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Seasonal specific structural time series
Proietti, Tommaso (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002652144
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Seasonal specific structural time series models
Proietti, Tommaso (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725591
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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862
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Common large innovations across nonlinear time series
Paap, Richard (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans - In: Applied economics letters 28 (2021) 19, pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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Common large innovations across nonlinear time series
Franses, Philip Hans; Paap, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10009739551