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~person:"Franses, Philip Hans"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Time series analysis
83
Theorie
53
Theory
53
Forecasting model
27
Prognoseverfahren
27
Saisonale Schwankungen
22
Seasonal variations
22
Estimation theory
16
Schätztheorie
16
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11
Schätzung
11
USA
8
United States
8
Econometric model
7
Frühindikator
7
Inflation
7
Leading indicator
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7
Comparison
6
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6
Experten
5
Experts
5
Taiwan
5
Volatility
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Volatilität
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Markov chain
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Markov-Kette
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1980-2009
3
Aktienindex
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Arbeitslosigkeit
3
Economic indicator
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Inflation rate
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Inflationsrate
3
Netherlands
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Niederlande
3
Saisonkomponente
3
Seasonal component
3
Statistical theory
3
Statistische Methodenlehre
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Free
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Book / Working Paper
83
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Collection of articles of several authors
Graue Literatur
Non-commercial literature
Working Paper
107
Arbeitspapier
100
Article in journal
75
Aufsatz in Zeitschrift
75
Rezension
5
Lehrbuch
3
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3
Aufsatz im Buch
2
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2
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2
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English
83
Author
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Franses, Philip Hans
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
111
McAleer, Michael
80
Phillips, Peter C. B.
78
Gao, Jiti
68
Sibbertsen, Philipp
67
Teräsvirta, Timo
63
Hyndman, Rob J.
61
Lütkepohl, Helmut
58
Pesaran, M. Hashem
58
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
50
Härdle, Wolfgang
50
Johansen, Søren
50
Marcellino, Massimiliano
50
Kapetanios, George
45
Koop, Gary
44
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Dijk, Dick van
37
Feng, Yuanhua
37
Beran, Jan
34
Linton, Oliver
32
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
31
Harvey, Andrew C.
30
Robinson, Peter M.
29
Timmermann, Allan
29
Brakel, Jan A. van den
26
Hendry, David F.
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
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Econometrisch Instituut <Rotterdam>
3
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Institut für Höhere Studien
1
Rutgers University / Department of Economics
1
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1
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Report / Econometric Institute, Erasmus University Rotterdam
25
Econometric Institute research papers
20
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Research memorandum series / Tinbergen Instituut
4
Working paper
4
Report / Erasmus Center for Financial Research, Erasmus University
3
IHS economics series : working paper
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers in economics
1
ERIM report series research in management
1
EUI working paper / ECO
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Rotterdam Institute for Business Economic Studies
1
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / Rutgers University, Department of Economics
1
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ECONIS (ZBW)
83
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41
Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525987
Saved in:
42
Forecasting with periodic autoregressive time series models
Franses, Philip Hans
;
Paap, Richard
-
1999
Persistent link: https://www.econbiz.de/10001495838
Saved in:
43
On the interpretation of seasonally adjusted data
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495845
Saved in:
44
Testing common deterministic seasonality, with an application to industrial production
Franses, Philip Hans
;
Kunst, Robert M.
-
1999
Persistent link: https://www.econbiz.de/10001495863
Saved in:
45
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
46
Do the US and Canada have a conmmon non-linear cycle in unemployment?
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495910
Saved in:
47
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
48
Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans
;
Paap, Richard
-
1998
Persistent link: https://www.econbiz.de/10000988101
Saved in:
49
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
50
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
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