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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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Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998
Persistent link: https://www.econbiz.de/10000984706
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Modeling item nonresponse in questionnaires
Franses, Philip Hans; Geluk, Irma; Homelen, Paul van - 1998 - Rev. vers
Persistent link: https://www.econbiz.de/10000985357
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000988100
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Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans; Paap, Richard - 1998
Persistent link: https://www.econbiz.de/10000988101
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Do we often find ARCH because of neglected outliers?
Franses, Philip Hans; Dijk, Dick van - 1997
Persistent link: https://www.econbiz.de/10000988125
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Modelling multiple regimes in the business cycle
Dijk, Dick van; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000988128
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Nonlinearity and forecasting aspects of periodically integrated autoregressions
Franses, Philip Hans - In: Predictability and nonlinear modelling in natural …, (pp. 633-637). 1994
Persistent link: https://www.econbiz.de/10001288238
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Does the index of consumer sentiment only measure expectations? : An empirical assessment for the Netherlands
Bolger, Fergus; Franses, Philip Hans; Antonides, Gerrit - 1999
Persistent link: https://www.econbiz.de/10001412740