Dordonnat, V., Koopman, S. and Ooms, M. (2012). Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics and Data Analysis, 56(11):3134--3152.
42 key publications
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Belsley, D.A., Kontoghiorghes, E.J., Van Dijk, H.K., Bauwens, L., Koopman, S.J., McAleer, M., Amendola, A., Billio, M., Croux, C., Chen, CathyW.S., Davidson, R., Duchesne, P., Foschi, P., Francq, C., Fuertes, A.M., Koop, G., Khalaf, L., Paolella, M., Pollock, D.S.G., Ruiz, E., Paap, R., Proietti, T., Winker, P., Yu, PhilipL.H., Zakoian, J.M. and Zeileis, A. (2012). The Annals of Computational and Financial Econometrics, first issue Computational Statistics and Data Analysis, 56(11):2991--2992. -
van Rosmalen, J., van Herk, H. and Groenen, PatrickJ.F. (2010). Identifying Response Styles: A Latent-Class Bilinear Multinomial Logit Model Journal of Marketing Research, 47(1):157--172. -
van Nierop, E., Bronnenberg, B., Paap, R., Franses, P.H. and Wedel, M. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data Journal of Marketing Research, 47(1):63--74. -
van de Velden, M., Groenen, P. and Poblome, J. (2009). Seriation by constrained correspondence analysis: A simulation study Computational Statistics and Data Analysis, 53(8):3129--3138. -
Blasius, J., Greenarcre, M., Groenen, P. and van de Velden, M. (2009). Special issue on correspondence analysis and related methods Computational Statistics and Data Analysis, 53(8):3103--3106. -
Koellinger, P. (2008). The relationship between technology, innovation, and firm performance-Empirical evidence from e-business in Europe Research Policy, 37(8):1317--1328. -
van Nierop, E., Fok, D. and Franses, P.H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements Marketing Science, 27(6):1065--1082. -
Geweke, J., Groenen, P., Paap, R. and van Dijk, H. (2007). Computational techniques for applied econometric analysis of macroeconomic and financial processes. Computational Statistics and Data Analysis, 51(7):3506--3507. -
Heij, C., Groenen, P. and van Dijk, D. (2007). Forecast comparison of principal component regression and principal covariate regression. Computational Statistics and Data Analysis, 51(7):3612--3625. -
van Dijk, D., Franses, P.H. and Boswijk, H. (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics and Data Analysis, 51(9):4206--4226. -
Barlow, J., Groenen, P., Park, H. and Zha, H. (2006). 2nd special issue on matrix computations and statistics. Computational Statistics and Data Analysis, 50(1):1--4. -
Amendola, A., Francq, C. and Koopman, S. (2006). Nonlinear Modelling and Financial Econometrics. Editorial Computational Statistics and Data Analysis, 51(4):2115--2117. -
Groenen, P., Winsberg, S., Rodriguez, O. and Diday, E. (2006). I-scal: multidimensional scaling of interval dissimilarities. Computational Statistics and Data Analysis, 51:360--378. -
Fok, D., Horvath, C., Paap, R. and Franses, P.H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes Journal of Marketing Research, 43(3):443--461. -
Sloot, L., Fok, D. and Verhoef, P. (2006). The Short- and Long-Term Impact of an Assortment Reduction on Category Sales Journal of Marketing Research, 43(4):536--548. -
Ooms, M. and Koopman, S. (2006). Forecasting daily time series using periodic unobserved components time series models Computational Statistics and Data Analysis, 51(2):885--903. -
Deun, K. and Groenen, P. (2005). Majorization algorithms for inspecting circles, ellipses, squares, rectangles, and rhombi Operations Research, 53(6):957--967. -
Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124. -
Fok, D. and 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.