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Franses, Philip Hans

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Author ID: franses.philip-hans Recent zbMATH articles by "Franses, Philip Hans"
Published as: Franses, Philip Hans; Hans Franses, Philip; Franses, P. H.

Publications by Year

Citations contained in zbMATH Open

45 Publications have been cited 380 times in 315 Documents Cited by Year
Smooth transition autoregressive models – a survey of recent developments. Zbl 1070.91047
van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans
68
2002
Periodicity and stochastic trends in economic time series. Zbl 0868.62088
Franses, Philip Hans
39
1996
Periodic time series models. Zbl 1058.62112
Franses, Philip Hans; Paap, Richard
36
2004
A multivariate approach to modeling univariate seasonal time series. Zbl 0825.62679
Franses, Philip Hans
23
1994
Unit roots in periodic autoregressions. Zbl 0854.62082
Boswijk, H. Peter; Franses, Philip Hans
19
1996
A nonlinear long memory model, with an application to US unemployment. Zbl 1040.62111
van Dijk, Dick; Franses, Philip Hans; Paap, Richard
19
2002
Generalizations of the KPSS-test for stationarity. Zbl 1061.62136
Hobijn, Bart; Franses, Philip Hans; Ooms, Marius
17
2004
Fitting a Gompertz curve. Zbl 0800.62815
Franses, Philip Hans
13
1994
Modeling multiple regimes in the business cycle. Zbl 1037.91578
van Dijk, Dick; Franses, Philip Hans
12
1999
A generalized dynamic conditional correlation model: Simulation and application to many assets. Zbl 1172.62036
Hafner, Christian M.; Franses, Philip Hans
10
2009
Nonlinear error-correction models for interest rates in the Netherlands. Zbl 1109.62359
van Dijk, Dick; Franses, Philip Hans
9
2000
Testing for common deterministic trend slopes. Zbl 1336.62067
Vogelsang, Timothy J.; Franses, Philip Hans
9
2005
A note on monitoring time-varying parameters in an autoregression. Zbl 1433.62246
Carsoule, Frédéric; Franses, Philip Hans
9
2003
Testing for unit roots and nonlinear transformations. Zbl 0944.62078
Franses, Philip Hans; McAleer, Michael
8
1998
Outlier robust analysis of long-run marketing effects for weekly scanning data. Zbl 0958.62114
Franses, Philip Hans; Kloek, Teun; Lucas, André
7
1999
On the sensitivity of unit root inference to nonlinear data transformations. Zbl 0906.90034
Franses, Philip Hans; Koop, Gary
6
1998
Recognizing changing seasonal patterns using artificial neural networks. Zbl 0904.62133
Franses, Philip Hans; Draisma, Gerrit
6
1997
Multivariate star analysis of money-output relationship. Zbl 1001.91076
Rothman, Philip; van Dijk, Dick; Franses, Philip Hans
5
2001
Testing for periodic integration. Zbl 0879.90056
Boswijk, H. Peter; Franses, Philip Hans
5
1995
Multiple unit roots in periodic autoregression. Zbl 0885.62099
Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels
5
1997
Semi-parametric modelling of correlation dynamics. Zbl 1190.91155
Hafner, Christian M.; van Dijk, Dick; Franses, Philip Hans
4
2006
Moving average filters and unit roots. Zbl 0850.62877
Franses, Philip Hans
4
1991
A periodic cointegration model of quarterly consumption. Zbl 0822.62099
Franses, Philip Hans; Kloek, Teun
3
1995
Do experts’ adjustments on model-based SKU-level forecasts improve forecast quality? Zbl 1204.91090
Franses, Philip Hans; Legerstee, Rianne
3
2010
Forecasting power-transformed time series data. Zbl 0940.62085
De Bruin, Paul; Franses, Philip Hans
3
1999
A method to select between periodic cointegration and seasonal cointegration. Zbl 0800.90219
Franses, Philip Hans
3
1993
Spurious deterministic seasonality. Zbl 0900.90181
Franses, Philip Hans; Hylleberg, Svend; Lee, Hahn S.
3
1995
The effects of seasonally adjusting a periodic autoregressive process. Zbl 0875.62410
Franses, Philip Hans
3
1995
Bayesian analysis of seasonal unit roots and seasonal mean shifts. Zbl 0880.62118
Franses, Philip Hans; Hoek, Henk; Paap, Richard
3
1997
Absorption of shocks in nonlinear autoregressive models. Zbl 1162.62409
van Dijk, Dick; Franses, Philip Hans; Boswijk, H. Peter
3
2007
Modeling the diffusion of scientific publications. Zbl 1418.62559
Fok, Dennis; Franses, Philip Hans
3
2007
Periodic integration: Further results on model selection and forecasting. Zbl 0845.62067
Franses, Philip Hans; Paap, Richard
2
1996
Determining the order of differencing in seasonal time series processes. Zbl 0970.91062
Franses, Philip Hans; Taylor, A. M. Robert
2
2000
On trends and constants in periodic autoregressions. Zbl 1063.62575
Paap, Richard; Franses, Philip Hans
2
1999
On modeling panels of time series. Zbl 1108.62088
Franses, Philip Hans
2
2006
Modeling dynamic effects of promotion on interpurchase times. Zbl 1254.91585
Fok, Dennis; Paap, Richard; Franses, Philip Hans
2
2012
An empirical study of cash payments. Zbl 1090.62567
Kippers, Jeanine; van Nierop, Erjen; Paap, Richard; Franses, Philip Hans
2
2003
A differencing test. Zbl 0825.62674
Franses, Philip Hans
1
1995
The effect of rounding on payment efficiency. Zbl 1452.62881
Bijwaard, Govert E.; Franses, Philip Hans
1
2009
On data transformations and evidence of nonlinearity. Zbl 1180.62004
Franses, Philip Hans; de Bruin, Paul
1
2002
Testing nested and non-nested periodically integrated autoregressive models. Zbl 0920.62107
Franses, Philip Hans; McAleer, Michael
1
1997
Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087
Franses, Philip Hans; Hobijn, Bart
1
1998
Forecasting with periodic autoregressive time-series models. 1st paperback ed. Zbl 1180.91229
Franses, Philip Hans; Paap, Richard
1
2004
The use of dummy variables in consumption models. Zbl 0718.62287
Broersma, Lourens; Franses, Philip Hans
1
1990
On the econometrics of the geometric lag model. Zbl 1255.91329
Franses, Philip Hans; Van Oest, Rutger
1
2007
Modeling dynamic effects of promotion on interpurchase times. Zbl 1254.91585
Fok, Dennis; Paap, Richard; Franses, Philip Hans
2
2012
Do experts’ adjustments on model-based SKU-level forecasts improve forecast quality? Zbl 1204.91090
Franses, Philip Hans; Legerstee, Rianne
3
2010
A generalized dynamic conditional correlation model: Simulation and application to many assets. Zbl 1172.62036
Hafner, Christian M.; Franses, Philip Hans
10
2009
The effect of rounding on payment efficiency. Zbl 1452.62881
Bijwaard, Govert E.; Franses, Philip Hans
1
2009
Absorption of shocks in nonlinear autoregressive models. Zbl 1162.62409
van Dijk, Dick; Franses, Philip Hans; Boswijk, H. Peter
3
2007
Modeling the diffusion of scientific publications. Zbl 1418.62559
Fok, Dennis; Franses, Philip Hans
3
2007
On the econometrics of the geometric lag model. Zbl 1255.91329
Franses, Philip Hans; Van Oest, Rutger
1
2007
Semi-parametric modelling of correlation dynamics. Zbl 1190.91155
Hafner, Christian M.; van Dijk, Dick; Franses, Philip Hans
4
2006
On modeling panels of time series. Zbl 1108.62088
Franses, Philip Hans
2
2006
Testing for common deterministic trend slopes. Zbl 1336.62067
Vogelsang, Timothy J.; Franses, Philip Hans
9
2005
Periodic time series models. Zbl 1058.62112
Franses, Philip Hans; Paap, Richard
36
2004
Generalizations of the KPSS-test for stationarity. Zbl 1061.62136
Hobijn, Bart; Franses, Philip Hans; Ooms, Marius
17
2004
Forecasting with periodic autoregressive time-series models. 1st paperback ed. Zbl 1180.91229
Franses, Philip Hans; Paap, Richard
1
2004
A note on monitoring time-varying parameters in an autoregression. Zbl 1433.62246
Carsoule, Frédéric; Franses, Philip Hans
9
2003
An empirical study of cash payments. Zbl 1090.62567
Kippers, Jeanine; van Nierop, Erjen; Paap, Richard; Franses, Philip Hans
2
2003
Smooth transition autoregressive models – a survey of recent developments. Zbl 1070.91047
van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans
68
2002
A nonlinear long memory model, with an application to US unemployment. Zbl 1040.62111
van Dijk, Dick; Franses, Philip Hans; Paap, Richard
19
2002
On data transformations and evidence of nonlinearity. Zbl 1180.62004
Franses, Philip Hans; de Bruin, Paul
1
2002
Multivariate star analysis of money-output relationship. Zbl 1001.91076
Rothman, Philip; van Dijk, Dick; Franses, Philip Hans
5
2001
Nonlinear error-correction models for interest rates in the Netherlands. Zbl 1109.62359
van Dijk, Dick; Franses, Philip Hans
9
2000
Determining the order of differencing in seasonal time series processes. Zbl 0970.91062
Franses, Philip Hans; Taylor, A. M. Robert
2
2000
Modeling multiple regimes in the business cycle. Zbl 1037.91578
van Dijk, Dick; Franses, Philip Hans
12
1999
Outlier robust analysis of long-run marketing effects for weekly scanning data. Zbl 0958.62114
Franses, Philip Hans; Kloek, Teun; Lucas, André
7
1999
Forecasting power-transformed time series data. Zbl 0940.62085
De Bruin, Paul; Franses, Philip Hans
3
1999
On trends and constants in periodic autoregressions. Zbl 1063.62575
Paap, Richard; Franses, Philip Hans
2
1999
Testing for unit roots and nonlinear transformations. Zbl 0944.62078
Franses, Philip Hans; McAleer, Michael
8
1998
On the sensitivity of unit root inference to nonlinear data transformations. Zbl 0906.90034
Franses, Philip Hans; Koop, Gary
6
1998
Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087
Franses, Philip Hans; Hobijn, Bart
1
1998
Recognizing changing seasonal patterns using artificial neural networks. Zbl 0904.62133
Franses, Philip Hans; Draisma, Gerrit
6
1997
Multiple unit roots in periodic autoregression. Zbl 0885.62099
Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels
5
1997
Bayesian analysis of seasonal unit roots and seasonal mean shifts. Zbl 0880.62118
Franses, Philip Hans; Hoek, Henk; Paap, Richard
3
1997
Testing nested and non-nested periodically integrated autoregressive models. Zbl 0920.62107
Franses, Philip Hans; McAleer, Michael
1
1997
Periodicity and stochastic trends in economic time series. Zbl 0868.62088
Franses, Philip Hans
39
1996
Unit roots in periodic autoregressions. Zbl 0854.62082
Boswijk, H. Peter; Franses, Philip Hans
19
1996
Periodic integration: Further results on model selection and forecasting. Zbl 0845.62067
Franses, Philip Hans; Paap, Richard
2
1996
Testing for periodic integration. Zbl 0879.90056
Boswijk, H. Peter; Franses, Philip Hans
5
1995
A periodic cointegration model of quarterly consumption. Zbl 0822.62099
Franses, Philip Hans; Kloek, Teun
3
1995
Spurious deterministic seasonality. Zbl 0900.90181
Franses, Philip Hans; Hylleberg, Svend; Lee, Hahn S.
3
1995
The effects of seasonally adjusting a periodic autoregressive process. Zbl 0875.62410
Franses, Philip Hans
3
1995
A differencing test. Zbl 0825.62674
Franses, Philip Hans
1
1995
A multivariate approach to modeling univariate seasonal time series. Zbl 0825.62679
Franses, Philip Hans
23
1994
Fitting a Gompertz curve. Zbl 0800.62815
Franses, Philip Hans
13
1994
A method to select between periodic cointegration and seasonal cointegration. Zbl 0800.90219
Franses, Philip Hans
3
1993
Moving average filters and unit roots. Zbl 0850.62877
Franses, Philip Hans
4
1991
The use of dummy variables in consumption models. Zbl 0718.62287
Broersma, Lourens; Franses, Philip Hans
1
1990
all top 5

Cited by 453 Authors

25 Franses, Philip Hans
8 Medeiros, Marcelo C.
7 del Barrio Castro, Tomas
7 McAleer, Michael
7 Osborn, Denise R.
7 Taylor, A. M. Robert
7 van Dijk, Dick
6 Aknouche, Abdelhakim
6 Boswijk, H. Peter
5 Rodrigues, Paulo M. M.
5 Ursu, Eugen
4 Chen, Cathy W. S.
4 Duchesne, Pierre
4 Guerbyenne, Hafida
4 Kapetanios, George
4 Maki, Daiki
4 Nematollahi, A. R.
4 Sibbertsen, Philipp
4 Soltani, Ahmad Reza
4 Swanson, Norman Rasmus
3 Battaglia, Francesco Paolo
3 Bibi, Abdelouahab
3 Boutahar, Mohamed
3 Cucina, Domenico
3 Granger, Clive William John
3 Guégan, Dominique
3 Kiliç, Rehim
3 Koopman, Siem Jan
3 Mahmoudi, Mohammad Reza
3 Paap, Richard
3 Saikkonen, Pentti
3 Xu, Keli
3 Zhang, Lingxiang
2 Abd-Elmougod, Gamal A.
2 Amsler, Christine
2 Anderson, Paul L.
2 Ben Nasr, Adnen
2 Benítez, José Manuel
2 Bentarzi, Mohamed
2 Boshnakov, Georgi N.
2 Caporale, Guglielmo Maria
2 Caporin, Massimiliano
2 Corradi, Valentina
2 da Silva Lopes, Artur C. B.
2 Dellaportas, Petros
2 Dueker, Michael J.
2 Dufrénot, Gilles
2 Gil-Alana, Luis Alberiko
2 Guidolin, Massimo
2 Guo, Pengjiang
2 Haldrup, Niels
2 Hamdi, Fayçal
2 Heydari, Mohammadhossein
2 Hillebrand, Eric
2 Hu, Hongchang
2 Hung, Wenliang
2 Hylleberg, Svend
2 Jawadi, Fredj
2 Kloek, Teun
2 Koop, Gary
2 Kralik, Gordana
2 Kurozumi, Eiji
2 Lee, Hahn Shik
2 Lévy-Leduc, Céline
2 Leybourne, Stephen J.
2 Linton, Oliver Bruce
2 Manouchehri, T.
2 Meerschaert, Mark Marvin
2 Meitz, Mika
2 Meligkotsidou, Loukia
2 Nur, Darfiana
2 Ooms, Marius
2 Orlov, Alexei G.
2 Pedio, Manuela
2 Peguin-Feissolle, Anne
2 Pereau, Jean-Christophe
2 Psaradakis, Zacharias
2 Qi, Min
2 Reznikova, Olga
2 Rizzo, Manuel
2 Roy, Roch
2 Saart, Patrick W.
2 Saidi, Abdessamad
2 Scitovski, Rudolf
2 Seo, Myunghwan
2 Shin, Dongwan
2 Shin, Key-Il
2 Shin, Yongcheol
2 Slottje, Daniel J.
2 Smith, Richard J.
2 Sola, Martin
2 Soliman, Ahmed Abo-Elmagd
2 Spagnolo, Fabio
2 Syntetos, Aris A.
2 Teräsvirta, Timo
2 Tsai, Chih-Hui
2 Xia, Zhiming
2 Yu, Philip Leung Ho
2 Zhang, Guoqiang Peter
2 Zhao, Wenzhi
...and 353 more Authors
all top 5

Cited in 75 Serials

49 Journal of Econometrics
24 Economics Letters
23 Journal of Time Series Analysis
22 Econometric Reviews
18 Computational Statistics and Data Analysis
11 Journal of Statistical Computation and Simulation
11 Econometric Theory
10 Statistics & Probability Letters
10 Communications in Statistics. Theory and Methods
7 Journal of Economic Dynamics & Control
7 European Journal of Operational Research
6 The Econometrics Journal
5 Journal of Statistical Planning and Inference
5 Computational Statistics
5 Communications in Statistics. Simulation and Computation
5 Computational Economics
5 Statistical Papers
5 Statistics and Computing
4 Mathematics and Computers in Simulation
4 Quantitative Finance
3 Journal of Multivariate Analysis
3 Annals of Operations Research
3 Journal of Applied Statistics
3 Statistical Inference for Stochastic Processes
3 Statistical Methods and Applications
3 Journal of Time Series Econometrics
2 Fuzzy Sets and Systems
2 Statistica Neerlandica
2 Computers & Operations Research
2 Applied Mathematical Modelling
2 Mathematical Problems in Engineering
2 Electronic Journal of Statistics
2 Science China. Mathematics
2 Journal of Probability and Statistics
2 Cogent Mathematics & Statistics
1 Indian Journal of Pure & Applied Mathematics
1 Scandinavian Journal of Statistics
1 Bulletin of Mathematical Biology
1 Applied Mathematics and Computation
1 Biometrics
1 International Economic Review
1 Journal of Computational and Applied Mathematics
1 Journal of Mathematical Economics
1 Kybernetika
1 Insurance Mathematics & Economics
1 Statistics
1 Statistical Science
1 Signal Processing
1 Linear Algebra and its Applications
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Journal of Nonparametric Statistics
1 Studies in Nonlinear Dynamics and Econometrics
1 Chaos
1 Far East Journal of Theoretical Statistics
1 Macroeconomic Dynamics
1 Communications in Nonlinear Science and Numerical Simulation
1 CEJOR. Central European Journal of Operations Research
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 AStA. Allgemeines Statistisches Archiv
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 North American Actuarial Journal
1 Computational Management Science
1 Iranian Journal of Fuzzy Systems
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Advances in Data Analysis and Classification. ADAC
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Operations Research and Decisions
1 Bayesian Analysis
1 Journal of Mathematics
1 Mathematica Applicanda
1 Journal of Econometric Methods

Citations by Year