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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Kloek, T."
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Search: subject_exact:"Estimation theory"
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Estimation theory
30
Schätztheorie
30
Theorie
15
Theory
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Time series analysis
8
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8
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5
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Franses, Philip Hans
Kloek, T.
Harkema, R.
8
Dijk, H. K. van
6
Dijk, Dick van
5
Dijk, Herman K. van
5
Dubbelman, C.
5
Haan, Laurens de
5
Kleibergen, Frank
5
Koerts, J.
5
Ooms, Marius
5
Teekens, R.
5
Gupta, Y. P.
4
Abrahamse, A. P. J.
3
Boer, P. M. C. de
3
Drees, Holger
3
Hazewinkel, Michiel
3
Hobijn, Bart
3
Lempers, F. B.
3
Loeff, S. Schim van der
3
Stroeker, R. J.
3
Boer, Paul M. C. de
2
Daal, J. van
2
Haan, L. de
2
Harkema, Rins
2
Heij, Christiaan
2
Huang, Xin
2
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2
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2
Louter, A. S.
2
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2
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2
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2
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2
Abrahamse, Adriaan Pieter Johannes
1
Ariño, Miguel A.
1
Berbee, H. C.
1
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Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Econometric Institute research papers
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Applied economics letters
2
ERIM report series research in management
2
EUI working paper / ECO
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Research memorandum series / Tinbergen Instituut
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric dynamic modelling
1
Report / Netherlands School of Economics
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
TRACE discussion papers / Tinbergen Institute
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Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 15-086/III
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ECONIS (ZBW)
30
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1
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
2
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
3
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
4
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
5
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
6
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
7
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
8
Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000976191
Saved in:
9
Do we often find ARCH because of neglected outliers?
Franses, Philip Hans
;
Dijk, Dick van
-
1997
Persistent link: https://www.econbiz.de/10000988125
Saved in:
10
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
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