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Prof.Dr. Ph.H.B.F. Franses

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Philip Hans Franses

Prof.Dr. Ph.H.B.F. Franses

Professor of Applied Econometrics and Professor of Marketing Research

Department of Econometrics

Erasmus School of Economics

Erasmus University Rotterdam

 

T: 010-4081370

T: 010-4081377

E: franses@remove-this.ese.eur.nl

Room: H11-34


 

Profile

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Professional experience

Full Professor
University Erasmus University Rotterdam
School Erasmus School of Economics
Department Econometrics
Country The Netherlands
   
Dean
University Erasmus University Rotterdam
School Erasmus School of Economics
Department BESTUUR
Country The Netherlands
   
Dean
University Erasmus University Rotterdam
School Erasmus School of Economics
   
Full Professor
University Erasmus University Rotterdam
School Erasmus School of Economics
Department Business Economics
   

Research

Philip Hans Franses is a professor of applied econometrics and a professor of marketing research at the Erasmus School of Economics (ESE).



Professor Franses has been consistently ranked among the top economists in the Netherlands since 1998 by the high-profile ranking Dutch Economists Top 40.



His articles and books have contributed to the internationalisation of econometrics in the Netherlands and to the establishment of the Erasmus School of Economics' Econometric Institute.



Professor Franses' research interests span a number of different areas, in particular the development of new models that enable more accurate forecasts with a specific focus on seasonal time series and marketing metrics. His interests also include economic growth and business cycles as well as the Euro. Professor Franses' research aims to address practical questions with answers substantiated by modern econometric models – models often newly developed by him and his team.



His articles have appeared in all the leading scientific journals and books as well as in national and international mainstream media. He regularly takes part in the Dutch BNR news radio panel. Companies and institutions throughout the Netherlands and abroad have regularly recruited him as an advisor on a range of issues.



Professor Franses was elected in 2011 as member of the Royal Netherlands Academy of Arts and Sciences. In 2012 he received an honorary doctorate from Chiang Mai University in Thailand.

Publications

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  • Franses, P.H.B.F. (2014). Trends in Three Decades of Rankings of Dutch Economists. Scientometrics, 98, 1257-1268.
  • Franses, P.H.B.F. (2014). Trends in Three Decades of Rankings of Dutch Economists. (EI reprint serie EI-1614). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Legerstee, R. (2014). Statistical Institutes and Economic Prosperity. Quality and Quantity, 48, 507-520.
  • Franses, P.H.B.F. & Legerstee, R. (2014). Statistical Institutes and Economic Prosperity. (EI reprint serie EI-1693). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F., McAleer, M.J. & Legerstee, R. (2014). Evaluating Macroeconomic Forecasts: A concise Review of Some Recent Developments. (EI reprint serie EI-1618). Rotterdam: Econometric Institute.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2014). Incorporating Responsiveness to Marketing Effort in Brand Choice Modeling. econometrics, 2, 20-44.
  • Bodeutsch, D. & Franses, P.H.B.F. (2014). The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency. (EI report reeks EI 2014-02). Rotterdam: Econometric Institute.
  • Noordegraaf, L. & Franses, P.H.B.F. (2014). Do Loss Profiles on the Mortgage Market Resonate with Changes in Macro Economic Prospects, Business Cycle Movements or Policy Measures? (EI report serie EI 2014-08). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F., McAleer, M.J. & Legerstee, R. (2014). Evaluating Macroeconomc Forecasts: A concise Review of Some Recent Developments. Journal of Economic Surveys, 28(2), 195-208.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (EI reprint serie EI=1615). Rotterdam: Econometric Institute.
  • Paap, R. & Franses, P.H.B.F. (2013). Common Large Innovations Across Nonlinear Time Series. Studies in Nonlinear Dynamics and Econometrics, 17, 251-263.
  • Hoornweg, V. & Franses, P.H.B.F. (2013). Some Tools for Robustifying Econometric Analyes. (EI report serie EI 2013-35). Rotterdam: Econometric Institue.
  • Franses, P.H.B.F. (2013). Are we in a bubble? A simple time-series-based diagnostic. (EI report reeks EI 2013-12). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Groot, B. de (2013). Do Commercial Real Estate Prices have Predictive Content for GDP. (EI reprint serie EI 1601). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2013). Data Revisions and Periodic Properties of Macroeconomic Data. (EI reprint serie EI1599). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Paap, R. (2013). Common Large Innovations Across nonlinear Time Series. (EI reprint serie EI1597). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2013). Improving judgmental adjustment of model-based forecast. (EI reprint serie EI-1604). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2013). Improving judgmental adjustment of model-based forecast. Mathematics and Computers in Simulation, 93, 1-8.
  • Chang, C.-L., Bruijn, L.P. de, Franses, P.H.B.F. & McAleer, M.J. (2013). Analyzing Fixed-Event Forecast Revisions. (EI reprint serie EI-1606). Rotterdam: Econometric Institute.
  • Fok, D. & Franses, P.H.B.F. (2013). Testing earnings management. Statistica Neerlandica, 67(3), 281-292.
  • Chang, C.-L., Bruijn, L.P. de, Franses, P.H.B.F. & McAleer, M.J. (2013). Analyzing Fixed-Event Forecast Revisions. Rotterdam: Econometric Institute.
  • Bodeutsch, D. & Franses, P.H.B.F. (2013). Size and Value Effects in Suriname. (EI report serie EI 2013-31). Rotterdam: Econometric Institute.
  • Bodeutsch, D. & Franses, P.H.B.F. (2013). Size and Value Effects in Suriname. (EI report serie EI 2013-31). Rotterdam: Econometric Institute.
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2013). Are Forecast Updates Progressive? (EI reprint reeks EI-1607). Rotterdam: Econometric Institute.
  • Bruijn, L.P. de & Franses, P.H.B.F. (2013). Forecasting Earnings Forecasts. (Tinbergen Institute Discussion Paper TI 2013-121/III). Rotterdam: Tinbergen Institute.
  • Franses, P.H.B.F. & Groot, B. de (2013). Do commercial real estate prices have predictive content for GDP. Applied Economics, 45, 4379-4384.
  • Hoornweg, V. & Franses, P.H.B.F. (2013). Some Tools for Robustifying Econometric Analyses. (EI report serie EI 2013-35). Rotterdam: Econometric Institute.
  • Versluis, I. & Franses, P.H.B.F. (2013). Low-fat, light, and reduced in calories: Do these claims really lead to an increase in consumption? (ERS-2013-014-MKT). Rotterdam: ERIM Report Series Research in Management.
  • Chang, C.-L., Bruijn, L.P. de, Franses, P.H.B.F. & McAleer, M.J. (2013). Analyzing Fixed-Event Forecast Revisions. International Journal of Forecasting, 29(4), 622-627.
  • Franses, P.H.B.F. & Knecht, W. (2013). The late 1970's bubble in Dutch collectible postage stamps. (EI-report serie EI 2013-02). Rotterdam: Econometric Institute.
  • Peers, Y., Fok, D. & Franses, P.H.B.F. (2012). Modeling Seasonality in New Product Diffusion. Marketing Science, 31(2), 351-364.[go to publisher's site]
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times. Computational Statistics & Data Analysis, 56(11), 3055-3069.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE. eerste kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, tweede kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, derde kwartaal bericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, vierde kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2012). Modeling dynamic effects of promotion on interpurchase times. (EI reprint serie EI-1587). Rotterdam: Econometric Institute.
  • Calli, M.K., Weverbergh, M. & Franses, P.H.B.F. (2012). The effectiveness of high-frequency direct-response commercials. International Journal of Research in Marketing, 29(1), 98-109.
  • Chang, C.L., Franses, P.H.B.F. & McAleer, M.J. (2012). Evaluating individual and mean non-replicable forecasts. Romanian Journal of Economic Forecasting, 15(3), 22-43.
  • Vergeer, M, Eisinga, R. & Franses, P.H.B.F. (2012). Supply and demand effects in television viewing. A time series analysis. Communications: the European journal of communication research (print), 37(1), 79-98.
  • Bruijn, L.P. de & Franses, P.H.B.F. (2012). What drives the Quotes of Earnings Forecasters? (Tinbergen Institute Discussion Paper TI 2012-067/4). Rotterdam: Tinbergen Institute.
  • Bruijn, L.P. de & Franses, P.H.B.F. (2012). Managing Sales Forecasters. (Tinbergen Institute Discussion Papers TI 2012-131/III). Rotterdam: Tinbergen Institute.
  • Groot, B. de, Renes, S., Segers, R. & Franses, P.H.B.F. (2012). Risk perception and decision-making by the corporate elite: Empirical evidence for Netherlands-based companies. Rotterdam: ERIM Technical report, September 2012, http://hdl.handle.net/1765/37301.
  • Franses, P.H.B.F. & Legerstee, R. (2012). Statistical Institutes and Economic Prosperity. (EI report serie EI 2012-09). Rotterdam: Econometric Institute.
  • Bodeutsch, D. & Franses, P.H.B.F. (2012). The Stock Exchange of Suriname: Returns, Volatility, Correlations and Efficiency. (EI report serie EI 2012-17). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Lede, M.M. (2012). Income, Cultural Norms and Purchases of Counterfeits. (EI report serie EI 2012-26). Rotterdam: Econometric Institute.
  • Groot, B. de & Franses, P.H.B.F. (2012). Common Socio-Economic Cycle Periods. Technological Forecasting and Social Change, 79(1), 59-68.
  • Groot, B. de & Franses, P.H.B.F. (2012). Do Commercial Real Estate Prices Have Predictive Content for GDP. (EI report serie EI 2012-12). Rotterdam: Econometric Institute.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2011). GARCH, outliers and forecasting volatility. In G.N. Gregoriou & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 136-159). Palgrave-MacMillan.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2011). Estimating Independent Locally Shifted Random Utility Models for Ranking Data. Multivariate Behavioral Research, 46(5), 756-778.
  • Velden, M. van de, Lam, K.Y. & Franses, P.H.B.F. (2011). Visualizing attitudes towards service levels. (ERIM report series Research in management). Rotterdam: ERIM.
  • Franses, P.H.B.F., Kranendonk, H.C. & Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. International Journal of Forecasting, 27(2), 482-495.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Experts' Adjustment to Model-Based SKU-Level Forecast: Does the Forecast Horizon Matter? The Journal of the Operational Research Society, 62, 537-543.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Combining SKU-Level Sales Forecast from Models and Experts. Expert Systems with Applications, 38(3), 2365-2370.
  • Bruijn, L.P. de & Franses, P.H.B.F. (2011). Evaluating the Rationality of Managers' Sales Forecasts. (EI report series 2011-26). Rotterdam: Econometric Institute.
  • Legerstee, R., Franses, P.H.B.F. & Paap, R. (2011). Do Experts Incorporate Statistical Model Forecast and Should They? (EI report serie EI 2011-32). Rotterdam: Econometric Institute.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). Common Socio-Economic Cycle Periods. (EI reprint serie EI-1574). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F., Legerstee, R. & Paap, R. (2011). Estimating Loss Functions of Experts. (EI report serie EI2011-42). Rotterdam: Econometric Institute.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2011). Modeling Regional House Prices. Applied Economics, 43(17), 2097-2110.[go to publisher's site]
  • Franses, P.H.B.F. & Paap, R. (2011). Random-coefficient Periodic Autoregressions. Statistica Neerlandica, 65(1), 101-115.[go to publisher's site]
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2011). Evaluating Combined Non-Replicable Forecasts. (Report serie EI 2010-74). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Vlam, A.J. (2011). "Borrowing money costs money": Yes, but why not tell how much? (Report serie EI 2011-02). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Vlam, A.J. (2011). Financial innumeracy: Consumer cannot deal with interest rates. (Report serie EI 2011-01). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Paap, R. (2011). Random-Coefficient Periodic Autoregressions. (EI reprint reeks EI-1560). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Experts' Adjustment to Model-Based SKU-Level Forecast: Does the Forecast Horizon Matter? (EI reprint reeks EI-1559). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F., Kranendonk, H.C. & Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. (EI reprint reeks EI-1558). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Combining SKU-Level Sales Forecast from Models and Experts. (EI reprint reeks EI-1557). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2011). Averaging Model Forecasts and Expert Forecasts: Why Does it Work? (EI Reprint serie EI-1560). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2011). Averaging Model Forecast and Expert Forecasts: Why Does It Work? Interfaces, 41(2), 177-181.[go to publisher's site]
  • Franses, P.H.B.F. (2011). Model Selection for Forecast Combination. (EI reprint reeks EI-1562). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. (2011). Model Selection for Forecast Combination. Applied Economics, 43(14), 1721-1727.[go to publisher's site]
  • Franses, P.H.B.F., Chang, C.-L. & McAleer, M.J. (2011). Analyzing Fixed-event Forecast Revisions. (EI report serie EI 2011-22). Rotterdam: Econometric Institute.
  • Kunst, R.M. & Franses, P.H.B.F. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series. (EI repint reeks EI-1570). Rotterdam: Econometric Institute.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2011). Modelling Regional House Prices. (EI reprint reeks EI-1568). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Mees, H. (2011). Does news on real Chinese GDP Growth Impact Stock Markets? (EI reprint reeks EI-1566). Rotterdam: Econometric Institute.
  • Heij, C. & Franses, P.H.B.F. (2011). Correcting for Survey Effects in Pre-Election Polls. (EI reprint reeks EI-1564). Rotterdam: Econometric Institute.
  • Kunst, R.M. & Franses, P.H.B.F. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series. Oxford Bulletin of Economics and Statistics, 73(4), 469-488.[go to publisher's site]
  • Eisinga, R., Franses, P.H.B.F. & Vergeer, M (2011). Weather Conditions and Daily Television Use in the Netherlands, 1996-2005. International Journal of Biometeorology, 55(4), 555-564.[go to publisher's site]
  • Franses, P.H.B.F. & Mees, H. (2011). Does News on Real Chinese GDP Growth Impact Stock Markets? Applied Financial Economics, 21(1), 61-66.[go to publisher's site]
  • Heij, C. & Franses, P.H.B.F. (2011). Correcting for Survey Effects in Pre-Election Polls. Statistica Neerlandica, 65(3), 352-370.[go to publisher's site]
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. International Journal of Forecasting, 27(4), 1066-1075.
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. (EI reprint serie EI-1571). Rotterdam: Econometric Institute.
  • Legerstee, R. & Franses, P.H.B.F. (2011). Do Experts' SKU Forecast Improve After Feedback? (EI report serie EI 2011-31). Rotterdam: Econometric Institute.
  • Dulam, T.W. & Franses, P.H.B.F. (2011). Emigration, Wage Differentials and Brain Drain: The Case of Suriname. (EI report serie EI 2011-33). Rotterdam: Econometric Institute.
  • Bruin, B. & Franses, P.H.B.F. (2011). Evaluating the Rationality of Managers' Sales Forecast. (EI raport serie EI 2011-36). Rotterdam: Econometric Institute.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Nierop, J.E.M. van, Bronnenberg, B., Paap, R., Franses, P.H.B.F. & Wedel, M. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. Journal of Marketing Research, 47(1), 63-74.[go to publisher's site]
  • Franses, P.H.B.F. & Legerstee, R. (2010). A unifying view on multi-step forecasting using an autoregression. Journal of Economic Surveys, 24(3), 389-401.
  • Franses, P.H.B.F. & Legerstee, R. (2010). Do experts adjustments on model-based SKU-level forecasts improve forecast quality? Journal of Forecasting, 29(3), 331-340.
  • Franses, P.H.B.F. & Vermeer, S.J.C. (2010). Inequality amongst the wealthiest and its link with economic growth. (EI report serie EI 2010-27). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. (2010). Decomposing bias in expert forecast. (EI report serie EI 2010-26). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2010). Are forecast updates progressive? (EI report serie EI 2010-24). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Heij, C. & Franses, P.H.B.F. (2010). Correcting for survey effects in pre-election polls. (EI report serie EI 2010-20). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F., McAleer, M.J. & Legerstee, R. (2010). Evaluating macroeconomic forecasts: a review of some recent developments. (EI report serie EI 2010-19). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Mees, H. (2010). Approximating the GDP of China's Quarterly GDP. (EI report serie EI 2010-04). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Lede, M. (2010). Diffusion of original and counterfeit products in a developing country. (EI report serie EI 2010-08). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Knapp, S. & Franses, P.H.B.F. (2010). Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements. Transport Reviews, 30(2), 241-270.
  • Franses, P.H.B.F. & Cramer, J.S. (2010). On the Number of Categories in an Ordered Regression Model. Statistica Neerlandica, 64(1), 125-128.
  • Franses, P.H.B.F. & Cramer, J.S. (2010). On the Number of Catergories in an Ordered Regression Model. (EI-reprint reeks EI-1533). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Hafner, C.M. & Franses, P.H.B.F. (2010). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (EI reprint reeks EI-1540). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Lede, M. (2010). Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname. (EI report serie EI 2010-38). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Mees, H. (2010). Does news on real Chinese GDP growth impact stock markets. (EI report serie EI 2010-41). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Baardwijk, M.A.J. van & Franses, P.H.B.F. (2010). The hemline and the economy: is there any match? (EI report reeks EI 2010-40). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2010). Combining non-replicable forecast. (EI report reeks EI 2010-44). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Legerstee, R. (2010). A unifying view on multi-step forecasting using an autoregression. (EI reprint serie EI-1544). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Nierop, E., Bronnenberg, B.J., Paap, R., Wedel, M. & Franses, P.H.B.F. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. (EI reprint serie EI-1543). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2010). Twenty years of cointegration. Journal of Econometrics, 158(1), 1-2.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2010). Cointegration in a historical perspective. Journal of Econometrics, 158(1), 156-159.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2010). Ranking models in conjoint analysis. (EI report serie EI 2010-51). Rotterdam: Econometrisch Instituut.
  • Legerstee, R. & Franses, P.H.B.F. (2010). Does disagreement amongst forecaster have predictive value. (EI report serie EI 2010-53). Rotterdam: Econometrisch Instituut.
  • Peers, Y., Fok, D. & Franses, P.H.B.F. (2010). Modeling Seasonality in New Product Diffusion. Rotterdam: ERIM report series research in management.
  • Hernandez Mireles, C., Fok, D. & Franses, P.H.B.F. (2010). Random Coefficient Logit Model for Large Datasets. (ERIM Report Series 2010-05-31). Rotterdam: ERIM.
  • Nalbantov, G.I., Franses, P.H.B.F., Groenen, P.J.F. & Bioch, J.C. (2010). Estimating the Market Share Attraction Model using Support Vector Regressions. Econometric Reviews, 29(5/6), 688-716.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2010). Cointegration in a Historical Perspective. (EI reprint reeks EI-1554). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Segers, R. (2010). Seasonality in Revisions of Macroeconomic Data. (EI-reprint reeks EI-1548). Rotterdam: Econometric Instittute.
  • Franses, P.H.B.F. & Kippers, J. (2010). How do we Pay with Euro Notes When Some Notes are Missing? Empirical Evidence from Monopoly Experiments. (EI reprints reeks EI-1549). Rotterdam: Economic Institute.
  • Nalbantov, G.I., Franses, P.H.B.F., Groenen, P.J.F. & Bioch, J.C. (2010). Estimating the Market Share Attraction Model Using Support Vector Regressions. (EI reprint reeks EI-1551). Rotterdam: Econometric Institute.
  • Franses, P.H.B.F. & Segers, R. (2010). Seasonality in Revisions of Macroeconomic Data. Journal of Official Statistics, 26(2), 361-369.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Boulaksil, Y. & Franses, P.H.B.F. (2009). Experts' stated behavior. Interfaces, 39(2), 168-171.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2009). Cointegration in a historical perspective. (EI report serie EI 2009-08). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Chintagunta, P., Franses, P.H.B.F. & Paap, R. (2009). Introduction to the Special Issue on New Econometric Models in Marketing. Journal of Applied Econometrics, 24(3), 375-376.
  • Franses, P.H.B.F., Mcaleer, M.J. & Legerstee, R. (2009). Expert opinion versus expertise in forecasting. Statistica Neerlandica, 63(3), 334-346.
  • Chang, C.-L., Franses, P.H.B.F. & Mcaleer, M.J. (2009). How accurate are government forecast of economic fundamentals? The case of Taiwan. (EI report reeks EI2009-09). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Groot, B. de & Franses, P.H.B.F. (2009). Cycles in basic innovations. Technological Forecasting and Social Change, 76(8), 1021-1025.
  • Van Diepen, Merel, Donkers, B. & Franses, P.H.B.F. (2009). Does Irritation Induced by Charitable Direct Mailings Reduce Donations? International Journal of Research in Marketing, 26(3), 180-188.
  • Franses, P.H.B.F., Groot, B. de & Legerstee, R. (2009). Testing for harmonic regressors. Journal of Applied Statistics, 36(3), 339-346.
  • Franses, P.H.B.F. (2009). Why is GDP typically revised upwards? Statistica Neerlandica, 63(2), 125-130.
  • Franses, P.H.B.F. & Legerstee, R. (2009). Properties of expert adjustments on model-based SKU-level forecasts. International Journal of Forecasting, 25(1), 35-47.
  • Hafner, C.M. & Franses, P.H.B.F. (2009). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. Econometric Reviews, 28(6), 612-631.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2009). Confidence intervals for maximal reliability in tau-equivalent models. Statistica Neerlandica, 63(4), 490-507.
  • Prins, R., Verhoef, P.C. & Franses, P.H.B.F. (2009). The impact of adoption timing on new service usage and early disadoption. International Journal of Research in Marketing, 26(4), 304-313.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Bruyneel, S.D., Dewitte, S., Franses, P.H.B.F. & Dekimpe, M.G. (2009). I Felt Low and My Purse Feels Light: Depleting Mood Regulation Attempts Affect Risk Decision Making. (EI reprint serie EI-1505). 3000 DR Rotterdam: Econometrics.
  • Boulaksil, Y. & Franses, P.H.B.F. (2009). Experts' stated behaviour. (EI reprint reeks EI-1509). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Knapp, S. & Franses, P.H.B.F. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (EI reprint reeks EI-1510). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. (2009). Testing changing harmonic regressors. (EI report serie EI 2009-13). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F., Mcaleer, M.J. & Legerstee, R. (2009). Expert opinion versus expertise in forecasting. (EI reprint reeks EI-1513). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Groot, B. de & Franses, P.H.B.F. (2009). Cycles in basic innovations. (EI reprint reeks EI-1522). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Diepen, M. van, Donkers, B. & Franses, P.H.B.F. (2009). Does irritation induced by charitable direct mailings reduce donation? (EI reprint reeks EI-1525). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. (2009). Forecasting Sales. (EI report series EI 2009-29). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Fok, D. & Franses, P.H.B.F. (2009). Testing Earnings Management. (EI report serie EI 2009-31). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Nierop, E. van, Fok, D. & Franses, P.H.B.F. (2009). Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangement. (EI reprint reeks EI-1527). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Franses, P.H.B.F. & Knapp, S. (2009). Econometric analysis to differentiate effects of various ship safety inspections. Marine Policy, 32, 653-662.
  • Bijwaard, G.E. & Franses, P.H.B.F. (2009). The effect of rounding on payment efficiency. Computational Statistics & Data Analysis, 53, 1449-1461.
  • Bijwaard, G.E. & Franses, P.H.B.F. (2009). The effect of rounding on payment efficiency. (EI reprint serie EI-1495). 3000 DR Rotterdam: Econometrics.
  • Diepen, M. van, Donkers, B. & Franses, P.H.B.F. (2009). Dynamic and competitive effects of direct mailings: a charitable giving application. (EI reprint reeks EI-1494). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (EI report serie EI 2009-03). 3000 DR Rotterdam: Econometrics.
  • Kunst, R.M. & Franses, P.H.B.F. (2009). Testing for seasonal unit roots in monthly panels of time series. (EI report serie EI 2009-05). 3000 DR Rotterdam: Econometrics.
  • Donkers, B., Diepen, M. van & Franses, P.H.B.F. (2009). Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application. Journal of Marketing Research, 46(1), 120-133.
  • Bruyneel, S.D., Dewitte, S., Franses, P.H.B.F. & Dekimpe, M.G. (2009). I Felt Low and My Purse Feels Light: Depleting Mood Regulation Attempts Affect Risk Decision Making. Journal of Behavioral Decision Making, 22(2), 153-170.
  • Sandor, Z. & Franses, P.H.B.F. (2009). Consumer Price Evaluations Through Choice Experiments. Journal of Applied Econometrics, 24(3), 517-535.
  • Sandor, Z. & Franses, P.H.B.F. (2009). Consumer Price Evaluations Through Choice Experiments. (EI reprint serie EI-1506). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? Marine Policy, 33(5), 826-846.
  • Ravazzolo, F., Paap, R., Dijk, D.J.C. van & Franses, P.H.B.F. (2008). Bayesian model averaging in the presence of structural breaks. In M. Wohar & D.E. Rapach (Eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization, 3) (pp. 561-594). Bingley: Emerald Group Publishing.
  • Boswijk, H.P., Franses, P.H.B.F. & Heij, C. (2008). Voorspellen met modellen (Zebra, 28). Utrecht: Epsilon.
  • Verbeke, W.J.M.I., Franses, P.H.B.F., Le Blanc, A. & Van Ruiten, N. (2008). Finding the keys to creativity in ad agencies. Using climate, dispersion, and size to examine award performance. Journal of Advertising, 37(4), 121-130.[go to publisher's site]
  • Heij, C., Franses, P.H.B.F. & Eelens, L.H.J. (2008). Stijgende verwachtingen, dalende cijfers: Over trends in zelfvertrouwen en prestaties van universitaire studenten. Tijdschrift voor Hoger Onderwijs, 26(4), 216-228.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). Stability through cycles. Technological Forecasting and Social Change, 75(3), 301-311.
  • Oest, R.D. van & Franses, P.H.B.F. (2008). Measuring changes in consumer confidence. Journal of Economic Psychology, 29(3), 255-275.
  • Franses, P.H.B.F. (2008). Merging models and experts. International Journal of Forecasting, 24(1), 31-33.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2008). A Simple Test for GARCH Against a Stochastic Volatility Model. Journal of Financial Econometrics, 6(3), 291-306.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2008). A simple test for GARCH against a stochastic volatility model. (EI-reprint reeks EI-1483). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2008). Forecasting seasonal time series. (EI Reprint reeks EI-1479). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (EI Report serie EI 2008-15). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2008). Model selection for forecast combination. (EI report serie EI 2008-11). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). Stability through cycles. (EI reprint reeks EI-1472). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2008). Merging models and experts. (EI-1473 EI-1473). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2008). Outliers and judgemental adjustment. (EI report serie` EI 2008-04). 3000 DR Rotterdam: Econometrics.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2008). Analyzing preference rankings when there are too many alternatives. (EI report serie EI 2008-06). 3000 DR Rotterdam: Econometrics.
  • Segers, R. & Franses, P.H.B.F. (2008). Measuring weekly consumer confidence. (EI report serie EI 2008-01). 3000 DR Rotterdam: Econometrics.
  • ten Cate, A. & Franses, P.H.B.F. (2008). Error-correction modelling in discrete and continuous time. (EI reprint reeks EI-1486). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Segers, R. (2008). Seasonality in revisions of macroeconomic data. (EI report serie EI 2008-09). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., McAleer, M.J. & Legerstee, R. (2008). Expert opinion versus expertise in forecasting. (EI report serie EI 2008-30). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., McAleer, M.J. & Legerstee, R. (2008). Does the FOMC have expertise, and can it forecast? (EI report serie EI 2008-33). 3000 DR Rotterdam: Econometrics.
  • Cate, A. ten & Franses, P.H.B.F. (2008). Error-correction modelling in descrete and continuous time. Economics Letters, 101(2), 140-141.
  • Nierop, E. van, Fok, D. & Franses, P.H.B.F. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. Marketing Science, 27(6), 1065-1082.
  • Hernandez Mireles, C., Fok, D. & Franses, P.H.B.F. (2008). Why, How and When Do Prices Land? Evidence from the Videogame Industry. (ERIM REPORT SERIES RESEARCH IN MANAGEMENT ERS-2008-044-MKT). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Legerstee, R. (2007). A manager’s perspective on combining expert and model-based forecasts. (ERIM Report Series ERS-2007-083-MKT). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data-based market response models. (Econometric Institute Reprint EI-1439). 3000 DR Rotterdam: Econometrics.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Boswijk, H.P. (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics & Data Analysis, 51(9), 4206-4226.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Boswijk, H.P. (2007). Absorption of shocks in nonlinear autoregressive models. (Econometric Institute Reprint EI-1444). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2007). Comprehensive review of the maritime safety regimes. (Econometric Institute Report EI 2007-19). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (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? (Econometric Institute Reprint EI-1445). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (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, 31(4), 550-563.
  • Franses, P.H.B.F. (2007). Estimating the stock of postwar Dutch postal stamps. Applied Economics, 39(8), 943-946.
  • Non, M.C. & Franses, P.H.B.F. (2007). Interlocking boards and firm performance. (TI-discussion reeks TI 2007-034/2). 3000 DR Rotterdam: Econometrics.
  • Fok, D. & Franses, P.H.B.F. (2007). Modeling the diffusion of scientific publications. Journal of Econometrics, 139(2), 376-390.
  • Fok, D. & Franses, P.H.B.F. (2007). Modeling the diffusion of scientific publications. (EI reprint reeks EI-1447). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Dijk, H.K. van (Eds.). (2007). Journal of Econometrics, 138(1).
  • Franses, P.H.B.F. & Oest, R.D. van (2007). On the econometrics of the geometric lag model. Economics Letters, 95(2), 291-296.
  • Pauwels, K., Srinivasan, S. & Franses, P.H.B.F. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1), 83-100.
  • Franses, P.H.B.F. & Oest, R.D. van (2007). On the econometrics of the geometric lag model. (Econometric Instituut Reprint). 3000 DR Rotterdam: Econometrics.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Ravazolo, F. (2007). Evaluating real-time forecasts in real-time. (Econometric Institute Report EI 2007-33). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Legerstee, R. (2007). Dynamics of expert adjustment to model-based forecasts. (Econometric Institute Report EI 2007-35). 3000 DR Rotterdam: Econometrics.
  • Legerstee, R. & Franses, P.H.B.F. (2007). Competence and confidence effects in experts' forecast adjustments. (Econometric Institute Report EI 2007-36). 3000 DR Rotterdam: Econometrics.
  • Segers, R. & Franses, P.H.B.F. (2007). Panel design effects on response rates and response quality. (Econometric Institute Report EI 2007-29). 3000 DR Rotterdam: Econometrics.
  • Stremersch, S., Tellis, G.J., Franses, P.H.B.F. & Binken, J.L.G. (2007). Indirect Network Effects in New Product Growth. Journal of Marketing, 71(3), 52-74.
  • Franses, P.H.B.F. & Kunst, R.M. (2007). Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? Economic Modelling, 24(6), 954-968.
  • Franses, P.H.B.F. & Kunst, R.M. (2007). Analyzing a panel of seasonal time series: does seasonality in industrial production converge across Europe? (Econometric Reprint EI-1464). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Legerstee, R. (2007). What drives the relevance and quality of experts' adjustment to model-based forecasts? (Econometric Institute Report EI 2007-43). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2007). Experts adjusting model-based forecasts and the law of small numbers. (Econometric Institute Report EI 2007-42). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Legerstee, R. (2007). Does experts' adjustment to model-based forecast contribute to forecast quality? (Econometric Institute Report EI 2007-37). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Kippers, J. (2007). An empirical analysis of euro cash payments. European Economic Review, 51(8), 1985-1997.
  • Knapp, S. & Franses, P.H.B.F. (2007). A global view on port state control: econometric analysis of the differences across port state control regimes. Maritime Policy and Management, 34(5), 453-482.
  • Franses, P.H.B.F. & Kippers, J. (2007). An empirical analysis of euro cash payments. (EI reprint reeks EI-1469). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2007). A global view on port state control: economic analysis of the differences across port state control regimes. (EI reprint reeks EI-1468). 3000 DR Rotterdam: Econometrics.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2007). Modeling regional house prices. (EI report serie EI 2007-55). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Legerstee, R. (2007). Experts' adjustment to model-based forecasts: does the forecast horizon matter? (EI report serie EI 2007-51). 3000 DR Rotterdam: Econometrics.
  • Clarijs, P., Hogeling, B.A., Franses, P.H.B.F. & Heij, C. (2007). Evaluation of survey effects in pre-election polls. (EI report serie EI 2007-50). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Kranendonk, H.C. (2007). On the optimality of expert-adjustment forecast. (EI report serie EI 2007-38). 3000 DR Rotterdam: Econometrics.
  • Nalbantov, G.I., Franses, P.H.B.F., Groenen, P.J.F. & Bioch, J.C. (2007). Estimating the market share attraction model using support vector regressions. (Econometric Institute Report EI 2007-06). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., Groot, E.A. de & Legerstee, R. (2007). Testing for harmonic regressors. (Econometric Institute Report EI 2007-04). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2007). Confidence intervals for maximal reliability of probability judgment. (Econometric Institute Report 2007-09). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models. Journal of Econometrics, 138(1), 231-251.
  • Bruyneel, Sabrina, Dewitte, Siegfried, Franses, P.H.B.F. & Dekimpe, Marnik (2006). Why consumers buy lottery tickets when the sun goes down on them. The depleting nature of weather-induced bad moods. Advances in Consumer Research, 33(1), 46-47.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4500).
  • Franses, P.H.B.F. & Dijkshoorn, S (2006). Betaalgemak door afronding niet toegenomen. Economisch-Statistische Berichten, 91(4460), 237-238.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE voorspelt 1.5% krimp. Economisch-Statistische Berichten, 91, 320-321.
  • Knapp, S. & Franses, P.H.B.F. (2006). The econometrics of maritime safety: recommendations to enhance safety at sea. (Econometric Instituut Report Serie 2006-14). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Groot, E.A. de (2006). Long-term forecast for the Dutch economy. (Econometric Institute Report EI 2006-06). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). Stability through cycles. (Econometric Institute Report EI 2006-07). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Oest, R.D. van (2006). Testing changes in consumer confidence indicator. (Econometric Institute Report EI 2006-18). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Oest, R.D. van (2006). Testing changes in consumer confidence indicators. (Econometric Institute Report EI 2006-18). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2006). Formalizing judgement adjustment of model-based. (Econometric Institute Report EI 2006-19). 3000 DR Rotterdam: Econometrics.
  • Hyung, N., Franses, P.H.B.F. & Penm, J. (2006). Structural breaks and long memory in US inflation rates: do they matter for forecasting. (Econometric Institute Reprint EI-1400). 3000 DR Rotterdam: Econometrics.
  • Hyung, N., Franses, P.H.B.F. & Penm, J. (2006). Structural breaks and long memory in US inflation rates: do they matter for forecasting. Research in International Business and Finance, 20(1), 95-110.
  • Knapp, S. & Franses, P.H.B.F. (2006). The global view on port state control. (Econometric Institute Report EI 2006-14). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2006). Analysis of the maritime inspection regimes - are ships over-inspected. (Econometric Institute Report EI 2006-30). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2006). The overall view of the effect of inspections and evaluation of the target factor to target substandard vessels. (Econometric Institute Report EI 2006-31). 3000 DR Rotterdam: Econometrics.
  • Knapp, S. & Franses, P.H.B.F. (2006). Effect and improvement areas for port state control inspections to decrease the robability of casualty. (Econometric Institute Report EI 2006-32). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. Journal of Marketing Research, 43(3), 443-461.
  • Boswijk, H.P., Fok, D. & Franses, P.H.B.F. (2006). A new multivariate product growth model. (Tinbergen Institute Discussion Paper 06-027/4). 3000 DR Rotterdam: Econometrics.
  • Nierop, E. van, Fok, D. & Franses, P.H.B.F. (2006). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. (ERIM Report 2006-13-MK). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., Groenen, P.J.F. & Wagelmans, A.P.M. (2006). Editorial introduction, special issue: 50 years of Econometric Institute and 60 years of Statistica Neerlandica. Statistica Neerlandica, 60(2), 79-79.
  • Ravazzolo, F., Paap, R., Dijk, D.J.C. van & Franses, P.H.B.F. (2006). Bayesian model averaging in the presence of structural breaks. (Econometric Institute Report EI 2006-33). 3000 DR Rotterdam: Econometrics.
  • Donkers, B., Paap, R., Jonker, J.J. & Franses, P.H.B.F. (2006). Deriving Target Selection Rules from Endogenously Selected Samples. Journal of Applied Econometrics, 21(5), 549-562.
  • Rotger, G.P. & Franses, P.H.B.F. (2006). Forecasting high-frequency electricity demand with a diffusion index model. (Econometric Institute Report EI 2006-38). 3000 DR Rotterdam: Econometrics.
  • Bijwaard, G.E. & Franses, P.H.B.F. (2006). Does rounding matter for payment efficiency? (Econometric Institute Report EI 2006-43). 3000 DR Rotterdam: Econometrics.
  • Diepen, M. van & Franses, P.H.B.F. (2006). Evaluating CHAID. Information Systems, 31, 814-831.
  • Franses, P.H.B.F. & Vroomen, B.L.K. (2006). Estimating confidence bounds for advertising effect duration intervals. Journal of Advertising, 35(2), 33-37.
  • Franses, P.H.B.F. (2006). On modeling panels of time series. Statistica Neerlandica, 60(4), 438-456.
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2006). Modeling purchases as repeated events. Journal of Business and Economic Statistics, 24(4), 487-502.
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2006). Modeling purchases as repeated events. (Econometric Reprint Serie EI-1418). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. (2006). On modeling panels of time series. (Econometric Reprint serie EI -1415). 3000 DR Rotterdam: Econometrics.
  • Diepen, M. van & Franses, P.H.B.F. (2006). Evaluating chi-squared automatic interaction detection. (Econometric Institute Reprint serie EI-1420). 3000 DR Rotterdam: Econometrics.
  • Donkers, B., Paap, R., Jonker, J.J. & Franses, P.H.B.F. (2006). Deriving target selection rules from endogenously selected samples. (Econometric Institute Reprint serie EI-1421). 3000 DR Rotterdam: Econometrics.
  • Tellis, G.J. & Franses, P.H.B.F. (2006). Optimal data interval for estimating advertising response. (Econometric Institute Reprint serie EI-1419). 3000 DR Rotterdam: Econometrics.
  • Tellis, G.J. & Franses, P.H.B.F. (2006). Optimal data interval for estimating advertising response. Marketing Science, 25(3), 217-229.
  • Franses, P.H.B.F. (2006). Empirical causality between bigger banknotes and inflation. Applied Economics Letters, 13, 751-752.
  • Franses, P.H.B.F. (2006). Empirical causality between bigger banknotes and inflation. (Econometric Institute Reprint serie EI-1422). 3000 DR Rotterdam: Econometrics.
  • Hafner, C.M., Dijk, D.J.C. van & Franses, P.H.B.F. (2006). Semiparametric modelling of correlation dynamics. In D. Terrell & T. Fomby (Eds.), Advances in Econometrics Volume 20 (pp. 59-103). Amsterdam: Elsevier JAI.
  • Franses, P.H.B.F. (2006). Forecasting in marketing. In Graham Elliott, Clive.W.J. Granger & Allan Timmermann (Eds.), Handbook of Economic Forecasting (Handbooks in economics,ISSN 1574-0706, vol.1) (pp. 983-1012). Amsterdam: North Holland.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. In T.C. Mills & K. Patterson (Eds.), Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055). Basingstoke: Palgrave MacMillan.
  • Franses, P.H.B.F. (2006). Forecasting 1 to h steps ahead using partial least squares. (Econometric Report Serie EI 2006-47). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2006). A simple test for PPP among traded goods. Applied Financial Economics, 16(1/2), 19-27.
  • Franses, P.H.B.F. & Groot, E.A. de (2006). In 2005 groeide de economie met 1.0 procent. Economisch-Statistische Berichten, 91.
  • Franses, P.H.B.F. & Groot, E.A. de (2006). Gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91, 32-33.
  • Franses, P.H.B.F. & Vroomen, B.L.K. (2006). Estimating confidence bounds for advertising effect duration intervals. (Econometric Institute Reprint EI-1407). 3000 DR Rotterdam: Econometrics.
  • Heij, C. & Franses, P.H.B.F. (2006). Prediction beyond the survey sample: correcting for survey effects on consumer decisions. (Econometric Institute Report EI 2006-48). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Kloek, T. (2006). Vijftig jaar econometrie: de waarde van het model. Economisch-Statistische Berichten, 91, 302-303.
  • Boswijk, H.P. & Franses, P.H.B.F. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68, 345-370.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Econometric Institute Reprint EI-1414). 3000 DR Rotterdam: Econometrics.
  • Hafner, C.M., Dijk, D.J.C. van & Franses, P.H.B.F. (2006). Semi-parametric modeling of correlation dynamics. (Econometric Institute Reprint EI-1429). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2006). A simple test for PPP among traded goods. (Econometric Institute Reprint EI-1430). 3000 DR Rotterdam: Econometrics.
  • Diepen, M. van, Donkers, B. & Franses, P.H.B.F. (2006). Irritation Due to Direct Mailings from Charities. (ERIM Report Series 029-MKT). 3000 DR Rotterdam: ERIM.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, in 2005 groeide de economie met 1%. Economisch-Statistische Berichten, 91.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4483).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). Het gaat goed met de economie! Economisch-Statistische Berichten, 91, 157-157.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4491).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4493).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4495).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4497).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4498).
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Reprint EI 1408). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Een real time indicator van het bruto binnenlands product. Economisch-Statistische Berichten, 90, 8-11.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE voorspelt 1% groei. Economisch-Statistische Berichten, 90(1), 179-179.
  • Berrety, T., Dijkshoorn, S, Franses, P.H.B.F. & Kruithof, C. (2005). Waarom geven we zoveel uit? Economisch-Statistische Berichten, 90, 277.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Voorspellen in ongewisse tijden. Economisch-Statistische Berichten, 90, 468-469.
  • Boswijk, H.P. & Franses, P.H.B.F. (2005). On the econometrics of the Bass diffusion model. Journal of Business and Economic Statistics, 23(3), 255-268.
  • Franses, P.H.B.F. & Vogelsang, T.J. (2005). Are winters getting warmer? Environmental Modelling & Software, 20(11), 1449-1455.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2005). The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production. International Journal of Forecasting, 21(2), 87-102.
  • Dijk, D.J.C. van, Dijk, H.K. van & Franses, P.H.B.F. (2005). On the dynamics of business cycle analysis; Editors' introduction. Journal of Applied Econometrics, 20(2), 147-150.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20(6), 811-827.
  • Franses, P.H.B.F. & Hyung, N. (2005). Forecasting time series with long memory and level shifts. Journal of Forecasting, 24(1), 1-16.
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2005). Panelizing repeated cross sections, Female labor force participation in the Netherlands and West Germany. Quality and Quantity, 39(2), 155-174.
  • Koning, A.J., Franses, P.H.B.F., Hibon, M. & Stekler, H. (2005). The M3 competition: statistical test of results. International Journal of Forecasting, 21(3), 397-409.
  • Rodrigues, P.M.M. & Franses, P.H.B.F. (2005). A sequential approach to testing seasonal unit roots in high frequency data. Journal of Applied Statistics, 32(6), 555-569.
  • Franses, P.H.B.F. & Koning, A.J. (2005). Are precipitation levels getting higher? Statistical evidence for the Netherlands. Journal of Climate, 18(22), 4701-4714.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). Forecasting aggregate using panels of nonlinear time series. International Journal of Forecasting, 21(4), 785-794.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Report Serie EI 2005-30). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2005). Seasonality and non-linear price effects in scanner-data based market-response modelss. (Econometric Institute Report Serie EI 2005-45). 3000 DR Rotterdam: Econometrics.
  • Fok, D. & Franses, P.H.B.F. (2005). Modelling the diffusion of scientific publications. (Econometric Institute Report Serie EI 2005-48). 3000 DR Rotterdam: Econometrics.
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (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, 77(2), 553-570.
  • Paap, R., Nierop, E. van, Heerde, H.J. van, Wedel, M., Franses, P.H.B.F. & Alsem, K.J. (2005). Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice. International Journal of Forecasting, 21(1), 53-71.
  • Nierop, J.E.M. van, Paap, R., Bronnenberg, B., Franses, P.H.B.F. & Wedel, M. (2005). Retrieving unobserved consideration sets from household panel data. (Econometric Institute Report Serie EI 2005-49). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2005). A simple test for GARCH against a stochastic volatility model. (Econometric Institute Report Serie EI 2005-41). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Paap, R. (2005). Random-coefficient periodic autoregression. (Econometric Institute Report Serie EI 2005-34). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (2005). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (ERIM report series Research in Management 2005-047). 3000 DR Rotterdam: Econometrics.
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. (Econometric Institute Reprint Serie 2005-1356). 3000 DR Rotterdam: Econometrics.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2005). The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. (Econometric Institute Reprint Serie). 3000 DR Rotterdam: Econometrics.
  • Hafner, C.M., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). Semi-parametric modelling of correlation dynamics. (Econometric Institute Report Serie EI 2005-26). 3000 DR Rotterdam: Econometrics.
  • Sloot, L., Verhoef, P.C. & Franses, P.H.B.F. (2005). The impact of brand equity and the hedonic level of products on consumer stock-out reactions. Journal of Retailing, 81(1), 15-34.
  • Franses, P.H.B.F. & Oest, R.D. van (2005). Which brands gain share from which brands? Inference from store-level scanner data. Quantitative Marketing and Economics, 3(3), 281-304.
  • Bemmaor, A.C. & Franses, P.H.B.F. (2005). The diffusion of marketing science in the practitioners' community: Opening the black box. Applied Stochastic Models in Business and Industry, 21(4/5), 289-301.
  • Franses, P.H.B.F. (2005). On the use of econometric models for policy simulation in marketing. Journal of Marketing Research, 42(1), 4-14.
  • Franses, P.H.B.F. (2005). Diagnostics, expectations and endogeneity. Journal of Marketing Research, 42(1), 27-29.
  • Vogelsang, T.J. & Franses, P.H.B.F. (2005). Testing for common deterministic trend slopes. Journal of Econometrics, 126(1), 1-24.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Real time estimates of GDP growth, based on two-regime models. (Econometric Institute Report Serie EI2005-32). 3000 DR Rotterdam: Econometrics.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Cycles in basic innovations. (Econometric Institute Report Serie EI2005-35). 3000 DR Rotterdam: Econometrics.
  • Vogelsang, T.J. & Franses, P.H.B.F. (2005). Testing for common deterministic trend slopes. (Econometric Institute Reprint serie EI-1339). 3000 DR Rotterdam: Econometrics.
  • Hyung, N. & Franses, P.H.B.F. (2005). Forecasting time series with long memory and level shifts. (Econometric Institute Reprint serie EI-1345). 3000 DR Rotterdam: Econometrics.
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2005). "Panelizing" repeatd cross section. Female labor force participation in the Netherlands and West Germany. (Econometric Institute Reprint serie EI-1357). 3000 DR Rotterdam: Econometrics.
  • Koning, A.J., Franses, P.H.B.F., Hibon, M. & Stekler, H.O. (2005). The M3 competition: Statistical tests of the results. (Econometric Institute Reprint serie EI-1364). 3000 DR Rotterdam: Econometrics.
  • Boswijk, H.P. & Franses, P.H.B.F. (2005). On the econometrics of the bass diffusion model. (Econometric Institute Reprint serie EI-1367). 3000 DR Rotterdam: Econometrics.
  • Oest, R.D. van & Franses, P.H.B.F. (2005). Which brands gain share from which brands? (Econometric Institute Reprint serie EI-1369). 3000 DR Rotterdam: Econometrics.
  • Rodrigues, P.M.M. & Franses, P.H.B.F. (2005). A sequential approach to testing seasonal unit roots in high frequency data. (Econometric Institute Reprint serie EI-1372). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). Forecasting aggregates using panels, of nonlinear time series. (Econometric Institute Reprint serie EI-1378). 3000 DR Rotterdam: Econometrics.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). A multi-level panel star model for us manufacturing sectors. (Econometrisch Institute Reprint serie EI-1379). 3000 DR Rotterdam: Econometrics.
  • Oest, R.D. van & Franses, P.H.B.F. (2005). Which brands gain share from which brands? Inference from store-level scanner data. (Econometric Institute Reprint serie EI-1393). 3000 DR Rotterdam: Econometrics.
  • Koning, A.J. & Franses, P.H.B.F. (2005). Are precipitation levels getting higher? Statistical evidence for the Netherlands. (Econometric Institute Reprint serie EI-1394). 3000 DR Rotterdam: Econometrics.
  • Vroomen, B.L.K., Donkers, B., Verhoef, P.C. & Franses, P.H.B.F. (2005). Selecting Profitable Customers for Complex Services on the Internet. Journal of Service Research, 8(1), 37-47.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, Eerste kwartaalbericht. Economisch-Statistische Berichten, 90(4458).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, Tweede kwartaalbericht. Economisch-Statistische Berichten, 90(4467).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten, 90(4473).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Een Real Time Indicator van het Bruto Binnenlands Product. Economisch-Statistische Berichten.
  • Franses, P.H.B.F. & Groot, E.A. de (2005). Voorspellen in ongewisse tijden. Economisch-Statistische Berichten, 468-469.
  • Vroomen, B.L.K., Franses, P.H.B.F. & Nierop, E. (2004). Modeling consideration sets and brand choice using artificial neural networks. European Journal of Operational Research, 154(1), 206-217.
  • Franses, P.H.B.F. (2004). Quality and quantity: what to do with large data sets? In S.H. Heisterkamp & R.H. Koning (Eds.), Large Data Sets: Proceedings of a Symposium on How to Manage and Analyse Very Large Data Sets (pp. 19-30). Amsterdam: VVS-OR.
  • Franses, P.H.B.F. & Oest, R.D. van (2004). On the econometrics of the Koyck model. (Econometric Institute EI 2004-07). : .
  • Clements, M.P., Franses, P.H.B.F. & Swanson, N.R. (2004). Forecasting economic and financial time-series with non-linear models. International Journal of Forecasting, 20(2), 169-183.
  • Heij, C., Boer, P.M.C. de, Franses, P.H.B.F., Kloek, T. & Dijk, H.K. van (2004). Solutions Manual for Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press.
  • Hobijn, B., Franses, P.H.B.F. & Ooms, M. (2004). Generalizations of the KPSS-test for stationarity. Statistica Neerlandica, 58, 483-502.
  • Franses, P.H.B.F. & Paap, R. (2004). Periodic time series models (Advanced texts in econometrics). Oxford: Oxford University Press.
  • Sándor, Z. & Franses, P.H.B.F. (2004). Experimental investigation of consumer price evaluations. (Econometric Institute EI 2004-12). : .
  • Heij, C., Boer, P.M.C. de, Franses, P.H.B.F., Kloek, T. & Dijk, H.K. van (2004). Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press.
  • Franses, P.H.B.F., Paap, R. & Vroomen, B.L.K. (2004). Forecasting unemployment using an autoregression with censored latent effects parameters. International Journal of Forecasting, 20(2), 255-271.
  • Kawasaki, Y. & Franses, P.H.B.F. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2), 77-88.
  • Fok, D., Horvath, C., Paap, R. & Franses, P.H.B.F. (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Econometric Institute EI 2004-27). : .
  • Fok, D. & Franses, P.H.B.F. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model. International Journal of Research in Marketing, 21(2), 159-177.
  • Franses, P.H.B.F. (2004). Forecasting in marketing. (Econometric Institute EI 2004-40). : .
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2004). Forecasting aggregates using panels of nonlinear time series. (Econometric Institute EI 2004-44). : .
  • Franses, P.H.B.F. (2004). Fifty years since Koyck (1954). Statistica Neerlandica, 58(4), 381-387.
  • Franses, P.H.B.F. (2004). Do we think we make better forecasts than in the past? A survey of academics. Interfaces, 34(6), 466-468.
  • Franses, P.H.B.F. & Vriens, M. (2004). Advertising effects on awareness, consideration and brand choice using tracking data. (ERIM Report Series Research in Management 2004 028-MKT). : .
  • Sándor, Z. & Franses, P.H.B.F. (2004). Experimental investigation of consumer price, equilibrium with multi-product firms. (Econometric Institute 2004-12). : .
  • Franses, P.H.B.F. & Maas, B. (2004). Gepercipieerde kwaliteit van universitair marktonderzoek onderwijs. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2004, 221-237.
  • Kippers, J., Franses, P.H.B.F., Diepen, M. van, Laheij, C. & Tromp, N. (2004). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 89, 484-486.
  • Wuyts, S.H.K., Stremersch, S., Bulte, C. van den & Franses, P.H.B.F. (2004). Vertical marketing systems for complex products: A triadic perspective. Journal of Marketing Research, 41(4), 479-487.
  • Eisinga, R., Franses, P.H.B.F. & Pelzer, B. (2004). Ecological panel inference from repeated cross sections. In G. King, O. Rosen & M. Tanner (Eds.), Ecological Inference: New Methodological Strategies (pp. 188-205). Cambridge: Cambridge University Press.
  • Franses, P.H.B.F., Dijk, D.J.C. van & Lucas, A. (2004). Short patches of outliers, ARCH and volatility modelling. Applied Financial Economics, 14(4), 221-231.
  • Clements, M.P., Franses, P.H.B.F., Smith, J. & Dijk, D.J.C. van (2003). On SETAR non-linearity and forecasting. Journal of Forecasting, 22(5), 359-376.
  • Dijk, D.J.C. van, Fok, D. & Franses, P.H.B.F. (2003). A multi-level panel smooth transition autoregression for US sectoral production. : .
  • Franses, P.H.B.F. & Kippers, J. (2003). How do we pay with euro notes? Empirical evidence from monopoly experiments. (Econometric Institute EI 2003-32). : .
  • Kippers, J. & Franses, P.H.B.F. (2003). Do we need all euro denominations? (Econometric Institute EI 2003-39). : .
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2003). Modeling purchases as repeated events. (Econometric Institute EI 2003-45). : .
  • Vroomen, B.L.K., Donkers, B., Verhoef, P.C. & Franses, P.H.B.F. (2003). Purchasing complex services on the internet; an analysis of mortgage loan acquisitions. (ERIM Report Series Research in Management 2003 075-MKT). : .
  • Pauwels, K., Franses, P.H.B.F. & Srinivasan, S. (2003). Reference-based transitions in short-run price elasticity. (ERIM Report Series Research in Management 2003 095-MKT). : .
  • Oest, R.D. van & Franses, P.H.B.F. (2003). Which brands gain share from which brands? Inference from store-level scanner data. (ERIM Report Series 2003 / Discussion Paper TI 2003-079/4 076-MKT). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. Oxford Bulletin of Economics and Statistics, 65(Supplement), 727-744.
  • Horvath, C. & Franses, P.H.B.F. (2003). Deriving dynamic marketing effectiveness from econometric time series models. (ERIM Report Series Research in Management 2003 079-MKT). : .
  • Franses, P.H.B.F. & Heij, C. (2003). Estimated parameters do not get an unanticipated sign due to collinearity across included variables. Canadian Journal of Marketing Research, 21(1), 79-81.
  • Dekker, D.J., Stokman, F. & Franses, P.H.B.F. (2003). Effectiveness of brokering within account management organizations. (ERIM Report Series Research in Management 2003 078-MKT). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2003). Modeling dynamic effects of the marketing mix on market shares. (ERIM Report Series Research in Management 044-MKT). : .
  • Verhoef, P.C. & Franses, P.H.B.F. (2003). Combining revealed and stated preferences to forecast customer behavior: three case studies. International Journal of Market Research, 45(4), 467-474.
  • Donkers, B., Franses, P.H.B.F. & Verhoef, P.C. (2003). Selective Sampling for Binary Choice Models. Journal of Marketing Research, 40(4), 492-497.[go to publisher's site]
  • Franses, P.H.B.F. (2003). The diffusion of scientific publications: the case of econometrica, 1987. Scientometrics, 56(1), 29-42.
  • Kawasaki, Y. & Franses, P.H.B.F. (2003). Detecting seasonal unit roots in a structural time series model. Journal of Applied Statistics, 30(4), 373-387.
  • Franses, P.H.B.F. (2003). Do we make better forecasts these days? A survey amongst academics. (Econometric Institute 2003-06). : .
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (2003). Does Africa grow slower than Asia and Latin America? (Econometric Institute EI 2003-07). : .
  • Carsoule, F.P. & Franses, P.H.B.F. (2003). A note on monitoring time-varying parameters in an autoregression. Metrika, 57(1), 51-62.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. (Econometric Institute EI 2003-10). : .
  • Koning, A.J. & Franses, P.H.B.F. (2003). Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands. (Econometric Institute 2003-13). : .
  • Non, M.C., Franses, P.H.B.F., Laheij, C. & Rokers, T. (2003). Yet another look at temporal aggregation in diffusion models of first-time purchase. Technological Forecasting and Social Change, 70(5), 467-471.
  • Franses, P.H.B.F. (2003). On the Bass diffusion theory, empirical models and out-of-sample forecasting. (ERIM Report Series Research in Management 2003 034-MKT). : .
  • Franses, P.H.B.F. & Vroomen, B.L.K. (2003). Estimating duration intervals. (ERIM Report Series Research in Management 2003 031-MKT). : .
  • Rodrigues, P.M.M. & Franses, P.H.B.F. (2003). A sequential approach to testing seasonal unit roots in high frequence data. (Econometric Institute EI 2003-14). : .
  • Dekker, D.J., Franses, P.H.B.F. & Krackhardt, D. (2003). An equilibrium-correction model for dynamic network data. Journal of Mathematical Sociology, 27(2-3), 193-215.
  • Hafner, C.M. & Franses, P.H.B.F. (2003). A generalized dynamic conditional correlation model for many asset returns. (Econometric Institute EI 2003-18). : .
  • Koning, A.J. & Franses, P.H.B.F. (2003). Confidence intervals for Cronbach's coefficient alpha values. (ERIM Report Series Research in Management 2003 041-MKT). : .
  • Kippers, J. & Franses, P.H.B.F. (2003). An empirical analysis of euro cash payments. (Econometric Institute EI-2003-25). onbekend: Erasmus School of Economics.
  • Diepen, M. van, Laheij, C., Tromp, N., Franses, P.H.B.F. & Kippers, J. (2003). Efficiënter betalen met de euro. Economisch-Statistische Berichten, 88, 248-249.
  • Diepen, M. van, Tromp, N., Franses, P.H.B.F. & Kippers, J. (2003). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 88, 484-486.
  • Kippers, J., Nierop, E., Paap, R. & Franses, P.H.B.F. (2003). An empirical study of cash payments. Statistica Neerlandica, 57(4), 484-508.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2002). Modeling dynamic effects of promotion on interpurchase times. (Econometric Institute EI 2002-37). : .
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2002). Econometric analysis of the market share attraction model. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Advances in econometrics: Econometric models in marketing, chapter 10 (Advances in Econometrics, 16) (pp. 223-256). Amsterdam: JAI Press.
  • Franses, P.H.B.F. (2002). A concise introduction to econometrics; an intuitive guide. Cambridge: Cambridge University Press.
  • Hyung, N. & Franses, P.H.B.F. (2002). Inflation rates: long-memory, level shifts, or both? (Econometric Institute EI 2002-08). : .
  • Paap, R. & Franses, P.H.B.F. (2002). Common large innovations across nonlinear time series. (Econometric Institute EI 2002-09). : .
  • Franses, P.H.B.F. & Patoir, D.A. (2002). Modeling students' evaluation scores; comparing economics schools in Maastricht and Rotterdam. (Econometric Institute EI 2002-12). : .
  • Franses, P.H.B.F. & Cramer, M. (2002). On the number of categories in an ordered regression model. (Econometric Institute EI 2002-15). : .
  • Franses, P.H.B.F. (2002). On the diffusion of scientific publications; the case of econometrica 1987. (Econometric Institute EI 2002-16). : .
  • Franses, P.H.B.F. (2002). Testing for residual autocorrelation in growth curve models. Technological Forecasting and Social Change, 69(2), 195-204.
  • Bos, C.S., Franses, P.H.B.F. & Ooms, M. (2002). Inflation, forecast intervals and long memory regression models. International Journal of Forecasting, 18, 243-264.
  • Franses, P.H.B.F. & Paap, R. (2002). Forecasting with periodic autoregressive time-series models. In M.P. Clements & D.F. Hendry (Eds.), A companion to economic forecasting (pp. 432-452). Oxford: Blackwell Publishers Ltd.
  • Dijk, D.J.C. van, Teräsvirta, T. & Franses, P.H.B.F. (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21(1), 1-47.
  • Franses, P.H.B.F. (2002). On modeling panels of time series. (Econometric Institute EI 2002-23). : .
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2002). Ecological panel inference in repeated cross sections. (Econometric Institute EI 2002-22). : .
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2002). Inferring transition probabilities from repeated cross sections. Political Analysis, 10(2), 113-133.
  • Franses, P.H.B.F. & Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment. Journal of Applied Econometrics, 17, 347-366.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110(2), 135-165.
  • Verhoef, P.C., Franses, P.H.B.F. & Hoekstra, J.C. (2002). The effect of rational 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(3), 202-216.
  • Verhoef, P.C., Franses, P.H.B.F. & Donkers, B. (2002). Changing perceptions and changing behavior in customer relationships. Marketing Letters, 13(2), 121-134.
  • Franses, P.H.B.F. & Bruin, P. de (2002). On data transformations and evidence of nonlinearity. Computational Statistics & Data Analysis, 40, 621-632.
  • Franses, P.H.B.F. & McAleer, M.J. (2002). Financial volatility: an introduction. Journal of Applied Econometrics, 17(5), 419-424.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17(5), 606-616.
  • Sloot, L.M., Verhoef, P.C. & Franses, P.H.B.F. (2002). The impact of brand and category characteristics on consumer stock-out reactions. (ERIM Report Series Research in Management 2002 106-MKT). : .
  • Franses, P.H.B.F. (2002). From first submission to citation: an empirical analysis. Statistica Neerlandica, 56(4), 497-510.
  • Koopman, S.J. & Franses, P.H.B.F. (2002). Constructing seasonally adjusted data with time-varying confidence intervals. Oxford Bulletin of Economics and Statistics, 64(5), 509-526.
  • Boswijk, H.K. & Franses, P.H.B.F. (2002). How large is average economic growth? Evidence from a robust method. (Tinbergen Institute Discusssion Paper 2002-002/4). : .
  • Kippers, J., Nierop, J.E.M. van, Paap, R. & Franses, P.H.B.F. (2002). An empirical study of cash payments. (Tinbergen Institute Discussion Paper 2002-075/4). : .
  • Oest, R.D. van, Franses, P.H.B.F. & Paap, R. (2002). A dynamic utility maximization model for product category consumption. (Tinbergen Institute Discussion Paper 2002-097/4). : .
  • Oest, R.D. van, Paap, R. & Franses, P.H.B.F. (2002). A joint framework for category purchase and consumption behavior. (Tinbergen Institute Discussion Paper 2002-124/4). : .
  • Kluitman, R. & Franses, P.H.B.F. (2002). Estimating volatility on overlapping returns when returns are autocorrelated. Applied Mathematical Finance, 9, 179-188.
  • Vriens, M., Grigsby, M. & Franses, P.H.B.F. (2002). Time series models for advertising tracking data. Canadian Journal of Marketing Research, 20, 62-71.
  • Franses, P.H.B.F. & Montgomery, A.L. (2002). Advances in econometrics: Econometric models in marketing. New York: Marcel Dekker.
  • Nierop, J.E.M. van, Fok, D. & Franses, P.H.B.F. (2002). Sales models for many items using attribute data. (ERIM Report Series 2002 65-MKT). : .
  • Jonker, J.J., Franses, P.H.B.F. & Piersma, N. (2002). Evaluating direct marketing campaigns; recent findings and future research topics. (ERIM Report Series 2002 26-MKT). : .
  • Franses, P.H.B.F. & Stremersch, S. (2002). Modeling generational transitions from aggregate data. (ERIM Report Series 2002 49-MKT). : .
  • Franses, P.H.B.F. & Heij, C. (2002). Estimated, parameters do not get the 'wrong sign' due to collinearity across included variables. (ERIM Report Series 2002 31-MKT). : .
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2002). Estimating dynamic effects of promotion on interpurchase times. (Econometric Institute EI-2002-37). : .
  • Boswijk, H.P. & Franses, P.H.B.F. (2002). The econometrics of the Bass diffusion model. (ERIM Report Series 2002 66-MKT). : .
  • Franses, P.H.B.F. (2002). De langste weg is de beste. Economisch-Statistische Berichten, 87, 350-351.
  • Kippers, J., Franses, P.H.B.F., Nierop, J.E.M. van & Paap, R. (2002). Hoe betalen we eigenlijk? Economisch-Statistische Berichten, 87, 847-850.
  • Wuyts, S.H.K., Stremersch, S., Bulte, C. van den & Franses, P.H.B.F. (2002). Buyer preferences for vendor in business: A triadic perspective. (The Wharton School, University of Pennsylvania 10-2002). : .
  • Bod, P., Blitz, D., Franses, P.H.B.F. & Kluitman, R. (2002). An unbiased variance estimator for overlapping returns. Applied Financial Economics, 12, 155-158.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2002). A simple test for PPP among traded goods. (Econometric Institute 2002-2/A). : .
  • Verhoef, P.C. & Franses, P.H.B.F. (2002). On combining revealed and stated preferences to forecast customer behavior: three case studies. (Econometric Institute EI 2002-04). : .
  • Franses, P.H.B.F. (2002). From first submission to citation: an empirical analysis. (Econometric Institute EI 2002-07). : .
  • Franses, P.H.B.F. & Montgomery, A.L. (Eds.). (2002). Econometric models in marketing (Advances in Econometrics, 16). Amsterdam: JAI Press.
  • Franses, P.H.B.F. & Montgomery, A.L. (2002). Econometric models in marketing: editors' introduction. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Econometric models in marketing (Advances in Econometrics, 16) (pp. 1-9). Amsterdam: JAI Press.
  • Fok, D. & Franses, P.H.B.F. (2002). Ordered logit analysis for selectively sampled data. Computational Statistics & Data Analysis, 40(3), 477-497.
  • Verhoef, P.C., Franses, P.H.B.F. & Donkers, B. (2001). Changing perceptions and changing behavior in customer relationships. (ERIM Report Sersies 2001 31-MKT). : .
  • Fok, D. & Franses, P.H.B.F. (2001). Forecasting market shares from models for sales. International Journal of Forecasting, 17(1), 121-128.
  • Franses, P.H.B.F., Srinivasan, S. & Boswijk, H.P. (2001). Testing for unit roots in market shares. Marketing Letters, 12(4), 351-364.
  • Dekker, D.J., Franses, P.H.B.F. & Krackhardt, D. (2001). An equilibrium-correction models for dynamic network data. (ERIM Report Series 2001 39-MKT). : .
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2001). Econometric analysis of the market share attraction model. (ERIM Report Series 2001 25-MKT). : .
  • Franses, P.H.B.F., Paap, R. & Sijthoff, Ph.A. (2001). Modeling potentially time-varying effects of promotions on sales. (ERIM Report Series 2001 05-MKT). : .
  • Vroomen, B.L.K., Franses, P.H.B.F. & Nierop, J.E.M. van (2001). Modeling consideration sets and brand choice using artificial neural networks. (ERIM Report Series 2001 10-MKT). : .
  • Franses, P.H.B.F. & Paap, R. (2001). Quantitative models in marketing research. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F., Hoekstra, J.C. & Verhoef, P.C. (2001). De invloed van tevredenheid op cross-buying - Koppeling vragenlijst data met de ontwikkelingen in het marktonderzoek. In A.E. Bronner, P. Dekker, J.C. Hoekstra, E. de Leeuw, W.F. van Raaij, K. de Ruyter & A. Smidts (Eds.), Ontwikkelingen in het Marktonderzoek, Jaarboek 2001 MarktonderzoekAssociatie (MarktOnderzoek Associatie) (pp. 58-73).
  • Verhoef, P.C., Franses, P.H.B.F. & Hoekstra, J.C. (2001). The effect of satisfaction and payment equity on cross-buying; a dynamic model for a multi-service provider. Journal of Retailing, 77(3), 359-378.
  • Koopman, S.J. & Franses, P.H.B.F. (2001). Constructing seasonally adjusted data with time-varying confidence intervals. (Econometric Institute EI 2001-02). : .
  • Franses, P.H.B.F., Neele, J. & Dijk, D.J.C. van (2001). Modeling asymmetric volatility in weekly Dutch temperature data. Environmental Modelling & Software, 16(2), 131-137.
  • Hyung, N. & Franses, P.H.B.F. (2001). Structural breaks and long memory in US inflation rates: Do they matter for forecasting? (Econometric Institute EI 2001-13). : .
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2001). The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. (Econometric Institute EI 2001-14). : .
  • Vogelsang, T.J. & Franses, P.H.B.F. (2001). Testing for common deterministic trend slopes. (Econometric Institute EI 2001-16). : .
  • Hobijn, B. & Franses, P.H.B.F. (2001). Are living standards converging? Structural Change and Economic Dynamics, 12, 171-200.
  • Ooms, M. & Franses, P.H.B.F. (2001). A seasonal periodic long memory model for monthly river flows. Environmental Modelling & Software, 16(6), 559-569.
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2001). Inferring transition probabilities from repeated cross sections: A cross-level inference approach to US presidential voting. (Econometric Institute EI 2001-21). : .
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (ERIM Report Series 2001 47-MKT). : .
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2001). Modeling and forecasting outliers and level shifts in absolute returns. (Econometric Institute EI 2001-34). : .
  • Rothman, P., Dijk, D.J.C. van & Franses, P.H.B.F. (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.
  • Boswijk, H.P. & Franses, P.H.B.F. (2001). Robust inference on average economic growth. (Econometric Institute EI 2001-47). : .
  • Donkers, B., Jonker, J.J., Franses, P.H.B.F. & Paap, R. (2001). Deriving target selection rules from endogenously selected samples. (ERIM Report Series (ERS-2001) 68-MKT). : .
  • Donkers, B., Franses, P.H.B.F. & Verhoef, P.C. (2001). Using selective sampling for binary choice models to reduce survey costs. (ERIM Report Series (ERS-2001) 67-MKT). : .
  • Jonker, J.J., Paap, R. & Franses, P.H.B.F. (2000). Modeling charity donations. Target selection, response time and gift size. (Econometric Institute 2000-07/A). : .
  • Paap, R., Nierop, J.E.M. van, Heerde, H.J. van, Wedel, M. & Franses, P.H.B.F. (2000). Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice. (Econometric Institute EI 2000-33). : .
  • Arino, M.A. & Franses, P.H.B.F. (2000). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.
  • Hobijn, B. & Franses, P.H.B.F. (2000). Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59-81.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Boswijk, H.P. (2000). Asymmetric and common absorption of shocks in nonlinear autoregressive models. (Econometric Institute 2000-01/A). : .
  • Loef, M. & Franses, P.H.B.F. (2000). On forecasting cointegral seasonal time series. (Econometric Institute 2000-05/A). : .
  • Franses, P.H.B.F., Bruin, P.T. de & Dijk, D.J.C. van (2000). Seasonal smooth transition autoregression. (Econometric Institute 2000-06/A). : .
  • Dijk, D.J.C. van, Teräsvirta, T. & Franses, P.H.B.F. (2000). Smooth transition autoregressive models - A survey of recent developments. (Econometric Institute 2000-23/A). : .
  • Taylor, N., Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (2000). SETS, arbitrage activity, and stock price dynamics. Journal of Banking and Finance, 24(8), 1289-1306.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2000). Non-linear time series models in empirical finance. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. & Paap, R. (2000). Modelling day-of-the- week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
  • Groenen, P.J.F. & Franses, P.H.B.F. (2000). Visualizing time-varying correlations across stock market. Journal of Empirical Finance, 7(2), 155-172.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Paap, R. (2000). A nonlinear long memory model for US unemployment. (Econometric Institute 2000-30/A). : .
  • Franses, P.H.B.F. & Taylor, A.M.R. (2000). Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3(2), 250-264.
  • Franses, P.H.B.F. (2000). A test for the hit rate in binary response models. International Journal of Market Research, 42(1 (Winter)), 239-245.
  • Franses, P.H.B.F. & Paap, R. (2000). Modeling day-of-the=week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
  • Paap, R. & Franses, P.H.B.F. (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, 15(6), 717-744.
  • Dekker, D.J., Stokman, F. & Franses, P.H.B.F. (2000). Broker positions in task-specific knowledge networks: Effects on perceived performance and role stressors in an account management system. (ERIM Report Series 37-MKT). : .
  • Fok, D. & Franses, P.H.B.F. (2000). Forecasting market shares from models for sales. (ERIM Report Series 03-MKT). : .
  • Jonker, J.J., Paap, R. & Franses, P.H.B.F. (2000). Modeling charity donations: target selection, response time and gift size. (Econometric Institute 2000-07/A). : .
  • Paap, R., Nierop, E., Heerde, H.J. van, Wedel, M., Franses, P.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 Report 2000-30/A). : .
  • Nierop, E., Paap, R., Bronnenberg, B., Franses, P.H.B.F. & Wedel, M. (2000). Modeling unobserved consideration sets for household panel data. (ERIM Report Series 42-MKT). : .
  • Verhoef, P.C., Franses, P.H.B.F. & Hoekstra, J.C. (2000). The effect of relational constructs on relationship performance: Does duration matter? (ERIM Report Series 08-MKT). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (2000). Nonlinear error-correction models for interest rates in the Netherlands. In W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Teräsvirta, D. Tjostheim & A.H. Würtz (Eds.), Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics (pp. 203-227). Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. (1999). Periodicity and structural breaks in environment time seies. In S. Mahendrarajah, A.J. Jakeman & M. McAleer (Eds.), Modelling change in integrated economic and environmental systems (pp. 45-62). Chichester: John Wiley & Sons.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.
  • Carsoule, F.P. & Franses, P.H.B.F. (1999). Monitoring time-varying parameters in an autoregression. (Econometric Institute 9937/A). : .
  • Franses, P.H.B.F., Slagter, E. & Cramer, M. (1999). Censored regression analysis in large samples with many zero observations. (Econometric Institute 9939/A). : .
  • Fok, D. & Franses, P.H.B.F. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute 9955/A). : .
  • Bolger, F.M.I., Franses, P.H.B.F. & Antonides, G. (1999). Does the index of consumer sentiment only measure expectations? (Ribes 99-27). : .
  • Bemmaor, A.C., Franses, P.H.B.F. & Kippers, J. (1999). Estimating the impact of displays and other merchandising support on retail brand sales: partial pooling with examples. Marketing Letters, 10, 87-100.
  • Franses, P.H.B.F., Geluk, I. & Homelen, P. van (1999). Modeling item nonresponse in questionnaires. Quality and Quantity, 33, 203-213.
  • Franses, P.H.B.F., Kloek, T. & Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data. Journal of Econometrics, 89, 293-315.
  • Franses, P.H.B.F. & Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21, 79-92.
  • Franses, P.H.B.F. & Paap, R. (1999). On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271-286.
  • Franses, P.H.B.F. (1999). Testing for residual autocorrelation in trend curve models. (RIBES 99-58). : .
  • Franses, P.H.B.F., Verhoef, P.C. & Hoekstra, J.C. (1999). The impact of satisfaction on the breadth of the relationship with a multi-service provider. (RIBES 99-55). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Estimating dynamic effects of promotion on interpurchase times. (RIBES 99-52). : .
  • Franses, P.H.B.F. & Lucas, A. (1999). Estimating baselines. (Ribes 99-44). : .
  • Franses, P.H.B.F. & Srinivasan, S. (1999). On testing for unit roots in market shares. (Ribes 99-32). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Estimating dynamic effects of promotions on brand choice. (Ribes 99-30). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Testing market share attraction models. (Ribes 99-18). : .
  • Arino, M.A. & Franses, P.H.B.F. (1999). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.
  • Franses, P.H.B.F. & Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21, 79-92.
  • Fok, D., Franses, P.H.B.F. & Cramer, J.S. (1999). Ordered logit analysis for selectively sampled data. (Econometric Institute Report EI-9933/A). : .
  • Fok, D. & Franses, P.H.B.F. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute Report EI-9955/A). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Econometric Institute Report 9907/A). : .
  • Swanson, N. & Franses, P.H.B.F. (1999). Nonlinear econometric modelling: a select review. In P. Rothman (Ed.), Nonlinear Time Series Analysis of Economic and Financial Data (pp. 87-109). Boston: Kluwer Academic Publishers.
  • Franses, P.H.B.F. & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1-9.
  • Franses, P.H.B.F. (1999). On the interpretation of seasonally adjusted data. (Econometric Institue 9901/A). : .
  • Hobijn, B. & Franses, P.H.B.F. (1999). Are living standards converging? (Econometric Institute 9903/A). : .
  • Franses, P.H.B.F. (1999). How to deal with intercept and trend in practical cointegration analysis? (Econometric Institute 9904/A). : .
  • Franses, P.H.B.F. & Kunst, R.M. (1999). Testing common deterministic seasonally, with an application to industrial production. (Econometric Institute 9905/A). : .
  • Kleibergen, F.R. & Franses, P.H.B.F. (1999). Cointegration in a periodic vector autoregression. (Econometric Institute 9906/A). : .
  • Paap, R. & Franses, P.H.B.F. (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Econometric Institute 9907/A). : .
  • Eisinga, R., Franses, P.H.B.F. & Ooms, M. (1999). Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185-199.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers. Journal of Business and Economic Statistics, 17(2), 217-235.
  • Franses, P.H.B.F. & Kunst, R.M. (1999). On the role of seasonal intercepts in seasonal cointegration. Oxford Bulletin of Economics and Statistics, 61(3), 409-433.
  • Bruin, P.T. de & Franses, P.H.B.F. (1999). Forecasting power-transformed time series data. Journal of Applied Statistics, 26(7), 807-815.
  • Bos, C.S., Franses, P.H.B.F. & Ooms, M. (1999). Long memory and level shifts: Re-analyzing inflation rates. Empirical Economics (Heidelberg), 24, 427-449.
  • Clements, M.P., Franses, P.H.B.F. & Smith, J. (1999). On SETAR non-linearity and forecasting. (Econometric Institute 9914/A). : .
  • Franses, P.H.B.F. & Kunst, R.M. (1999). Testing for converging deterministic seasonal variation in European industrial production. (Econometric Institute 9917/A). : .
  • Franses, P.H.B.F. & Bruin, P.T. de (1999). Seasonal adjustment and the business cycle in unemployment. (Econometric Institute 9923/A). : .
  • Carsoule, F.P. & Franses, P.H.B.F. (1999). Monitoring structural change in variance, with an application to European nominal exchange rate volatility. (Econometric Institute 9925/A). : .
  • Franses, P.H.B.F. & Dijk, D.J.C. van (1999). Outlier detection in the GARCH (1,1) model. (Econometric Institute 9926/A). : .
  • Franses, P.H.B.F. & Paap, R. (1999). Forecasting with periodic autoregressive time series models. (Econometric Institute 9927/A). : .
  • Fok, D., Franses, P.H.B.F. & Cramer, J.S. (1999). Ordered logit analysis for selectively sampled data. (Econometric Institute 9933/A). : .
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (1999). Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539-562.
  • Rothman, P., Dijk, D.J.C. van & Franses, P.H.B.F. (1999). A multivariate STAR analysis of the relationship between money and output. (Econometric Institute 9945/A). : .
  • Jonker, J.J., Franses, P.H.B.F. & Piersma, N. (1998). Evaluating direct marketing campaigns; recent findings and future research topics. (Econometric Institute 9851). : .
  • Franses, P.H.B.F. (1998). Time series models for business and economic forecasting. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. & Paap, R. (1998). Censored latent effects autoregression with an application to US unemployment. (Econometric Institute Report 9841/A). : .
  • Jonker, J.J., Franses, P.H.B.F. & Piersma, N. (1998). Evaluating direct marketing campaigns. (Econometric Institute 9821/A). : .
  • Verbeke, W.J.M.I., Franses, P.H.B.F., Rhee, C. van & Verbeek, J. (1998). The effect of self-colleaque-, and average-referenced goal difficulty on sales performance. (RIBES Report 9820). : .
  • Eisinga, R., Franses, P.H.B.F. & Dijk, D.J.C. van (1998). Timing of vote decision in first and second order Dutch elections, 1978-1995: evidence from artificial neural networks. In W.R. Mebane (Ed.), Political analysis (pp. 117-142). Ann Arbor: University of Michigan Press.
  • Ooms, M. & Franses, P.H.B.F. (1998). A seasonal periodic long memory model for monthly river flows. (Econometric Institute 9842/A). : .
  • Franses, P.H.B.F., Neele, J. & Dijk, D.J.C. van (1998). Modelling asymmetric volatility in weekly Dutch temperature data. (Econometric Institute 9840/A). : .
  • Franses, P.H.B.F. & Paap, R. (1998). Censored latent effects autoregression, with an application to US unemployment. (Econometric Institute 9841/A). : .
  • Franses, P.H.B.F., Neele, J. & Dijk, D.J.C. van (1998). Forecasting volatility with switching persistence GARCH models. (Econometric Institute 9819). : .
  • Franses, P.H.B.F. & Kunst, R.M. (1998). On the role of seasonal intercepts in seasonal analysis of cointegration. (Econometric Institute 9820). : .
  • Bruin, P. de & Franses, P.H.B.F. (1998). On data transformations and evidence of nonlinearity. (Econometric Institute 9823). : .
  • Escribano, A., Franses, P.H.B.F. & Dijk, D.J.C. van (1998). Nonlinearities and outliers: robust specification of STAR models. (Econometric Institute 9832). : .
  • Franses, P.H.B.F. & McAleer, M.J. (1998). Cointegration analysis of seasonal time series. (Econometric Institute 9836). : .
  • Hobijn, B., Franses, P.H.B.F. & Ooms, M. (1998). Generalizations of the KPSS-test for stationarity. (Econometric Institute 9802). : .
  • Franses, P.H.B.F. (1998). Is there agreement on the postwar US business cycle? (Econometric Institute 9804). : .
  • Franses, P.H.B.F. (1998). Does seasonality in unemployment change with its (nonlinear) business cycle? (Econometric Institute 9809). : .
  • Bos, C.S., Franses, P.H.B.F. & Ooms, M. (1998). Long memory and level shifts: re-analysing inflation rates. (Econometric Institute 9811). : .
  • Eisinga, R., Franses, P.H.B.F. & Ooms, M. (1998). Forecasting long memory left-right political orientations. (Econometric Institute 9812). : .
  • Franses, P.H.B.F., Siersma, V. & Gill, R.D. (1998). Cointegration analysis in the presence of flexible trends. (Econometric Institute 9816). : .
  • Franses, P.H.B.F. & Lucas, A. (1998). Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16(4), 459-468.
  • Franses, P.H.B.F. & Koehler, A.B. (1998). A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405-414.
  • Franses, P.H.B.F. & Griensven, K. van (1998). Forecasting exchange rates using neural networks for technical trading rules. Nonlinear Dynamics and Econometrics, 2(4), 109-114.
  • Kunst, R.M. & Franses, P.H.B.F. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109-124.
  • Franses, P.H.B.F. & Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7-15.
  • Breitung, J. & Franses, P.H.B.F. (1998). On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200-221.
  • Franses, P.H.B.F. & McAleer, M.J. (1998). Testing for unit roots and non-linear transformations. Journal of Time Series Analysis, 19(2), 147-164.
  • Franses, P.H.B.F. & Vogelsang, T.J. (1998). On seasonal cycles, unit roots, and mean shifts. The Review of Economics and Statistics, 231-240.
  • Franses, P.H.B.F. (1998). Modelling seasonality in economic time series. In Aman Ullah & David.E.A. Giles (Eds.), Handbook of applied economic statistics (pp. 553-557). New York: Marcel Dekker Inc..
  • Franses, P.H.B.F. & Paap, R. (1998). Modelling asymmetric persistence over the business cycle. (Econometric Institute 9852). : .
  • Franses, P.H.B.F. & Homelen, P. van (1998). On forecasting exchange rates using neural networks. Applied Financial Economics, 8, 589-596.
  • Franses, P.H.B.F. & McAleer, M.J. (1998). Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12(5), 651-678.
  • Franses, P.H.B.F. & Gras, H. (1998). Theatre-going in Rotterdam 1802-1853. A statistical analysis of ticket sales. Theatre Survey (American Society for Theatre Research), 39, 73-97.
  • Franses, P.H.B.F. (1998). Large data sets in finance and marketing: introduction by the special issue editor. Statistica Neerlandica, 52, 255-257.
  • Franses, P.H.B.F. & Hobijn, B. (1998). Increasing seasonal variation; unit roots versus shifts in mean and trent. Applied Stochastic Models & Data Analysis, 14, 255-261.
  • Franses, P.H.B.F. & Paap, R. (1998). Mondeling asymmetric persistence over the business cycle. (Econometric Institute Report 9852/A). : .
  • Kofman, P., Franses, P.H.B.F. & Ieperen, R. van (1997). Volatility transmission and patterns in bund futures markets. The Journal of Financial Research, 20, 459-482.
  • Franses, P.H.B.F. & Gooijer, J. de (1997). Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303-305.
  • Paap, R., Franses, P.H.B.F. & Hoek, H. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-378.
  • Verbeke, W.J.M.I., Thurik, A.R. & Franses, P.H.B.F. (1997). Consumers' responses to sequential out-of-stock contacts of a brand assortment. (RIBES Report 9718). 3000 DR Rotterdam: ECONOMICS.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-366.
  • Franses, P.H.B.F. & Koop, G. (1997). A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509-532.
  • Farris, P., Franses, P.H.B.F., Thurik, A.R. & Verbeke, W.J.M.I. (1997). Consumers' response to seqential out-of-stock contacts of a brand assortment. (Discussion Paper R9718/M). : Tinbergen.
  • Franses, P.H.B.F. & McAleer, M.J. (1997). Testing periodically integrated autoregressive models. Mathematics and Computers in Simulation, 457-466.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (1997). Comment on smooth transition models by T. Terasvirta. In Chr. Heij, H. Schumacher, B. Hanzon & K. Praagman (Eds.), System dynamics in economic and financial models (Financial Economics and Quantitative Analysis) (pp. 125-127). Chichester: John Wiley & Sons.
  • Franses, P.H.B.F. (1997). Comment on the relationship between money and prices: an econometric appraisal based on cointegration and causality, by M. Funke , S.G. Hall and M. Beeby. In Chr. Heij, H. Schumacher, B. Hanzon & K. Praagman (Eds.), System Dynamics in Economic and Financial Models (Financial Economics and Quantitative Analysis) (pp. 263-265). Chichester: John Wiley & Sons.
  • Franses, P.H.B.F., Eisinga, R. & Felling, B. (1997). De afbrokkeling van het electoraat van (de voorlopers van) het CDA, 1965-1994: micro-analyse van een macro trend. Sociologische Gids, 44, 77-99.
  • Franses, P.H.B.F. (1997). Econometrische analyse van grote bedrijfs-economische gegevensbestanden. In G. Stemerdink (Ed.), Verborgen Rijkdom (pp. 116-139). Voorburg: Centraal Bureau voor de Statistiek.
  • Franses, P.H.B.F. (1997). Veelzijdigheid, auto's en precisie. In H.K. Dijk, R. Harkema, P. Kooiman & P.C. Schotman (Eds.), Kritisch & Constructief, 40 jaar grensverkenningen in de econometrie (NUGI, 681) (pp. 145-153). Rotterdam: EUR.
  • Franses, P.H.B.F., Ieperen, R.A. van, Menkveld, B., Martens, M. & Kofman, P. (1997). Volatility transmission and patterns in Bund futures. The Journal of Financial Research, 20, 459-482.
  • Boswijk, H.P. & Franses, P.H.B.F. (1997). Common persistence in nonlinear autoregressive models. (Econometric Institute 9702/A). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1997). Nonlinear error-correction models for interest rates in the Netherlands. (Econometric Institute 9704/A). : .
  • Franses, P.H.B.F. & Dijk, D.J.C. van (1997). Do we often find ARCH because of neglected outliers? (Econometric Institute 9706/A). : .
  • Eisinga, R., Franses, P.H.B.F. & Ooms, M. (1997). Convergence and persistence of left-right political orientations in the Netherlands 1978-1995. (Econometric Institute 9709/A). : .
  • Franses, P.H.B.F. & Taylor, A.M.R. (1997). Determining the order of differencing in seasonal time series processes. (Econometric Institute 9712/A). : .
  • Franses, P.H.B.F. & Hobijn, B. (1997). Critical values for unit root tests in seasonal time series. Applied Statistics. A Journal of the Royal Statistical Society, 24(1), 25-47.
  • Franses, P.H.B.F. & Ooms, M. (1997). A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117-126.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.
  • Franses, P.H.B.F. & McAleer, M.J. (1997). Testing nested and non-nested periodically integrated autoregressive models. Communications in Statistics. Part A. Theory and Methods, 26(6), 1461-1475.
  • Franses, P.H.B.F., Arino, M.A. & Hobijn, B. (1997). Are many current seasonally adjusted data downard biased. (Econometric Institute 9717/A). : .
  • Franses, P.H.B.F., Boswijk, H.P. & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80, 167-193.
  • Hobijn, B. & Franses, P.H.B.F. (1997). Asymptotically prefect and relative convergence of productivity. (Econometric Institute 9725/A). : .
  • Franses, P.H.B.F. & Veenstra, A.W. (1997). A co-integration approach to forecasting freight rates in the dry bulk shipping sector. Transportation Research. Part A, Policy and Practice, 31(6), 447-458.
  • Franses, P.H.B.F. & Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273-280.
  • Ooms, M. & Franses, P.H.B.F. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment. Journal of Business and Economic Statistics, 15(4), 470-481.
  • Eisinga, R., Franses, P.H.B.F. & Dijk, D.J.C. van (1997). Timing of vote decision in first and second order Dutch elections 1978-1995: evidence from artificical neural networks. (Econometric Institute 9733/A). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1997). Modelling multiple regimes in the business cycle. (Econometric Institute 9734/A). : .
  • Franses, P.H.B.F. & Kleibergen, F.R. (1997). Cointegration in multivariate periodic time series models. (Econometric Institute 9745/A). : .
  • Paap, R. & Franses, P.H.B.F. (1997). On trends and constants in periodic autoregressions. (Econometric Institute 9749/A). : .
  • Veenstra, A.W., Dijk, D.J.C. van & Franses, P.H.B.F. (1997). Partially linear additive modelling of ocean charter rates. (Chair of Maritime Economics 97-10). : .
  • Franses, P.H.B.F. & Breitung, J. (1997). Impulse response functions for periodic integration. Economics Letters, 55, 35-40.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.
  • Franses, P.H.B.F. & Boswijk, H.P. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics and probability letters, 30, 235-240.
  • Franses, P.H.B.F. & Lucas, A. (1996). Outlier robust cointegration analysis of Dutch interest rates. In ASA American Statistical Ass. (Ed.), Proceedings of the Business and Economic Statistics Section Journal of the American Statistical Association (pp. 106-109). USA: ASA.
  • Vorst, A.C.F. & Franses, P.H.B.F. (1996). Vijf jaar voor econometrie. Economisch-Statistische Berichten, 4059, 474-474.
  • Paap, R., Franses, P.H.B.F. & Hoek, H. (1996). Mean shifts, unit roots and forecasting seasonal time series. (Econometric Institute 9609/A). : .
  • Franses, P.H.B.F. & Paap, R. (1996). Does seasonal adjustment change inference from Markov switching models? (Econometric Institute 9615/A). : .
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (1996). Testing for smooth transition nonlinearity in the presence of outliers. (Econometric Institute 9622/A). : .
  • Franses, P.H.B.F. & Arino, M.A. (1996). The log transformation and models for seasonality: a case study of their impact on forecasting. (Econometric Institute 9631/A). : .
  • Franses, P.H.B.F., Kloek, T. & Lucas, A. (1996). Outlier robust analysis of market share and distribution relations for weekly scanning data. (Econometric Institute 9646/A). : .
  • Franses, P.H.B.F. & Koop, G. (1996). On the sensitivity of unit root inference to nonlinear data transformations. (Econometric Institute 9648/A). : .
  • Franses, P.H.B.F. & Swanson, N. (1996). Testing the adequacy of log versus level data transformations using macroeconomic time series. (Econometric Institute 9649/A). : .
  • Franses, P.H.B.F. & Homelen, P. van (1996). On forecasting exchange rates using neural networks. (Econometric Institute 9650/A). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1996). Testing for ARCH in the presence of additive outliers. (Econometric Institute 9659/A). : .
  • Kunst, R.M. & Franses, P.H.B.F. (1996). The impact of seasonal constants on forecasting seasonally cointegrated time series. (Econometric Institute 9666/A). : .
  • Franses, P.H.B.F. & Arino, M.A. (1996). Forecasting the levels of vector autoregressive log-transformed time series. (Econometric Institute 9669/A). : .
  • Franses, P.H.B.F. & Kawasaki, Y. (1996). A model selection approach to detect seasonal unit roots. (Econometric Institute 9670/A). : .
  • Franses, P.H.B.F. (1996). Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83-95.
  • Franses, P.H.B.F. & Kleibergen, F.R. (1996). Unit roots in the Nelson-Plosser data: do they matter for forecasting? International Journal of Forecasting, 12, 283-288.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1996). Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229-235.
  • Boswijk, H.P. & Franses, P.H.B.F. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17, 221-245.
  • Franses, P.H.B.F. (1996). Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298-345.
  • Franses, P.H.B.F. & Hobijn, B. (1996). Convergentie levensstandaard treedt niet op. Economisch-Statistische Berichten, 81, 10-12.
  • Franses, P.H.B.F. (1996). Periodicity and stochastic trends in economic time series. Oxford: Oxford University Press.
  • Franses, P.H.B.F. & Paap, R. (1996). Periodic integration: further results on model selection and forecasting. Statistische Hefte, 37, 33-52.
  • Eisinga, R. & Franses, P.H.B.F. (1996). Testing for convergence in left-right ideological positions. Quality and Quantity, 30, 345-359.
  • Franses, P.H.B.F. (1995). IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113-114.
  • Franses, P.H.B.F. & Ooms, M. (1995). A periodic long memory arfima (0,D_s,0) model for quarterly UK inflation. (Discussion Paper TI 9511/A). : .
  • Franses, P.H.B.F. & McAleer, M.J. (1995). Testing for unit roots and non-linear transformations. (Econometric Institute 9507/A). : .
  • Kleibergen, F.R. & Franses, P.H.B.F. (1995). Direct cointegration testing in periodic vector autoregressive models. (Discussion Paper TI 9518). : .
  • Franses, P.H.B.F. & Draisma, G. (1995). Recognizing changing seasonal patterns using artificial neural networks. (Discussion Paper TI 9514/A). : .
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1995). Bayesian analysis of seasonal unit roots and seasonal mean shifts. (Discussion Paper TI 9527/A). : .
  • Franses, P.H.B.F. & Vogelsang, T.J. (1995). Testing for seasonal unit roots in the presence of changing seasonal means. (Econometric Institute 9532/A). : .
  • Franses, P.H.B.F. & Hobijn, B. (1995). Convergence of living standards: an international analysis. (Discussion Paper TI 9534/A). : .
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1995). Empirical specification of nonlinear error-correction models. (Discussion Paper TI 9544/A). : .
  • Franses, P.H.B.F. & Paap, R. (1995). Modeling changing day-of-the-week seasonality in stock returns and volatility. (Discussion Paper TI 9556/A). : .
  • Franses, P.H.B.F. & Boswijk, H.P. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.
  • Franses, P.H.B.F. & Kloek, T. (1995). A periodic cointegration model of quarterly consumption. Applied Stochastic Models & Data Analysis, 11, 159-166.
  • Franses, P.H.B.F. & Kunst, R.M. (1995). On the role of seasonal intercepts in seasonal cointegration. (Reihe Ökonomie 15). Wien: Institut für Höhere Studien (IHS).
  • Breitung, J. & Franses, P.H.B.F. (1995). Impulse response functions for periodic integration. (Sonderforschungsbereich 373 Wirtschaftswissensch. Fak. 43). Berlin: Humboldt-Universität zu Berlin.
  • Veenstra, A.W. & Franses, P.H.B.F. (1995). Modelling and forecasting ocean freight rates. (Erasmus Centre for Transport and Logistics (ECTAL)). : .
  • Franses, P.H.B.F. (1995). Quarterly US unemployment: cycles, seasons and asymmetries. Empirical Economics (Heidelberg), 20, 717-725.
  • Franses, P.H.B.F. & Lucas, A. (1995). Outlier robust cointegration analysis. (Discussion Paper TI 9529/A). : .
  • Franses, P.H.B.F. & Paap, R. (1995). Moving average filters and periodic integration. Mathematics and Computers in Simulation, 39, 245-249.
  • Franses, P.H.B.F. (1995). The effects of seasonally adjusting a periodic autoregressive process. Computational Statistics & Data Analysis, 19, 683-704.
  • Franses, P.H.B.F. (1995). A vector of quarters representation for bivariate time series. Econometric Reviews, 14(1), 55-63.
  • Franses, P.H.B.F., Hylleberg, S. & Lee, H.S. (1995). Spurious deterministic seasonality. Economics Letters, 48, 249-256.
  • Franses, P.H.B.F. (1995). On periodic autoregressions and structural breaks in seasonal time series. EnvironMetrics, 6, 451-455.
  • Franses, P.H.B.F. & Boswijk, H.P. (1995). Periodic cointegration: representation and inference. The Review of Economics and Statistics, LXXVII(3), 436-454.
  • Franses, P.H.B.F. & Paap, R. (1995). Seasonality and stochastic trends in German consumption and income. Empirical Economics (Heidelberg), 20, 109-132.
  • Franses, P.H.B.F. (1995). A differencing test. Econometric Reviews, 14(2), 183-193.
  • Franses, P.H.B.F. (1994). Long-range forecasts in marketing. Tijdschrift voor Marketing.
  • Franses, P.H.B.F. & Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12, 471-478.
  • Franses, P.H.B.F. (1994). On periodic autoregressions and structural breaks in seasonal time series. EnvironMetrics.
  • Franses, P.H.B.F. & Paap, R. (1994). Moving average filters and periodic integration. Mathematics and Computers in Simulation.
  • Franses, P.H.B.F. (1994). Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing.
  • Franses, P.H.B.F. (1994). Fitting a Gompertz curve. The Journal of the Operational Research Society, 45, 109-113.
  • Franses, P.H.B.F. & Paap, R. (1994). Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421-439.
  • Franses, P.H.B.F. (1994). A method to select between Gompertz and logistic trend curves. Technological Forecasting and Social Change, 46, 45-49.
  • Franses, P.H.B.F. (1994). Gompertz curves with seasonality. Technological Forecasting and Social Change, 45, 287-297.
  • Franses, P.H.B.F. (1994). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133-151.
  • Franses, P.H.B.F., Kofman, P. & Moser, J. (1994). GARCH effects on a test of cointegration. Review of Quantitative Finance and Accounting, 4, 19-26.
  • Franses, P.H.B.F. (1994). Nonlinearity and forecasting aspects of periodically integrated autoregressions. In J. Grasman & G. van Straten (Eds.), Predictability and nonlinear modelling in natural sciences and economics (pp. 312-321). Dordrecht: Kluwer.
  • Legerstee, R. & Franses, P.H.B.F. (2013). Do Experts' SKU Forecasts Improve after Feedback? (EI reprint serie EI-1611). Rotterdam: Econometric Institute.
  • Legerstee, R. & Franses, P.H.B.F. (2013). Do Experts' SKU Forecasts Improve after Feedback. Journal of Forecasting, 33, 69-79.
  • Van Diepen, Merel, Donkers, B. & Franses, P.H.B.F. (2011). Stijgen de inkomsten van goede doelen als ze vaker om een gift vragen? Inzichten van een veldexperiment. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2011(5), 81-96.
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  • Diepen, M. van, Donkers, B. & Franses, P.H.B.F. (2006). Dynamic and Competitive Effects of Direct Mailings. (ERIM Report Series 050-MKT). 3000 DR Rotterdam: ERIM.
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  • Franses, P.H.B.F. (2008). Professor Gopal Kanji's retirement as editor of Journal of Applied Statistics (editorial). Journal of Applied Statistics, 35(1), 5-5.
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  • Hoornweg, V. & Franses, P.H.B.F. (2013). Some Tools for Robustifying Econometric Analyses.
  • Bruijn, L.P. de & Franses, P.H.B.F. (2013). Stochastic levels and duration dependence in US unemployment.
  • Bruijn, L.P. de, Segers, R. & Franses, P.H.B.F. (2013). A novel approach to measuring consumer confidence.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2010). Analyzing Preference Rankings when There Are Too Many Alternatives. In A. Fink, B. Lausen, W. Seidel & A. Ultsch (Eds.), Advances in Data Analysis, Data Handling and Business Intelligence (pp. 553-562). Berlin Heidelberg: Springer.
  • Damme, E.E.C. van, Fase, M.M.G., Franses, P.H.B.F., Theeuwes, J.J.M. & Swank, J. (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, 157, 267-269.