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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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Testing for seasonal unit roots in monthly panels of time series
Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-488
Persistent link: https://www.econbiz.de/10009241613
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Constructing seasonally adjusted data with time-varying confidence intervals
Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526
Persistent link: https://www.econbiz.de/10001741990
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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Dynamic specification and cointegration
Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001330269
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391