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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:"Franses, Philip Hans"
~person:"Helpman, Elhanan"
~person:"Pesaran, M. Hashem"
~subject:"ARCH-Modell"
~subject:"United States"
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Franses, Philip Hans
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Pesaran, M. Hashem
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1
Themed issue: Topics in health econometrics
Pesaran, M. Hashem
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002166262
Saved in:
2
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:
3
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
Saved in:
4
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
5
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:
6
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:
7
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:
8
On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.
;
Schmidt, Peter
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 477-498
Persistent link: https://www.econbiz.de/10001336657
Saved in:
9
Special issue In memory of John Denis Sargan, 1924 - 1996 : studies in empirical macroeconometrics
Hendry, David F.
(
contributor
);
Sargan, John Denis
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001591547
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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