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subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"Schätzung"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
ARCH-Modell
Regression analysis
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Autocorrelation
14
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14
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9
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9
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9
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Franses, Philip Hans
Phillips, Peter C. B.
29
Teräsvirta, Timo
24
Lanne, Markku
15
Rahbek, Anders
15
Koopman, Siem Jan
14
Blasques, Francisco
13
Sun, Yixiao
13
Medeiros, Marcelo C.
11
Kapetanios, George
10
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10
Magdalinos, Tassos
10
Saikkonen, Pentti
10
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9
Luoto, Jani
9
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9
Cavaliere, Giuseppe
8
He, Changli
8
Lindenberg, Nannette
8
Talmain, Gabriel
8
Westermann, Frank
8
Dijk, Dick van
7
Hafner, Christian M.
7
Jin, Sainan
7
Lee, Lung-fei
7
Pesaran, M. Hashem
7
Shin, Yongcheol
7
Yang, Jing
7
Yu, Jihai
7
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6
Baltagi, Badi H.
6
Bec, Frédérique
6
Cubadda, Gianluca
6
Dueker, Michael
6
Funke, Michael
6
Gronwald, Marc
6
Johansen, Søren
6
Kang, Jian
6
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6
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1
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Review of development economics : an essential resource for any development economist
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
3
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
4
Common large innovations across nonlinear time series
Franses, Philip Hans
;
Paap, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
Saved in:
5
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
6
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
7
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
8
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
9
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:
10
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
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