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Estimating loss functions of experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - 2011
Persistent link: https://www.econbiz.de/10009720701
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An empirical study of cash payments
Kippers, Jeanine; Nierop, Erjen van; Paap, Richard; … - 2002
Persistent link: https://www.econbiz.de/10001689354
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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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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
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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
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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - 1996
Persistent link: https://www.econbiz.de/10000939347
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000989872
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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
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Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205
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An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052