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Periodic time series models
Franses, Philip Hans; Paap, Richard - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001691362
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Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
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Do leading indicators lead peaks more than troughs?
Paap, Richard; Segers, Rene; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 528-543
Persistent link: https://www.econbiz.de/10003913434
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Outlier detection in cointegration analysis
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
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On the econometrics of the bass diffusion model
Boswijk, Herman Peter; Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 255-268
Persistent link: https://www.econbiz.de/10003012845