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Estimating loss functions of experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - In: Applied economics 49 (2017) 4, pp. 386-396
Persistent link: https://www.econbiz.de/10011810649
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Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank; Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10000952475
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Model selection for forecast combination
Franses, Philip Hans - In: Applied economics 43 (2011) 13/15, pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
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Interpolation and correlation
Franses, Philip Hans - In: Applied economics 54 (2022) 14, pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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Do commercial real estate prices have predictive content for GDP?
Franses, Philip Hans; Groot, Bert de - In: Applied economics 45 (2013) 31/33, pp. 4379-4384
Persistent link: https://www.econbiz.de/10011510560
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000945702
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Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
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Outlier robust analysis of market share and distribution relations for weekly scanning data
Franses, Philip Hans; Kloek, Teunis; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000945730