Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.
696 key publications
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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. -
Kole, E., Koedijk, .(. and Verbeek, M. (2007). Selecting copulas for risk management Journal of Banking and Finance, 31(8):2405--2423.
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Pauwels, K., Srinivasan, S.(. and Franses, P.H. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1):83--100. -
Stremersch, S. and Lehmann, D. (2007). Editorial International Journal of Research in Marketing, 24(1):1--2. -
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. -
Stremersch, S., Verniers, I.(. and Verhoef, P. (2007). The quest for citations: drivers of article impact Journal of Marketing, 71(3):171--193. -
Venkataraman, S. and Stremersch, S. (2007). The debate on influencing doctors' decisions: Are drug characteristics the missing link? Management Science, 53(11):1688--1701. -
Wakker, P., Timmermans, D. and Machielse, I. (2007). The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Decisions Management Science, 53(11):1770--1784. -
Jungbacker, B. and Koopman, S. (2007). Monte Carlo estimation for nonlinear non-Gaussian state space models Biometrika, 94:827--839.
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Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255. -
Verlegh, PeeterW.J. (2007). Home country bias in product evaluation: the complementary roles of economic and socio-psychological motives Journal of International Business Studies, 38(3):361--373. -
Sidhu, J., Commandeur, H. and Volberda, H. (2007). The Multifaced Nature of Exploration and Exploitation: Value of Supply, Demand, and Spatial Search for Innovation Organization Science, 18(1):20--38. -
Hutzschenreuter, T., Pedersen, T. and Volberda, H. (2007). The Role of Path Dependency and Managerial Intentionality: A Perspective on International Business Research Journal of International Business Studies, 38(7):1055--1068. -
Ooms, M., Koopman, S. and Carnero, A. (2007). Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices Journal of the American Statistical Association, 102(477):16--27. -
Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290. -
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. -
Perotti, E. and von Thadden, E.L. (2006). The Political Economy of Corporate Control and Labor Rents Journal of Political Economy, 114(1):145--174. -
Weitzel, U. and Berns, S. (2006). Cross-border takeovers, corruption, and related aspects of governance Journal of International Business Studies, 37(6):786--806.