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Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Periodic time series models
Franses, Philip Hans; Paap, Richard - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001691362
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Ecological panel inference in repeated cross sections
Pelzer, Ben (contributor); Eisinga, Robert N. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692932
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On modeling panels of time series
Franses, Philip Hans (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692936
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A concise introduction to econometrics : an intuitive guide
Franses, Philip Hans - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001693800
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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
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Modeling multiple regimes in the business cycle
Dijk, Dick van; Franses, Philip Hans - In: Macroeconomic dynamics 3 (1999) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
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Special issue Modelling and forecasting financial volatility
Franses, Philip Hans (contributor) - 2002
Persistent link: https://www.econbiz.de/10001709308