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~isPartOf:"Applied financial economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
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Franses, Philip Hans
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Applied financial economics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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82
Discussion paper / Tinbergen Institute
50
Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
;
Hoek, Henk
;
Paap, Richard
-
1995
Persistent link: https://www.econbiz.de/10000924661
Saved in:
2
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:
3
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
4
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans
;
Paap, Richard
-
1996
Persistent link: https://www.econbiz.de/10000940695
Saved in:
5
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
6
Seasonality and stochastic trends in German consumption and income : 1960.1 - 1987.4
Franses, Philip Hans
;
Paap, Richard
-
1994
Persistent link: https://www.econbiz.de/10000904755
Saved in:
7
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
8
A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans
;
Koehler, Anne B.
-
1993
Persistent link: https://www.econbiz.de/10000893854
Saved in:
9
Testing rational expectations in agricultural markets using periodic models
Kuiper, Erno
;
Franses, Philip Hans
;
Kloek, Teunis
-
1993
Persistent link: https://www.econbiz.de/10000894161
Saved in:
10
Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894172
Saved in:
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