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Consistency of system identification by global total least squares
Heij, Christiaan; Scherrer, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000937910
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Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang; Heij, Christiaan - 1997
Persistent link: https://www.econbiz.de/10000964990
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System identification by dynamic factor models
Heij, Christiaan; Scherrer, Wolfgang; Deistler, Manfred - 1998
Persistent link: https://www.econbiz.de/10000977638
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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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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter; Franses, Philip Hans; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000925514
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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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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans; Koop, Gary - 1996
Persistent link: https://www.econbiz.de/10000945728
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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