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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

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

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

Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis

Knapp, Sabine; Franses, Philip Hans; Whitby, Bruce - 2020

Persistent link: https://www.econbiz.de/10012432879

Heterogeneity in manufacturing growth risk

Opschoor, Daan; Dijk, Dick van; Franses, Philip Hans - 2021

We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi …-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable …

Persistent link: https://www.econbiz.de/10012510760