Narrow search
Showing 1 - 10 of 388
Cover Image
An introduction to time-varying lag autoregression
Franses, Philip Hans - 2020
Persistent link: https://www.econbiz.de/10012216295
Cover Image
On the econometrics of the geometric lag model
Franses, Philip Hans; Oest, Rutger van - In: Economics letters 95 (2007) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Cover Image
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
Cover Image
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
Cover Image
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
Cover Image
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans; Ariño, Miguel A.; Hobijn, Bart - 1997
Persistent link: https://www.econbiz.de/10000973979
Cover Image
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
Cover Image
Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063
Cover Image
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter - In: Journal of econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001223460