Philip Hans Franses - Publications

1991 economics Erasmus University Rotterdam, Rotterdam, Netherlands 

114 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Dijk Dv, Franses PH. Combining expert-adjusted forecasts Journal of Forecasting. 38: 415-421. DOI: 10.1002/For.2570  1
2017 Franses PH, Legerstee R, Paap R. Estimating Loss Functions of Experts Applied Economics. 49: 386-396. DOI: 10.2139/Ssrn.1973513  0.64
2015 Legerstee R, Franses PH. Does Disagreement Amongst Forecasters Have Predictive Value Journal of Forecasting. 34: 290-302. DOI: 10.1002/For.2330  0.32
2014 Fok D, Paap R, Franses PH. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling Econometrics. 2: 20-44. DOI: 10.3390/Econometrics2010020  0.96
2014 Franses PH, McAleer M, Legerstee R. Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments Journal of Economic Surveys. 28: 195-208. DOI: 10.1111/Joes.12000  0.32
2014 Franses PH, Legerstee R. Statistical institutes and economic prosperity Quality & Quantity. 48: 507-520. DOI: 10.1007/S11135-012-9784-2  0.32
2014 Legerstee R, Franses PH. Do Experts’ SKU Forecasts Improve after Feedback?: Do Experts' SKU Forecasts Improve after Feedback? Journal of Forecasting. 33: 69-79. DOI: 10.1002/For.2274  0.32
2013 Franses PH, Paap R. Common large innovations across nonlinear time series Studies in Nonlinear Dynamics and Econometrics. 17: 251-263. DOI: 10.1515/Snde-2012-0047  0.64
2013 Fok D, Franses PH. Testing earnings management Statistica Neerlandica. 67: 281-292. DOI: 10.1111/Stan.12007  0.96
2013 Franses PH, Legerstee R. Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? International Journal of Forecasting. 29: 80-87. DOI: 10.1016/J.Ijforecast.2012.05.008  0.32
2012 Vergeer M, Eisinga R, Franses PH. Supply and demand effects in television viewing. A time series analysis Communications. 37: 79-98. DOI: 10.1515/Commun-2012-0004  0.6
2012 Peers Y, Fok D, Franses PH. Modeling Seasonality in New Product Diffusion Marketing Science. 31: 351-364. DOI: 10.1287/Mksc.1110.0696  0.96
2012 Fok D, Paap R, Franses PH. Modeling dynamic effects of promotion on interpurchase times Computational Statistics & Data Analysis. 56: 3055-3069. DOI: 10.1016/J.Csda.2012.03.022  0.96
2011 Eisinga R, Franses PH, Vergeer M. Weather conditions and daily television use in the Netherlands, 1996-2005. International Journal of Biometeorology. 55: 555-64. PMID 20978912 DOI: 10.1007/S00484-010-0366-5  0.6
2011 Legerstee R, Franses PH. Do Experts’ SKU Forecasts Improve after Feedback? Journal of Forecasting. 33: 69-79. DOI: 10.2139/Ssrn.1934120  0.32
2011 Franses PH, Paap R. Random-coefficient periodic autoregressions Statistica Neerlandica. 65: 101-115. DOI: 10.1111/J.1467-9574.2010.00477.X  0.64
2011 Dijk Bv, Franses PH, Paap R, Dijk Dv. Modeling regional house prices Applied Economics. 43: 2097-2110. DOI: 10.1080/00036840903085089  1
2011 Franses PH, Legerstee R. Experts' adjustment to model-based SKU-level forecasts: Does the forecast horizon matter Journal of the Operational Research Society. 62: 537-543. DOI: 10.1057/Jors.2010.87  0.32
2011 Franses PH, Legerstee R. Combining SKU-level sales forecasts from models and experts Expert Systems With Applications. 38: 2365-2370. DOI: 10.1016/J.Eswa.2010.08.024  0.32
2010 Nierop Ev, Bronnenberg B, Paap R, Wedel M, Franses PH. Retrieving Unobserved Consideration Sets from Household Panel Data Journal of Marketing Research. 47: 63-74. DOI: 10.1509/Jmkr.47.1.63  0.64
2010 Franses PH, Cramer JS. On the number of categories in an ordered regression model Statistica Neerlandica. 64: 125-128. DOI: 10.1111/J.1467-9574.2009.00432.X  0.48
2010 Boswijk HP, Franses PH, Dijk Dv. Cointegration in a historical perspective Journal of Econometrics. 158: 156-159. DOI: 10.1016/J.Jeconom.2010.03.025  1
2010 Boswijk HP, Franses PH, Dijk Dv. Twenty years of cointegration Journal of Econometrics. 158: 1-2. DOI: 10.1016/J.Jeconom.2010.03.001  1
2009 Franses PH, McAleer M, Legerstee R. Expert opinion versus expertise in forecasting Statistica Neerlandica. 63: 334-346. DOI: 10.1111/J.1467-9574.2009.00426.X  0.32
2009 Franses PH, Legerstee R. A Unifying View On Multi-Step Forecasting Using An Autoregression Journal of Economic Surveys. 24: 389-401. DOI: 10.1111/J.1467-6419.2009.00581.X  0.32
2009 Franses PH, Groot Bd, Legerstee R. Testing for harmonic regressors Journal of Applied Statistics. 36: 339-346. DOI: 10.1080/02664760802454837  0.32
2009 Prins R, Verhoef PC, Franses PH. The impact of adoption timing on new service usage and early disadoption International Journal of Research in Marketing. 26: 304-313. DOI: 10.1016/J.Ijresmar.2009.07.002  0.48
2009 Franses PH, Legerstee R. Properties of expert adjustments on model-based SKU-level forecasts International Journal of Forecasting. 25: 35-47. DOI: 10.1016/J.Ijforecast.2008.11.009  0.32
2009 Chintagunta P, Franses PH, Paap R. Introduction to the special issue on new econometric models in marketing Journal of Applied Econometrics. 24: 375-376. DOI: 10.1002/Jae.1055  0.64
2009 Franses PH, Legerstee R. Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? Journal of Forecasting. 29: 331-340. DOI: 10.1002/For.1129  0.32
2008 Nierop Ev, Fok D, Franses PH. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements Marketing Science. 27: 1065-1082. DOI: 10.1287/Mksc.1080.0365  0.96
2008 Franses PH, Leij Mvd, Paap R. A Simple Test for GARCH Against a Stochastic Volatility Model Journal of Financial Econometrics. 6: 291-306. DOI: 10.1093/Jjfinec/Nbn008  0.64
2007 Stremersch S, Tellis GJ, Franses PH, Binken JLG. Indirect network effects in new product growth Journal of Marketing. 71: 52-74. DOI: 10.1509/Jmkg.71.3.52  0.48
2007 Fok D, Franses PH. Modeling the diffusion of scientific publications Journal of Econometrics. 139: 376-390. DOI: 10.1016/J.Jeconom.2006.10.021  0.96
2007 Fok D, Franses PH, Paap R. Seasonality and Non-linear Price Effects in Scanner-data based Market-response Models Journal of Econometrics. 138: 231-251. DOI: 10.1016/J.Jeconom.2006.05.021  0.96
2007 Franses PH, Dijk HKv. Progress and challenges in econometrics Journal of Econometrics. 138: 1-2. DOI: 10.1016/J.Jeconom.2006.05.011  0.52
2007 Dijk Dv, Franses PH, Boswijk HP. Absorption of shocks in nonlinear autoregressive models Computational Statistics & Data Analysis. 51: 4206-4226. DOI: 10.1016/J.Csda.2006.04.033  1
2006 Fok D, Horváth C, Paap R, Franses PH. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes Journal of Marketing Research. 43: 443-461. DOI: 10.1509/Jmkr.43.3.443  0.96
2006 Tellis GJ, Franses PH. Optimal Data Interval for Estimating Advertising Response Marketing Science. 25: 217-229. DOI: 10.1287/Mksc.1050.0178  0.48
2006 Bijwaard GE, Franses PH, Paap R. Modeling Purchases as Repeated Events Journal of Business & Economic Statistics. 24: 487-502. DOI: 10.1198/073500106000000242  0.64
2006 Boswijk HP, Franses PH. Robust Inference on Average Economic Growth Oxford Bulletin of Economics and Statistics. 68: 345-370. DOI: 10.1111/J.1468-0084.2006.00165.X  0.72
2006 Franses PH, Dijk Dv. A Simple Test for PPP Among Traded Goods Applied Financial Economics. 16: 19-27. DOI: 10.1080/09603100500390711  1
2006 Donkers B, Paap R, Jonker J, Franses PH. Deriving target selection rules from endogenously selected samples Journal of Applied Econometrics. 21: 549-562. DOI: 10.1002/Jae.858  0.64
2005 Boswijk HP, Franses PH. On the Econometrics of the Bass Diffusion Model Journal of Business & Economic Statistics. 23: 255-268. DOI: 10.1198/073500104000000604  0.72
2005 Vroomen B, Donkers B, Verhoef PC, Franses PH. Selecting Profitable Customers for Complex Services on the Internet Journal of Service Research. 8: 37-47. DOI: 10.1177/1094670505276681  0.32
2005 Sloot LM, Verhoef PC, Franses PH. The impact of brand equity and the hedonic level of products on consumer stock-out reactions Journal of Retailing. 81: 15-34. DOI: 10.1016/J.Jretai.2005.01.001  0.32
2005 Vogelsang TJ, Franses PH. Testing for common deterministic trend slopes Journal of Econometrics. 126: 1-24. DOI: 10.1016/J.Jeconom.2004.02.004  0.48
2005 Paap R, Franses PH, Dijk Dv. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method Journal of Development Economics. 77: 553-570. DOI: 10.1016/J.Jdeveco.2004.05.001  1
2005 Fok D, Dijk Dv, Franses PH. Forecasting aggregates using panels of nonlinear time series International Journal of Forecasting. 21: 785-794. DOI: 10.1016/J.Ijforecast.2005.04.015  1
2005 Franses PH, Dijk Dv. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production International Journal of Forecasting. 21: 87-102. DOI: 10.1016/J.Ijforecast.2004.05.005  1
2005 Paap R, van Nierop E, van Heerde HJ, Wedel M, Franses PH, Alsem KJ. Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice International Journal of Forecasting. 21: 53-71. DOI: 10.1016/J.Ijforecast.2004.02.004  0.48
2005 Vogelsang TJ, Franses PH. Are winters getting warmer? Environmental Modelling and Software. 20: 1449-1455. DOI: 10.1016/J.Envsoft.2004.09.016  0.48
2005 Pelzer B, Eisinga R, Franses PH. ''Panelizing'' Repeated Cross Sections Quality & Quantity. 39: 155-174. DOI: 10.1007/S11135-004-1673-X  0.6
2005 Dijk Dv, Dijk HKv, Franses PH. On The Dynamics Of Business Cycle Analysis: Editors' Introduction Journal of Applied Econometrics. 20: 147-150. DOI: 10.1002/Jae.844  1
2005 Fok D, Dijk Dv, Franses PH. A multi‐level panel STAR model for US manufacturing sectors Journal of Applied Econometrics. 20: 811-827. DOI: 10.1002/Jae.822  1
2004 Hobijn B, Franses PH, Ooms M. Generalizations of the KPSS-test for stationarity Statistica Neerlandica. 58: 483-502. DOI: 10.1111/J.1467-9574.2004.00272.X  0.48
2004 Franses PH, Dijk Dv, Lucas A. Short patches of outliers, ARCH and volatility modeling Applied Financial Economics. 14: 221-231. DOI: 10.1080/0960310042000201174  1
2004 Vroomen B, Franses PH, Nierop Ev. Modeling consideration sets and brand choice using artificial neural networks European Journal of Operational Research. 154: 206-217. DOI: 10.1016/S0377-2217(02)00673-2  0.48
2004 Fok D, Franses PH. Analyzing the effects of a brand introduction on competitive structure using a market share attraction model International Journal of Research in Marketing. 21: 159-177. DOI: 10.1016/J.Ijresmar.2003.09.001  0.96
2004 Clements MP, Franses PH, Swanson NR. Forecasting economic and financial time-series with non-linear models International Journal of Forecasting. 20: 169-183. DOI: 10.1016/J.Ijforecast.2003.10.004  0.44
2004 Franses PH, Paap R, Vroomen B. Forecasting unemployment using an autoregression with censored latent effects parameters International Journal of Forecasting. 20: 255-271. DOI: 10.1016/J.Ijforecast.2003.09.004  0.64
2003 Donkers B, Franses PH, Verhoef PC. Selective Sampling for Binary Choice Models Journal of Marketing Research. 40: 492-497. DOI: 10.1509/Jmkr.40.4.492.19395  0.32
2003 Gras H, Franses PH, Ooms M. Did Men Taste and Civilization Save the stage? Theatre-going in Rotterdam, 1860-1916, A Statistical Analysis of Ticket Sales Journal of Social History. 36: 615-655. DOI: 10.1353/Jsh.2003.0052  1
2003 Verhoef PC, Franses PH. Combining Revealed and Stated Preferences to Forecast Customer Behaviour: Three Case Studies International Journal of Market Research. 45: 467-474. DOI: 10.1177/147078530304500402  0.32
2003 Kippers J, Nierop Ev, Paap R, Franses PH. An Empirical Study of Cash Payments Statistica Neerlandica. 57: 484-508. DOI: 10.1111/1467-9574.00241  0.64
2003 Dijk Dv, Franses PH. Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy Oxford Bulletin of Economics and Statistics. 65: 727-744. DOI: 10.1046/J.0305-9049.2003.00091.X  1
2003 Clements MP, Franses PH, Smith J, Dijk Dv. On SETAR non- linearity and forecasting Journal of Forecasting. 22: 359-375. DOI: 10.1002/For.863  1
2002 Verhoef PC, Franses PH, Hoekstra JC. The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter Journal of the Academy of Marketing Science. 30: 202-216. DOI: 10.1177/0092070302303002  0.32
2002 Pelzer B, Eisinga R, Franses PH. Inferring Transition Probabilities from Repeated Cross Sections Political Analysis. 10: 113-133. DOI: 10.1093/Pan/10.2.113  0.6
2002 Dijk Dv, Teräsvirta T, Franses PH. Smooth Transition Autoregressive Models — A Survey Of Recent Developments Econometric Reviews. 21: 1-47. DOI: 10.1081/Etc-120008723  1
2002 Verhoef PC, Franses PH, Donkers B. Changing Perceptions and Changing Behavior in Customer Relationships Marketing Letters. 13: 121-134. DOI: 10.1023/A:1016093819299  0.32
2002 Dijk Dv, Franses PH, Paap R. A nonlinear long memory model, with an application to US unemployment ☆ Journal of Econometrics. 110: 135-165. DOI: 10.1016/S0304-4076(02)00090-8  1
2002 Bos CS, Franses PH, Ooms M. Inflation, forecast intervals and long memory regression models International Journal of Forecasting. 18: 243-264. DOI: 10.1016/S0169-2070(01)00156-X  1
2002 Fok D, Franses PH. Ordered logit analysis for selectively sampled data Computational Statistics & Data Analysis. 40: 477-497. DOI: 10.1016/S0167-9473(02)00063-4  0.96
2002 Franses PH, Leij MVD, Paap R. Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics. 17: 601-616. DOI: 10.1002/Jae.690  0.64
2002 Franses PH, Paap R. Censored latent effects autoregression, with an application to US unemployment Journal of Applied Econometrics. 17: 347-366. DOI: 10.1002/Jae.627  0.64
2001 Pelzer B, Eisinga R, Franses PH. Estimating Transition Probabilities from a Time Series of Independent Cross Sections Statistica Neerlandica. 55: 249-262. DOI: 10.1111/1467-9574.00168  0.6
2001 Ooms M, Franses PH. A seasonal periodic long memory model for monthly river flows Environmental Modelling and Software. 16: 559-569. DOI: 10.1016/S1364-8152(01)00025-1  1
2001 Franses PH, Neele J, Dijk Dv. Modeling asymmetric volatility in weekly Dutch temperature data Environmental Modelling and Software. 16: 131-137. DOI: 10.1016/S1364-8152(00)00076-1  1
2001 Hobijn B, Franses PH. Are living standards converging? Structural Change and Economic Dynamics. 12: 171-200. DOI: 10.1016/S0954-349X(00)00034-5  0.48
2001 Fok D, Franses PH. Forecasting market shares from models for sales International Journal of Forecasting. 17: 121-128. DOI: 10.1016/S0169-2070(00)00075-3  0.96
2001 Verhoef PC, Franses PH, Hoekstra JC. The impact of satisfaction and payment equity on cross-buying: A dynamic model for a multi-service provider Journal of Retailing. 77: 359-378. DOI: 10.1016/S0022-4359(01)00052-5  0.32
2000 Franses PH, Paap R. Modelling day-of-the-week seasonality in the S&P 500 index Applied Financial Economics. 10: 483-488. DOI: 10.1080/096031000416352  0.64
2000 Taylor N, Dijk Dv, Franses PH, Lucas A. SETS, arbitrage activity, and stock price dynamics Journal of Banking and Finance. 24: 1289-1306. DOI: 10.1016/S0378-4266(99)00073-4  1
2000 Paap R, Franses PH. A dynamic multinomial probit model for brand choice with different long‐run and short‐run effects of marketing‐mix variables Journal of Applied Econometrics. 15: 717-744. DOI: 10.1002/Jae.580  0.64
2000 Hobijn B, Franses PH. Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics. 15: 59-81. DOI: 10.1002/(Sici)1099-1255(200001/02)15:1<59::Aid-Jae544>3.0.Co;2-1  0.48
1999 Dijk DV, Franses PH, Lucas A. Testing for Smooth Transition Nonlinearity in the Presence of Outliers Journal of Business & Economic Statistics. 17: 217-235. DOI: 10.2307/1392477  1
1999 Paap R, Franses PH. On trends and constants in periodic autoregressions Econometric Reviews. 18: 271-286. DOI: 10.1080/07474939908800446  0.64
1999 Dijk Dv, Franses PH. Modeling Multiple Regimes in the Business Cycle Macroeconomic Dynamics. 3: 311-340. DOI: 10.1017/S136510059901202X  1
1999 Eisinga R, Franses PH, Ooms M. Forecasting long memory left-right political orientations International Journal of Forecasting. 15: 185-199. DOI: 10.1016/S0169-2070(98)00064-8  1
1999 Franses PH, Paap R. Does Seasonality Influence the Dating of Business Cycle Turning Points Journal of Macroeconomics. 21: 79-92. DOI: 10.1016/S0164-0704(99)00091-9  0.64
1999 Bos CS, Franses PH, Ooms M. Long Memory and Level Shifts: Re-Analyzing Inflation Rates Empirical Economics. 24: 427-449. DOI: 10.1007/S001810050065  1
1999 Dijk DV, Franses PH, Lucas A. Testing for ARCH in the Presence of Additive Outliers Journal of Applied Econometrics. 14: 539-562. DOI: 10.1002/(Sici)1099-1255(199909/10)14:5<539::Aid-Jae526>3.0.Co;2-W  1
1998 Franses PH, Lucas A. Outlier Detection in Cointegration Analysis Journal of Business & Economic Statistics. 16: 459-468. DOI: 10.2307/1392614  1
1998 Eisinga R, Franses PH, Dijk Dv. Timing of Vote Decision in First and Second Order Dutch Elections 1978–1995: Evidence from Artificial Neural Networks Political Analysis. 7: 117-142. DOI: 10.1093/Pan/7.1.117  1
1998 Franses PH, Kloek T, Lucas A. Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics. 89: 293-315. DOI: 10.1016/S0304-4076(98)00065-7  1
1998 Franses PH, Hobijn B. Increasing seasonal variation; unit roots versus shifts in mean and trend Applied Stochastic Models and Data Analysis. 14: 255-261. DOI: 10.1002/(Sici)1099-0747(199809)14:3<255::Aid-Asm355>3.0.Co;2-O  0.48
1997 Ooms M, Franses PH. On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment Journal of Business & Economic Statistics. 15: 470-481. DOI: 10.1080/07350015.1997.10524725  1
1997 Franses PH, Hobijn B. Critical values for unit root tests in seasonal time series Journal of Applied Statistics. 24: 25-47. DOI: 10.1080/02664769723864  0.48
1997 Boswijk HP, Franses PH, Haldrup N. Multiple unit roots in periodic autoregression Journal of Econometrics. 80: 167-193. DOI: 10.1016/S0304-4076(97)81127-X  0.72
1997 Franses PH, Hoek H, Paap R. Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics. 78: 359-380. DOI: 10.1016/S0304-4076(97)80017-6  0.64
1997 Paap R, Franses PH, Hoek H. Mean Shifts, Unit Roots and Forecasting Seasonal Time Series International Journal of Forecasting. 13: 357-368. DOI: 10.1016/S0169-2070(97)00023-X  0.64
1997 Franses PH, Ooms M. A periodic long memory model for quarterly UK inflation International Journal of Forecasting. 13: 117-126. DOI: 10.1016/S0169-2070(96)00715-7  1
1996 Boswijk HP, Franses PH. Unit Roots In Periodic Autoregressions Journal of Time Series Analysis. 17: 221-245. DOI: 10.1111/J.1467-9892.1996.Tb00274.X  0.72
1996 Franses PH, Boswijk HP. Temporal aggregation in a periodically integrated autoregressive process Statistics & Probability Letters. 30: 235-240. DOI: 10.1016/0167-7152(95)00225-1  0.72
1996 Eisinga R, Franses PH. Testing for convergence in left-right ideological positions Quality & Quantity. 30: 345-359. DOI: 10.1007/Bf00170141  0.6
1996 Franses PH, Dijk DV. Forecasting stock market volatility using (non‐linear) Garch models Journal of Forecasting. 15: 229-235. DOI: 10.1002/(Sici)1099-131X(199604)15:3<229::Aid-For620>3.0.Co;2-3  1
1995 Boswijk HP, Franses PH. Periodic cointegration - Representation and Inference The Review of Economics and Statistics. 77: 436-454. DOI: 10.2307/2109906  0.72
1995 Franses PH, Paap R. Moving average filters and periodic integration Mathematics and Computers in Simulation. 39: 245-249. DOI: 10.1016/0378-4754(95)00066-8  0.64
1995 Boswijk HP, Franses PH. Testing for periodic integration Economics Letters. 48: 241-248. DOI: 10.1016/0165-1765(94)00635-F  0.72
1995 Franses PH, Paap R. Seasonality and stochastic trends in German consumption and income, 1960.1- 1987.4 Empirical Economics. 20: 109-132. DOI: 10.1007/Bf01235160  0.64
1995 Franses PH, Kloek T. A periodic cointegration model of quarterly consumption Applied Stochastic Models and Data Analysis. 11: 159-166. DOI: 10.1002/Asm.3150110206  1
1994 Franses PH, Paap R. Model Selection In Periodic Autoregressions Oxford Bulletin of Economics and Statistics. 56: 421-439. DOI: 10.1111/J.1468-0084.1994.Tb00018.X  0.64
1992 Boswijk HP, Franses PH. Dynamic specification and cointegration Oxford Bulletin of Economics and Statistics. 54: 369-381. DOI: 10.1111/J.1468-0084.1992.Tb00007.X  0.72
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