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~person:"Franses, Philip Hans"
~subject:"Estimation"
~subject:"Marketing"
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Estimating the marginal law of...
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Franses, Philip Hans
Gil-Alaña, Luis A.
201
Caporale, Guglielmo Maria
194
Gupta, Rangan
132
Pesaran, M. Hashem
95
Zaremba, Adam
69
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65
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64
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64
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54
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53
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52
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51
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51
Marcellino, Massimiliano
49
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48
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48
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47
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47
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44
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43
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42
Gao, Jiti
42
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40
Linton, Oliver
39
Bali, Turan G.
38
Kilian, Lutz
38
Narayan, Paresh Kumar
38
Todorov, Viktor
38
Stambaugh, Robert F.
37
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36
Campbell, John Y.
36
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35
Bohl, Martin T.
35
Engle, Robert F.
35
Koop, Gary
35
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34
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34
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34
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4
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ECONIS (ZBW)
47
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1
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
2
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
Saved in:
3
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:
4
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:
5
On seasonal cycles, unit roots, and mean shifts
Franses, Philip Hans
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001240839
Saved in:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
Deriving dynamic marketing effectiveness from econometric time series models
Horváth, Csilla
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812014
Saved in:
8
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
9
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
10
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
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