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A Bayesian Analysis of Periodic Integration
Franses, P.H.; Koop, G. - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10006921596
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The Impact of Seasonal Constants on Forecasting Seasonally Cointegrated Time Series
Kunst, R.M.; Franses, P.H. - In: Journal of forecasting 17 (1998) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10006919953
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Forecasting Stock Market Volatility Using (Non-linear) Garch Models
Franses, P.H.; Dijk, D.Van - In: Journal of forecasting 15 (1996) 3, pp. 229-236
Persistent link: https://www.econbiz.de/10006928532
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Multi-step Forecast Error Variances for Periodically Integrated Time Series
Franses, P.H. - In: Journal of forecasting 15 (1996) 2, pp. 83-96
Persistent link: https://www.econbiz.de/10006928948
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Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock
Franses, P.H. - In: Journal of forecasting 12 (1993) 7, pp. 601-614
Persistent link: https://www.econbiz.de/10006954450
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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A Bayesian analysis of periodic integration
Franses, Philip Hans - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10001233075