Background
Franses, Philip Hans B.F. was born on September 30, 1963 in Wageningen, The Netherlands. Son of Sebastiaan P.W. and Jessy M. (Vemer) Franses.
(This book presents the most important and practically rel...)
This book presents the most important and practically relevant quantitative models for marketing research. Each model includes a demonstration of the mechanics of the model, empirical analysis, real world examples, and an interpretation of results and findings. The reader will learn how to apply the techniques, as well as understand the latest methodological developments in the academic literature. Students and practitioners with differing numerical skills are guided through the book, although a knowledge of elementary numerical techniques is assumed.
http://www.amazon.com/gp/product/0521143659/?tag=2022091-20
(With a new author team contributing decades of practical ...)
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
http://www.amazon.com/gp/product/0521520916/?tag=2022091-20
(Time Series Models for Business and Economic Forecasting ...)
Time Series Models for Business and Economic Forecasting is the most up-to-date and accessible guide to one of the fastest growing areas in business and economic analysis. The author is regarded as one of the most accomplished econometricians in Europe and this book is based on his highly successful lecture program for multidisciplinary, graduate and upper level undergraduate students. Early chapters of the book focus on the typical features of time series data in business and economics. Later chapters are concerned with the discussion of some important concepts in time series analysis, the techniques that can be readily applied in practice, different modeling methods and model structures, multivariate time, and the common aspects across time series.
http://www.amazon.com/gp/product/0521586410/?tag=2022091-20
(This is the most up-to-date and accessible guide to one o...)
This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.
http://www.amazon.com/gp/product/0521779650/?tag=2022091-20
(This book provides a self-contained account of periodic m...)
This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic behaviour. The analysis considers econometric theory, Monte Carlo simulation, and forecasting, and it is illustrated with numerous empirical time series. A key feature of the proposed models is that changing seasonal fluctuations depend on the trend and business cycle fluctuations. In the case of such dependence, it is shown that seasonal adjustment leads to inappropriate results. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
http://www.amazon.com/gp/product/0198774540/?tag=2022091-20
Franses, Philip Hans B.F. was born on September 30, 1963 in Wageningen, The Netherlands. Son of Sebastiaan P.W. and Jessy M. (Vemer) Franses.
Master of Science, University Groningen, 1987. Doctor of Philosophy, Erasmus University, 1991.
Research fellow Royal Academy of Arts & Sciences, Amsterdam, 1992-1996. From assistant professor to associate professor Erasmus University, Rotterdam, 1991—1998, professor applied econometrics, since 1998, professor marketing research, since 1999, dean Erasmus School of Economics, since 2006. Secretary Union of Royal Academy Research Fellows, visiting professor University California, San Diego, University Western Australia, University Vienna.
Senior research fellow Tinbergen Institute, adjunct professor School of Economics, Chiang Mai University, Thailand.
(With a new author team contributing decades of practical ...)
(Time Series Models for Business and Economic Forecasting ...)
(This is the most up-to-date and accessible guide to one o...)
(This book provides a self-contained account of periodic m...)
(This book presents the most important and practically rel...)
Member American Statistical Association, Econometric Society, Royal Rowing and Yacht Club, International Statistical Institute.
Married Gabrielle Elizabeth Van Der Spoel, November 5, 1993. Children: Tobias, Cedric.