Narrow search
Showing 1 - 8 of 8
Cover Image
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.; Franses, Philip Hans - In: Econometric reviews 28 (2009) 6, pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Cover Image
Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - In: Econometric reviews 29 (2010) 5/6, pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
Cover Image
[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Faust, Jon - In: Econometric reviews 17 (1998) 3, pp. 335-338
Persistent link: https://www.econbiz.de/10001349971
Cover Image
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Cover Image
A vector of quarters representation for bivariate time series
Franses, Philip Hans - In: Econometric reviews 14 (1995) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001177162
Cover Image
A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
Cover Image
On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Cover Image
The use of dummy variables in consumption models
Broersma, Lourens - In: Econometric reviews 9 (1990) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001094746