Franses, Philip Hans, 1963-....
Franses, Philip Hans (Philip Hans B.F.), 1963-
Franses, Philip Hans
Philip Hans Franses
Philip Hans Franses Dutch economist
VIAF ID: 85473480 ( Personal )
Permalink: http://viaf.org/viaf/85473480
Preferred Forms
- 200 _ | ‡a Franses ‡b Philip Hans ‡f 1963-....
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- 100 1 _ ‡a Franses, Philip Hans
- 100 1 _ ‡a Franses, Philip Hans
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- 100 1 _ ‡a Franses, Philip Hans ‡d 1963-
- 100 1 _ ‡a Franses, Philip Hans ‡d 1963-
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- 100 1 _ ‡a Franses, Philip Hans, ‡d 1963-
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- 100 1 _ ‡a Franses, Philip Hans, ‡d 1963-
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- 100 1 _ ‡a Franses, Philip Hans, ‡d 1963-....
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- 100 0 _ ‡a Philip Hans Franses
- 100 0 _ ‡a Philip Hans Franses ‡c Dutch economist
4xx's: Alternate Name Forms (26)
5xx's: Related Names (11)
- 510 2 _ ‡a BESTUUR
- 510 2 _ ‡a Econometrisch Instituut
- 510 2 _ ‡a Econometrisch Instituut ‡g Rotterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Erasmus School of Economics
- 510 2 _ ‡a Erasmus School of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Erasmus Universiteit Rotterdam / Faculteit der Economische Wetenschappen / Econometrisch Instituut
- 510 2 _ ‡a Proefschrift Erasmus Universiteit Rotterdam
- 551 _ _ ‡a Rotterdam ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Tinbergen Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Tinbergen Instituut
- 510 2 _ ‡a ebrary, Inc
Works
Title | Sources |
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Advances in econometrics Vol. 16 Econometric models in marketing, 2002: | |
Asymmetric time aggregation and its potential benefits for forecasting annual data | |
A bayesian analysis of periodic integration | |
Concise introduction to econometrics : an intuitive guide | |
The detection of observations possibly influential for model selection | |
A dynamic utility maximization model for product category consumption | |
The Econometric Institute lectures | |
Econometric methods with applications in business and economics | |
Effectiveness of brokering within account management organizations | |
effects of additive outliers on tests for unit roots and cointegration | |
Enjoyable econometrics | |
Ethics in econometrics : a guide to research practice | |
Evaluating direct marketing campaigns : recent findings and future research topics | |
Expert adjustments of model forecasts theory, practice and strategies for improvement | |
How large is average economic growth? : evidence from a robust method | |
IGARCH and variance change in the U.S. long-run interest rate | |
Inflation, forecast intervals and long memory regression models | |
Interlocking boards and firm performance: evidence from a new panel database | |
A joint framework for category purchase and consumption behavior | |
Long memory and level shifts : re-analyzing inflation rates | |
Model selection and seasonality in time series, 1991: | |
A model selection approach to detect seasonal unit roots | |
Modélisation macroéconométrique dynamique : Atelier de travail organisé conjointement par le CREST,l'EPEE et le MAD. Université d'Evry-Val d'Essonne, 13-14 Janvier 1997. 2 tomes. | |
Modelling health care expenditures : overview of the literature and evidence from a panel time series model | |
A multivariate approach to modeling univariate seasonal time series | |
A new multivariate product growth model | |
Nonlinear time series models in empirical finance | |
On combining revealed and stated preferences to forecast customer behavior : three case studies | |
On forecasting cointegrated seasonal time series | |
On forecasting exchange rates using neural networks | |
On the diffusion of scientific publications : the case of Econometrica 1987 | |
On the interpretation of seasonally adjusted data | |
On the number of categories in an ordered regression model | |
On the optimality of expert-adjusted forecasts | |
On the role of seasonal intercepts in seasonal cointegration | |
Outlier detection in the GARCH (1,1) model | |
Outlier robust cointegration analysis | |
Periodic cointegration : representation and inference | |
Periodic integration in quarterly U.K. macroeconomic variables | |
Periodicity and stochastic trends in economic time series | |
Primary demand for beer in the Netherlands : an application of ARMAX model specification | |
Quantitative insights for lawyers | |
Quantitative models in marketing research | |
Quarterly U.S. unemployment | |
Real time estimates of GDP growth | |
Reference-based transitions in short-run price elasticity | |
A seasonal periodic long memory model for monthly river flows | |
Seasonality in consumer confidence in some European countries | |
Selecting a dynamic model for the stock of cars | |
Short patches of outliers, arch and volatility modeling | |
Smooth transition autoregressive models : a survey of recent developments | |
Special issue on nonlinear modeling of multivariate macroeconomic relations | |
A stylized fact re-analyzed | |
Testing for ARCH in the presence of additive outliers | |
Testing for convergence in left-right ideological positions | |
Testing for converging deterministic seasonal variation in European industrial production | |
Testing for residual autocorrelation in trend curve models | |
Testing for seasonal unit roots in monthly data | |
Testing market share attraction models | |
Testing nested and non-nested periodically integrated autoregressive models | |
Testing rational expectations in agricultural markets using periodic models | |
Testing the adequacy of log versus level data transformations using macro-economic time series | |
Time series models for business and economic forecasting | |
Trends in de links-rechts oriëntatie van de Nederlandse kiezers, 1978-1995 | |
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics | |
Unit roots in periodic autoregressions | |
Unit roots in univariate series versus no unit roots in multivariate series | |
The use of dummy variables in consumption models | |
Using selective sampling for binary choice models to reduce survey costs | |
Visualizing time-varying correlations across stock markets | |
Voorspellen met modellen | |
Wat is wijsheid?, 2020: | |
When should Nintendo launch its Wii? : insights from a bivariate successive generation model | |
Which brands gain share from which brands? : inference from store-level scanner data |