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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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Properties of expert adjustments on model-based SKU-level forecasts
Franses, Philip Hans; Legerstee, Rianne - In: International journal of forecasting 25 (2009) 1, pp. 35-47
Persistent link: https://www.econbiz.de/10003833245
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Merging models and experts
Franses, Philip Hans - In: International journal of forecasting 24 (2008) 1, pp. 31-33
Persistent link: https://www.econbiz.de/10003661209
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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
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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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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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Unit roots in the Nelson-Plosser data : do they matter for forecasting?
Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001204614
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On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000945702
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Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
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Outlier robust analysis of market share and distribution relations for weekly scanning data
Franses, Philip Hans; Kloek, Teunis; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000945730