Philip Hans Franses

Economics and Econometrics · 1992–2020

A researcher in the Science corpus: 25 papers; trusts 40 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 283 citations into it; #3,564 of 23,481 by trust here, #2,950 by citations
• Management Science and Operations Research — 212 citations into it; #4,231 of 11,946 by trust here, #2,957 by citations
• Finance — 143 citations into it; #4,704 of 10,518 by trust here, #5,523 by citations
• Statistics and Probability — 106 citations into it; #11,190 of 12,932 by trust here, #8,740 by citations
• Marketing — 38 citations into it; #4,993 of 6,289 by trust here, #1,414 by citations
• Sociology and Political Science — 28 citations into it; #9,328 of 22,756 by trust here, #4,059 by citations
• Management Information Systems — 18 citations into it; #3,294 of 3,376 by trust here, #1,058 by citations
• Evaluation & Benchmarks — 16 citations into it

Whom Philip Hans Franses trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Y. Tse
3. Michael P. Keane
4. Tim Bollerslev
5. Albert K. Tsui
6. Michael Mcaleer
7. O. Lamont
8. Lorenzo Cappiello
9. N. Kiefer
10. S. Ling

Who trusts Philip Hans Franses overall

1. Fulvio Castellacci
2. Fotios Petropoulos
3. Yixiao Sun
4. Spyros Makridakis
5. J. Bowden
6. Nikolaos Kourentzes
7. Christoph Bergmeir
8. Kasun Bandara
9. M. Bartkowska
10. B. Hansen

Papers from Philip Hans Franses's perspective

Ordered by how strongly the researchers Philip Hans Franses trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Estimating the Dimension of a Model
4. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
5. A Reality Check for Data Snooping
6. Asymptotic Inference about Predictive Ability
7. The stationary bootstrap
8. Time Series Analysis: Forecasting and Control
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. The Jackknife and the Bootstrap for General Stationary Observations

Their papers

• The M3 competition: Statistical tests of the results (2005) — 203 citations
• A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (2009) — 80 citations
• Generalizations of the KPSS‐test for stationarity (2004) — 225 citations
• A nonlinear long memory model, with an application to US unemployment ☆ (2002) — 122 citations
• Testing for common deterministic trend slopes (2001) — 49 citations
• Combining SKU-level sales forecasts from models and experts (2009) — 49 citations
• Asymptotically perfect and relative convergence of productivity (2000) — 193 citations
• I felt low and my purse feels light: depleting mood regulation attempts affect risk decision making (2009) — 126 citations
• A dynamic multinomial probit model for brand choice with different long‐run and short‐run effects of marketing‐mix variables (2000) — 72 citations
• The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter? (2002) — 854 citations
• When Do Price Thresholds Matter in Retail Categories (2007) — 121 citations
• Retrieving Unobserved Consideration Sets from Household Panel Data (2005) — 145 citations
• Forecasting: theory and practice (2020) — 551 citations
• A note on the Mean Absolute Scaled Error (2015) — 139 citations
• Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application (2009) — 112 citations
• Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? (2007) — 117 citations
• A multi‐level panel STAR model for US manufacturing sectors (2005) — 179 citations
• Semi-Parametric Modelling of Correlation Dynamics (2005) — 55 citations
• The Econometric Analysis of Seasonal Time Series (2005) — 64 citations
• Econometric Methods with Applications in Business and Economics (2004) — 395 citations