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An introduction to time-varying lag autoregression
Franses, Philip Hans - 2020
Persistent link: https://www.econbiz.de/10012216295
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Multivariate star analysis of money-output relationship
Rothman, Philip; Dijk, Dick van; Franses, Philip Hans - In: Macroeconomic dynamics 5 (2001) 4, pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
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A hierarchical bayes error correction model to explain dynamic effects of price changes
Fok, Dennis; Paap, Richard; Horváth, Csilla; Franses, … - 2005
Persistent link: https://www.econbiz.de/10003088746
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Confidence intervals for Cronbach's coefficient alpha values
Koning, Alex J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772080
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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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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396