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~person:"Franses, Philip Hans"
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Franses, Philip Hans
Nijkamp, Peter
531
Acemoglu, Daron
525
Güth, Werner
519
Pesaran, M. Hashem
483
Stiglitz, Joseph E.
475
Phillips, Peter C. B.
453
Snower, Dennis J.
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Pestieau, Pierre
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Gersbach, Hans
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Caporale, Guglielmo Maria
415
Stark, Oded
407
Creedy, John
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Aizenman, Joshua
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Fabozzi, Frank J.
398
Koskela, Erkki
391
Gil-Alaña, Luis A.
380
McAleer, Michael
373
Heckman, James J.
365
Helpman, Elhanan
356
Zenou, Yves
354
Frey, Bruno S.
337
Cremer, Helmuth
336
Svensson, Lars E. O.
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Woodford, Michael
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Broll, Udo
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Kaplow, Louis
321
Koopman, Siem Jan
320
Konrad, Kai A.
317
Thisse, Jacques-François
317
Härdle, Wolfgang
314
Batabyal, Amitrajeet A.
310
Tirole, Jean
309
Artus, Patrick
308
Shavell, Steven
308
Diebold, Francis X.
298
Lambertini, Luca
296
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289
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Econometric Institute research papers
58
Report / Econometric Institute, Erasmus University Rotterdam
42
Discussion paper / Tinbergen Institute
28
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ERIM report series research in management
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3
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3
Macroeconomic dynamics
3
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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ECONIS (ZBW)
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EconStor
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RePEc
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USB Cologne (EcoSocSci)
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1
Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
Saved in:
2
Special issue on nonlinear modeling of multivariate macroeconomic relations
Franses, Philip Hans
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001625147
Saved in:
3
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
4
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
5
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:
6
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
7
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
8
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
9
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:
10
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:
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