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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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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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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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On asymptotic normality of the hill estimator
Haan, Laurens de; Resnick, Sidney I. - 1996
Persistent link: https://www.econbiz.de/10000941231
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A note on conditions for quantile process approximations
Drees, Holger; Haan, Laurens de - 1996
Persistent link: https://www.econbiz.de/10000941232
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Slow convergence to normality : an edgeworth expansion without third moment
Haan, Laurens de; Lian, Peng - 1996
Persistent link: https://www.econbiz.de/10000941233
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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
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A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000950626