Narrow search
Showing 1 - 7 of 7
Cover Image
Impulse response functions for periodic integration
Breitung, J.; Franses, P.H. - In: Economics letters 55 (1997) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10006791709
Cover Image
Spurious deterministic seasonality
Franses, P.H.; Hylleberg, S.; Lee, H.S. - In: Economics letters 48 (1995) 3-4, pp. 249-256
Persistent link: https://www.econbiz.de/10006798274
Cover Image
Testing for periodic integration
Boswijk, H.P.; Franses, P.H. - In: Economics letters 48 (1995) 3-4, pp. 241-248
Persistent link: https://www.econbiz.de/10006798275
Cover Image
A method to select between periodic cointegration and seasonal cointegration
Franses, P.H. - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10006807067
Cover Image
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
Cover Image
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Cover Image
Estimating the ordering of variables in a VAR using a Plackett-Luce prior
Wu, Ping; Koop, Gary - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460378