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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
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Credit rationing and threshold effects in the relation between money and output
Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001202515
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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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Content horizons for univariate time-series forecasts
Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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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
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Content horizons for conditional variance forecasts
Galbraith, John W.; Kıṣınbay, Turgut - In: International journal of forecasting 21 (2005) 2, pp. 249-260
Persistent link: https://www.econbiz.de/10002687836
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455