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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of applied econometrics"
~person:"Franses, Philip Hans"
~subject:"Nichtkooperatives Spiel"
~subject:"Nonparametric statistics"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Estimation theory
Nichtkooperatives Spiel
Nonparametric statistics
USA
Zeitreihenanalyse
Theorie
7
Theory
7
Time series analysis
3
ARCH model
2
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2
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Franses, Philip Hans
Pesaran, M. Hashem
26
Caporale, Guglielmo Maria
20
Gil-Alaña, Luis A.
18
Werker, Bas J. M.
16
Steel, Mark F. J.
14
Drost, Feike C.
10
Nijman, Theodore E.
10
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10
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9
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9
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9
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9
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8
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8
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8
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7
Melenberg, Bertrand
7
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7
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Talman, Dolf
5
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5
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5
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4
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4
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Discussion paper / Center for Economic Research, Tilburg University
CESifo working papers
Journal of applied econometrics
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
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15
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12
Economics letters
10
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7
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6
Report / Erasmus Center for Financial Research, Erasmus University
6
International journal of forecasting
5
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5
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5
Oxford bulletin of economics and statistics
4
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4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
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3
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3
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3
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3
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2
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2
Discussion paper / Department of Economics, University of California San Diego
2
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The review of economics and statistics
2
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1
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ECONIS (ZBW)
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1
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
2
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
3
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
4
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
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