Narrow search
Showing 1 - 10 of 13
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
Cover Image
Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
Cover Image
On forecasting exchange rates using neural networks
Franses, Philip Hans; Homelen, Paul van - 1996
Persistent link: https://www.econbiz.de/10000945702
Cover Image
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
Cover Image
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
Cover Image
A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000950626
Cover Image
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - 1996
Persistent link: https://www.econbiz.de/10000950684
Cover Image
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000968763
Cover Image
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000981248
Cover Image
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