Prof. dr. Ph.H.B.F. (Philip Hans) Franses

Philip Hans Franses
Erasmus School of Economics (ESE)
Erasmus University Rotterdam
Fellow ERIM
Field: Marketing
Honorary Fellow ERIM
Affiliated since 1999

Publications

Article (117)

  • Academic (112)

    • Franses, P. H., Paap, R., & Vroomen, BLK. (2004). Forecasting unemployment using an autoregression with censored latent effects parameters. International Journal of Forecasting, 20(2), 255-271. https://doi.org/10.1016/j.ijforecast.2003.09.004

    • Kawasaki, Y., & Franses, P. H. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2), 77-88.

    • Fok, D., & Franses, P. H. (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. https://doi.org/10.1016/j.ijresmar.2003.09.001

    • Franses, P. H. (2004). Fifty years since Koyck (1954). Statistica Neerlandica, 58(4), 381-387. https://doi.org/10.1111/j.1467-9574.2004.00266.x

    • Franses, P. H. (2004). Do we think we make better forecasts than in the past? A survey of academics. Interfaces, 34(6), 466-468. https://doi.org/10.1287/inte.1040.0102

    • Kippers, J., Franses, P. H., van Diepen, M., Laheij, C., & Tromp, N. (2004). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 89, 484-486.

    • Wuyts, SHK., Stremersch, S., van den Bulte, C., & Franses, P. H. (2004). Vertical marketing systems for complex products: A triadic perspective. Journal of Marketing Research, 41(4), 479-487. https://doi.org/10.1509/jmkr.41.4.479.47015

    • Franses, P. H., & Maas, B. (2004). Gepercipieerde kwaliteit van universitair marktonderzoek onderwijs. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2004, 221-237.

    • van Diepen, M., Laheij, C., Tromp, N., Franses, P. H., & Kippers, J. (2003). Efficiënter betalen met de euro. Economisch-Statistische Berichten, 88, 248-249.

    • van Diepen, M., Tromp, N., Franses, P. H., & Kippers, J. (2003). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 88, 484-486.

    • Bod, P., Blitz, D., Franses, P. H., & Kluitman, R. (2002). An unbiased variance estimator for overlapping returns. Applied Financial Economics, 12, 155-158.

    • Franses, P. H. (2002). Testing for residual autocorrelation in growth curve models. Technological Forecasting and Social Change, 69(2), 195-204. https://doi.org/10.1016/S0040-1625(01)00148-2

    • Bos, CS., Franses, P. H., & Ooms, M. (2002). Inflation, forecast intervals and long memory regression models. International Journal of Forecasting, 18, 243-264. https://doi.org/10.1016/S0169-2070(01)00156-X

    • van Dijk, D., Teräsvirta, T., & Franses, P. H. (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21(1), 1-47.

    • Pelzer, B., Eisinga, R., & Franses, P. H. (2002). Inferring transition probabilities from repeated cross sections. Political Analysis, 10(2), 113-133.

    • Franses, P. H., & Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment. Journal of Applied Econometrics, 17, 347-366. https://doi.org/10.1002/jae.627

    • van Dijk, D., Franses, P. H., & Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110(2), 135-165. https://doi.org/10.1016/S0304-4076(02)00090-8

    • Verhoef, PC., Franses, P. H., & Donkers, B. (2002). Changing perceptions and changing behavior in customer relationships. Marketing Letters, 13(2), 121-134. https://doi.org/10.1023/A:1016093819299

    • Verhoef, PC., Franses, P. H., & Hoekstra, JC. (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. https://doi.org/10.1177/00970302030003002

    • Franses, P. H., & de Bruin, P. (2002). On data transformations and evidence of nonlinearity. Computational Statistics & Data Analysis, 40, 621-632. https://doi.org/10.1016/S0167-9473(02)00054-3

    • Franses, P. H., & McAleer, M. (2002). Financial volatility: an introduction. Journal of Applied Econometrics, 17(5), 419-424. https://doi.org/10.1002/jae.693

    • Franses, P. H., van der Leij, MJ., & Paap, R. (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17(5), 606-616. https://doi.org/10.1002/jae.690

    • Franses, P. H. (2002). From first submission to citation: an empirical analysis. Statistica Neerlandica, 56(4), 497-510. https://doi.org/10.1111/1467-9574.00214

    • Franses, P. H., Neele, J., & van Dijk, D. (2001). Modeling asymmetric volatility in weekly Dutch temperature data. Environmental Modelling & Software, 16(2), 131-137. https://doi.org/10.1016/S1364-8152(00)00076-1

    • Hobijn, B., & Franses, P. H. (2001). Are living standards converging? Structural Change and Economic Dynamics, 12, 171-200. https://doi.org/10.1016/S0954-349X(00)00034-5

    • Ooms, M., & Franses, P. H. (2001). A seasonal periodic long memory model for monthly river flows. Environmental Modelling & Software, 16(6), 559-569. https://doi.org/10.1016/S1364-8152(01)00025-1

    • Rothman, P., van Dijk, D., & Franses, P. H. (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.

    • Fok, D., & Franses, P. H. (2001). Forecasting market shares from models for sales. International Journal of Forecasting, 17(1), 121-128. https://doi.org/10.1016/S0169-2070(00)00075-3

    • Franses, P. H., Srinivasan, S., & Boswijk, HP. (2001). Testing for unit roots in market shares. Marketing Letters, 12(4), 351-364. https://doi.org/10.1023/A:1012276406686

    • Verhoef, PC., Franses, P. H., & Hoekstra, JC. (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. https://doi.org/10.1016/S0022-4359(01)00052-5

    • Arino, MA., & Franses, P. H. (2000). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.

    • Hobijn, B., & Franses, P. H. (2000). Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59-81.

    • Taylor, N., van Dijk, D., Franses, P. H., & Lucas, A. (2000). SETS, arbitrage activity, and stock price dynamics. Journal of Banking and Finance, 24(8), 1289-1306. https://doi.org/10.1016/S0378-4266(99)00073-4

    • Franses, P. H., & Paap, R. (2000). Modelling day-of-the- week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.

    • Groenen, P., & Franses, P. H. (2000). Visualizing time-varying correlations across stock market. Journal of Empirical Finance, 7(2), 155-172. https://doi.org/10.1016/S0927-5398(00)00009-8

    • Franses, P. H., & Taylor, AMR. (2000). Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3(2), 250-264.

    • Franses, P. H. (2000). A test for the hit rate in binary response models. International Journal of Market Research, 42(1 (Winter)), 239-245.

    • Franses, P. H., & 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. (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.

    • Franses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1-9.

    • Eisinga, R., Franses, P. H., & Ooms, M. (1999). Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185-199.

    • van Dijk, D., Franses, P. H., & 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., & Kunst, RM. (1999). On the role of seasonal intercepts in seasonal cointegration. Oxford Bulletin of Economics and Statistics, 61(3), 409-433.

    • de Bruin, PT., & Franses, P. H. (1999). Forecasting power-transformed time series data. Journal of Applied Statistics, 26(7), 807-815.

    • Bos, CS., Franses, P. H., & Ooms, M. (1999). Long memory and level shifts: Re-analyzing inflation rates. Empirical Economics (Heidelberg), 24, 427-449. https://doi.org/10.1007/s001810050065

    • van Dijk, D., Franses, P. H., & Lucas, A. (1999). Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539-562.

    • van Dijk, D., & Franses, P. H. (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.

    • Bemmaor, AC., Franses, P. H., & 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., Geluk, I., & van Homelen, P. (1999). Modeling item nonresponse in questionnaires. Quality and Quantity, 33, 203-213.

    • Franses, P. H., 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., & Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21, 79-92.

    • Franses, P. H., & Paap, R. (1999). On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271-286.

    • Franses, P. H., & Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21, 79-92.

    • Franses, P. H., & Koehler, AB. (1998). A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405-414.

    • Franses, P. H., & van Griensven, K. (1998). Forecasting exchange rates using neural networks for technical trading rules. Nonlinear Dynamics and Econometrics, 2(4), 109-114.

    • Franses, P. H., & Lucas, A. (1998). Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16(4), 459-468.

    • Kunst, RM., & Franses, P. H. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109-124.

    • Franses, P. H., & Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7-15.

    • Breitung, J., & Franses, P. H. (1998). On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200-221.

    • Franses, P. H., & McAleer, M. (1998). Testing for unit roots and non-linear transformations. Journal of Time Series Analysis, 19(2), 147-164.

    • Franses, P. H., & Vogelsang, TJ. (1998). On seasonal cycles, unit roots, and mean shifts. The Review of Economics and Statistics, 231-240.

    • Franses, P. H., & van Homelen, P. (1998). On forecasting exchange rates using neural networks. Applied Financial Economics, 8, 589-596.

    • Franses, P. H., & McAleer, M. (1998). Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12(5), 651-678.

    • Franses, P. H., & 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. (1998). Large data sets in finance and marketing: introduction by the special issue editor. Statistica Neerlandica, 52, 255-257.

    • Franses, P. H., & 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., & 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., & Ooms, M. (1997). A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117-126.

    • Franses, P. H., Hoek, H., & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.

    • Franses, P. H., & McAleer, M. (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., Boswijk, HP., & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80, 167-193.

    • Franses, P. H., & Veenstra, A. (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., & Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273-280.

    • Ooms, M., & Franses, P. H. (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.

    • Franses, P. H., & Breitung, J. (1997). Impulse response functions for periodic integration. Economics Letters, 55, 35-40.

    • Franses, P. H., & de Gooijer, J. (1997). Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303-305.

    • Franses, P. H., Hoek, H., & Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-366.

    • Franses, P. H., & Koop, G. (1997). A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509-532.

    • Franses, P. H., & McAleer, M. (1997). Testing periodically integrated autoregressive models. Mathematics and Computers in Simulation, (43), 457-466.

    • Franses, P. H., 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., van Ieperen, RA., Menkveld, B., Martens, M., & Kofman, P. (1997). Volatility transmission and patterns in Bund futures. The Journal of Financial Research, 20, 459-482.

    • Kofman, P., Franses, P. H., & van Ieperen, R. (1997). Volatility transmission and patterns in bund futures markets. The Journal of Financial Research, 20, 459-482.

    • Paap, R., Franses, P. H., & Hoek, H. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-378.

    • Vorst, ACF., & Franses, P. H. (1996). Vijf jaar voor econometrie. Economisch-Statistische Berichten, 4059, 474-474.

    • Franses, P. H. (1996). Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83-95.

    • Franses, P. H., & Kleibergen, FR. (1996). Unit roots in the Nelson-Plosser data: do they matter for forecasting? International Journal of Forecasting, 12, 283-288. https://doi.org/10.1016/0169-2070(95)00629-X

    • van Dijk, D., & Franses, P. H. (1996). Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229-235.

    • Boswijk, HP., & Franses, P. H. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17, 221-245.

    • Franses, P. H. (1996). Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298-345.

    • Franses, P. H., & Hobijn, B. (1996). Convergentie levensstandaard treedt niet op. Economisch-Statistische Berichten, 81, 10-12.

    • Franses, P. H., & Paap, R. (1996). Periodic integration: further results on model selection and forecasting. Statistische Hefte, 37, 33-52. https://doi.org/10.1007/BF02926158

    • Eisinga, R., & Franses, P. H. (1996). Testing for convergence in left-right ideological positions. Quality and Quantity, 30, 345-359.

    • Franses, P. H., & Boswijk, HP. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics and Probability Letters, 30, 235-240. https://doi.org/10.1016/0167-7152(95)00225-1

    • Franses, P. H., Hylleberg, S., & Lee, HS. (1995). Spurious deterministic seasonality. Economics Letters, 48, 249-256.

    • Franses, P. H. (1995). On periodic autoregressions and structural breaks in seasonal time series. Environmetrics, 6, 451-455.

    • Franses, P. H., & Boswijk, HP. (1995). Periodic cointegration: representation and inference. The Review of Economics and Statistics, LXXVII(3), 436-454.

    • Franses, P. H., & Paap, R. (1995). Seasonality and stochastic trends in German consumption and income. Empirical Economics (Heidelberg), 20, 109-132. https://doi.org/10.1007/BF01235160

    • Franses, P. H. (1995). A differencing test. Econometric Reviews, 14(2), 183-193.

    • Franses, P. H., & Kloek, T. (1995). A periodic cointegration model of quarterly consumption. Applied Stochastic Models & Data Analysis, 11, 159-166.

    • Franses, P. H., & Boswijk, HP. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.

    • Franses, P. H., & Paap, R. (1995). Moving average filters and periodic integration. Mathematics and Computers in Simulation, 39, 245-249.

    • Franses, P. H. (1995). IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113-114.

    • Franses, P. H. (1995). A vector of quarters representation for bivariate time series. Econometric Reviews, 14(1), 55-63.

    • Franses, P. H. (1995). The effects of seasonally adjusting a periodic autoregressive process. Computational Statistics & Data Analysis, 19, 683-704.

    • Franses, P. H. (1994). A method to select between Gompertz and logistic trend curves. Technological Forecasting and Social Change, 46, 45-49.

    • Franses, P. H., & Paap, R. (1994). Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421-439.

    • Franses, P. H. (1994). Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing.

    • Franses, P. H. (1994). Fitting a Gompertz curve. The Journal of the Operational Research Society, 45, 109-113.

    • Franses, P. H., Kofman, P., & Moser, J. (1994). GARCH effects on a test of cointegration. Review of Quantitative Finance and Accounting, 4, 19-26. https://doi.org/10.1007/BF01082662

    • Franses, P. H. (1994). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133-151.

    • Franses, P. H. (1994). Gompertz curves with seasonality. Technological Forecasting and Social Change, 45, 287-297.

    • Franses, P. H., & Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12, 471-478.

  • Popular (1)

    • van Ditshuizen, A., Franses, P. H., Kippers, J., & Jupijn, C. (1996). Gedrukte media hebben onder RTL4 nauwelijks geleden. Adformatie, 24, 44-44.

  • Professional (4)

    • Franses, P. H. (2003). Recessie gaat over in expansie. Marketing Tribune, (1-7-2003), 44-45.

    • Franses, P. H. (2001). How to deal with intercept and trend in practical cointegration analysis? Applied Economics, 33(5), 577-580.

    • Franses, P. H. (2001). Do the Nobel Prize laureates in Economics (2000) have anything to do with database marketing? Yes, they have! Marketing News (of the American Marketing Association), March 12(Issue), 14-14.

    • Franses, P. H. (1994). Long-range forecasts in marketing. Tijdschrift voor Marketing.

Chapter (20)

  • Academic (19)

    • Franses, P. H., & van Dijk, D. (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.

    • Ravazzolo, F., Paap, R., van Dijk, D., & Franses, P. H. (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 (pp. 561-594). Emerald Group Publishing.

    • Hafner, CM., van Dijk, D., & Franses, P. H. (2006). Semiparametric modelling of correlation dynamics. In D. Terrell, & T. Fomby (Eds.), Advances in Econometrics Volume 20 (pp. 59-103). JAI Press/Elsevier.

    • Franses, P. H. (2006). Forecasting in marketing. In G. Elliott, C. W. J. Granger, & A. Timmermann (Eds.), Handbook of Economic Forecasting (pp. 983-1012). North-Holland Publishing Company.

    • Fok, D., Franses, P. H., & 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). Palgrave Macmillan.

    • Eisinga, R., Franses, P. H., & 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 University Press.

    • Franses, P. H., & Montgomery, AL. (2002). Econometric models in marketing: editors' introduction. In P. H. B. F. Franses, & A. L. Montgomery (Eds.), Econometric models in marketing (pp. 1-9). JAI Press.

    • Fok, D., Franses, P. H., & 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 (pp. 223-256). JAI Press.

    • Franses, P. H., & 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). Blackwell Publishing.

    • Franses, P. H., Hoekstra, JC., & Verhoef, PC. (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 (pp. 58-73)

    • Swanson, N., & Franses, P. H. (1999). Nonlinear econometric modelling: a select review. In P. Rothman (Ed.), Nonlinear Time Series Analysis of Economic and Financial Data (pp. 87-109). Kluwer Academic.

    • Franses, P. H. (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). John Wiley & Sons Inc..

    • Franses, P. H. (1998). Modelling seasonality in economic time series. In A. Ullah, & D. E. A. Giles (Eds.), Handbook of applied economic statistics (pp. 553-557). Marcel Dekker Inc..

    • Eisinga, R., Franses, P. H., & van Dijk, D. (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). University of Michigan Press.

    • Franses, P. H. (1997). Econometrische analyse van grote bedrijfs-economische gegevensbestanden. In G. Stemerdink (Ed.), Verborgen Rijkdom (pp. 116-139). Centraal Bureau voor de Statistiek.

    • Franses, P. H. (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 (pp. 145-153). Erasmus Universiteit Rotterdam (EUR).

    • Franses, P. H., & van Dijk, D. (1997). Comment on smooth transition models by T. Terasvirta. In C. Heij, H. Schumacher, B. Hanzon, & K. Praagman (Eds.), System dynamics in economic and financial models (pp. 125-127). John Wiley & Sons Inc..

    • Franses, P. H. (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 C. Heij, H. Schumacher, B. Hanzon, & K. Praagman (Eds.), System Dynamics in Economic and Financial Models (pp. 263-265). John Wiley & Sons Inc..

    • Franses, P. H. (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). Uitgeverij Kluwer.

  • Professional (1)

    • Donkers, B., Franses, P. H., & Verhoef, PC. (2003). Steekproeftrekking bij Onderzoek naar Zeldzame Uitkomsten. In A. A (Ed.), Jaarboek Marktonderzoek Associatie (pp. 221-231). aaaa.

Conference proceeding (8)

  • Academic (8)

    • de Groot, B., & Franses, P. H. (2012). EICIE. eerste kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.

    • de Groot, B., & Franses, P. H. (2012). EICIE, tweede kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.

    • de Groot, B., & Franses, P. H. (2012). EICIE, derde kwartaal bericht. In Economisch-Statistische Berichten Sdu Uitgevers.

    • de Groot, B., & Franses, P. H. (2012). EICIE, vierde kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.

    • Lam, KY., Koning, A., & Franses, P. H. (2008). 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). Springer-Verlag. https://doi.org/10.1007/978-3-642-01044-6_51

    • Franses, P. H. (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). VVS-OR.

    • van Dijk, D., & Franses, P. H. (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 University Press.

    • Franses, P. H., & 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 (pp. 106-109). Association Suisse de l'Arbitrage (ASA).

Design (1)

  • Popular (1)

    • van Bergeijk, P., & Franses, P. H. (2009). Antidotes from the dismal science. Design, International Institute of Social Studies (ISS).

Additional activities (1)

  • Journal of Econometrics (Journal)

    Publication Peer-review (Academic)

PhD Tracks (23)

  • Role: Promotor
Dynamics and Competition in Charitable Giving
  • Role: Promotor
  • PhD Candidate: Merel van Diepen
  • Time frame: 2004 - 2009
Essays on Some Recent Penalization Methods with Applications in Finance and Marketing
  • Role: Member Doctoral Committee
  • PhD Candidate: Georgi Nalbantov
  • Time frame: 2004 - 2008
System Markets: Indirect Network Effects in Action, or Inaction?
  • Role: Member Doctoral Committee
  • PhD Candidate: Jeroen Binken
  • Time frame: 2003 - 2010
Modeling Consumer Adoption and Usage of Value-Added Mobile Services
  • Role: Promotor
  • PhD Candidate: Remco Prins
  • Time frame: 2003 - 2008
Essays of the dynamic portfolio choice
  • Role: Member Doctoral Committee
  • PhD Candidate: Anna Gutkowska
  • Time frame: 2001 - 2006
On Crises, Crashes and Comovements
  • Role: Member Doctoral Committee
  • PhD Candidate: Erik Kole
  • Time frame: 2001 - 2006
The Effects of the Internet, Recommendation Quality and Decision Strategies on Consumer Choice
  • Role: Promotor
  • PhD Candidate: Björn Vroomen
  • Time frame: 2000 - 2006
Advanced Econometric Marketing Models
  • Role: Promotor
  • PhD Candidate: Dennis Fok
  • Time frame: 1999 - 2003
Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives
  • Role: Member Doctoral Committee
  • PhD Candidate: Cyriel de Jong
  • Time frame: 1999 - 2003
Knowledge Discovery and Monotonicity
  • Role: Member Doctoral Committee
  • PhD Candidate: Viara Popova
  • Time frame: 1999 - 2004
Reliability and Rankings
  • Role: Promotor
  • PhD Candidate: Kar Yin Lam
  • Time frame: 2006 - 2011
The Effectiveness of Pharmaceutical Marketing
  • Role: Member Doctoral Committee
  • PhD Candidate: Eelco Kappe
  • Time frame: 2006 - 2011
Marketing Modeling for New Products
  • Role: Promotor
  • PhD Candidate: Carlos Hernandez Mireles
  • Time frame: 2006 - 2010
Econometric Advances in Diffusion Models
  • Role: Promotor
  • PhD Candidate: Yuri Peers
  • Time frame: 2007 - 2011
Analysis of Sales Promotion Effects on Household Purchase Behavior
  • Role: Member Doctoral Committee
  • PhD Candidate: Linda Teunter
  • Time frame: 1995 - 2002
Incongruity between Ads and Consumer Expectations of Advertising
  • Role: Member Doctoral Committee
  • PhD Candidate: Joost Loef
  • Time frame: 1999 - 2002
Competition in the Retail Market of Consumer Packaged Goods
  • Role: Promotor
  • PhD Candidate: Wei Li
  • Time frame: 2009 - 2021
Empirical studies on the economic impact of trust
  • Role: Promotor
  • PhD Candidate: Ruben de Bliek
  • Time frame: 2011 - 2015
Prevention of the Portion Size Effect
  • Role: Promotor
  • PhD Candidate: Iris Versluis
  • Time frame: 2012 - 2016
Marketing Analytics for High-Dimensional Assortments
  • Role: Member Doctoral Committee
  • PhD Candidate: Bruno Jacobs
  • Time frame: 2012 - 2017
Reading between the lines: empirical studies on the relation between user-generated content and marketing
  • Role: Promotor
  • PhD Candidate: Myrthe van Dieijen
  • Time frame: 2014 - 2019
Valorizing Innovation through Imaginativeness in Business Venturing
  • Role: Promotor
  • PhD Candidate: Yuk Shouw/Brian Chung
  • Time frame: 2015 - 2022

Events (5)

2017
May
12
Workshop on Statistical Learning and Econometrics
Research Workshop
As: Coordinator
2011
January
17
ERIM Research Clinic: Modern Marketing Models
ERIM Research Clinic
As: Speaker
2010
March
29
ERIM Research Clinic: Marketing Models
ERIM Research Clinic
As: Speaker
2009
October
29
ERIM's Second Lustrum: 'Dual impact of management research'
Institute Event
As: Speaker
2006
June
14
Princeton University Press / Econometric Institute (PUP/EI) Lectures Series
Research Seminar
As: Speaker

Awards (3)

  • ERIM Honorary Fellow Award (2018)
  • ERIM Praeceptor Doctorum Celeberrimus Award (2011)
  • ERIM Book Award (2003)

Address

Visiting address

Office: ET-23
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands

Latest publication

Conference proceeding

de Groot, B., & Franses, P. H. (2012). EICIE. eerste kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.