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Outlier robust analysis of long-run marketing effects for weekly scanning data

Franses, Philip Hans; Kloek, Teun; Lucas, Andre - In: Journal of Econometrics 89 (1998) 1-2, pp. 293-315

Persistent link: https://www.econbiz.de/10005285644

A nonlinear long memory model, with an application to US unemployment

van Dijk, Dick; Franses, Philip Hans; Paap, Richard - In: Journal of Econometrics 110 (2002) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10005285698

A multivariate approach to modeling univariate seasonal time series

Franses, Philip Hans - In: Journal of Econometrics 63 (1994) 1, pp. 133-151

Persistent link: https://www.econbiz.de/10005286065

Progress and challenges in econometrics

Franses, Philip Hans; Dijk, Herman K. van - In: Journal of Econometrics 138 (2007) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10005052807

Testing for common deterministic trend slopes

Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of Econometrics 126 (2005) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10005192597

Modeling the diffusion of scientific publications

Fok, Dennis; Franses, Philip Hans - In: Journal of Econometrics 139 (2007) 2, pp. 376-390

Persistent link: https://www.econbiz.de/10005192862

Bayesian analysis of seasonal unit roots and seasonal mean shifts

Franses, Philip Hans; Hoek, Henk; Paap, Richard - In: Journal of Econometrics 78 (1997) 2, pp. 359-380

Persistent link: https://www.econbiz.de/10005192919

Twenty years of cointegration

Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick - In: Journal of Econometrics 158 (2010) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10008866523

Cointegration in a historical perspective

Boswijk, H. Peter; Franses, Philip Hans; van Dijk, Dick - In: Journal of Econometrics 158 (2010) 1, pp. 156-159

We analyse the impact of the Engle and Granger (1987) article by means of its citations over time, and find evidence of a second life starting in the new millennium. Next, we propose a possible explanation of the success of this citation classic. We argue that the conditions for its success were...

Persistent link: https://www.econbiz.de/10008866563

Multiple unit roots in periodic autoregression

Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels - In: Journal of Econometrics 80 (1997) 1, pp. 167-193

Persistent link: https://www.econbiz.de/10005228750