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An empirical study of cash payments
Kippers, Jeanine; Nierop, Erjen van; Paap, Richard; … - 2002
Persistent link: https://www.econbiz.de/10001689354
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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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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans; Paap, Richard - 1996
Persistent link: https://www.econbiz.de/10000940695
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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
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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
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On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans; Koop, Gary - 1996
Persistent link: https://www.econbiz.de/10000945728
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000855228
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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