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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric Institute Research Papers
165
Econometric Institute research papers
144
Discussion paper / Tinbergen Institute
75
ERIM Report Series Research in Management
50
Report / Econometric Institute, Erasmus University Rotterdam
49
ERIM report series research in management
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International journal of forecasting
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34
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Technological forecasting & social change : an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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On the econometrics of the bass diffusion model
Boswijk, Herman Peter
;
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 255-268
Persistent link: https://www.econbiz.de/10003012845
Saved in:
2
Why frequency matters for unit root testing in financial time series
Boswijk, Herman Peter
;
Klaassen, Franc
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009657281
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
Saved in:
5
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
6
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Saved in:
7
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
Saved in:
8
Modeling purchases as repeated events
Bijwaard, Govert
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003385180
Saved in:
9
On the Econometrics of the Bass Diffusion Model
Boswijk, H.Peter
;
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 255-268
Persistent link: https://www.econbiz.de/10008214208
Saved in:
10
Special Section on Consumer Price Research - Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Dijk, Dick Van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10008218548
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