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Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006
Persistent link: https://www.econbiz.de/10003385036
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Estimating loss functions of experts
Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - 2011
Persistent link: https://www.econbiz.de/10009619343
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[Rezension von: Franses, Philip Hans; Paap, Richard, Periodic time series models]
Fruk, Mladen - In: The economic journal : the journal of the Royal … 115 (2005) 507, pp. 413-414
Persistent link: https://www.econbiz.de/10003209492
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Seasonality and non-linear price effects in scanner-data based market-response models
Fok, Dennis (contributor); Franses, Philip Hans (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179674
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Random-coefficient periodic autoregression
Franses, Philip Hans (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116189
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Does Africa grow slower than Asia and Latin America?
Paap, Richard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783539
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans; Hoek, Henk; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000924661
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Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000937723
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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - 1996
Persistent link: https://www.econbiz.de/10000939347
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000989872