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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
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Modelling health care expenditures : overview of the literature and evidence from a panel time series model
Elk, Roel van; Mot, Esther S.; Franses, Philip Hans - 2009
Persistent link: https://www.econbiz.de/10003806085
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The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
Franses, Philip Hans; Dijk, Dick van - In: International journal of forecasting 21 (2005) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10002547141
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - 1994
Persistent link: https://www.econbiz.de/10000910782
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Recent advances in modelling seasonality
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000910783
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862