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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
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16
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11
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Taiwan
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1980-2009
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Seasonal component
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Collection of articles of several authors
Graue Literatur
Non-commercial literature
Working Paper
107
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100
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75
Aufsatz in Zeitschrift
75
Rezension
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Aufsatz im Buch
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English
83
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Franses, Philip Hans
Gil-Alaña, Luis A.
154
Caporale, Guglielmo Maria
135
Koopman, Siem Jan
111
McAleer, Michael
80
Phillips, Peter C. B.
78
Gao, Jiti
67
Sibbertsen, Philipp
66
Teräsvirta, Timo
63
Hyndman, Rob J.
60
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
44
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
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1
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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
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ECONIS (ZBW)
83
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61
A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000950626
Saved in:
62
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
-
1996
Persistent link: https://www.econbiz.de/10000950684
Saved in:
63
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
64
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
65
Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000937723
Saved in:
66
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
67
A periodic long memory ARFIMA (O,Ds,O) model for quarterly UK inflation
Franses, Philip Hans
;
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000922701
Saved in:
68
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
69
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
70
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
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