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~person:"Franses, Philip Hans"
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A multivariate time series ana...
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Franses, Philip Hans
Nijkamp, Peter
529
Acemoglu, Daron
524
Güth, Werner
492
Stiglitz, Joseph E.
471
Pesaran, M. Hashem
470
Phillips, Peter C. B.
453
Snower, Dennis J.
450
Gersbach, Hans
442
Pestieau, Pierre
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Stark, Oded
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Creedy, John
403
Caporale, Guglielmo Maria
395
Koskela, Erkki
391
Aizenman, Joshua
386
Gil-Alaña, Luis A.
378
Heckman, James J.
365
Helpman, Elhanan
356
Zenou, Yves
353
Cremer, Helmuth
333
Frey, Bruno S.
332
Svensson, Lars E. O.
332
Woodford, Michael
332
Broll, Udo
328
Kaplow, Louis
321
Konrad, Kai A.
317
Koopman, Siem Jan
317
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Shavell, Steven
308
Härdle, Wolfgang
307
McAleer, Michael
306
Tirole, Jean
306
Lambertini, Luca
296
Artus, Patrick
295
Buiter, Willem H.
289
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282
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277
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Report / Econometric Institute, Erasmus University Rotterdam
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International journal of forecasting
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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ERIM report series research in management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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Advanced texts in econometrics
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Annals of financial economics
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IHS economics series : working paper
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Rotterdams Instituut voor Bedrijfseconomische Studies
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
363
EconStor
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USB Cologne (EcoSocSci)
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Special issue on nonlinear modeling of multivariate macroeconomic relations
Franses, Philip Hans
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001625147
Saved in:
2
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
3
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
4
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
5
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
6
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
7
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
8
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
9
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
10
Modeling seasonality in economic time series
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000945475
Saved in:
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