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Seasonality and non-linear price effects in scanner-data-based market-response models
Fok, Dennis; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 138 (2007) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10003451760
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A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 110 (2002) 2, pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans - In: Journal of econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
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Explaining individual response using aggregated data
Dijk, Bram van; Paap, Richard - In: Journal of econometrics 146 (2008) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10003778181
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John; Koop, Gary; Paap, Richard - In: Journal of econometrics 171 (2012) 2, pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
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Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 111 (2002) 2, pp. 223-249
Persistent link: https://www.econbiz.de/10001715745
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Modeling the diffusion of scientific publications
Fok, Dennis; Franses, Philip Hans - In: Journal of econometrics 139 (2007) 2, pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
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Testing for common deterministic trend slopes
Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of econometrics 126 (2005) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-231
Persistent link: https://www.econbiz.de/10001939247