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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Bauwens, Luc"
~person:"Franses, Philip Hans"
~person:"Helpman, Elhanan"
~person:"Pesaran, M. Hashem"
~subject:"Seasonal variations"
~subject:"United States"
~subject:"Volatility"
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Bauwens, Luc
Franses, Philip Hans
Helpman, Elhanan
Pesaran, M. Hashem
Kehoe, Patrick J.
5
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5
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Discussion paper / Tinbergen Institute / Tinbergen Institute
International journal of forecasting
Journal of applied econometrics
Journal of political economy
Tinbergen Institute Discussion Paper
Report / Econometric Institute, Erasmus University Rotterdam
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
16
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1
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
2
A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000950626
Saved in:
3
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
-
1996
Persistent link: https://www.econbiz.de/10000950684
Saved in:
4
Forecasting ultimate resource recovery
Pesaran, M. Hashem
- In:
International journal of forecasting
11
(
1995
)
4
,
pp. 543-555
Persistent link: https://www.econbiz.de/10001203022
Saved in:
5
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
6
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
7
A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans
;
Koehler, Anne B.
- In:
International journal of forecasting
14
(
1998
)
3
,
pp. 405-414
Persistent link: https://www.econbiz.de/10001367727
Saved in:
8
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
9
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
10
On forecasting cointegrated seasonal time series
Löf, Mårten
;
Franses, Philip Hans
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
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