Narrow search
Showing 1 - 10 of 86
Cover Image
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
Cover Image
A simple test for PPP among traded goods
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644161
Cover Image
A simple test for PPP among traded goods
Franses, Philip Hans; Dijk, Dick van - In: Applied financial economics 16 (2006) 1/2, pp. 19-27
Persistent link: https://www.econbiz.de/10003291774
Cover Image
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
Cover Image
Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
Cover Image
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans; Paap, Richard - 1996
Persistent link: https://www.econbiz.de/10000940695
Cover Image
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
Cover Image
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
Cover Image
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans; Koop, Gary - 1996
Persistent link: https://www.econbiz.de/10000945728
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484