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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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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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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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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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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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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
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - 1996
Persistent link: https://www.econbiz.de/10000950684
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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