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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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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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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
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Model Selection in Periodic Autoregressions
Franses, Philip Hans; Paap, Richard - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-440
Persistent link: https://www.econbiz.de/10006490837
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Periodicity and stochastic trends in economic time series
Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000560688
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The Norwegian consumption function : a comment
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 455-459
Persistent link: https://www.econbiz.de/10001330264
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Robust inference on average economic growth
Boswijk, Herman Peter; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 345-370
Persistent link: https://www.econbiz.de/10003327363
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Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-488
Persistent link: https://www.econbiz.de/10009241613
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Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526
Persistent link: https://www.econbiz.de/10001741990