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Rene Segers

This is information that was supplied by Rene Segers in registering through RePEc. If you are Rene Segers, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Rene
Middle Name:
Last Name:Segers
Suffix:
RePEc Short-ID:pse130
http://people.few.eur.nl/rsegers/

Affiliation

Rotterdam, Netherlands
http://www.econometric-institute.org/

: 010 - 40 81278
010 - 40 89162
Burgemeester Oudlaan 50, 3062 PA Rotterdam
RePEc:edi:eieurnl (more details at EDIRC)

Amsterdam, Netherlands
http://www.tinbergen.nl/

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)

Works

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Working Papers

  1. de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014. "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers EI 2014-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. 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 ERS-2012-013, 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.
  3. Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers EI 2008-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Research Papers EI 2008-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. 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 EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  6. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  7. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. Michiel D. de Pooter & Rengert Segers, 2004. "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004 82, Society for Computational Economics.

Articles

  1. Rene Segers & Philip Hans Franses, 2014. "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, 02.
  2. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2009-03-28 2009-03-28 2016-03-06
  2. NEP-ECM: Econometrics (2) 2009-03-28 2016-03-06
  3. NEP-ETS: Econometric Time Series (1) 2009-03-28

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