Key Publications – Businessdatascience.nl

58 key publications

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Data Science and Econometrics

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.
Guggenberger, P., Kleibergen, F., Mavroeidis, S. and Chen, L. (2012). On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression Econometrica, 80(6):2649--2666.
Calli, M., Weverbergh, M. and Franses, P.H. (2012). The effectiveness of high-frequency direct-response commercials International Journal of Research in Marketing, 29(1):98--109.
Fok, D., Paap, R. and Franses, P.H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times Computational Statistics and Data Analysis, 56(11):3055--3069.
Peers, Y., Fok, D. and Franses, P.H. (2012). Modeling Seasonality in New Product Diffusion Marketing Science, 31(2):351--364.
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.
van Diepen, M., Donkers, B. and Franses, P.H. (2009). Does Irritation Induced by Charitable Direct Mailings Reduce Donations? International Journal of Research in Marketing, 26(3):180--188.
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.
Prins, R., Verhoef, P. and Franses, P.H. (2009). The impact of adoption timing on new service usage and early disadoption International Journal of Research in Marketing, 26(4):304--313.
Donkers, B., van Diepen, M. and Franses, P.H. (2009). Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application Journal of Marketing Research, 46(1):120--133.
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.
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.
Stremersch, S., Tellis, G., Franses, P.H. and Binken, J. (2007). Indirect Network Effects in New Product Growth Journal of Marketing, 71(3):52--74.
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.
Pauwels, K., Srinivasan, S.(. and Franses, P.H. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1):83--100.
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.
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.