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Modelling multiple regimes in the business cycle
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000988128
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000989872
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans; Griensven, Kapser van - 1997
Persistent link: https://www.econbiz.de/10000969008
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000969033
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - 1997
Persistent link: https://www.econbiz.de/10000973971
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Are many current seasonally adjusted data downward biased?
Franses, Philip Hans; Ariño, Miguel A.; Hobijn, Bart - 1997
Persistent link: https://www.econbiz.de/10000973979
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Nonlinear error-correction models for interest rates in the Netherlands
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000976191
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Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.; Taber, Christopher - 1994
Persistent link: https://www.econbiz.de/10000913801
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Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
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Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063