  8. Pelzer, B. & Eisinga, R. & Franses, Ph.H.B.F., 2001, "Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-21, Aug.
  9. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001, "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-34, Nov.
  10. Boswijk, H.P. & Franses, Ph.H.B.F., 2001, "Robust inference on average economic growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-47, Dec.
  11. Dekker, D.J. & Franses, Ph.H.B.F. & Krackhardt, D., 2001, "An Equilibrium-Correction Model for Dynamic Network Data," 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 Rotterdam, number ERS-2001-39-MKT, Jun.
  12. Donkers, A.C.D. & Franses, Ph.H.B.F. & Verhoef, P.C., 2001, "Using Selective Sampling for Binary Choice Models to Reduce Survey Costs," 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 Rotterdam, number ERS-2001-67-MKT, Jan.
  13. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001, "Deriving Target Selection Rules from Endogenously Selected Samples," 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 Rotterdam, number ERS-2001-68-MKT, Jan.
  14. Franses, Ph.H.B.F. & Paap, R. & Sijthoff, Ph.A., 2001, "Modeling Potentially Time-Varying Effects of Promotions on Sales," 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 Rotterdam, number ERS-2001-05-MKT, Jan.
  15. Vroomen, B.L.K. & Franses, Ph.H.B.F. & van Nierop, J.E.M., 2001, "Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks," 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 Rotterdam, number ERS-2001-10-MKT, Mar.
  16. Wuyts, S.H.K. & Stremersch, S. & Franses, Ph.H.B.F., 2001, "Buying High Tech Products," 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 Rotterdam, number ERS-2001-27-MKT, May.
  17. Verhoef, P.C. & Franses, Ph.H.B.F. & Donkers, A.C.D., 2001, "Changing Perceptions and Changing Behavior in Customer Relationships," 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 Rotterdam, number ERS-2001-31-MKT, Jun.
  18. Huisman, D. & Freling, R. & Wagelmans, A.P.M., 2001, "A dynamic approach to vehicle scheduling," 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 Rotterdam, number ERS-2001-35-LIS, Jul.
  19. Bekker, Paul A. & Kleibergen, Frank, 2001, "Finite-sample instrumental variables inference using an asymptotically pivotal statistic," CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research, number 200109.
  20. Frank Kleibergen, 2001, "Testing Parameters in GMM without Assuming that they are identified," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-067/4, Jul.
  21. Frank Kleibergen, 2001, "How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-073/4, Aug.
  22. André Lucas & Ronald van Dijk & Teun Kloek, 2001, "Stock Selection, Style Rotation, and Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-021/2, Feb.
  23. André Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2001, "Tail Behavior of Credit Loss Distributions for General Latent Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-023/2, Feb.
  24. Bogenrieder, I.M. & Nooteboom, B., 2001, "Social Structures for Learning," 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 Rotterdam, number ERS-2001-23-ORG, Dec.
  25. Nooteboom, B., 2001, "Problems and Solutions in Knowledge Transfer," 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 Rotterdam, number ERS-2001-74-ORG, Jan.
  26. Nooteboom, B., 2001, "Research in the Management of Learning, Change and Relations," 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 Rotterdam, number ERS-2001-72-ORG, Jan.
  27. de Jong, G. & Nooteboom, B., 2001, "The Causality of Supply Relationships," 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 Rotterdam, number ERS-2001-73-ORG, Jan.
  28. Jurgen A. Doornik & Marius Ooms, 2001, "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W27, Nov.
  29. Hoogerheide, L.F. & van Dijk, H.K., 2001, "Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-04, Feb.
  30. Kleijn, R.H. & van Dijk, H.K., 2001, "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-35, Nov.

2000

  1. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
  2. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.
  3. Fok, D. & Franses, Ph.H.B.F., 2000, "Forecasting Market Shares from Models for Sales," 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 Rotterdam, number ERS-2000-03-MKT, Mar.
  4. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000, "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-10.
  5. Löf, M. & Franses, Ph.H.B.F., 2000, "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-04/A, Jan.
  6. Franses, Ph.H.B.F. & de Bruin, P. & van Dijk, D.J.C., 2000, "Seasonal smooth transition autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-06/A, Feb.
  7. Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F., 2000, "Modeling charity donations: target selection, response time and gift size," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-07/A, Feb.
  8. van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000, "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-23/A, Jun.
  9. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000, "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-30/A, Oct.
  10. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000, "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-33/A, Dec.
  11. Verhoef, P.C. & Franses, Ph.H.B.F. & Hoekstra, J.C., 2000, "The Effect of Relational Constructs on Relationship Performance," 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 Rotterdam, number ERS-2000-08-MKT, May.
  12. Dekker, D.J. & Stokman, F. & Franses, Ph.H.B.F., 2000, "Broker Positions in Task-Specific Knowledge Networks," 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 Rotterdam, number ERS-2000-37-MKT, Sep.
  13. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000, "Modeling Unobserved Consideration Sets for Household Panel Data," 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 Rotterdam, number ERS-2000-42-MKT, Oct.
  14. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000, "Models and algorithms for Integration of Vehicle and Crew Scheduling," 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 Rotterdam, number ERS-2000-14-LIS, May.
  15. Freling, R. & Huisman, D. & Wagelmans, A.P.M., 2000, "Applying an Integrated Approach to Vehicle and Crew Scheduling in Practice," 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 Rotterdam, number ERS-2000-31-LIS, Jul.
  16. Kleibergen, F.R. & Kleijn, R.H. & Paap, R., 2000, "The Bayesian Score Statistic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-16/A, Jan.
  17. Frank R. Kleibergen & Henk Hoek, 2000, "Bayesian Analysis of ARMA Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-027/4, Apr.
  18. Frank R. Kleibergen, 2000, "Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-039/4, May.
  19. Frank Kleibergen, 2000, "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-055/4, Jul.
  20. Frank R. Kleibergen, 2000, "Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-088/4, Nov.
  21. Karim M. Abadir & Andre Lucas, 2000, "A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-033/4, Apr.
  22. Marc G. Genton & André Lucas, 2000, "Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-040/2, May.
  23. Arjen H. Siegmann & André Lucas, 2000, "Analytic Decision Rules for Financial Stochastic Programs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-041/2, May.
  24. Jurgen A. Doornik & Marius Ooms, 2000, "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0798, Aug.
  25. Kaashoek, J.F. & van Dijk, H.K., 2000, "Neural networks as econometric tool," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-31/A, Oct.

1999

  1. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
  2. Fok, D. & Franses, Ph.H.B.F. & Cramer, J.S., 1999, "Ordered logit analysis for selectively sampled data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9933/A, Aug.
  3. Fok, D. & Franses, Ph.H.B.F., 1999, "Impulse-response analysis of the market share attraction model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9955-/A, Jan.
  4. Franses, Ph.H.B.F., 1999, "How to deal with intercept and trend in pratical cointegration analysis?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9904-/A, Feb.
  5. Franses, Ph.H.B.F. & Kunst, R.M., 1999, "Testing common deterministic seasonality," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9905-/A, Jan.
  6. Kleibergen, F.R. & Franses, Ph.H.B.F., 1999, "Cointegration in a periodic vector autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9906-/A, Jan.
  7. Paap, R. & Franses, Ph.H.B.F., 1999, "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9907-/A, Jan.
  8. Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999, "On SETAR non- linearity and forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9914-/A, Mar.
  9. Franses, Ph.H.B.F. & Kunst, R.M., 1999, "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9917-/A, Jan.
  10. Franses, Ph.H.B.F. & de Bruin, P., 1999, "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9923-/A, Jan.
  11. Carsoule, F. & Franses, Ph.H.B.F., 1999, "Monitoring structural change in variance," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9925A, Jun.
  12. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1999, "Outlier detection in the GARCH (1,1) model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9926-/A, Jul.
  13. Franses, Ph.H.B.F. & Paap, R., 1999, "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9927-/A, Jan.
  14. Carsoule, F. & Franses, Ph.H.B.F., 1999, "Monitoring time-varying parameters in an autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9937/A, Jan.
  15. Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S., 1999, "Censored regression analysis in large samples with many zero observations," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9939-A, Nov.
  16. Rothman, P. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 1999, "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9945-/A, Nov.
  17. Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999, "SETS, Arbitrage Activity, and Stock Price Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-003/4, Feb.
  18. Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999, "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9916-/A, Mar.
  19. Jan J.J. Groen & Frank R. Kleibergen, 1999, "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-055/4, Aug.
  20. Berkelaar, A.B. & Hoek, H. & Lucas, A., 1999, "Arbitrage and sampling uncertainty in financial stochastic programming models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9919-/A, Apr.
  21. H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999, "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-012/4, Feb.
  22. Lucas, André & Klaassen, Pieter & Spreij, Peter, 1999, "An analytic approach to credit risk of large corporate bond and loan portfolios," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0018.
  23. Lucas, André & Straetmans, Stefan & Klaassen, Pieter, 1999, "Tail behavior of credit loss distributions," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0060.
  24. Ooms, M. & Doornik, J.A., 1999, "Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9947/A, Dec.
  25. Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999, "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999, Society for Computational Economics, number 312, Mar.
  26. Kaashoek, J.F. & van Dijk, H.K., 1999, "Neural network analysis of varying trends in real exchange rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9915-/A, Mar.
  27. Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
  28. Terui, N. & van Dijk, H.K., 1999, "Combined forecasts from linear and nonlinear time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9949-/A, Dec.

1998

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998, "Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9822, Jul.
  2. Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998, "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9811, Jul.
  3. Franses, Ph.H.B.F. & Paap, R., 1998, "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9852, Jan.
  4. Ooms, M. & Franses, Ph.H.B.F., 1998, "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9842, Sep.
  5. Franses, Ph.H.B.F. & Paap, R., 1998, "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9841, Jan.
  6. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Modeling asymmetric volatility in weekly Dutch temperature data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9840, Sep.
  7. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998, "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9832, Aug.
  8. de Bruin, P. & Franses, Ph.H.B.F., 1998, "On data transformations and evidence of nonlinearity," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9823, Jan.
  9. Franses, Ph.H.B.F. & Kunst, R.M., 1998, "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9820, Jan.
  10. Franses, Ph.H.B.F. & Neele, J. & van Dijk, D.J.C., 1998, "Forecasting volatility with switching persistence GARCH models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9819, Jun.
  11. Philip Hans Franses & Dick van Dijk & André Lucas, 1998, "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-057/4, Jun.
  12. Kleibergen, F.R., 1998, "Conditional densities in econometrics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9853, Dec.
  13. Kleibergen, F.R., 1998, "An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9844, Nov.
  14. Kleibergen, F.R. & Zivot, E., 1998, "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9835, Nov.
  15. Kleibergen, F.R. & Paap, R., 1998, "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9821, Jul.
  16. Patrick A. Groenendijk & André Lucas & Casper G. de Vries, 1998, "A Hybrid Joint Moment Ratio Test for Financial Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-104/2, Sep.
  17. Lucas, André, 1998, "Testing backtesting : an evaluation of the Basle guidelines for backtesting internal risk management models of banks," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0001.
  18. Lucas, André & Dert, Cees L., 1998, "On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0057.
  19. Boswijk, H. Peter & Lucas, André & Taylor, Nick, 1998, "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0062.
  20. Lucas, André, 1998, "Nut, gebruik en beperkingen van value-at-risk voor risicomanagement," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0064.
  21. Kaashoek, J.F. & van Dijk, H.K., 1998, "A simple strategy to prune neural networks with an application to economic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9854, Dec.

1997

  1. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Modelling Multiple Regimes in the Business Cycle," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9734/A, Jan.
  2. Eisinga, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9733/A, Jan.
  3. Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M., 1997, "Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9709-/A, Jan.
  4. Franses, Ph.H.B.F. & van Dijk, D.J.C., 1997, "Do We Often Find ARCH Because Of Neglected Outliers?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9706-/A, Jan.
  5. van Dijk, D.J.C. & Franses, Ph.H.B.F., 1997, "Nonlinear Error-Correction Models for Interest Rates in The Netherlands," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9704-/A, Jan.
  6. Franses, Philip Hans & Lucas, André, 1997, "Outlier robust cointegration analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0045.
  7. Kleibergen, F.R., 1997, "Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9722/A, Jan.
  8. Kleibergen, F.R. & van Dijk, H.K., 1997, "Bayesian Simultaneous Equations Analysis using Reduced Rank Structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9714/A, Jan.
  9. Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997, "Oil Price Shocks and Long Run Price and Import Demand Behavior," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9709-/A, Jan.
  10. Boswijk, H. Peter & Lucas, André, 1997, "Semi-nonparametric cointegration testing," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0041.
  11. Lucas, André, 1997, "Strategic and tactical asset allocation and the effect of long-run equilibrium relations," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0042.
  12. Lucas, André, 1997, "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0056.
  13. Groenendijk, Patrick A. & Lucas, André & Vries, Casper G. de, 1997, "Stochastic processes, non-normal innovations, and the use of scaling ratios," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0058.
  14. Peli, Gabor & Nooteboom, Bart, 1997, "Market partitioning and the geometry of the resource space," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 97B40.
  15. Klos, Tomas B. & Nooteboom, Bart, 1997, "Adaptive governance: the role of loyalty," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 97B53.
  16. Nooteboom, B. & Berger, H. & Noorderhaven, N.G., 1997, "Effects of trust and governance on relational risk," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8e83932e-064c-40e8-afe7-4.

1996

  1. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9622-/A, Jan.
  2. Franses, Ph.H.B.F. & Kloek, T. & Lucas, A., 1996, "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9646-/A, Jan.
  3. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Lucas, A., 1996, "Testing for ARCH in the Presence of Additive Outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9659-/A, Jan.
  4. Ariño, M.A. & Franses, Ph.H.B.F., 1996, "Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9669-/A, Jan.
  5. Breitung, J. & Franses, P. H., 1996, "On Phillips-Perron Type Tests for Seasonal Unit Roots," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1996,27.
  6. Kleibergen, F.R., 1996, "Equality Restricted Random Variables: Densities and Sampling Algorithms," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9662-/A, Jan.
  7. Kleibergen, F.R. & Paap, R., 1996, "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9668-/A, Jan.
  8. Kleibergen, F., 1996, "Reduced Rank of Regression Using Generalized Method of Moments Estimators," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-20.
  9. Péli, Gábor & Nooteboom, Bart, 1996, "Simulation of learning in supply partnerships," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 97B04.
  10. Nooteboom, Bart, 1996, "Towards a cognitive theory of the firm : issues and a logic of change," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 97B05.
  11. Nooteboom, Bart, 1996, "Will opportunism go away," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 97B06.
  12. Ooms, M. & Hassler, U., 1996, "A Note on the Effect of Seasonal Dummies on the Periodogram Regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9629-/A, Jan.
  13. BAUWENS, L. & POLASEK, W. & van DIJK, H. K., 1996, "Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1232, Jan.

1995

  1. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995, "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9527-/A, Jan.
  2. Franses, P.H. & McAleer, M., 1995, "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers, Tilburg - Center for Economic Research, number 9510.
  3. Breitung, J. & Franses, P., 1995, "Impulse Response Functions for Periodic Integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,43.
  4. Kleibergen, F.R. & Hoek, H., 1995, "Bayesian Analysis of ARMA models using Noninformative Priors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9553-/B, Jan.
  5. Nooteboom, Bart, 1995, "Cost, quality and learning based governance of transactions : Western, Japanese and a third way," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 95B33.
  6. Nooteboom, Bart, 1995, "Trust, opportunism and governance," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 95B34.
  7. Nooteboom, Bart & Berger, Hans & Noorderhaven, Niels G., 1995, "Sources, measurement and effect of trust in the governance of buyer-supplier relations," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 95B39.
  8. Noorderhaven, N.G. & Nooteboom, B. & Berger, H., 1995, "Exploring determinants of perceived interfirm dependence in industrial supplier relations," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-115.
  9. Ooms, M., 1995, "Flexible Seasonal Long Memory and Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9515-/A, Jan.

1994

  1. Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994, "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/94.

1993

  1. Franses, P.H. & Boswijk, H.P., 1993, "Temporal aggregation in a periodically integrated autoregressive process," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 599.
  2. Nooteboom, B., 1993, "Relaties in industrie en huwelijk," Other publications TiSEM, Tilburg University, School of Economics and Management, number f08c6b72-c8c5-486b-bc70-2.

1992

  1. Franses, P. H., 1992, "The Gompertz Curve: Estimation And Selection," Econometric Institute Archives, Erasmus University Rotterdam, number 272486, DOI: 10.22004/ag.econ.272486.
  2. Broersma, L. & Franses, P.H., 1992, "A model for quarterly unemployment in Canada," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0011.
  3. Noorderhaven, N.G. & Nooteboom, B. & Berger, J., 1992, "Temporal, cognitive and behavioral dimensions of transaction costs : To an understanding of hybrid vertical inter-firm relations," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 551.

1991

  1. Franses, P.H. & Kofman, P., 1991, "An Empirical Test For Parities Between Metal Prices At The Ime," Papers, Erasmus University of Rotterdam - Institute for Economic Research, number 9102.
  2. Peter C. Schotman & Herman K. van Dijk, 1991, "On Bayesian routes to unit roots," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 43, DOI: 10.21034/dp.43.

1990

  1. Franses, P. H., 1990, "Testing For Seasonal Unit Roots In Monthly Data," Econometric Institute Archives, Erasmus University Rotterdam, number 272393, DOI: 10.22004/ag.econ.272393.
  2. Franses, P. H., 1990, "Testing For White Noise In Time Series Models," Econometric Institute Archives, Erasmus University Rotterdam, number 272394, DOI: 10.22004/ag.econ.272394.
  3. Franses, P. H., 1990, "Seasonality, Outliers And Linearity," Econometric Institute Archives, Erasmus University Rotterdam, number 272395, DOI: 10.22004/ag.econ.272395.
  4. Franses, P. H., 1990, "Seasonality, Nonstationarity And The Forecasting Of Monthly Time Series," Econometric Institute Archives, Erasmus University Rotterdam, number 272481, DOI: 10.22004/ag.econ.272481.
  5. Schotman, P. & van Dijk, H. K., 1990, "Posterior Analysis Of Possibly Integrated Time Series With An Application To Real Gnp," Econometric Institute Archives, Erasmus University Rotterdam, number 272482, Jul, DOI: 10.22004/ag.econ.272482.

1989

  1. Schotman, P. & van Dijk, H. K., 1989, "A Bayesian Analysis Of The Unit Root Hypothesis," Econometric Institute Archives, Erasmus University Rotterdam, number 272385, Jul, DOI: 10.22004/ag.econ.272385.
  2. Schotman P. & van Dijk, H. K., 1989, "A Bayesian Analysis Of The Unit Root In Real Exchange Rates," Econometric Institute Archives, Erasmus University Rotterdam, number 272390, Jul, DOI: 10.22004/ag.econ.272390.

1987

  1. van Dijk, H. K., 1987, "Some Advances In Bayesian Estimation Methods Using Monte Carlo Integration," Econometric Institute Archives, Erasmus University Rotterdam, number 272361, Feb, DOI: 10.22004/ag.econ.272361.
  2. ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987, "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987056, Jan.

1986

  1. van Dijk, H. K. & Hop, J. P. & Louter, A. S., 1986, "An Algorithm For The Computation Of Posterior Moments And Densities Using Simple Importance Sampling," Econometric Institute Archives, Erasmus University Rotterdam, number 272354, Oct, DOI: 10.22004/ag.econ.272354.
  2. van DIJK, H.K., 1986, "A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1986050, Jan.

1985

  1. Kooiman, Peter & van Dijk, Herman K. & Thurik, A. Roy, 1985, "Likelihood Diagnostics And Bayesian Analysis Of A Micro-Economic Disequilibrium Model For Retail Services," Econometric Institute Archives, Erasmus University Rotterdam, number 272289, Jan, DOI: 10.22004/ag.econ.272289.

1984

  1. Nooteboom, B., 1984, "Intransitive preferences in retailing," Other publications TiSEM, Tilburg University, School of Economics and Management, number 14eadb30-3a25-443f-a223-a.
  2. Nooteboom, B., 1984, "Macro-economische modelbouw in discussie," Other publications TiSEM, Tilburg University, School of Economics and Management, number 521f4085-8191-4aa4-ba05-b.
  3. Nooteboom, B., 1984, "Innovatie, levenscyclus en het aandeel van zelfstandigen : Een voorbeeld uit de detailhandel," Other publications TiSEM, Tilburg University, School of Economics and Management, number d4bae1f1-b00a-4010-9c02-d.

1983

  1. Nooteboom, B., 1983, "Openingstijden en schaaleffecten in de detailhandel," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8bb8b52b-8a8c-4b85-aacc-3.
  2. van Dijk, H. K. & Kloek, T., 1983, "Posterior Moments Computed By Mixed Integration," Econometric Institute Archives, Erasmus University Rotterdam, number 272277, Jun, DOI: 10.22004/ag.econ.272277.
  3. van Dijk, H. K. & Kloek, T., 1983, "Experiments With Some Alternatives For Simple Importance Sampling In Monte Carlo Integration," Econometric Institute Archives, Erasmus University Rotterdam, number 272281, May, DOI: 10.22004/ag.econ.272281.

1982

  1. Nooteboom, B., 1982, "A new theory of retailing costs," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5c1be7a9-2d77-4bfb-9e64-4.
  2. Bakker, K. & Nooteboom, B. & Vollebregt, J.A.C., 1982, "Ontwikkelingen in de levensmiddelenhandel 1950-1978," Other publications TiSEM, Tilburg University, School of Economics and Management, number 65f574da-6401-4874-a01b-8.
  3. Nooteboom, B., 1982, "De gevolgen van loonmatiging voor winst en werk in het midden- en kleinbedrijf," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8a63b521-0bd4-45d3-8d55-9.
  4. van Dijk, H. K. & Kloek, T., 1982, "Monte Carlo Analysis Of Skew Posterior Distributions: An Illustrative Econometric Example," Econometric Institute Archives, Erasmus University Rotterdam, number 272268, Aug, DOI: 10.22004/ag.econ.272268.
  5. van Dijk, H. K. & Kloek, T., 1982, "Posterior Moments Of The Klein-Goldberger Model," Econometric Institute Archives, Erasmus University Rotterdam, number 272269, Sep, DOI: 10.22004/ag.econ.272269.

1980

  1. van Dijk, H. K. & Kloek, T., 1980, "Further Experience In Bayesian Analysis Using Monte Carlo Integration," Econometric Institute Archives, Erasmus University Rotterdam, number 272261, Jun, DOI: 10.22004/ag.econ.272261.

1978

  1. van Dijk, H. K. & Kloek, T., 1978, "Posterior Analysis Of Klein'S Model," Econometric Institute Archives, Erasmus University Rotterdam, number 272173, Nov, DOI: 10.22004/ag.econ.272173.

1977

  1. Nooteboom, B., 1977, "A Mathematical Theory of Store Operation," Econometric Institute Archives, Erasmus University Rotterdam, number 272145, Mar, DOI: 10.22004/ag.econ.272145.
  2. Nooteboom, B., 1977, "An Analysis Of Efficiency In Retailing," Econometric Institute Archives, Erasmus University Rotterdam, number 272146, Mar, DOI: 10.22004/ag.econ.272146.

1976

  1. van Dijk, H. K. & Kloek, T., 1976, "PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach," Econometric Institute Archives, Erasmus University Rotterdam, number 272131, Aug, DOI: 10.22004/ag.econ.272131.
  2. Kloek, T. & van Dijk, H. K., 1976, "BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo," Econometric Institute Archives, Erasmus University Rotterdam, number 272139, Nov, DOI: 10.22004/ag.econ.272139.

1975

  1. Kloek, T. & van Dijk, H. K., 1975, "BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo," Econometric Institute Archives, Erasmus University Rotterdam, number 272074, May, DOI: 10.22004/ag.econ.272074.

Undated

  1. Franses, Philip Hans, undated, "Franses," Instructional Stata datasets for econometrics, Boston College Department of Economics, number franses.
  2. Philip Hans Franses & Robert Taylor, undated, "Determining the Order of Differencing in Seasonal Time Series Processes," Discussion Papers, Department of Economics, University of York, number 97/9.

Journal articles

2026

  1. Beutner, Eric & Lin, Yicong & Lucas, Andre, 2026, "Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106218.

2025

  1. Camehl, Annika & Fok, Dennis & Gruber, Kathrin, 2025, "On superlevel sets of conditional densities and multivariate quantile regression," Journal of Econometrics, Elsevier, volume 249, issue PA, DOI: 10.1016/j.jeconom.2024.105807.
  2. Fok, Dennis & Paap, Richard, 2025, "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, volume 54, issue C, DOI: 10.1016/j.jocm.2024.100531.
  3. Paap, Richard & Franses, Philip Hans, 2025, "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105937.
  4. Mattera, Raffaele & Franses, Philip Hans, 2025, "Forecasting house price growth rates with factor models and spatio-temporal clustering," International Journal of Forecasting, Elsevier, volume 41, issue 1, pages 398-417, DOI: 10.1016/j.ijforecast.2024.09.003.
  5. Philip Hans Franses & Richard Paap, 2025, "Testing for Bias in Forecasts for Independent Multinomial Outcomes," Forecasting, MDPI, volume 7, issue 1, pages 1-8, January.
  6. Philip Hans Franses, 2025, "Adstock revisited," Applied Economics, Taylor & Francis Journals, volume 57, issue 8, pages 882-886, February, DOI: 10.1080/00036846.2024.2309463.
  7. Kleibergen, Frank & Kong, Lingwei, 2025, "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105728.
  8. Kleibergen, Frank & Zhan, Zhaoguo, 2025, "Risk premia from the cross-section of individual assets," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106108.
  9. Frank Kleibergen & Zhaoguo Zhan, 2025, "A Powerful Test Needs to Be Size-Correct: Response to “Robust Inference for Consumption-Based Asset Pricing with Power”," Critical Finance Review, now publishers, volume 14, issue 1, pages 179-185, March, DOI: 10.1561/104.00000155.
  10. Frank Kleibergen & Zhaoguo Zhan, 2025, "Double robust inference for continuous updating GMM," Quantitative Economics, Econometric Society, volume 16, issue 1, pages 295-327, January, DOI: 10.3982/QE2347.
  11. Anne Opschoor & André Lucas & Luca Rossini, 2025, "The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 177-190.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos, 2024, "Market power in California's water market," American Journal of Agricultural Economics, John Wiley & Sons, volume 106, issue 3, pages 1274-1299, May, DOI: 10.1111/ajae.12434.
  3. Brian Chung & Philip Hans Franses & Enrico Pennings, 2024, "Conditions that make ventures thrive: from individual entrepreneur to innovation impact," Small Business Economics, Springer, volume 62, issue 3, pages 1177-1200, March, DOI: 10.1007/s11187-023-00800-3.
  4. Gavin Ooft & Sailesh Bhaghoe & Philip Hans Franses, 2024, "Forecasting Annual Inflation Using Weekly Money Supply," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 1, pages 25-43, March, DOI: 10.1007/s40953-023-00376-5.
  5. Philip Hans Franses, 2024, "Incorporating judgment in forecasting models in times of crisis," Futures & Foresight Science, John Wiley & Sons, volume 6, issue 4, December, DOI: 10.1002/ffo2.193.
  6. Creal, Drew & Koopman, Siem Jan & Lucas, André & Zamojski, Marcin, 2024, "Observation-driven filtering of time-varying parameters using moment conditions," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105635.
  7. D’Innocenzo, Enzo & Lucas, Andre, 2024, "Dynamic partial correlation models," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105747.
  8. Igor Custodio João & Julia Schaumburg & André Lucas & Bernd Schwaab, 2024, "Dynamic Nonparametric Clustering of Multivariate Panel Data," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 335-374.
  9. Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024, "Modeling Extreme Events: Time-Varying Extreme Tail Shape," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 903-917, July, DOI: 10.1080/07350015.2023.2260439.
  10. Enzo D'Innocenzo & André Lucas & Anne Opschoor & Xingmin Zhang, 2024, "Heterogeneity and dynamics in network models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 1, pages 150-173, January, DOI: 10.1002/jae.3013.
  11. Didier Nibbering & Richard Paap, 2024, "Forecasting carbon emissions using asymmetric grouping," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2228-2256, September, DOI: 10.1002/for.3124.
  12. van Dijk Herman K., 2024, "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 155-176, April, DOI: 10.1515/snde-2024-0003.
  13. Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024, "Bayesian mode inference for discrete distributions in economics and finance," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111579.

2023

  1. Gavin Ooft & Philip Hans Franses & Sailesh Bhaghoe, 2023, "Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate," Review of Development Economics, Wiley Blackwell, volume 27, issue 4, pages 2618-2637, November, DOI: 10.1111/rode.13018.
  2. Mattera, Raffaele & Franses, Philip Hans, 2023, "Are African business cycles synchronized? Evidence from spatio-temporal modeling," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106485.
  3. Philip Hans Franses, 2023, "On the life cycles of successful rock bands," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 5, pages 4693-4707, October, DOI: 10.1007/s11135-022-01577-5.
  4. Guggenberger, Patrik & Kleibergen, Frank & Mavroeidis, Sophocles, 2023, "A test for Kronecker Product Structure covariance matrix," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 88-112, DOI: 10.1016/j.jeconom.2022.01.005.
  5. Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023, "Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 263-297.
  6. Frank Kleibergen & Lingwei Kong & Zhaoguo Zhan, 2023, "Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 311-315.
  7. Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023, "Dynamic clustering of multivariate panel data," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.03.003.
  8. Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A., 2023, "Time-Varying Parameters in Econometrics: The editor’s foreword," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.03.007.
  9. Opschoor, Anne & Lucas, André, 2023, "Time-varying variance and skewness in realized volatility measures," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 827-840, DOI: 10.1016/j.ijforecast.2022.02.009.
  10. Telg, Sean & Dubinova, Anna & Lucas, Andre, 2023, "Covid-19, credit risk management modeling, and government support," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106638.
  11. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
  12. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023, "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 523-537, April, DOI: 10.1080/07350015.2022.2039159.
  13. Wilco van den Heuvel & Semra Ağralı & Z. Caner Taşkın, 2023, "A Decomposition Algorithm for Single and Multiobjective Integrated Market Selection and Production Planning," INFORMS Journal on Computing, INFORMS, volume 35, issue 6, pages 1439-1453, November, DOI: 10.1287/ijoc.2022.0053.
  14. Hark-Chin Hwang & Wilco van den Heuvel & Albert P. M. Wagelmans, 2023, "Multilevel Lot-Sizing with Inventory Bounds," INFORMS Journal on Computing, INFORMS, volume 35, issue 6, pages 1470-1490, November, DOI: 10.1287/ijoc.2022.0216.

2022

  1. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  2. Philip Hans Franses & Max Welz, 2022, "Forecasting Real GDP Growth for Africa," Econometrics, MDPI, volume 10, issue 1, pages 1-16, January.
  3. Philip Hans Franses, 2022, "Interpolation and correlation," Applied Economics, Taylor & Francis Journals, volume 54, issue 14, pages 1562-1567, March, DOI: 10.1080/00036846.2021.1980199.
  4. Philip Hans Franses & Max Welz, 2022, "Evaluating heterogeneous forecasts for vintages of macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 4, pages 829-839, July, DOI: 10.1002/for.2835.
  5. Bun, Maurice J.G. & Kleibergen, Frank, 2022, "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, volume 38, issue 4, pages 689-751, August.
  6. Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022, "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 325-346, DOI: 10.1016/j.jeconom.2021.06.003.
  7. Cem Cakmakli & Richard Paap & Dick van Dijk, 2022, "Modeling and estimation of synchronization in size-sorted portfolio returns," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 22, issue 4, pages 129-140.

2021

  1. Bruno Jacobs & Dennis Fok & Bas Donkers, 2021, "Understanding Large-Scale Dynamic Purchase Behavior," Marketing Science, INFORMS, volume 40, issue 5, pages 844-870, September, DOI: 10.1287/mksc.2020.1279.
  2. Matilda Dorotic & Dennis Fok & Peter C. Verhoef & Tammo H. A. Bijmolt, 2021, "Synergistic and cannibalization effects in a partnership loyalty program," Journal of the Academy of Marketing Science, Springer, volume 49, issue 5, pages 1021-1042, September, DOI: 10.1007/s11747-020-00759-7.
  3. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2021, "Forecasting time-varying arrivals: Impact of direct response advertising on call center performance," Journal of Business Research, Elsevier, volume 131, issue C, pages 227-240, DOI: 10.1016/j.jbusres.2021.03.014.
  4. Franses, Philip Hans, 2021, "Modeling box office revenues of motion pictures✰," Technological Forecasting and Social Change, Elsevier, volume 169, issue C, DOI: 10.1016/j.techfore.2021.120812.
  5. Philip Hans Franses, 2021, "Marketing response and temporal aggregation," Journal of Marketing Analytics, Palgrave Macmillan, volume 9, issue 2, pages 111-117, June, DOI: 10.1057/s41270-020-00102-7.
  6. Philip Hans Franses, 2021, "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 401-417, December, DOI: 10.1007/s40953-021-00277-5.
  7. Philip Hans Franses, 2021, "Estimating persistence for irregularly spaced historical data," Quality & Quantity: International Journal of Methodology, Springer, volume 55, issue 6, pages 2177-2187, December, DOI: 10.1007/s11135-021-01099-6.
  8. Philip Hans Franses, 2021, "Testing for bias in forecasts for independent binary outcomes," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 15, pages 1336-1338, September, DOI: 10.1080/13504851.2020.1838429.
  9. Philip Hans Franses, 2021, "Inclusion of older annual data into time series models for recent quarterly data," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 19, pages 1717-1721, November, DOI: 10.1080/13504851.2020.1866152.
  10. Philip Hans Franses, 2021, "Testing bias in professional forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1086-1094, September, DOI: 10.1002/for.2765.
  11. Kleibergen, Frank, 2021, "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 78-96, DOI: 10.1016/j.jeconom.2019.10.013.
  12. Blasques, Francisco & Lucas, André & van Vlodrop, Andries C., 2021, "Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 47-57, DOI: 10.1016/j.ecosta.2020.03.010.
  13. Opschoor, Anne & Lucas, André, 2021, "Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 622-633, DOI: 10.1016/j.ijforecast.2020.07.009.
  14. Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.
  15. Mathijs van Zon & Remy Spliet & Wilco van den Heuvel, 2021, "The Joint Network Vehicle Routing Game," Transportation Science, INFORMS, volume 55, issue 1, pages 179-195, 1-2, DOI: 10.1287/trsc.2020.1008.

2020

  1. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2020, "Flexible Mixture-Amount Models Using Multivariate Gaussian Processes," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 257-271, April, DOI: 10.1080/07350015.2018.1497506.
  2. Philip Hans Franses, 2020, "Measurement Error in a First-order Autoregression," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 2, pages 1-14, June.
  3. Gilian van den Hengel & Philip Hans Franses, 2020, "Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model," Forecasting, MDPI, volume 2, issue 3, pages 1-25, August.
  4. Philip Hans Franses & Max Welz, 2020, "Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?," JRFM, MDPI, volume 13, issue 3, pages 1-8, March.
  5. Philip Hans Franses & Thomas Wiemann, 2020, "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 59-75, June, DOI: 10.1007/s10614-020-09986-0.
  6. Philip Hans Franses, 2020, "IMA(1,1) as a new benchmark for forecast evaluation," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 17, pages 1419-1423, October, DOI: 10.1080/13504851.2019.1686115.
  7. Philip Hans Franses, 2020, "Inflation in China, 1953-1978," China Economic Journal, Taylor & Francis Journals, volume 13, issue 3, pages 290-298, September, DOI: 10.1080/17538963.2019.1679329.
  8. Philip Hans Franses, 2020, "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 927-933, September, DOI: 10.1002/for.2670.
  9. Philip Hans Franses & Max Welz, 2020, "The Cash Use Of The Malaysian Ringgit: Can It Be More Efficient?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-5, March, DOI: 10.1142/S2010495220500049.
  10. Philip Hans Franses, 2020, "Simple Bayesian Forecast Combination," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-7, December, DOI: 10.1142/S2010495220500165.
  11. Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020, "Inference in second-order identified models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 346-372, DOI: 10.1016/j.jeconom.2020.04.020.
  12. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020, "Risk endogeneity at the lender/investor-of-last-resort," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 283-297, DOI: 10.1016/j.jmoneco.2019.11.003.
  13. Francisco Blasques & Siem Jan Koopman & André Lucas, 2020, "Nonlinear autoregressive models with optimality properties," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 6, pages 559-578, July, DOI: 10.1080/07474938.2019.1701807.
  14. Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020, "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 335-355, DOI: 10.1016/j.jeconom.2019.12.007.
  15. van de Velden, Michel & van den Heuvel, Wilco & Galy, Hugo & Groenen, Patrick J.F., 2020, "Retrieving a contingency table from a correspondence analysis solution," European Journal of Operational Research, Elsevier, volume 283, issue 2, pages 541-548, DOI: 10.1016/j.ejor.2019.11.014.
  16. Suzanne, Elodie & Absi, Nabil & Borodin, Valeria & van den Heuvel, Wilco, 2020, "A single-item lot-sizing problem with a by-product and inventory capacities," European Journal of Operational Research, Elsevier, volume 287, issue 3, pages 844-855, DOI: 10.1016/j.ejor.2020.05.017.

2019

  1. Dennis Fok & André Stel & Andrew Burke & Roy Thurik, 2019, "How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry," Annals of Operations Research, Springer, volume 283, issue 1, pages 1111-1138, December, DOI: 10.1007/s10479-019-03322-y.
  2. Philip Hans Franses & Max Welz, 2019, "Cash Use of the Taiwan Dollar: Is It Efficient? †," JRFM, MDPI, volume 12, issue 1, pages 1-6, January.
  3. Philip Hans Franses, 2019, "On inflation expectations in the NKPC model," Empirical Economics, Springer, volume 57, issue 6, pages 1853-1864, December, DOI: 10.1007/s00181-018-1417-8.
  4. Philip Hans Franses & Eva Janssens, 2019, "Spurious principal components," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 1, pages 37-39, January, DOI: 10.1080/13504851.2018.1433292.
  5. Philip Hans Franses, 2019, "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 2, pages 73-80, March, DOI: 10.1002/for.2557.
  6. Dick van Dijk & Philip Hans Franses, 2019, "Combining expert‐adjusted forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 5, pages 415-421, August, DOI: 10.1002/for.2570.
  7. Anne Opschoor & André Lucas, 2019, "Fractional Integration and Fat Tails for Realized Covariance Kernels," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 66-90.
  8. André Lucas & Julia Schaumburg & Bernd Schwaab, 2019, "Bank Business Models at Zero Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 542-555, July, DOI: 10.1080/07350015.2017.1386567.
  9. Wendun Wang & Xinyu Zhang & Richard Paap, 2019, "To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 724-745, August, DOI: 10.1002/jae.2696.
  10. Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019, "Forecast density combinations of dynamic models and data driven portfolio strategies," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 170-186, DOI: 10.1016/j.jeconom.2018.11.011.
  11. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019, "Robust pooling for contracting models with asymmetric information," European Journal of Operational Research, Elsevier, volume 273, issue 3, pages 1036-1051, DOI: 10.1016/j.ejor.2018.08.041.
  12. Mobini, Zahra & van den Heuvel, Wilco & Wagelmans, Albert, 2019, "Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information," European Journal of Operational Research, Elsevier, volume 277, issue 2, pages 542-560, DOI: 10.1016/j.ejor.2019.03.002.
  13. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2019, "Two-echelon lot-sizing with asymmetric information and continuous type space," Omega, Elsevier, volume 87, issue C, pages 158-176, DOI: 10.1016/j.omega.2018.09.001.
  14. Onur A. Kilic & Wilco van den Heuvel, 2019, "Economic lot sizing with remanufacturing: Structural properties and polynomial-time heuristics," IISE Transactions, Taylor & Francis Journals, volume 51, issue 12, pages 1318-1331, December, DOI: 10.1080/24725854.2019.1593555.

2018

  1. Koen Bel & Dennis Fok & Richard Paap, 2018, "Parameter estimation in multivariate logit models with many binary choices," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 5, pages 534-550, May, DOI: 10.1080/07474938.2015.1093780.
  2. Philip Hans Franses, 2018, "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 308-320, December.
  3. Franses, Philip Hans & Janssens, Eva, 2018, "Inflation in Africa, 1960–2015," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 261-292, DOI: 10.1016/j.intfin.2018.09.005.
  4. Bert De Bruijn & Philip Hans Franses, 2018, "How Informative Are Earnings Forecasts? †," JRFM, MDPI, volume 11, issue 3, pages 1-20, July.
  5. Philip Hans Franses & Eva Janssens, 2018, "This Time It Is Different! Or Not? Discounting Past Data When Predicting The Future," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-34, June, DOI: 10.1142/S2010495218500057.
  6. Frank Kleibergen & Zhaoguo Zhan, 2018, "Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 155-190.
  7. F Blasques & S J Koopman & A Lucas, 2018, "Amendments and Corrections," Biometrika, Biometrika Trust, volume 105, issue 3, pages 753-753.
  8. Francisco Blasques & André Lucas & Erkki Silde, 2018, "A stochastic recurrence equations approach for score driven correlation models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 2, pages 166-181, February, DOI: 10.1080/07474938.2016.1139821.
  9. Anne Opschoor & Pawel Janus & André Lucas & Dick Van Dijk, 2018, "New HEAVY Models for Fat-Tailed Realized Covariances and Returns," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 643-657, October, DOI: 10.1080/07350015.2016.1245622.
  10. Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor, 2018, "Dynamic discrete copula models for high‐frequency stock price changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 966-985, November, DOI: 10.1002/jae.2645.
  11. Nibbering, Didier & Paap, Richard & van der Wel, Michel, 2018, "What do professional forecasters actually predict?," International Journal of Forecasting, Elsevier, volume 34, issue 2, pages 288-311, DOI: 10.1016/j.ijforecast.2017.12.004.
  12. Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018, "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 1, pages 131-145, January, DOI: 10.1080/07350015.2015.1137760.
  13. Kerkkamp, R.B.O. & van den Heuvel, W. & Wagelmans, A.P.M., 2018, "Two-echelon supply chain coordination under information asymmetry with multiple types," Omega, Elsevier, volume 76, issue C, pages 137-159, DOI: 10.1016/j.omega.2017.04.005.

2017

  1. Aiste Ruseckaite & Peter Goos & Dennis Fok, 2017, "Bayesian D-optimal choice designs for mixtures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 66, issue 2, pages 363-386, February.
  2. Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017, "A novel approach to measuring consumer confidence," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 121-129, DOI: 10.1016/j.ecosta.2016.11.009.
  3. Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2017, "Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 90-101, DOI: 10.1016/j.ijforecast.2016.06.005.
  4. Donkers, Bas & van Diepen, Merel & Franses, Philip Hans, 2017, "Do charities get more when they ask more often? Evidence from a unique field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 66, issue C, pages 58-65, DOI: 10.1016/j.socec.2016.05.006.
  5. Philip Hans Franses & Eva Janssens, 2017, "Recovering Historical Inflation Data from Postage Stamps Prices," JRFM, MDPI, volume 10, issue 4, pages 1-11, November.
  6. Philip Hans Franses & Madesta Lede, 2017, "Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname," Sustainability, MDPI, volume 9, issue 10, pages 1-18, September.
  7. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
  8. Philip Hans Franses & Rianne Legerstee & Richard Paap, 2017, "Estimating loss functions of experts," Applied Economics, Taylor & Francis Journals, volume 49, issue 4, pages 386-396, January, DOI: 10.1080/00036846.2016.1197373.
  9. Philip Hans Franses & Bert Bruijn, 2017, "Benchmarking Judgmentally Adjusted Forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 3-11, January.
  10. Bert De Bruijn & Philip Hans Franses, 2017, "Heterogeneous Forecast Adjustment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 4, pages 337-344, July.
  11. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Exploiting Spillovers to Forecast Crashes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 8, pages 936-955, December.
  12. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017, "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 3, pages 458-478, May.
  13. Botshekan, Mahmoud & Lucas, André, 2017, "Long-Term versus Short-Term Contingencies in Asset Allocation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2277-2303, October.
  14. Nucera, Federico & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2017, "Do negative interest rates make banks less safe?," Economics Letters, Elsevier, volume 159, issue C, pages 112-115, DOI: 10.1016/j.econlet.2017.07.014.
  15. van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017, "Network, market, and book-based systemic risk rankings," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 84-90, DOI: 10.1016/j.jbankfin.2017.02.003.
  16. Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017, "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 223-246.
  17. J.F. McCARTHY & D.J. Steenbergen & C. Warren & G. Acciaioli & G. Baker & A. Lucas & V. Rambe, 2017, "Community Driven Development and Structural Disadvantage: Interrogating the Social Turn in Development Programming in Indonesia," Journal of Development Studies, Taylor & Francis Journals, volume 53, issue 12, pages 1988-2004, December, DOI: 10.1080/00220388.2016.1262024.
  18. Siem Jan Koopman & Rutger Lit & André Lucas, 2017, "Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 520, pages 1490-1503, October, DOI: 10.1080/01621459.2017.1302878.
  19. André Lucas & Bernd Schwaab & Xin Zhang, 2017, "Modeling Financial Sector Joint Tail Risk in the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 171-191, January.
  20. Bernd Schwaab & Siem Jan Koopman & André Lucas, 2017, "Global Credit Risk: World, Country and Industry Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 296-317, March, DOI: 10.1002/jae.2521.
  21. István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas, 2017, "Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 5, pages 1003-1026, August.
  22. Kontoghiorghes, Erricos & Van Dijk, Herman K. & Colubi, Ana, 2017, "Econometrics and Statistics," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 1-1, DOI: 10.1016/j.ecosta.2016.12.001.
  23. Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2017, "The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference," Journal of Statistical Software, Foundation for Open Access Statistics, volume 79, issue i01, DOI: http://hdl.handle.net/10.18637/jss..
  24. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2017, "A note on “A multi-period profit maximizing model for retail supply chain management”," European Journal of Operational Research, Elsevier, volume 260, issue 2, pages 625-630, DOI: 10.1016/j.ejor.2017.01.014.

2016

  1. Bruno J.D. Jacobs & Bas Donkers & Dennis Fok, 2016, "Model-Based Purchase Predictions for Large Assortments," Marketing Science, INFORMS, volume 35, issue 3, pages 389-404, May, DOI: 10.1287/mksc.2016.0985.
  2. Franses, Philip Hans, 2016, "A simple test for a bubble based on growth and acceleration," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 160-169, DOI: 10.1016/j.csda.2014.06.006.
  3. Franses, Philip Hans, 2016, "A note on the Mean Absolute Scaled Error," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 20-22, DOI: 10.1016/j.ijforecast.2015.03.008.
  4. Philip Hans Franses & Wouter Knecht, 2016, "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, volume 50, issue 4, pages 1215-1228, June, DOI: 10.1007/s00181-015-0974-3.
  5. Sanne Blauw & Philip Hans Franses, 2016, "Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas," Journal of Development Studies, Taylor & Francis Journals, volume 52, issue 3, pages 315-330, March, DOI: 10.1080/00220388.2015.1056783.
  6. Denice Bodeutsch & Philip Hans Franses, 2016, "Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 1-14, December, DOI: 10.1142/S2010495216500196.
  7. Blasques, Francisco & Ji, Jiangyu & Lucas, André, 2016, "Semiparametric score driven volatility models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 58-69, DOI: 10.1016/j.csda.2015.04.003.
  8. Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016, "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, volume 148, issue C, pages 96-98, DOI: 10.1016/j.econlet.2016.09.026.
  9. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016, "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 211-223, DOI: 10.1016/j.jeconom.2016.09.001.
  10. Nucera, Federico & Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2016, "The information in systemic risk rankings," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 461-475, DOI: 10.1016/j.jempfin.2016.01.002.
  11. Lucas, André & Zhang, Xin, 2016, "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 293-302, DOI: 10.1016/j.ijforecast.2015.09.003.
  12. Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016, "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, volume 32, issue 3, pages 875-887, DOI: 10.1016/j.ijforecast.2015.11.018.
  13. Siem Jan Koopman & André Lucas & Marcel Scharth, 2016, "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," The Review of Economics and Statistics, MIT Press, volume 98, issue 1, pages 97-110, March.
  14. G. Mesters & S. J. Koopman & M. Ooms, 2016, "Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 4, pages 659-687, April, DOI: 10.1080/07474938.2015.1031014.
  15. Bel, Koen & Paap, Richard, 2016, "Modeling the impact of forecast-based regime switches on US inflation," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1306-1316, DOI: 10.1016/j.ijforecast.2016.06.002.
  16. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016, "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, volume 4, issue 1, pages 1-20, March.
  17. David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016, "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, volume 4, issue 1, pages 1-19, March.
  18. Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Computational Complexity and Parallelization in Bayesian Econometric Analysis," Econometrics, MDPI, volume 4, issue 1, pages 1-3, February.
  19. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016, "Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1352-1370, November.
  20. Geunes, Joseph & Romeijn, H. Edwin & van den Heuvel, Wilco, 2016, "Improving the efficiency of decentralized supply chains with fixed ordering costs," European Journal of Operational Research, Elsevier, volume 252, issue 3, pages 815-828, DOI: 10.1016/j.ejor.2016.02.004.

2015

  1. Gresnigt, Francine & Kole, Erik & Franses, Philip Hans, 2015, "Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 123-139, DOI: 10.1016/j.jbankfin.2015.03.003.
  2. Denice Bodeutsch & Philip Hans Franses, 2015, "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 130-139, January, DOI: 10.1080/1540496X.2015.1011523.
  3. Robert Kunst & Philip Franses, 2015, "Asymmetric time aggregation and its potential benefits for forecasting annual data," Empirical Economics, Springer, volume 49, issue 1, pages 363-387, August, DOI: 10.1007/s00181-014-0864-0.
  4. Philip Hans Franses, 2015, "The life cycle of social media," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 10, pages 796-800, July, DOI: 10.1080/13504851.2014.978069.
  5. Tina Dulam & Philip Hans Franses, 2015, "Emigration, wage differentials and brain drain: the case of Suriname," Applied Economics, Taylor & Francis Journals, volume 47, issue 23, pages 2339-2347, May, DOI: 10.1080/00036846.2015.1005826.
  6. Rianne Legerstee & Philip Hans Franses, 2015, "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 4, pages 290-302, July.
  7. Kleibergen, Frank & Zhan, Zhaoguo, 2015, "Unexplained factors and their effects on second pass R-squared’s," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 101-116, DOI: 10.1016/j.jeconom.2014.11.006.
  8. F. Blasques & S. J. Koopman & A. Lucas, 2015, "Information-theoretic optimality of observation-driven time series models for continuous responses," Biometrika, Biometrika Trust, volume 102, issue 2, pages 325-343.
  9. Siem Jan Koopman & André Lucas & Marcel Scharth, 2015, "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 1, pages 114-127, January, DOI: 10.1080/07350015.2014.925807.
  10. Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015, "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 68, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
  11. Retel Helmrich, Mathijn J. & Jans, Raf & van den Heuvel, Wilco & Wagelmans, Albert P.M., 2015, "The economic lot-sizing problem with an emission capacity constraint," European Journal of Operational Research, Elsevier, volume 241, issue 1, pages 50-62, DOI: 10.1016/j.ejor.2014.06.030.
  12. Önal, Mehmet & Romeijn, H.Edwin & Sapra, Amar & van den Heuvel, Wilco, 2015, "The economic lot-sizing problem with perishable items and consumption order preference," European Journal of Operational Research, Elsevier, volume 244, issue 3, pages 881-891, DOI: 10.1016/j.ejor.2015.02.021.
  13. Naber, S.K. & de Ree, D.A. & Spliet, R. & van den Heuvel, W., 2015, "Allocating CO2 emission to customers on a distribution route," Omega, Elsevier, volume 54, issue C, pages 191-199, DOI: 10.1016/j.omega.2015.01.017.

2014

  1. Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius, 2014, "Long memory with stochastic variance model: A recursive analysis for US inflation," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 144-157, DOI: 10.1016/j.csda.2012.11.019.
  2. Dorotic, Matilda & Verhoef, Peter C. & Fok, Dennis & Bijmolt, Tammo H.A., 2014, "Reward redemption effects in a loyalty program when customers choose how much and when to redeem," International Journal of Research in Marketing, Elsevier, volume 31, issue 4, pages 339-355, DOI: 10.1016/j.ijresmar.2014.06.001.
  3. Dennis Fok & Richard Paap & Philip Hans Franses, 2014, "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, volume 2, issue 1, pages 1-25, February.
  4. André Palma & Mohammed Abdellaoui & Giuseppe Attanasi & Moshe Ben-Akiva & Ido Erev & Helga Fehr-Duda & Dennis Fok & Craig Fox & Ralph Hertwig & Nathalie Picard & Peter Wakker & Joan Walker & Martin We, 2014, "Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty," Marketing Letters, Springer, volume 25, issue 3, pages 269-280, September, DOI: 10.1007/s11002-014-9316-z.
  5. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014, "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 2, pages 195-208, April.
  6. Rene Segers & Philip Hans Franses, 2014, "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 1, pages 1-24, February.
  7. Philip Hans Franses & Elli Hoek Dijke, 2014, "Editorial Statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 4, pages 344-344, November.
  8. Mees, Heleen & Franses, Philip Hans, 2014, "Are individuals in China prone to money illusion?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 51, issue C, pages 38-46, DOI: 10.1016/j.socec.2014.03.003.
  9. Philip Franses, 2014, "Evaluating CPB’s Forecasts," De Economist, Springer, volume 162, issue 3, pages 215-221, September, DOI: 10.1007/s10645-014-9230-z.
  10. Philip Franses & Rianne Legerstee, 2014, "Statistical institutes and economic prosperity," Quality & Quantity: International Journal of Methodology, Springer, volume 48, issue 1, pages 507-520, January, DOI: 10.1007/s11135-012-9784-2.
  11. Philip Hans Franses, 2014, "Trends in three decades of rankings of Dutch economists," Scientometrics, Springer;Akadémiai Kiadó, volume 98, issue 2, pages 1257-1268, February, DOI: 10.1007/s11192-013-1041-5.
  12. Denice Bodeutsch & Philip Hans Franses, 2014, "Size and value effects in Suriname," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 10, pages 671-677, May, DOI: 10.1080/09603107.2014.896981.
  13. Rianne Legerstee & Philip Hans Franses, 2014, "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 1, pages 69-79, January.
  14. Frank Kleibergen & Sophocles Mavroeidis, 2014, "Identification Issues In Limited‐Information Bayesian Analysis Of Structural Macroeconomic Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1183-1209, November, DOI: 10.1002/jae.2398.
  15. Janus, Paweł & Koopman, Siem Jan & Lucas, André, 2014, "Long memory dynamics for multivariate dependence under heavy tails," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 187-206, DOI: 10.1016/j.jempfin.2014.09.007.
  16. Schwaab, Bernd & Koopman, Siem Jan & Lucas, André, 2014, "Nowcasting and forecasting global financial sector stress and credit market dislocation," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 741-758, DOI: 10.1016/j.ijforecast.2013.10.004.
  17. Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014, "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2013.11.003.
  18. André Lucas & Bernd Schwaab & Xin Zhang, 2014, "Conditional Euro Area Sovereign Default Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 2, pages 271-284, April, DOI: 10.1080/07350015.2013.873540.
  19. Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andr� Lucas, 2014, "Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk," The Review of Economics and Statistics, MIT Press, volume 96, issue 5, pages 898-915, December.
  20. Nooteboom Bart, 2014, "In What Sense do Firms Evolve?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 234, issue 2-3, pages 185-209, April, DOI: 10.1515/jbnst-2014-2-306.
  21. Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
  22. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014, "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 1-4, pages 3-35, June, DOI: 10.1080/07474938.2013.807094.
  23. Fabio Canova & Frank Schorfheide & Herman van Dijk, 2014, "Introduction To Recent Advances In Methods And Applications For Dsge Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1029-1030, November, DOI: 10.1002/jae.2415.
  24. Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014, "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 7, pages 1164-1182, November, DOI: 10.1002/jae.2411.
  25. Mathijn Retel Helmrich & Raf Jans & Wilco van den Heuvel & Albert Wagelmans, 2014, "Economic lot-sizing with remanufacturing: complexity and efficient formulations," IISE Transactions, Taylor & Francis Journals, volume 46, issue 1, pages 67-86, DOI: 10.1080/0740817X.2013.802842.
  26. H. Edwin Romeijn & Dolores Romero Morales & Wilco Van den Heuvel, 2014, "Computational complexity of finding Pareto efficient outcomes for biobjective lot‐sizing models," Naval Research Logistics (NRL), John Wiley & Sons, volume 61, issue 5, pages 386-402, August, DOI: 10.1002/nav.21590.

2013

  1. Dennis Fok & Philip Hans Franses, 2013, "Testing earnings management," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 67, issue 3, pages 281-292, August.
  2. Csilla Horváth & Dennis Fok, 2013, "Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions," Marketing Science, INFORMS, volume 32, issue 1, pages 127-152, July, DOI: 10.1287/mksc.1120.0748.
  3. Franses Philip Hans & Paap Richard, 2013, "Common large innovations across nonlinear time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 3, pages 251-263, May, DOI: 10.1515/snde-2012-0047.
  4. Franses, Philip Hans, 2013, "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, volume 120, issue 2, pages 139-141, DOI: 10.1016/j.econlet.2013.04.014.
  5. Franses, Philip Hans & Legerstee, Rianne, 2013, "Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 80-87, DOI: 10.1016/j.ijforecast.2012.05.008.
  6. Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013, "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 622-627, DOI: 10.1016/j.ijforecast.2013.04.002.
  7. Franses, Philip Hans, 2013, "Improving judgmental adjustment of model-based forecasts," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 1-8, DOI: 10.1016/j.matcom.2012.11.007.
  8. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013, "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 93, issue C, pages 9-18, DOI: 10.1016/j.matcom.2013.03.007.
  9. Philip Hans Franses & Heleen Mees, 2013, "Approximating the DGP of China's quarterly GDP," Applied Economics, Taylor & Francis Journals, volume 45, issue 24, pages 3469-3472, August, DOI: 10.1080/00036846.2012.709604.
  10. Philip Hans Franses & Bert De Groot, 2013, "Do commercial real estate prices have predictive content for GDP?," Applied Economics, Taylor & Francis Journals, volume 45, issue 31, pages 4379-4384, November, DOI: 10.1080/00036846.2013.783681.
  11. Drew Creal & Siem Jan Koopman & André Lucas, 2013, "Generalized Autoregressive Score Models With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 5, pages 777-795, August.
  12. Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013, "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, volume 45, issue 21, pages 3024-3034, July, DOI: 10.1080/00036846.2012.690937.
  13. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
  14. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013, "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 19-40, DOI: 10.1016/j.jmacro.2013.05.001.
  15. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013, "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 29-44, January, DOI: 10.1080/07350015.2012.727718.
  16. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013, "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 213-232, DOI: 10.1016/j.jeconom.2013.04.009.
  17. Rodney W. Strachan & Herman K. Van Dijk, 2013, "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 385-402, February, DOI: 10.1111/j.1468-2354.2012.00737.x.
  18. Hark-Chin Hwang & Wilco van den Heuvel & Albert Wagelmans, 2013, "The economic lot-sizing problem with lost sales and bounded inventory," IISE Transactions, Taylor & Francis Journals, volume 45, issue 8, pages 912-924, DOI: 10.1080/0740817X.2012.724187.

2012

  1. Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012, "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 468-492, DOI: 10.1016/j.reseneeco.2012.05.002.
  2. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
  3. Fok, Dennis & Paap, Richard & Franses, Philip Hans, 2012, "Modeling dynamic effects of promotion on interpurchase times," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3055-3069, DOI: 10.1016/j.csda.2012.03.022.
  4. Yuri Peers & Dennis Fok & Philip Hans Franses, 2012, "Modeling Seasonality in New Product Diffusion," Marketing Science, INFORMS, volume 31, issue 2, pages 351-364, March, DOI: 10.1287/mksc.1110.0696.
  5. Dennis Fok & Richard Paap & Bram Van Dijk, 2012, "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 5, pages 831-846, August.
  6. Kiygi Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2012, "The effectiveness of high-frequency direct-response commercials," International Journal of Research in Marketing, Elsevier, volume 29, issue 1, pages 98-109, DOI: 10.1016/j.ijresmar.2011.09.001.
  7. de Groot, Bert & Franses, Philip Hans, 2012, "Common socio-economic cycle periods," Technological Forecasting and Social Change, Elsevier, volume 79, issue 1, pages 59-68, DOI: 10.1016/j.techfore.2011.06.006.
  8. Marjolein van Baardwijk & Philip Hans Franses, 2012, "Hemlines and the Economy: Which Goes Down First?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 26, pages 27-28, Summer.
  9. Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael, 2012, "Evaluating Individual and Mean Non-Replicable Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 22-43, September.
  10. Philip Hans Franses & Stephanie Vermeer, 2012, "Inequality amongst the wealthiest and its link with economic growth," Applied Economics, Taylor & Francis Journals, volume 44, issue 22, pages 2851-2858, August, DOI: 10.1080/00036846.2011.566211.
  11. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis & Linchun Chen, 2012, "On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression," Econometrica, Econometric Society, volume 80, issue 6, pages 2649-2666, November, DOI: ECTA8953.
  12. Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012, "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1279-1301, December.
  13. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012, "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, volume 9, issue 1, pages 1-7, DOI: 10.1016/j.frl.2011.08.001.
  14. Siem Jan Koopman & André Lucas & Bernd Schwaab, 2012, "Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 521-532, May, DOI: 10.1080/07350015.2012.700859.
  15. Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius, 2012, "Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3134-3152, DOI: 10.1016/j.csda.2011.04.002.
  16. Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim, 2012, "One size does not fit all: Selling firms to private equity versus strategic acquirers," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 828-848, DOI: 10.1016/j.jcorpfin.2012.06.006.
  17. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012, "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, volume 44, issue 1, pages 119-134, January, DOI: 10.1080/00036846.2010.500274.
  18. Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012, "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3398-3414, DOI: 10.1016/j.csda.2010.09.001.
  19. Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012, "A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 101-120, DOI: 10.1016/j.jeconom.2012.06.011.
  20. Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012, "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 4, pages 402-412, DOI: 10.1016/j.qref.2012.08.002.
  21. Lennart Hoogerheide & Francesco Ravazzolo & Herman van Dijk, 2012, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 30-33, DOI: 10.1080/07350015.2012.634348.
  22. Önal, Mehmet & van den Heuvel, Wilco & Liu, Tieming, 2012, "A note on “The economic lot sizing problem with inventory bounds”," European Journal of Operational Research, Elsevier, volume 223, issue 1, pages 290-294, DOI: 10.1016/j.ejor.2012.05.019.
  23. Hark‐Chin Hwang & Wilco van den Heuvel, 2012, "Improved algorithms for a lot‐sizing problem with inventory bounds and backlogging," Naval Research Logistics (NRL), John Wiley & Sons, volume 59, issue 3‐4, pages 244-253, April, DOI: 10.1002/nav.21485.

2011

  1. Bos, Charles S., 2011, "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 41, issue i13, DOI: http://hdl.handle.net/10.18637/jss..
  2. Matilda Dorotic & Dennis Fok & Peter Verhoef & Tammo Bijmolt, 2011, "Do vendors benefit from promotions in a multi-vendor loyalty program?," Marketing Letters, Springer, volume 22, issue 4, pages 341-356, November, DOI: 10.1007/s11002-010-9128-8.
  3. Robert M. Kunst & Philip Hans Franses, 2011, "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 73, issue 4, pages 469-488, August.
  4. Philip Hans Franses & Richard Paap, 2011, "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 101-115, February, DOI: j.1467-9574.2010.00477.x.
  5. Christiaan Heij & Philip Hans Franses, 2011, "Correcting for survey effects in pre‐election polls," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 3, pages 352-370, August, DOI: j.1467-9574.2011.00489.x.
  6. Franses, Philip Hans & Kranendonk, Henk C. & Lanser, Debby, 2011, "One model and various experts: Evaluating Dutch macroeconomic forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 482-495, April.
  7. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011, "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1066-1075, October.
  8. Philip Hans Franses, 2011, "Averaging Model Forecasts and Expert Forecasts: Why Does It Work?," Interfaces, INFORMS, volume 41, issue 2, pages 177-181, April, DOI: 10.1287/inte.1100.0554.
  9. P H Franses & R Legerstee, 2011, "Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 3, pages 537-543, March, DOI: 10.1057/jors.2010.87.
  10. Philip Hans Franses & Heleen Mees, 2011, "Does news on real Chinese GDP growth impact stock markets?," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 61-66, DOI: 10.1080/09603107.2011.523190.
  11. Philip Hans Franses, 2011, "Model selection for forecast combination," Applied Economics, Taylor & Francis Journals, volume 43, issue 14, pages 1721-1727, DOI: 10.1080/00036840902762753.
  12. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011, "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, volume 43, issue 17, pages 2097-2110, DOI: 10.1080/00036840903085089.
  13. Konijn, Sander J.J. & Kräussl, Roman & Lucas, Andre, 2011, "Blockholder dispersion and firm value," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1330-1339, DOI: 10.1016/j.jcorpfin.2011.06.005.
  14. Koopman, Siem Jan & Lucas, André & Schwaab, Bernd, 2011, "Modeling frailty-correlated defaults using many macroeconomic covariates," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 312-325, June.
  15. Drew Creal & Siem Jan Koopman & André Lucas, 2011, "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 4, pages 552-563, October, DOI: 10.1198/jbes.2011.10070.
  16. Commandeur, Jacques J. F. & Koopman, Siem Jan & Ooms, Marius, 2011, "Statistical Software for State Space Methods," Journal of Statistical Software, Foundation for Open Access Statistics, volume 41, issue i01, DOI: http://hdl.handle.net/10.18637/jss..
  17. Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 30-33, September, DOI: 10.1080/07350015.2012.634348.
  18. van den Heuvel, Wilco & Gutiérrez, José Miguel & Hwang, Hark-Chin, 2011, "Note on "An efficient approach for solving the lot-sizing problem with time-varying storage capacities"," European Journal of Operational Research, Elsevier, volume 213, issue 2, pages 455-457, September.

2010

  1. Philip Hans Franses & Rianne Legerstee, 2010, "A Unifying View On Multi‐Step Forecasting Using An Autoregression," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 3, pages 389-401, July, DOI: 10.1111/j.1467-6419.2009.00581.x.
  2. Philip Hans Franses & J.S. Cramer, 2010, "On the number of categories in an ordered regression model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 64, issue 1, pages 125-128, February, DOI: 10.1111/j.1467-9574.2009.00432.x.
  3. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2010, "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 64, issue 4, pages 508-508, November, DOI: 10.1111/j.1467-9574.2010.00473.x.
  4. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Twenty years of cointegration," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 1-2, September.
  5. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010, "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 156-159, September.
  6. Philip Hans Franses & Rianne Legerstee, 2010, "Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 3, pages 331-340, DOI: 10.1002/for.1129.
  7. Philip Hans Franses & Jeanine Kippers, 2010, "How do we pay with euro notes when some notes are missing? Empirical evidence from Monopoly® experiments," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 6, pages 459-464, DOI: 10.1080/09603100903459808.
  8. Georgi Nalbantov & Philip Hans Franses & Patrick Groenen & Jan Bioch, 2010, "Estimating the Market Share Attraction Model using Support Vector Regressions," Econometric Reviews, Taylor & Francis Journals, volume 29, issue 5-6, pages 688-716, DOI: 10.1080/07474938.2010.481989.
  9. Bart Nooteboom, 2010, "La dinámica de la confianza: comunicación, acción y terceras partes," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 12, issue 23, pages 111-133, July-Dece.
  10. Frederique Six & Bart Nooteboom & Adriaan Hoogendoorn, 2010, "Actions that Build Interpersonal Trust: A Relational Signalling Perspective," Review of Social Economy, Taylor & Francis Journals, volume 68, issue 3, pages 285-315, DOI: 10.1080/00346760902756487.
  11. Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010, "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2641-2654, November.
  12. Koopman, S.J. & Ooms, M., 2010, "Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments," International Journal of Forecasting, Elsevier, volume 26, issue 4, pages 647-651, October.
  13. Csilla Horváth & Andreas Günther & Richard Paap, 2010, "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, volume 10, issue 3, pages 255-268, December, DOI: 10.1080/14459795.2010.528784.
  14. Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010, "The Fifth Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2359-2359, November.
  15. Hoogerheide, Lennart & van Dijk, Herman K., 2010, "Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling," International Journal of Forecasting, Elsevier, volume 26, issue 2, pages 231-247, April.
  16. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010, "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 251-269, DOI: 10.1002/for.1145.
  17. Wilco Van den Heuvel & Albert P. M. Wagelmans, 2010, "Worst-Case Analysis for a General Class of Online Lot-Sizing Heuristics," Operations Research, INFORMS, volume 58, issue 1, pages 59-67, February, DOI: 10.1287/opre.1080.0662.

2009

  1. Dennis Fok & Richard Paap, 2009, "Modeling category‐level purchase timing with brand‐level marketing variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 469-489, April.
  2. Philip Hans Franses, 2009, "Why is GDP typically revised upwards?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 2, pages 125-130, May, DOI: 10.1111/j.1467-9574.2008.00410.x.
  3. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009, "Expert opinion versus expertise in forecasting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 3, pages 334-346, August, DOI: 10.1111/j.1467-9574.2009.00426.x.
  4. Bijwaard, Govert E. & Franses, Philip Hans, 2009, "The effect of rounding on payment efficiency," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 4, pages 1449-1461, February.
  5. van Diepen, Merel & Donkers, Bas & Franses, Philip Hans, 2009, "Does irritation induced by charitable direct mailings reduce donations?," International Journal of Research in Marketing, Elsevier, volume 26, issue 3, pages 180-188, DOI: 10.1016/j.ijresmar.2009.03.007.
  6. Prins, Remco & Verhoef, Peter C. & Franses, Philip Hans, 2009, "The impact of adoption timing on new service usage and early disadoption," International Journal of Research in Marketing, Elsevier, volume 26, issue 4, pages 304-313, DOI: 10.1016/j.ijresmar.2009.07.002.
  7. Franses, Philip Hans & Legerstee, Rianne, 2009, "Properties of expert adjustments on model-based SKU-level forecasts," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 35-47.
  8. Knapp, Sabine & Franses, Philip Hans, 2009, "Does ratification matter and do major conventions improve safety and decrease pollution in shipping?," Marine Policy, Elsevier, volume 33, issue 5, pages 826-846, September.
  9. Philip Hans Franses, 2009, "Can Managers Judgmental Forecasts Be Made Scientifically?," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 15, pages 32-36, Fall.
  10. Youssef Boulaksil & Philip Hans Franses, 2009, "Experts' Stated Behavior," Interfaces, INFORMS, volume 39, issue 2, pages 168-171, April, DOI: 10.1287/inte.1080.0421.
    • Boulaksil, Y. & Franses, Ph.H.B.F., 2008, "Experts' Stated Behavior," 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 Rotterdam, number ERS-2008-001-MKT, Jan.
  11. Pradeep Chintagunta & Philip Hans Franses & Richard Paap, 2009, "Introduction to the special issue on new econometric models in marketing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 375-376, April.
  12. Zsolt Sándor & Philip Hans Franses, 2009, "Consumer price evaluations through choice experiments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 517-535, April.
  13. Eric Damme & Martin Fase & Philip Franses & Job Swank & Jules Theeuwes, 2009, "Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008," De Economist, Springer, volume 157, issue 2, pages 267-269, June, DOI: 10.1007/s10645-009-9116-7.
  14. Christian Hafner & Philip Hans Franses, 2009, "A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 6, pages 612-631, DOI: 10.1080/07474930903038834.
  15. Philip Hans Franses & Bert de Groot & Rianne Legerstee, 2009, "Testing for harmonic regressors," Journal of Applied Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 339-346, DOI: 10.1080/02664760802454837.
  16. Sabine Knapp & Philip Hans Franses, 2009, "Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements," Transport Reviews, Taylor & Francis Journals, volume 30, issue 2, pages 241-270, April, DOI: 10.1080/01441640902985934.
  17. Kleibergen, Frank & Mavroeidis, Sophocles, 2009, "Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 3, pages 293-311.
  18. Kleibergen, Frank & Mavroeidis, Sophocles, 2009, "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 3, pages 331-339.
  19. Kleibergen, Frank, 2009, "Tests of risk premia in linear factor models," Journal of Econometrics, Elsevier, volume 149, issue 2, pages 149-173, April.
  20. Koopman, Siem Jan & Kräussl, Roman & Lucas, André & Monteiro, André B., 2009, "Credit cycles and macro fundamentals," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 42-54, January.
  21. Sheremet, Oleg & Lucas, André, 2009, "Global loss diversification in the insurance sector," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 3, pages 415-425, June.
  22. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 683-713, October, DOI: 10.1111/j.1468-0084.2009.00557.x.
  23. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
  24. Paul De Boer & Richard Paap, 2009, "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 63, issue 3, pages 368-384, August, DOI: 10.1111/j.1467-9574.2009.00429.x.
  25. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009, "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 1923-1924, April.
  26. Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009, "Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit," Journal of Statistical Software, Foundation for Open Access Statistics, volume 29, issue i03, DOI: http://hdl.handle.net/10.18637/jss..

2008

  1. Erjen van Nierop & Dennis Fok & Philip Hans Franses, 2008, "Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements," Marketing Science, INFORMS, volume 27, issue 6, pages 1065-1082, 11-12, DOI: 10.1287/mksc.1080.0365.
  2. Philip Hans Franses & Paul De Boer & Elli Hoek Van Dijke, 2008, "Editorial statistics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 62, issue 4, pages 509-509, November, DOI: 10.1111/j.1467-9574.2008.00405.x.
  3. ten Cate, Arie & Franses, Philip Hans, 2008, "Error-correction modelling in discrete and continuous time," Economics Letters, Elsevier, volume 101, issue 2, pages 140-141, November.
  4. Franses, Philip Hans, 2008, "Merging models and experts," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 31-33.
  5. Knapp, Sabine & Franses, Philip Hans, 2008, "Econometric analysis to differentiate effects of various ship safety inspections," Marine Policy, Elsevier, volume 32, issue 4, pages 653-662, July.
  6. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008, "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 291-306, Summer.
  7. Koopman, Siem Jan & Lucas, André, 2008, "A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 510-525.
  8. André Lucas & Arjen Siegmann, 2008, "The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds," Journal of Business Finance & Accounting, Wiley Blackwell, volume 35, issue 1‐2, pages 200-226, January, DOI: 10.1111/j.1468-5957.2007.02054.x.
  9. Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor Van Der Geest, 2008, "Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 62, issue 1, pages 104-130, February, DOI: 10.1111/j.1467-9574.2007.00375.x.
  10. Konrad Banachewicz & André Lucas & Aad van der Vaart, 2008, "Modelling Portfolio Defaults Using Hidden Markov Models with Covariates," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 155-171, March.
  11. Koopman, Siem Jan & Lucas, Andre & Monteiro, Andre, 2008, "The multi-state latent factor intensity model for credit rating transitions," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 399-424, January.
  12. Konrad Banachewicz & André Lucas, 2008, "Quantile forecasting for credit risk management using possibly misspecified hidden Markov models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 7, pages 566-586, DOI: 10.1002/for.1072.
  13. B. Peeters & C. L. Dert & A. Lucas, 2008, "Hedging Large Portfolios of Options in Discrete Time," Applied Mathematical Finance, Taylor & Francis Journals, volume 15, issue 3, pages 251-275, DOI: 10.1080/13504860701718471.
  14. Gilsing, Victor & Nooteboom, Bart & Vanhaverbeke, Wim & Duysters, Geert & van den Oord, Ad, 2008, "Network embeddedness and the exploration of novel technologies: Technological distance, betweenness centrality and density," Research Policy, Elsevier, volume 37, issue 10, pages 1717-1731, December.
  15. Doornik, Jurgen A. & Ooms, Marius, 2008, "Multimodality in GARCH regression models," International Journal of Forecasting, Elsevier, volume 24, issue 3, pages 432-448.
  16. Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008, "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, volume 24, issue 4, pages 566-587.
  17. van Dijk, Bram & Paap, Richard, 2008, "Explaining individual response using aggregated data," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 1-9, September.
  18. Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie, 2008, "The trade and FDI effects of EMU enlargement," Journal of International Money and Finance, Elsevier, volume 27, issue 2, pages 188-208, March.

2007

  1. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007, "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 154-183.
  2. Fok, Dennis & Hans Franses, Philip & Paap, Richard, 2007, "Seasonality and non-linear price effects in scanner-data-based market-response models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 231-251, May.
  3. Fok, Dennis & Franses, Philip Hans, 2007, "Modeling the diffusion of scientific publications," Journal of Econometrics, Elsevier, volume 139, issue 2, pages 376-390, August.
  4. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007, "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 9, pages 4206-4226, May.
  5. Franses, Philip Hans & Kunst, Robert M., 2007, "Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?," Economic Modelling, Elsevier, volume 24, issue 6, pages 954-968, November.
  6. Franses, Philip Hans & van Oest, Rutger, 2007, "On the econometrics of the geometric lag model," Economics Letters, Elsevier, volume 95, issue 2, pages 291-296, May.
  7. Franses, Philip Hans & van Dijk, Herman K., 2007, "Progress and challenges in econometrics," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 1-2, May.
  8. Franses, Philip Hans & Kippers, Jeanine, 2007, "An empirical analysis of euro cash payments," European Economic Review, Elsevier, volume 51, issue 8, pages 1985-1997, November.
  9. Knapp, Sabine & Franses, Philip Hans, 2007, "Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?," Marine Policy, Elsevier, volume 31, issue 4, pages 550-563, July.
  10. Philip Hans Franses, 2007, "Constant vs. Changing Seasonality," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 6, pages 24-25, Spring.
  11. Koen Pauwels & Shuba Srinivasan & Philip Hans Franses, 2007, "When Do Price Thresholds Matter in Retail Categories?," Marketing Science, INFORMS, volume 26, issue 1, pages 83-100, 01-02, DOI: 10.1287/mksc.1060.0207.
  12. Eric Damme & Martin Fase & Hugo Keuzenkamp & Philip Hans & Franses, 2007, "Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006," De Economist, Springer, volume 155, issue 1, pages 133-134, March, DOI: 10.1007/s10645-007-9051-4.
  13. Philip Hans Franses, 2007, "Estimating the stock of postwar Dutch postal stamps," Applied Economics, Taylor & Francis Journals, volume 39, issue 8, pages 943-946, DOI: 10.1080/00036840701243641.
  14. Sabine Knapp & Philip Hans Franses, 2007, "A global view on port state control: econometric analysis of the differences across port state control regimes," Maritime Policy & Management, Taylor & Francis Journals, volume 34, issue 5, pages 453-482, October, DOI: 10.1080/03088830701585217.
  15. Huisman, Dennis, 2007, "A column generation approach for the rail crew re-scheduling problem," European Journal of Operational Research, Elsevier, volume 180, issue 1, pages 163-173, July.
  16. Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007, "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 63-103, May.
  17. Kleibergen, Frank, 2007, "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 181-216, July.
  18. Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre, 2007, "Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 213-225, April.
  19. Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007, "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, volume 92, issue 12, pages 1635-1650, DOI: 10.1016/j.ress.2006.09.021.
  20. Nooteboom, Bart & Van Haverbeke, Wim & Duysters, Geert & Gilsing, Victor & van den Oord, Ad, 2007, "Optimal cognitive distance and absorptive capacity," Research Policy, Elsevier, volume 36, issue 7, pages 1016-1034, September.
  21. Bart Nooteboom, 2007, "Methodological interactionism: Theory and application to the firm and to the building of trust," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 20, issue 2, pages 137-153, September, DOI: 10.1007/s11138-007-0015-3.
  22. Bart Nooteboom, 2007, "Service value chains and effects of scale," Service Business, Springer;Pan-Pacific Business Association, volume 1, issue 2, pages 119-139, June, DOI: 10.1007/s11628-006-0009-4.
  23. Bart Nooteboom, 2007, "Social capital, institutions and trust," Review of Social Economy, Taylor & Francis Journals, volume 65, issue 1, pages 29-53, DOI: 10.1080/00346760601132154.
  24. Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007, "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 16-27, March.
  25. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007, "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3506-3508, April.
  26. Paap, Richard, 2007, "John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1," International Journal of Forecasting, Elsevier, volume 23, issue 3, pages 529-531.
  27. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007, "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 1-3, July.
  28. Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007, "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 154-180, July.
  29. Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007, "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 618-649, October.
  30. Gary Koop & Herman K. van Dijk, 2007, "Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 107-112, DOI: 10.1080/07474930701220675.
  31. E. Van Kleef & J. R. Houghton & A. Krystallis & U. Pfenning & G. Rowe & H. Van Dijk & I. A. Van der Lans & L. J. Frewer, 2007, "Consumer Evaluations of Food Risk Management Quality in Europe," Risk Analysis, John Wiley & Sons, volume 27, issue 6, pages 1565-1580, December, DOI: 10.1111/j.1539-6924.2007.00989.x.
  32. Heuvel, Wilco van den & Borm, Peter & Hamers, Herbert, 2007, "Economic lot-sizing games," European Journal of Operational Research, Elsevier, volume 176, issue 2, pages 1117-1130, January.

2006

  1. Charles Bos & Neil Shephard, 2006, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 219-244, DOI: 10.1080/07474930600713275.
  2. Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard, 2006, "Modeling Purchases as Repeated Events," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 487-502, October.
  3. H. Peter Boswijk & Philip Hans Franses, 2006, "Robust Inference on Average Economic Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 3, pages 345-370, June, DOI: 10.1111/j.1468-0084.2006.00165.x.
  4. Philip Hans Franses & Patrick J. F. Groenen & Albert P. M. Wagelmans, 2006, "Editorial introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 2, pages 79-79, May, DOI: 10.1111/j.1467-9574.2006.00316.x.
  5. Philip Hans Franses, 2006, "On modeling panels of time series," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 4, pages 438-456, November, DOI: 10.1111/j.1467-9574.2006.00339.x.
  6. Hyung, Namwon & Franses, Philip Hans & Penm, Jack, 2006, "Structural breaks and long memory in US inflation rates: Do they matter for forecasting?," Research in International Business and Finance, Elsevier, volume 20, issue 1, pages 95-110, March.
  7. Gerard J. Tellis & Philip Hans Franses, 2006, "Optimal Data Interval for Estimating Advertising Response," Marketing Science, INFORMS, volume 25, issue 3, pages 217-229, 05-06, DOI: 10.1287/mksc.1050.0178.
  8. Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker, 2006, "Deriving target selection rules from endogenously selected samples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 549-562, DOI: 10.1002/jae.858.
  9. Namwon Hyung & Philip Hans Franses, 2006, "Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?," Korean Economic Review, Korean Economic Association, volume 22, pages 83-97.
  10. Philip Hans Franses, 2006, "Empirical causality between bigger banknotes and inflation," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 12, pages 751-752, DOI: 10.1080/13504850500424926.
  11. Philip Hans Franses & Dick van Dijk, 2006, "A simple test for PPP among traded goods," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 19-27, DOI: 10.1080/09603100500390711.
  12. Huisman, Dennis & Wagelmans, Albert P.M., 2006, "A solution approach for dynamic vehicle and crew scheduling," European Journal of Operational Research, Elsevier, volume 172, issue 2, pages 453-471, July.
  13. Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
  14. Lucas, Andre & Klaassen, Pieter, 2006, "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, volume 30, issue 1, pages 23-35, January.
  15. Nooteboom, Bart, 2006, "Simmel's Treatise on the Triad (1908)," Journal of Institutional Economics, Cambridge University Press, volume 2, issue 3, pages 365-383, December.
  16. Gilsing, Victor & Nooteboom, Bart, 2006, "Exploration and exploitation in innovation systems: The case of pharmaceutical biotechnology," Research Policy, Elsevier, volume 35, issue 1, pages 1-23, February.
  17. Alexander Gorobets & Bart Nooteboom, 2006, "Adaptive Build-up and Breakdown of Trust: An Agent Based Computational Approach," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 10, issue 3, pages 277-306, September, DOI: 10.1007/s10997-006-9001-6.
  18. Marius Ooms & Jurgen A. Doornik, 2006, "Econometric software development: past, present and future," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 2, pages 206-224, May, DOI: 10.1111/j.1467-9574.2006.00317.x.
  19. Koopman, Siem Jan & Ooms, Marius, 2006, "Forecasting daily time series using periodic unobserved components time series models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 2, pages 885-903, November.
  20. H. K. Van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006, "‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 60, issue 2, pages 85-111, May, DOI: 10.1111/j.1467-9574.2006.00320.x.
  21. Richard Kleijn & Herman K. van Dijk, 2006, "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 191-212, DOI: 10.1002/jae.823.
  22. van den Heuvel, Wilco & Wagelmans, Albert P.M., 2006, "A polynomial time algorithm for a deterministic joint pricing and inventory model," European Journal of Operational Research, Elsevier, volume 170, issue 2, pages 463-480, April.

2005

  1. Bos, Charles S. & Justel, Ana, 2005, "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 749-754.
  2. Fok, Dennis & van Dijk, Dick & Franses, Philip Hans, 2005, "Forecasting aggregates using panels of nonlinear time series," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 785-794.
  3. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005, "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 6, pages 811-827, DOI: 10.1002/jae.822.
  4. Boswijk, H. Peter & Franses, Philip Hans, 2005, "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 255-268, July.
  5. Philip Hans Franses, 2005, "The Econometric Analysis of Seasonal Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 319-321, March, DOI: 10.1111/j.1467-9892.2005.00403.x.
  6. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005, "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, volume 77, issue 2, pages 553-570, August.
  7. Vogelsang, Timothy J. & Franses, Philip Hans, 2005, "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, volume 126, issue 1, pages 1-24, May.
  8. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005, "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 53-71.
  9. Franses, Philip Hans & van Dijk, Dick, 2005, "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 87-102.
  10. Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005, "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 397-409.
  11. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005, "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 147-150, DOI: 10.1002/jae.844.
  12. Philip Hans Franses & Namwon Hyung, 2005, "Forecasting time series with long memory and level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 1, pages 1-16, DOI: 10.1002/for.937.
  13. Martin Fase & Hugo Keuzenkamp & Philip Franses & Hans Franses & Peter Leeflang, 2005, "Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004," De Economist, Springer, volume 153, issue 1, pages 135-136, December, DOI: 10.1007/s10645-004-8088-x.
  14. Ben Pelzer & Rob Eisinga & Philip Franses, 2005, "“Panelizing” Repeated Cross Sections," Quality & Quantity: International Journal of Methodology, Springer, volume 39, issue 2, pages 155-174, April, DOI: 10.1007/s11135-004-1673-x.
  15. Paulo Rodrigues & Philip Hans Franses, 2005, "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, volume 32, issue 6, pages 555-569, DOI: 10.1080/02664760500078912.
  16. Albert C. Bemmaor & Philip Hans Franses, 2005, "The diffusion of marketing science in the practitioners' community: opening the black box," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 4‐5, pages 289-301, July, DOI: 10.1002/asmb.553.
  17. Dennis Huisman & Leo G. Kroon & Ramon M. Lentink & Michiel J. C. M. Vromans, 2005, "Operations Research in passenger railway transportation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 4, pages 467-497, November, DOI: 10.1111/j.1467-9574.2005.00303.x.
  18. Frank Kleibergen, 2005, "Testing Parameters in GMM Without Assuming that They Are Identified," Econometrica, Econometric Society, volume 73, issue 4, pages 1103-1123, July.
  19. Temel, T. & Lucas, A., 2005, "Deepening the Measuring of Technical Inefficiency in Private Farming in Georgia: Locally Parametric Regression," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 2, issue 1, pages 115-138.
  20. Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter, 2005, "Empirical credit cycles and capital buffer formation," Journal of Banking & Finance, Elsevier, volume 29, issue 12, pages 3159-3179, December.
  21. Arjen Siegmann & André Lucas, 2005, "Discrete-Time Financial Planning Models Under Loss-Averse Preferences," Operations Research, INFORMS, volume 53, issue 3, pages 403-414, June, DOI: 10.1287/opre.1040.0182.
  22. André Lucas & Siem Jan Koopman, 2005, "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 311-323, DOI: 10.1002/jae.833.
  23. Wuyts, Stefan & Colombo, Massimo G. & Dutta, Shantanu & Nooteboom, Bart, 2005, "Empirical tests of optimal cognitive distance," Journal of Economic Behavior & Organization, Elsevier, volume 58, issue 2, pages 277-302, October.
  24. Bart Nooteboom, 2005, "A Cognitive Theory of the Firm," European Journal of Economic and Social Systems, Lavoisier, volume 18, issue 1, pages 29-59.

2004

  1. Koopman S.J. & Bos C.S., 2004, "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 346-357, July.
  2. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 201-225, December.
  3. Bos, Charles S, 2004, "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, volume 20, issue 3, pages 515-522.
  4. Philip Hans Franses, 2004, "Fifty years since Koyck (1954)," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 58, issue 4, pages 381-387, November, DOI: 10.1111/j.1467-9574.2004.00266.x.
  5. Bart Hobijn & Philip Hans Franses & Marius Ooms, 2004, "Generalizations of the KPSS‐test for stationarity," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 58, issue 4, pages 483-502, November, DOI: 10.1111/j.1467-9574.2004.00272.x.
  6. Vroomen, Bjorn & Hans Franses, Philip & van Nierop, Erjen, 2004, "Modeling consideration sets and brand choice using artificial neural networks," European Journal of Operational Research, Elsevier, volume 154, issue 1, pages 206-217, April.
  7. Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004, "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 169-183.
  8. Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004, "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, volume 20, issue 2, pages 255-271.
  9. Philip Hans Franses, 2004, "Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics," Interfaces, INFORMS, volume 34, issue 6, pages 466-468, December, DOI: 10.1287/inte.1040.0102.
  10. Philip Hans Franses & Yoshinori Kawasaki, 2004, "Do seasonal unit roots matter for forecasting monthly industrial production?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 2, pages 77-88, DOI: 10.1002/for.901.
  11. Philip Hans Franses & Dick van Dijk & Andre Lucas, 2004, "Short patches of outliers, ARCH and volatility modelling," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 4, pages 221-231, DOI: 10.1080/0960310042000201174.
  12. Kleibergen, Frank, 2004, "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 227-258, December.
  13. Frank Kleibergen, 2004, "Testing Subsets of Structural Parameters in the Instrumental Variables," The Review of Economics and Statistics, MIT Press, volume 86, issue 1, pages 418-423, February.
  14. Abadir, Karim M. & Lucas, Andre, 2004, "A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model," Journal of Econometrics, Elsevier, volume 119, issue 1, pages 45-71, March.
  15. Bart Nooteboom, 2004, "Learning and governance in inter-firm relations," Revue d'économie politique, Dalloz, volume 114, issue 1, pages 55-76.
  16. Bart Nooteboom, 2004, "Governance and competence: how can they be combined?," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 28, issue 4, pages 505-525, July.
  17. Doornik Jurgen A & Ooms Marius, 2004, "Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1218.
  18. Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004, "Recent advances in Bayesian econometrics," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 197-199, December.
  19. H.K. van Dijk, 2004, "Twentieth Century Shocks, Trends and Cycles in Industrialized Nations," De Economist, Springer, volume 152, issue 2, pages 211-232, June.

2003

  1. Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
  2. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2003, "An Empirical Study of Cash Payments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 57, issue 4, pages 484-508, November, DOI: 10.1111/1467-9574.00241.
  3. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003, "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 5, pages 359-375, DOI: 10.1002/for.863.
  4. Frédéric Carsoule & Philip Franses, 2003, "A note on monitoring time-varying parameters in an autoregression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 57, issue 1, pages 51-62, February, DOI: 10.1007/s001840200198.
  5. Philip Hans Franses, 2003, "The diffusion of scientific publications: The case of Econometrica, 1987," Scientometrics, Springer;Akadémiai Kiadó, volume 56, issue 1, pages 29-42, January, DOI: 10.1023/A:1021994422916.
  6. Yoshinori Kawasaki & Philip Hans Franses, 2003, "Detecting seasonal unit roots in a structural time series model," Journal of Applied Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 373-387, DOI: 10.1080/0266476032000035412.
  7. Groen, Jan J J & Kleibergen, Frank, 2003, "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 295-318, April.
  8. Bekker, Paul & Kleibergen, Frank, 2003, "Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 744-753, October.
  9. Kleibergen, Frank & Zivot, Eric, 2003, "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, volume 114, issue 1, pages 29-72, May.
  10. Marc G. Genton & André Lucas, 2003, "Comprehensive definitions of breakdown points for independent and dependent observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 65, issue 1, pages 81-94, February, DOI: 10.1111/1467-9868.00373.
  11. Andre Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2003, "Tail behaviour of credit loss distributions for general latent factor models," Applied Mathematical Finance, Taylor & Francis Journals, volume 10, issue 4, pages 337-357, DOI: 10.1080/1350486032000160786.
  12. Siem Jan Koopman & Marius Ooms, 2003, "Time Series Modelling of Daily Tax Revenues," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 57, issue 4, pages 439-469, November, DOI: 10.1111/1467-9574.00239.
  13. Doornik, Jurgen A. & Ooms, Marius, 2003, "Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models," Computational Statistics & Data Analysis, Elsevier, volume 42, issue 3, pages 333-348, March.
  14. Paap, Richard & van Dijk, Herman K, 2003, "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 4, pages 547-563, October.
  15. Niels Haldrup & David F. Hendry & Herman K. van Dijk, 2003, "Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 681-688, December, DOI: 10.1046/j.0305-9049.2003.00090.x.
  16. Rodney W. Strachan & Herman K. van Dijk, 2003, "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 863-876, December, DOI: 10.1046/j.0305-9049.2003.00095.x.

2002

  1. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002, "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 243-264.
  2. Fok, Dennis & Franses, Philip Hans, 2002, "Ordered logit analysis for selectively sampled data," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 3, pages 477-497, September.
  3. Siem Jan Koopman & Philip Hans Franses, 2002, "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 64, issue 5, pages 509-526, December, DOI: 10.1111/1468-0084.00275.
  4. Philip Hans Franses, 2002, "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 1, pages 1-1, February, DOI: 10.1111/1467-9574.06001.
  5. Philip Hans Franses, 2002, "From first submission to citation: an empirical analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 4, pages 496-509, November, DOI: 10.1111/1467-9574.00214.
  6. Pelzer, Ben & Eisinga, Rob & Franses, Philip Hans, 2002, "Inferring Transition Probabilities from Repeated Cross Sections," Political Analysis, Cambridge University Press, volume 10, issue 2, pages 113-133, April.
  7. Franses, Philip Hans & de Bruin, Paul, 2002, "On data transformations and evidence of nonlinearity," Computational Statistics & Data Analysis, Elsevier, volume 40, issue 3, pages 621-632, September.
  8. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002, "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 135-165, October.
  9. Philip Hans Franses & Michael McAleer, 2002, "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 419-424, DOI: 10.1002/jae.693.
  10. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002, "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 601-616, DOI: 10.1002/jae.690.
  11. Pauline Bod & David Blitz & Philip Hans Franses & Roy Kluitman, 2002, "An unbiased variance estimator for overlapping returns," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 3, pages 155-158, DOI: 10.1080/09603100110090127.
  12. Roy Kluitman & Philip Hans Franses, 2002, "Estimating volatility on overlapping returns when returns are autocorrelated," Applied Mathematical Finance, Taylor & Francis Journals, volume 9, issue 3, pages 179-188, DOI: 10.1080/13504860210162029.
  13. Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002, "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 1-47, DOI: 10.1081/ETC-120008723.
  14. Frank Kleibergen, 2002, "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Econometrica, Econometric Society, volume 70, issue 5, pages 1781-1803, September.
  15. Kleibergen, Frank & Paap, Richard, 2002, "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 223-249, December.
  16. Boswijk, H. Peter & Lucas, Andre, 2002, "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, volume 108, issue 2, pages 253-280, June.
  17. Lucas, Andre & van Dijk, Ronald & Kloek, Teun, 2002, "Stock selection, style rotation, and risk," Journal of Empirical Finance, Elsevier, volume 9, issue 1, pages 1-34, January.
  18. Richard Paap, 2002, "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 1, pages 2-22, February, DOI: 10.1111/1467-9574.00060.
  19. Terui, Nobuhiko & van Dijk, Herman K., 2002, "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 421-438.
  20. Kaashoek, Johan F & van Dijk, Herman K, 2002, "Neural Network Pruning Applied to Real Exchange Rate Analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 21, issue 8, pages 559-577, December.

2001

  1. Fok, Dennis & Franses, Philip Hans, 2001, "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, volume 17, issue 1, pages 121-128.
  2. Philip Hans Franses, 2001, "Editorial," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 55, issue 1, pages 1-1, March, DOI: 10.1111/1467-9574.00151.
  3. Ben Pelzer & Rob Eisinga & Philip Hans Franses, 2001, "Estimating Transition Probabilities from a Time Series of Independent Cross Sections," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 55, issue 2, pages 249-262, July, DOI: 10.1111/1467-9574.00168.
  4. Philip Hans Franses, 2001, "Some comments on seasonal adjustment," Revista de Economía del Rosario, Universidad del Rosario.
  5. Franses, Philip Hans & Teräsvirta, Timo, 2001, "Introduction To The Special Issue: Nonlinear Modeling Of Multivariate Macroeconomic Relations," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 4, pages 461-465, September.
  6. Lof, Marten & Hans Franses, Philip, 2001, "On forecasting cointegrated seasonal time series," International Journal of Forecasting, Elsevier, volume 17, issue 4, pages 607-621.
  7. Hobijn, Bart & Franses, Philip Hans, 2001, "Are living standards converging?," Structural Change and Economic Dynamics, Elsevier, volume 12, issue 2, pages 171-200, July.
  8. Philip Hans Franses, 2001, "How to deal with intercept and trend in practical cointegration analysis?," Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 577-579, DOI: 10.1080/00036840121713.
  9. Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001, "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, volume 8, issue 3, pages 297-323, July.
  10. Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan, 2001, "An analytic approach to credit risk of large corporate bond and loan portfolios," Journal of Banking & Finance, Elsevier, volume 25, issue 9, pages 1635-1664, September.
  11. Lucas, Andre, 2001, "Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models," Journal of Money, Credit and Banking, Blackwell Publishing, volume 33, issue 3, pages 826-846, August.
  12. Klos, Tomas B. & Nooteboom, Bart, 2001, "Agent-based computational transaction cost economics," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 3-4, pages 503-526, March.

2000

  1. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.
  2. Franses Philip Hans & de Bruin Paul, 2000, "Seasonal Adjustment and the Business Cycle in Unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 2, pages 1-14, July, DOI: 10.2202/1558-3708.1057.
  3. Philip Hans Franses And A. M. Robert Taylor, 2000, "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, volume 3, issue 2, pages 250-264.
  4. Groenen, Patrick J. F. & Franses, Philip Hans, 2000, "Visualizing time-varying correlations across stock markets," Journal of Empirical Finance, Elsevier, volume 7, issue 2, pages 155-172, August.
  5. Arino, Miguel A. & Franses, Philip Hans, 2000, "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, volume 16, issue 1, pages 111-116.
  6. Franses, P. H. B. F., 2000, "The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)," International Journal of Forecasting, Elsevier, volume 16, issue 3, pages 426-427.
  7. Taylor, Nick & Dijk, Dick van & Franses, Philip Hans & Lucas, Andre, 2000, "SETS, arbitrage activity, and stock price dynamics," Journal of Banking & Finance, Elsevier, volume 24, issue 8, pages 1289-1306, August.
  8. Bart Hobijn & Philip Hans Franses, 2000, "Asymptotically perfect and relative convergence of productivity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 1, pages 59-81.
  9. Richard Paap & Philip Hans Franses, 2000, "A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 717-744.
  10. Philip Hans Franses & Richard Paap, 2000, "Modelling day-of-the-week seasonality in the S&P 500 index," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 5, pages 483-488, DOI: 10.1080/096031000416352.
  11. Lucas, Andre, 2000, "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 31-39, January.
  12. Abadir, Karim M. & Lucas, Andre, 2000, "Quantiles for t-statistics based on M-estimators of unit roots," Economics Letters, Elsevier, volume 67, issue 2, pages 131-137, May.
  13. Bart Nooteboom, 2000, "Learning by Interaction: Absorptive Capacity, Cognitive Distance and Governance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 4, issue 1, pages 69-92, March, DOI: 10.1023/A:1009941416749.
  14. Bart Nooteboom & Gjalt De Jong & Robert Vossen & Susan Helper & Mari Sako, 2000, "Network Interactions And Mutual Dependence: A Test In The Car Industry," Industry and Innovation, Taylor & Francis Journals, volume 7, issue 1, pages 117-144, DOI: 10.1080/713670249.
  15. John Geweke & John Rust & Herman K. Van Dijk, 2000, "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 545-546.

1999

  1. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999, "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, volume 24, issue 3, pages 427-449.
  2. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 2, pages 217-235, April.
  3. Philip Hans Franses & Robert M. Kunst, 1999, "On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 3, pages 409-433, August, DOI: 10.1111/1468-0084.00136.
  4. Dijk, Dick van & Franses, Philip Hans, 1999, "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 3, pages 311-340, September.
  5. Franses, Philip Hans & Ghijsels, Hendrik, 1999, "Additive outliers, GARCH and forecasting volatility," International Journal of Forecasting, Elsevier, volume 15, issue 1, pages 1-9, February.
  6. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999, "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, volume 15, issue 2, pages 185-199, April.
  7. Franses, Philip Hans & Paap, Richard, 1999, "Does Seasonality Influence the Dating of Business Cycle Turning Points?," Journal of Macroeconomics, Elsevier, volume 21, issue 1, pages 79-92, January.
  8. van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 539-562, Sept.-Oct.
  9. Philip Franses & Irma Geluk & Paul Van Homelen, 1999, "Modeling Item Nonresponse in Questionnaires," Quality & Quantity: International Journal of Methodology, Springer, volume 33, issue 2, pages 203-213, May, DOI: 10.1023/A:1026454011346.
  10. Richard Paap & Philip Hans Franses, 1999, "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 3, pages 271-286, DOI: 10.1080/07474939908800446.
  11. Paul De Bruin & Philip Hans Franses, 1999, "Forecasting power-transformed time series data," Journal of Applied Statistics, Taylor & Francis Journals, volume 26, issue 7, pages 807-815, DOI: 10.1080/02664769922043.
  12. Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999, "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 51, issue 3, pages 399-417, September, DOI: 10.1023/A:1003978303477.
  13. LUCAS, André, 1999, "Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, volume 53, issue 3, pages 369-410, September.
  14. Nooteboom, Bart, 1999, "Innovation and inter-firm linkages: new implications for policy," Research Policy, Elsevier, volume 28, issue 8, pages 793-805, November.
  15. Bart Nooteboom, 1999, "Voice- and Exit-Based Forms of Corporate Control: Anglo-American, European, and Japanese," Journal of Economic Issues, Taylor & Francis Journals, volume 33, issue 4, pages 845-860, December, DOI: 10.1080/00213624.1999.11506217.
  16. Nooteboom, Bart, 1999, "Innovation, Learning and Industrial Organisation," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 23, issue 2, pages 127-150, March.
  17. Marius Ooms, 1999, "Review of SsfPack 2.2: statistical algorithms for models in state space," Econometrics Journal, Royal Economic Society, volume 2, issue 1, pages 161-166.
  18. H. K. Van Dijk, 1999, "Some remarks on the simulation revolution in bayesian econometric inference," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 1, pages 105-112, DOI: 10.1080/07474939908800432.

1998

  1. Franses, Philip Hans & Lucas, Andre, 1998, "Outlier Detection in Cointegration Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 4, pages 459-468, October.
  2. Philip Hans Franses & Michael McAleer, 1998, "Cointegration Analysis of Seasonal Time Series," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 651-678, December, DOI: 10.1111/1467-6419.00070.
  3. Philip Hans Franses & Michael McAleer, 1998, "Testing for Unit Roots and Non‐linear Transformations," Journal of Time Series Analysis, Wiley Blackwell, volume 19, issue 2, pages 147-164, March, DOI: 10.1111/1467-9892.00083.
  4. Philip Hans Franses, 1998, "Large data sets in finance and marketing: introduction by the special issue editor," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 52, issue 3, pages 255-257, November, DOI: 10.1111/1467-9574.00083.
  5. Franses Philip Hans & van Griensven Kasper, 1998, "Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 4, pages 1-8, January, DOI: 10.2202/1558-3708.1033.
  6. Breitung, Jörg & Franses, Philip Hans, 1998, "On Phillips–Perron-Type Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, volume 14, issue 2, pages 200-221, April.
  7. Franses, Philip Hans & Koop, Gary, 1998, "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, volume 59, issue 1, pages 7-15, April.
  8. Franses, Philip Hans & Kloek, Teun & Lucas, Andre, 1998, "Outlier robust analysis of long-run marketing effects for weekly scanning data," Journal of Econometrics, Elsevier, volume 89, issue 1-2, pages 293-315, November.
  9. Hans Franses, Philip & Koehler, Anne B., 1998, "A model selection strategy for time series with increasing seasonal variation," International Journal of Forecasting, Elsevier, volume 14, issue 3, pages 405-414, September.
  10. Philip Hans Franses & Paul van Homelen, 1998, "On forecasting exchange rates using neural networks," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 6, pages 589-596, DOI: 10.1080/096031098332628.
  11. Philip Hans Franses & Timothy J. Vogelsang, 1998, "On Seasonal Cycles, Unit Roots, And Mean Shifts," The Review of Economics and Statistics, MIT Press, volume 80, issue 2, pages 231-240, May.
  12. Philip Hans Franses & Bart Hobijn, 1998, "Increasing seasonal variation; unit roots versus shifts in mean and trend," Applied Stochastic Models and Data Analysis, John Wiley & Sons, volume 14, issue 3, pages 255-261, September, DOI: 10.1002/(SICI)1099-0747(199809)14:3.
  13. Kleibergen, Frank & van Dijk, Herman K., 1998, "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, volume 14, issue 6, pages 701-743, December.
  14. Andre Lucas, 1998, "Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 2, pages 185-214, DOI: 10.1080/07474939808800411.
  15. Frambach, Ruud T. & Barkema, Harry G. & Nooteboom, Bart & Wedel, Michel, 1998, "Adoption of a service innovation in the business market: An empirical test of supply-side variables," Journal of Business Research, Elsevier, volume 41, issue 2, pages 161-174, February.
  16. Niels Noorderhaven & Bart Nooteboom & Hans Berger, 1998, "Determinants of Perceived Interfirm Dependence in Industrial Supplier Relations," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 2, issue 3, pages 213-232, September, DOI: 10.1023/A:1009962926611.
  17. Paapaa, Richard & van Dijk, Herman K., 1998, "Distribution and mobility of wealth of nations," European Economic Review, Elsevier, volume 42, issue 7, pages 1269-1293, July.

1997

  1. Ooms, Marius & Franses, Philip Hans, 1997, "On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 4, pages 470-481, October.
  2. Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld, 1997, "Volatility Transmission And Patterns In Bund Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 20, issue 4, pages 459-482, December.
  3. Breitung, Jorg & Franses, Philip Hans, 1997, "Impulse response functions for periodic integration," Economics Letters, Elsevier, volume 55, issue 1, pages 35-40, August.
  4. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997, "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 359-380, June.
  5. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997, "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 167-193, September.
  6. Franses, Philip Hans & Draisma, Gerrit, 1997, "Recognizing changing seasonal patterns using artificial neural networks," Journal of Econometrics, Elsevier, volume 81, issue 1, pages 273-280, November.
  7. Franses, Philip Hans & Ooms, Marius, 1997, "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, volume 13, issue 1, pages 117-126, March.
  8. De Gooijer, Jan G. & Franses, Philip Hans, 1997, "Forecasting and seasonality," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 303-305, September.
  9. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997, "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 357-368, September.
  10. Franses, Philip Hans & McAleer, Michael, 1997, "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 43, issue 3, pages 457-465, DOI: 10.1016/S0378-4754(97)00032-3.
  11. Veenstra, Albert Willem & Franses, Philip Hans, 1997, "A co-integration approach to forecasting freight rates in the dry bulk shipping sector," Transportation Research Part A: Policy and Practice, Elsevier, volume 31, issue 6, pages 447-458, November.
  12. Philip Hans Franses & Bart Hobijn, 1997, "Critical values for unit root tests in seasonal time series," Journal of Applied Statistics, Taylor & Francis Journals, volume 24, issue 1, pages 25-48, DOI: 10.1080/02664769723864.
  13. Lucas, André, 1997, "Cointegration Testing Using Pseudolikelihood Ratio Tests," Econometric Theory, Cambridge University Press, volume 13, issue 2, pages 149-169, April.
  14. Gábor Péli & Bart Nooteboom, 1997, "Simulation of Learning in Supply Partnerships," Computational and Mathematical Organization Theory, Springer, volume 3, issue 1, pages 43-66, March, DOI: 10.1023/A:1009667905556.
  15. Ooms, Marius & Hassler, Uwe, 1997, "On the effect of seasonal adjustment on the log-periodogram regression," Economics Letters, Elsevier, volume 56, issue 2, pages 135-141, October.

1996

  1. Franses, Philip Hans, 1996, "Recent Advances in Modelling Seasonality," Journal of Economic Surveys, Wiley Blackwell, volume 10, issue 3, pages 299-345, September.
  2. H. Peter Boswijk & Philip Hans Franses, 1996, "Unit Roots In Periodic Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, volume 17, issue 3, pages 221-245, May, DOI: 10.1111/j.1467-9892.1996.tb00274.x.
  3. Franses, Philip Hans & Kleibergen, Frank, 1996, "Unit roots in the Nelson-Plosser data: Do they matter for forecasting?," International Journal of Forecasting, Elsevier, volume 12, issue 2, pages 283-288, June.
  4. Franses, Philip Hans & Boswijk, H. Peter, 1996, "Temporal aggregation in a periodically integrated autoregressive process," Statistics & Probability Letters, Elsevier, volume 30, issue 3, pages 235-240, October.
  5. Rob Eisinga & Philip Franses, 1996, "Testing for convergence in left-right ideological positions," Quality & Quantity: International Journal of Methodology, Springer, volume 30, issue 4, pages 345-359, November, DOI: 10.1007/BF00170141.
  6. Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K., 1996, "Editor's introduction," Journal of Econometrics, Elsevier, volume 75, issue 1, pages 1-5, November.

1995

  1. Franses, Philip Hans, 1995, "The effects of seasonally adjusting a periodic autoregressive process," Computational Statistics & Data Analysis, Elsevier, volume 19, issue 6, pages 683-704, June.
  2. Peter Boswijk, H. & Franses, Philip Hans, 1995, "Testing for periodic integration," Economics Letters, Elsevier, volume 48, issue 3-4, pages 241-248, June.
  3. Franses, Philip Hans & Hylleberg, Svend & Lee, Hahn S., 1995, "Spurious deterministic seasonality," Economics Letters, Elsevier, volume 48, issue 3-4, pages 249-256, June.
  4. Franses, Philip Hans & Paap, Richard, 1995, "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 39, issue 3, pages 245-249, DOI: 10.1016/0378-4754(95)00066-8.
  5. Franses, Philip Hans & Paap, Richard, 1995, "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, volume 20, issue 1, pages 109-132.
  6. Franses, Philip Hans, 1995, "Quarterly US Unemployment: Cycles, Seasons and Asymmetries," Empirical Economics, Springer, volume 20, issue 4, pages 717-725.
  7. Philip Hans Franses, 1995, "IGARCH and variance change in the US long-run interest rate," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 4, pages 113-114, DOI: 10.1080/758529815.
  8. Boswijk, H Peter & Franses, Philip Hans, 1995, "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, volume 77, issue 3, pages 436-454, August.
  9. Philip Hans Franses & Teun Kloek, 1995, "A periodic cointegration model of quarterly consumption," Applied Stochastic Models and Data Analysis, John Wiley & Sons, volume 11, issue 2, pages 159-166, June, DOI: 10.1002/asm.3150110206.
  10. Lucas, André, 1995, "Unit Root Tests Based on M Estimators," Econometric Theory, Cambridge University Press, volume 11, issue 2, pages 331-346, February.
  11. Lucas, Andre, 1995, "An outlier robust unit root test with an application to the extended Nelson-Plosser data," Journal of Econometrics, Elsevier, volume 66, issue 1-2, pages 153-173.
  12. Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995, "Classical and Bayesian aspects of robust unit root inference," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 27-59, September.
  13. Groenendijk, Patrick A. & Lucas, Andre & de Vries, Casper G., 1995, "A note on the relationship between GARCH and symmetric stable processes," Journal of Empirical Finance, Elsevier, volume 2, issue 3, pages 253-264, September.

1994

  1. Franses, Philip Hans & Haldrup, Niels, 1994, "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 471-478, October.
  2. Franses, Philip Hans & Paap, Richard, 1994, "Model Selection in Periodic Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 56, issue 4, pages 421-439, November.
  3. Franses, Philip Hans, 1994, "A multivariate approach to modeling univariate seasonal time series," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 133-151, July.
  4. Kleibergen, Frank & van Dijk, Herman K., 1994, "On the Shape of the Likelihood/Posterior in Cointegration Models," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 514-551, August.
  5. Kleibergen, Frank & van Dijk, Herman K., 1994, "Direct cointegration testing in error correction models," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 61-103, July.
  6. Phillips, Peter C.B. & Van Dijk, Herman K., 1994, "Bayes Methods and Unit Roots," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 453-460, August.

1993

  1. Franses, Philip Hans, 1993, "A method to select between periodic cointegration and seasonal cointegration," Economics Letters, Elsevier, volume 41, issue 1, pages 7-10.
  2. Hans Franses, Philip & Romijn, Gerbert, 1993, "Periodic integration in quarterly UK macroeconomic variables," International Journal of Forecasting, Elsevier, volume 9, issue 4, pages 467-476, December.
  3. Franses, Philip Hans, 1993, "A model selection procedure for time series with seasonality," Statistics & Probability Letters, Elsevier, volume 16, issue 4, pages 253-258, March.
  4. Kleibergen, F & Van Dijk, H K, 1993, "Non-stationarity in GARCH Models: A Bayesian Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 8, issue S, pages 41-61, Suppl. De.
  5. C. G. E. Boender & H. K. van Dijk, 1993, "Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 47, issue 2, pages 127-151, June, DOI: 10.1111/j.1467-9574.1993.tb01412.x.

1992

  1. Boswijk, Peter & Franses, Philip Hans, 1992, "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 369-381, August.
  2. Franses, Philip Hans, 1992, "The Norwegian Consumption Function: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 455-459, August.
  3. Franses, Philip Hans & Biessen, Guido, 1992, "Model adequacy and influential observations," Economics Letters, Elsevier, volume 38, issue 2, pages 133-137, February.
  4. Hans Franses, Philip, 1992, "Testing for seasonality," Economics Letters, Elsevier, volume 38, issue 3, pages 259-262, March.
  5. Franses, Philip Hans, 1992, "A model selection test for an AR (1) versus an MA (1) model," Statistics & Probability Letters, Elsevier, volume 15, issue 4, pages 281-284, November.
  6. Franses, Philip Hans, 1992, "Modeling seasonality in bimonthly time series," Statistics & Probability Letters, Elsevier, volume 15, issue 5, pages 407-415, December.
  7. Nooteboom, Bart & Zwart, Peter S & Bijmolt, Tammo H A, 1992, "Transaction Costs and Standardisation in Professional Services to Small Business," Small Business Economics, Springer, volume 4, issue 2, pages 141-151, June.
  8. Nooteboom, Bart, 1992, "Towards a Dynamic Theory of Transactions," Journal of Evolutionary Economics, Springer, volume 2, issue 4, pages 281-299, December.
  9. Van Dijk, Herman K., 1992, "International conference on econometric inference using simulation techniques," Journal of Econometrics, Elsevier, volume 51, issue 1-2, pages 287-287.
  10. Hop, J Peter & Van Dijk, Herman K, 1992, "SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, volume 5, issue 3, pages 183-220, August.

1991

  1. Franses, Philip Hans, 1991, "Moving average filters and unit roots," Economics Letters, Elsevier, volume 37, issue 4, pages 399-403, December.
  2. Franses, Philip Hans, 1991, "Seasonality, non-stationarity and the forecasting of monthly time series," International Journal of Forecasting, Elsevier, volume 7, issue 2, pages 199-208, August.
  3. Franses, Philip Hans, 1991, "The detection of observations possibly influential for model selection," Statistics & Probability Letters, Elsevier, volume 11, issue 4, pages 321-325, April.
  4. Philip Hans Franses & Paul Kofman, 1991, "An empirical test for parities between metal prices at the LME," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 11, issue 6, pages 729-736, December.
  5. Schotman, Peter & van Dijk, Herman K., 1991, "A Bayesian analysis of the unit root in real exchange rates," Journal of Econometrics, Elsevier, volume 49, issue 1-2, pages 195-238.
  6. Schotman, Peter C & van Dijk, Herman K, 1991, "On Bayesian Routes to Unit Roots," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 387-401, Oct.-Dec..

1988

  1. Bart Nooteboom, 1988, "The Facts About Small Business and the Real Values of Its ‘Life World’: A Social Philosophical Interpretation of This Sector of the Modem Economy," American Journal of Economics and Sociology, Wiley Blackwell, volume 47, issue 3, pages 299-314, July, DOI: 10.1111/j.1536-7150.1988.tb02043.x.
  2. Nooteboom, Bart & Kleijweg, Aad & Thurik, Roy, 1988, "Normal costs and demand effects in price setting : A study of retailing," European Economic Review, Elsevier, volume 32, issue 4, pages 999-1011, April.
  3. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988, "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, volume 38, issue 1-2, pages 39-72.

1986

  1. Nooteboom, Bart, 1986, "Plausibility in Economics," Economics and Philosophy, Cambridge University Press, volume 2, issue 2, pages 197-224, October.

1985

  1. Nooteboom, B. & Thurik, A. R., 1985, "Retail margins during recession and growth," Economics Letters, Elsevier, volume 17, issue 3, pages 281-284.
  2. Van Dijk, Herman K., 1985, "Editor's introduction," Journal of Econometrics, Elsevier, volume 29, issue 1-2, pages 1-2.
  3. Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985, "Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services," Journal of Econometrics, Elsevier, volume 29, issue 1-2, pages 121-148.
  4. Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E., 1985, "Posterior moments computed by mixed integration," Journal of Econometrics, Elsevier, volume 29, issue 1-2, pages 3-18.

1982

  1. Nooteboom, Bart, 1982, "A new theory of retailing costs," European Economic Review, Elsevier, volume 17, issue 2, pages 163-186.

1980

  1. van Dijk, Herman K & Kloek, Teun, 1980, "Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes," Econometrica, Econometric Society, volume 48, issue 5, pages 1139-1148, July.
  2. van Dijk, H. K. & Kloek, T., 1980, "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, volume 14, issue 3, pages 307-328, December.

1978

  1. Kloek, Tuen & van Dijk, Herman K, 1978, "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, volume 46, issue 1, pages 1-19, January.
  2. Kloek, Teun & van Dijk, Herman K., 1978, "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, volume 8, issue 1, pages 61-74, August.

Books

2024

  1. Franses,Philip Hans, 2024, "Ethics in Econometrics," Cambridge Books, Cambridge University Press, number 9781009428040.

2019

  1. Bart Nooteboom, 2019, "Uprooting Economics," Books, Edward Elgar Publishing, number 19332, ISBN: ARRAY(0x9a86fe58).

2018

  1. Franses,Philip Hans, 2018, "Enjoyable Econometrics," Cambridge Books, Cambridge University Press, number 9781107164611.

2014

  1. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014, "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521520911.
  2. Franses,Philip Hans, 2014, "Expert Adjustments of Model Forecasts," Cambridge Books, Cambridge University Press, number 9781107081598.
  3. Bart Nooteboom, 2014, "How Markets Work and Fail, and What to Make of Them," Books, Edward Elgar Publishing, number 15917, ISBN: ARRAY(0x94e9e850).

2013

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013, "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334, ISBN: ARRAY(0x8176c428).

2011

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011, "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084, ISBN: ARRAY(0x823614d0).

2010

  1. Franses,Philip Hans & Paap,Richard, 2010, "Quantitative Models in Marketing Research," Cambridge Books, Cambridge University Press, number 9780521143653.

2009

  1. Bart Nooteboom, 2009, "A Cognitive Theory of the Firm," Books, Edward Elgar Publishing, number 13348, ISBN: ARRAY(0x99cedc60).

2006

  1. Bart Nooteboom (ed.), 2006, "Knowledge and Learning in the Firm," Books, Edward Elgar Publishing, number 2599, ISBN: ARRAY(0x94b3aa48).

2004

  1. Franses, Philip Hans & Paap, Richard, 2004, "Periodic Time Series Models," OUP Catalogue, Oxford University Press, number 9780199242030, ISBN: ARRAY(0x821a04e0).
  2. Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004, "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016, ISBN: ARRAY(0x81862640).

2003

  1. Bart Nooteboom & Frédérique Six (ed.), 2003, "The Trust Process in Organizations," Books, Edward Elgar Publishing, number 2811, ISBN: ARRAY(0x947e0fe8).

2002

  1. Franses,Philip Hans, 2002, "A Concise Introduction to Econometrics," Cambridge Books, Cambridge University Press, number 9780521520904.
  2. Bart Nooteboom, 2002, "Trust," Books, Edward Elgar Publishing, number 2262, ISBN: ARRAY(0x99520160).
    • Bart Nooteboom, 2009, "Trust," Chapters, Edward Elgar Publishing, chapter 71, in: Jan Peil & Irene van Staveren, "Handbook of Economics and Ethics".

2000

  1. Franses,Philip Hans & Dijk,Dick van, 2000, "Non-Linear Time Series Models in Empirical Finance," Cambridge Books, Cambridge University Press, number 9780521770415.
  2. Pier P. Saviotti & Bart Nooteboom (ed.), 2000, "Technology and Knowledge," Books, Edward Elgar Publishing, number 1920, ISBN: ARRAY(0x96dcb130).

1996

  1. Franses, Philip Hans, 1996, "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549, ISBN: ARRAY(0x81f48728).

Chapters

2025

  1. Jamie L. Cross & Herman K. van Dijk, 2025, "Forecasting with Bayesian Vector Autoregressions Revisited," Springer Books, Springer, in: Stepan Mazur & Pär Österholm, "Recent Developments in Bayesian Econometrics and Their Applications", DOI: 10.1007/978-3-032-00110-8_2.

2021

  1. Bart Nooteboom, 2021, "Discovery, Entropy, Organization, and Trust," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Patricia de Sá Freire & Suliman Hawamdeh & Gertrudes Aparecida Dandolini, "Knowledge Governance and Learning for Organizational Creativity and Transformation".

2012

  1. Bart Nooteboom, 2012, "Cognitive Theory of the Firm: A Pragmatic Perspective," Chapters, Edward Elgar Publishing, chapter 21, in: Michael Dietrich & Jackie Krafft, "Handbook on the Economics and Theory of the Firm".
  2. Bart Nooteboom, 2012, "Embodied Cognition, Organization and Innovation," Chapters, Edward Elgar Publishing, chapter 15, in: Richard Arena & Agnès Festré & Nathalie Lazaric, "Handbook of Knowledge and Economics".
  3. Bart Nooteboom, 2012, "A Pragmatist Theory of Innovation," Springer Books, Springer, chapter 0, in: Helinä Melkas & Vesa Harmaakorpi, "Practice-Based Innovation: Insights, Applications and Policy Implications", DOI: 10.1007/978-3-642-21723-4_2.

2011

  1. Philip Hans Franses & Dick Dijk, 2011, "GARCH, Outliers, and Forecasting Volatility," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_8.

2009

  1. Bart Nooteboom, 2009, "Trust," Chapters, Edward Elgar Publishing, chapter 71, in: Jan Peil & Irene van Staveren, "Handbook of Economics and Ethics".
    • Bart Nooteboom, 2002, "Trust," Books, Edward Elgar Publishing, number 2262, ISBN: ARRAY(0x99520160).

2008

  1. Francesco Ravazzolo & Richard Paap & Dick van Dijk & Philip Hans Franses, 2008, "Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00215-1.
  2. Marnik G. Dekimpe & Philip Hans Franses & Dominique M. Hanssens & Prasad A. Naik, 2008, "Time-Series Models in Marketing," International Series in Operations Research & Management Science, Springer, chapter 0, in: Berend Wierenga, "Handbook of Marketing Decision Models", DOI: 10.1007/978-0-387-78213-3_11.
    • Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006, "Time-Series Models in Marketing," 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 Rotterdam, number ERS-2006-049-MKT, Sep.
  3. Philip Hans Franses, 2008, "Forecasting Seasonal Time Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Roberto S Mariano & Yiu-Kuen Tse, "Econometric Forecasting And High-Frequency Data Analysis".
  4. Robin P. Nicolai & Rommert Dekker, 2008, "Optimal Maintenance of Multi-component Systems: A Review," Springer Series in Reliability Engineering, Springer, chapter 11, "Complex System Maintenance Handbook", DOI: 10.1007/978-1-84800-011-7_11.
  5. Gabriella Budai & Rommert Dekker & Robin P. Nicolai, 2008, "Maintenance and Production: A Review of Planning Models," Springer Series in Reliability Engineering, Springer, chapter 13, "Complex System Maintenance Handbook", DOI: 10.1007/978-1-84800-011-7_13.
  6. Richard Paap & Herman K. Dijk, 2008, "Distribution and Mobility of Wealth of Nations," Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer, chapter 5, in: Duangkamon Chotikapanich, "Modeling Income Distributions and Lorenz Curves", DOI: 10.1007/978-0-387-72796-7_5.
  7. Michiel de Pooter & Francesco Ravazzolo & Rene Segers & Herman K. van Dijk, 2008, "Bayesian near-boundary analysis in basic macroeconomic time-series models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23011-2.

2007

  1. Bart Nooteboom, 2007, "Governance of Transactions: A Strategic Process Model," Chapters, Edward Elgar Publishing, chapter 4, in: Geoffrey M. Hodgson, "The Evolution of Economic Institutions".
  2. B. Nooteboom, 2007, "Transaction Costs, Innovation and Learning," Chapters, Edward Elgar Publishing, chapter 63, in: Horst Hanusch & Andreas Pyka, "Elgar Companion to Neo-Schumpeterian Economics".

2006

  1. Franses, Philip Hans, 2006, "Forecasting in Marketing," Handbook of Economic Forecasting, Elsevier, chapter 18, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".
  2. Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
  3. Bart Nooteboom, 2006, "Elements of a Cognitive Theory of the Firm," Advances in Austrian Economics, Emerald Group Publishing Limited, "Cognition and Economics", DOI: 10.1016/S1529-2134(06)09006-5.
  4. Alexander Gorobets & Bart Nooteboom, 2006, "Agent Based Modeling of Trust Between Firms in Markets," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 9, in: Charlotte Bruun, "Advances in Artificial Economics", DOI: 10.1007/3-540-37249-0_9.

2005

  1. Bart Nooteboom, 2005, "Innovation, organizational learning and institutional economics," Chapters, Edward Elgar Publishing, chapter 5, in: Steven Casper & Frans van Waarden, "Innovation and Institutions".
  2. B. Nooteboom, 2005, "Learning to Trust," Springer Books, Springer, in: Peter Gijsel & Hans Schenk, "Multidisciplinary Economics", DOI: 10.1007/0-387-26259-8_10.

2004

  1. Irma Bogenrieder & Bart Nooteboom, 2004, "The Emergence of Learning Communities: A Theoretical Analysis," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Haridimos Tsoukas & Nikolaos Mylonopoulos, "Organizations as Knowledge Systems", DOI: 10.1057/9780230524545_3.

2003

  1. Bart Nooteboom, 2003, "Problems and Solutions in Knowledge Transfer," Chapters, Edward Elgar Publishing, chapter 6, in: Dirk Fornahl & Thomas Brenner, "Cooperation, Networks and Institutions in Regional Innovation Systems".
  2. Bart Nooteboom & Frederique Six, 2003, "Introduction," Chapters, Edward Elgar Publishing, chapter 1, in: Bart Nooteboom & Frédérique Six, "The Trust Process in Organizations".
  3. Bart Nooteboom, 2003, "The trust process," Chapters, Edward Elgar Publishing, chapter 2, in: Bart Nooteboom & Frédérique Six, "The Trust Process in Organizations".

2002

  1. Philip Hans Franses & Alan L. Montgomery, 2002, "Econometric models in marketing: Editors' introduction," Advances in Econometrics, Emerald Group Publishing Limited, "Advances in Econometrics", DOI: 10.1016/S0731-9053(02)16001-4.
  2. Hans Berger & Niels G. Noorderhaven & Bart Nooteboom, 2002, "Determinants of supplier dependence: an empirical study," Chapters, Edward Elgar Publishing, chapter 5, in: Geoffrey M. Hodgson, "A Modern Reader in Institutional and Evolutionary Economics".

2001

  1. André Lucas & Pieter Klaassen, 2001, "Fat Tails and the Effect on Optimal Asset Allocations," Palgrave Macmillan Books, Palgrave Macmillan, chapter 14, in: Edward P. M. Gardener & Peter C. Versluijs, "Bank Strategies and Challenges in the New Europe", DOI: 10.1057/9780333992760_14.

1997

  1. Bart Nooteboom, 1997, "Path Dependence of Knowledge: Implications for the Theory of the Firm," Chapters, Edward Elgar Publishing, chapter 4, in: Lars Magnusson & Jan Ottosson, "Evolutionary Economics and Path Dependence".

1996

  1. Robert W. Vossen & Bart Nooteboom, 1996, "Firm Size and Participation in R&D," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Alfred Kleinknecht, "Determinants of Innovation", DOI: 10.1007/978-1-349-13917-0_6.

1993

  1. Bart Nooteboom, 1993, "Agent, Context and Innovation: A Saussurian View of Markets," Chapters, Edward Elgar Publishing, chapter 3, in: Wolfgang Blaas & John Foster, "Mixed Economies in Europe".

1987

  1. Herman K. van Dijk, 1987, "A Product of Multivariate T Densities as Upper Bound for the Posterior Kernel of Simultaneous Equation Model Parameters," Springer Books, Springer, in: R. Viertl, "Probability and Bayesian Statistics", DOI: 10.1007/978-1-4613-1885-9_13.

Software components

2007

  1. Frank Kleibergen & Mark E Schaffer & Frank Windmeijer, 2007, "RANKTEST: Stata module to test the rank of a matrix," Statistical Software Components, Boston College Department of Economics, number S456865, revised 29 Sep 2020.

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