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subject:"United States"
type_genre:"Bibliography included"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~language:"eng"
~person:"Franses, Philip Hans"
~subject:"CAPM"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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United States
CAPM
IV-Schätzung
Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Theorie
4
Theory
4
Time series analysis
4
1986-1995
1
Börsenkurs
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Equilibrium theory
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Exchange rate
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Gleichgewichtstheorie
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Bibliography included
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Franses, Philip Hans
Boswijk, Herman Peter
2
Dannenburg, Dennis Ramon
1
Daníelsson, Jón
1
Gooijer, Jan G. de
1
Haldrup, Niels
1
Heij, Christiaan
1
Hoek, Henk
1
Jacobsen, Ben
1
Kleibergen, Frank
1
Klein, André
1
Koop, Gary
1
Luginbuhl, Rob
1
Scherrer, Wolfgang
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Sluis, Pieter J. van der
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Report / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Econometric Institute research papers
2
Discussion paper / Center for Economic Research, Tilburg University
1
EUI working paper / ECO
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
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ECONIS (ZBW)
4
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1
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
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2
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
3
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
;
Koop, Gary
-
1996
Persistent link: https://www.econbiz.de/10000945728
Saved in:
4
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Haldrup, Niels
-
1995
Persistent link: https://www.econbiz.de/10000925514
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