Edit Profile (opens in new tab) Franses, Philip Hans Compute Distance To: Compute Author ID: franses.philip-hans Published as: Franses, Philip Hans; Hans Franses, Philip; Franses, P. H. more...less Documents Indexed: 73 Publications since 1989, including 3 Books 3 Contributions as Editor Co-Authors: 47 Co-Authors with 58 Joint Publications 454 Co-Co-Authors all top 5 Co-Authors 18 single-authored 9 Paap, Richard 8 van Dijk, Dick 6 Boswijk, H. Peter 4 Fok, Dennis 3 De Bruin, Paul T. 3 McAleer, Michael 3 Teräsvirta, Timo 2 Hafner, Christian Matthias 2 Hobijn, Bart 2 Kloek, Teun 2 Legerstee, Rianne 2 van Nierop, Erjen 1 Bijwaard, Govert E. 1 Bioch, Jan C. 1 Breitung, Jorg 1 Broersma, Lourens 1 Carsoule, Frédéric 1 Chang, Chialin 1 de Groot, Bert 1 Dekker, David M. T. 1 Draisma, Gerrit 1 Eisinga, Rob 1 Gresnigt, Francine 1 Groenen, Patrick J. F. 1 Haldrup, Niels 1 Hoek, Henk 1 Hylleberg, Svend 1 Kawasaki, Yoshinori 1 Kippers, Jeanine 1 Kluitman, Roy 1 Kole, Erik 1 Koop, Gary 1 Krackhardt, David 1 Lee, Hahn Shik 1 Lucas, André 1 Montgomery, Alan L. 1 Nalbantov, Georgi I. 1 Ooms, Marius 1 Pelzer, Ben 1 Rodrigues, Paulo M. M. 1 Rothman, Philip 1 Taylor, A. M. Robert 1 van Dijk, Herman K. 1 van Griensven, Kasper 1 van Oest, Rutger D. 1 Vogelsang, Timothy J. 1 Vroomen, Björn all top 5 Serials 11 Journal of Econometrics 8 Economics Letters 7 Econometric Reviews 7 Computational Statistics and Data Analysis 6 Statistica Neerlandica 4 Journal of Applied Statistics 4 Macroeconomic Dynamics 2 Mathematics and Computers in Simulation 2 Journal of Time Series Analysis 2 Applied Stochastic Models and Data Analysis 2 Studies in Nonlinear Dynamics and Econometrics 2 Journal of Forecasting 2 Advanced Texts in Econometrics 1 Metrika 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 The Journal of Mathematical Sociology 1 Journal of the Operational Research Society 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Statistical Papers 1 Applied Mathematical Finance 1 The Econometrics Journal 1 Advances in Econometrics all top 5 Fields 61 Statistics (62-XX) 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications 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 1070.91047van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans 68 2002 Periodicity and stochastic trends in economic time series. Zbl 0868.62088Franses, Philip Hans 39 1996 Periodic time series models. Zbl 1058.62112Franses, Philip Hans; Paap, Richard 36 2004 A multivariate approach to modeling univariate seasonal time series. Zbl 0825.62679Franses, Philip Hans 23 1994 Unit roots in periodic autoregressions. Zbl 0854.62082Boswijk, H. Peter; Franses, Philip Hans 19 1996 A nonlinear long memory model, with an application to US unemployment. Zbl 1040.62111van Dijk, Dick; Franses, Philip Hans; Paap, Richard 19 2002 Generalizations of the KPSS-test for stationarity. Zbl 1061.62136Hobijn, Bart; Franses, Philip Hans; Ooms, Marius 17 2004 Fitting a Gompertz curve. Zbl 0800.62815Franses, Philip Hans 13 1994 Modeling multiple regimes in the business cycle. Zbl 1037.91578van Dijk, Dick; Franses, Philip Hans 12 1999 A generalized dynamic conditional correlation model: Simulation and application to many assets. Zbl 1172.62036Hafner, Christian M.; Franses, Philip Hans 10 2009 Nonlinear error-correction models for interest rates in the Netherlands. Zbl 1109.62359van Dijk, Dick; Franses, Philip Hans 9 2000 Testing for common deterministic trend slopes. Zbl 1336.62067Vogelsang, Timothy J.; Franses, Philip Hans 9 2005 A note on monitoring time-varying parameters in an autoregression. Zbl 1433.62246Carsoule, Frédéric; Franses, Philip Hans 9 2003 Testing for unit roots and nonlinear transformations. Zbl 0944.62078Franses, Philip Hans; McAleer, Michael 8 1998 Outlier robust analysis of long-run marketing effects for weekly scanning data. Zbl 0958.62114Franses, Philip Hans; Kloek, Teun; Lucas, André 7 1999 On the sensitivity of unit root inference to nonlinear data transformations. Zbl 0906.90034Franses, Philip Hans; Koop, Gary 6 1998 Recognizing changing seasonal patterns using artificial neural networks. Zbl 0904.62133Franses, Philip Hans; Draisma, Gerrit 6 1997 Multivariate star analysis of money-output relationship. Zbl 1001.91076Rothman, Philip; van Dijk, Dick; Franses, Philip Hans 5 2001 Testing for periodic integration. Zbl 0879.90056Boswijk, H. Peter; Franses, Philip Hans 5 1995 Multiple unit roots in periodic autoregression. Zbl 0885.62099Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels 5 1997 Semi-parametric modelling of correlation dynamics. Zbl 1190.91155Hafner, Christian M.; van Dijk, Dick; Franses, Philip Hans 4 2006 Moving average filters and unit roots. Zbl 0850.62877Franses, Philip Hans 4 1991 A periodic cointegration model of quarterly consumption. Zbl 0822.62099Franses, Philip Hans; Kloek, Teun 3 1995 Do experts’ adjustments on model-based SKU-level forecasts improve forecast quality? Zbl 1204.91090Franses, Philip Hans; Legerstee, Rianne 3 2010 Forecasting power-transformed time series data. Zbl 0940.62085De Bruin, Paul; Franses, Philip Hans 3 1999 A method to select between periodic cointegration and seasonal cointegration. Zbl 0800.90219Franses, Philip Hans 3 1993 Spurious deterministic seasonality. Zbl 0900.90181Franses, Philip Hans; Hylleberg, Svend; Lee, Hahn S. 3 1995 The effects of seasonally adjusting a periodic autoregressive process. Zbl 0875.62410Franses, Philip Hans 3 1995 Bayesian analysis of seasonal unit roots and seasonal mean shifts. Zbl 0880.62118Franses, Philip Hans; Hoek, Henk; Paap, Richard 3 1997 Absorption of shocks in nonlinear autoregressive models. Zbl 1162.62409van Dijk, Dick; Franses, Philip Hans; Boswijk, H. Peter 3 2007 Modeling the diffusion of scientific publications. Zbl 1418.62559Fok, Dennis; Franses, Philip Hans 3 2007 Periodic integration: Further results on model selection and forecasting. Zbl 0845.62067Franses, Philip Hans; Paap, Richard 2 1996 Determining the order of differencing in seasonal time series processes. Zbl 0970.91062Franses, Philip Hans; Taylor, A. M. Robert 2 2000 On trends and constants in periodic autoregressions. Zbl 1063.62575Paap, Richard; Franses, Philip Hans 2 1999 On modeling panels of time series. Zbl 1108.62088Franses, Philip Hans 2 2006 Modeling dynamic effects of promotion on interpurchase times. Zbl 1254.91585Fok, Dennis; Paap, Richard; Franses, Philip Hans 2 2012 An empirical study of cash payments. Zbl 1090.62567Kippers, Jeanine; van Nierop, Erjen; Paap, Richard; Franses, Philip Hans 2 2003 A differencing test. Zbl 0825.62674Franses, Philip Hans 1 1995 The effect of rounding on payment efficiency. Zbl 1452.62881Bijwaard, Govert E.; Franses, Philip Hans 1 2009 On data transformations and evidence of nonlinearity. Zbl 1180.62004Franses, Philip Hans; de Bruin, Paul 1 2002 Testing nested and non-nested periodically integrated autoregressive models. Zbl 0920.62107Franses, Philip Hans; McAleer, Michael 1 1997 Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087Franses, Philip Hans; Hobijn, Bart 1 1998 Forecasting with periodic autoregressive time-series models. 1st paperback ed. Zbl 1180.91229Franses, Philip Hans; Paap, Richard 1 2004 The use of dummy variables in consumption models. Zbl 0718.62287Broersma, Lourens; Franses, Philip Hans 1 1990 On the econometrics of the geometric lag model. Zbl 1255.91329Franses, Philip Hans; Van Oest, Rutger 1 2007 Modeling dynamic effects of promotion on interpurchase times. Zbl 1254.91585Fok, Dennis; Paap, Richard; Franses, Philip Hans 2 2012 Do experts’ adjustments on model-based SKU-level forecasts improve forecast quality? Zbl 1204.91090Franses, Philip Hans; Legerstee, Rianne 3 2010 A generalized dynamic conditional correlation model: Simulation and application to many assets. Zbl 1172.62036Hafner, Christian M.; Franses, Philip Hans 10 2009 The effect of rounding on payment efficiency. Zbl 1452.62881Bijwaard, Govert E.; Franses, Philip Hans 1 2009 Absorption of shocks in nonlinear autoregressive models. Zbl 1162.62409van Dijk, Dick; Franses, Philip Hans; Boswijk, H. Peter 3 2007 Modeling the diffusion of scientific publications. Zbl 1418.62559Fok, Dennis; Franses, Philip Hans 3 2007 On the econometrics of the geometric lag model. Zbl 1255.91329Franses, Philip Hans; Van Oest, Rutger 1 2007 Semi-parametric modelling of correlation dynamics. Zbl 1190.91155Hafner, Christian M.; van Dijk, Dick; Franses, Philip Hans 4 2006 On modeling panels of time series. Zbl 1108.62088Franses, Philip Hans 2 2006 Testing for common deterministic trend slopes. Zbl 1336.62067Vogelsang, Timothy J.; Franses, Philip Hans 9 2005 Periodic time series models. Zbl 1058.62112Franses, Philip Hans; Paap, Richard 36 2004 Generalizations of the KPSS-test for stationarity. Zbl 1061.62136Hobijn, Bart; Franses, Philip Hans; Ooms, Marius 17 2004 Forecasting with periodic autoregressive time-series models. 1st paperback ed. Zbl 1180.91229Franses, Philip Hans; Paap, Richard 1 2004 A note on monitoring time-varying parameters in an autoregression. Zbl 1433.62246Carsoule, Frédéric; Franses, Philip Hans 9 2003 An empirical study of cash payments. Zbl 1090.62567Kippers, Jeanine; van Nierop, Erjen; Paap, Richard; Franses, Philip Hans 2 2003 Smooth transition autoregressive models – a survey of recent developments. Zbl 1070.91047van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans 68 2002 A nonlinear long memory model, with an application to US unemployment. Zbl 1040.62111van Dijk, Dick; Franses, Philip Hans; Paap, Richard 19 2002 On data transformations and evidence of nonlinearity. Zbl 1180.62004Franses, Philip Hans; de Bruin, Paul 1 2002 Multivariate star analysis of money-output relationship. Zbl 1001.91076Rothman, Philip; van Dijk, Dick; Franses, Philip Hans 5 2001 Nonlinear error-correction models for interest rates in the Netherlands. Zbl 1109.62359van Dijk, Dick; Franses, Philip Hans 9 2000 Determining the order of differencing in seasonal time series processes. Zbl 0970.91062Franses, Philip Hans; Taylor, A. M. Robert 2 2000 Modeling multiple regimes in the business cycle. Zbl 1037.91578van Dijk, Dick; Franses, Philip Hans 12 1999 Outlier robust analysis of long-run marketing effects for weekly scanning data. Zbl 0958.62114Franses, Philip Hans; Kloek, Teun; Lucas, André 7 1999 Forecasting power-transformed time series data. Zbl 0940.62085De Bruin, Paul; Franses, Philip Hans 3 1999 On trends and constants in periodic autoregressions. Zbl 1063.62575Paap, Richard; Franses, Philip Hans 2 1999 Testing for unit roots and nonlinear transformations. Zbl 0944.62078Franses, Philip Hans; McAleer, Michael 8 1998 On the sensitivity of unit root inference to nonlinear data transformations. Zbl 0906.90034Franses, Philip Hans; Koop, Gary 6 1998 Increasing seasonal variation; unit roots versus shifts in mean and trend. Zbl 0922.62087Franses, Philip Hans; Hobijn, Bart 1 1998 Recognizing changing seasonal patterns using artificial neural networks. Zbl 0904.62133Franses, Philip Hans; Draisma, Gerrit 6 1997 Multiple unit roots in periodic autoregression. Zbl 0885.62099Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels 5 1997 Bayesian analysis of seasonal unit roots and seasonal mean shifts. Zbl 0880.62118Franses, Philip Hans; Hoek, Henk; Paap, Richard 3 1997 Testing nested and non-nested periodically integrated autoregressive models. Zbl 0920.62107Franses, Philip Hans; McAleer, Michael 1 1997 Periodicity and stochastic trends in economic time series. Zbl 0868.62088Franses, Philip Hans 39 1996 Unit roots in periodic autoregressions. Zbl 0854.62082Boswijk, H. Peter; Franses, Philip Hans 19 1996 Periodic integration: Further results on model selection and forecasting. Zbl 0845.62067Franses, Philip Hans; Paap, Richard 2 1996 Testing for periodic integration. Zbl 0879.90056Boswijk, H. Peter; Franses, Philip Hans 5 1995 A periodic cointegration model of quarterly consumption. Zbl 0822.62099Franses, Philip Hans; Kloek, Teun 3 1995 Spurious deterministic seasonality. Zbl 0900.90181Franses, Philip Hans; Hylleberg, Svend; Lee, Hahn S. 3 1995 The effects of seasonally adjusting a periodic autoregressive process. Zbl 0875.62410Franses, Philip Hans 3 1995 A differencing test. Zbl 0825.62674Franses, Philip Hans 1 1995 A multivariate approach to modeling univariate seasonal time series. Zbl 0825.62679Franses, Philip Hans 23 1994 Fitting a Gompertz curve. Zbl 0800.62815Franses, Philip Hans 13 1994 A method to select between periodic cointegration and seasonal cointegration. Zbl 0800.90219Franses, Philip Hans 3 1993 Moving average filters and unit roots. Zbl 0850.62877Franses, Philip Hans 4 1991 The use of dummy variables in consumption models. Zbl 0718.62287Broersma, Lourens; Franses, Philip Hans 1 1990 all cited Publications top 5 cited Publications 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 all top 5 Cited in 13 Fields 273 Statistics (62-XX) 90 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Numerical analysis (65-XX) 20 Probability theory and stochastic processes (60-XX) 17 Operations research, mathematical programming (90-XX) 7 Dynamical systems and ergodic theory (37-XX) 4 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Citations by Year