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Markov trends in macroeconomic time series
Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10013265095
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Testing for seasonality
Franses, Philip Hans - In: Economics letters 38 (1992) 3, pp. 259-262
Persistent link: https://www.econbiz.de/10001123560
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A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
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Moving average filters and unit roots
Franses, Philip Hans - In: Economics letters 37 (1991) 4, pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
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Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans - In: Economics letters 120 (2013) 2, pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
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Model selection and seasonality in time series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10013265204
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On the econometrics of the geometric lag model
Franses, Philip Hans; Oest, Rutger van - In: Economics letters 95 (2007) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans - In: Economics letters 59 (1998) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
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Impulse response functions for periodic integration
Breitung, Jörg - In: Economics letters 55 (1997) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10001225289
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Spurious deterministic seasonality
Franses, Philip Hans - In: Economics letters 48 (1995) 3, pp. 249-256
Persistent link: https://www.econbiz.de/10001184865