Philip Hans Franses is Professor of Applied Econometrics affiliated with the Econometric Institute and Professor of Marketing Research affiliated with the Department of Marketing and Organization, both at the Erasmus University Rotterdam. He holds a PhD (1991) from the same university. His research interests cover applied econometrics, time series analysis, empirical finance, marketing research and political science. He has published on these topics in international journals and in various books, including ''Time series models for business and economic forecasting'', and as co-author with Dick van Dijk of ''Nonlinear time series models in empirical finance'' (both with Cambridge University Press).
List of figures
List of tables
Preface
1. Introduction and outline of the book
2. Features of marketing research data
3. A continuous dependent variable
4. A binomial dependent variable
5. An unordered multinomial dependent variable
6. An ordered multinomial dependent variable
7. A limited dependent variable
8. A duration dependent variable
Appendix
Bibliography
Author index
Subject index.
