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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
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A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
Fok, Dennis; Horváth, Csilla; Paap, Richard; Franses, … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186139
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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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Outlier detection in cointegration analysis
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans; Griensven, Kapser van - 1997
Persistent link: https://www.econbiz.de/10000969008
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Forecasting exchange rates using neural networks for technical trading rules
Franses, Philip Hans (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 115-131
Persistent link: https://www.econbiz.de/10001769675
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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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Evaluating real-time forecasts in real-time
Dijk, Dick van (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003753981
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Evaluating Real-Time Forecasts in Real-Time
Ravazzolo, Francesco - 2010
The accuracy of real-time forecasts of macroeconomic variables that are subject to revisions may crucially depend on the choice of data used to compare the forecasts against. We put forward a flexible time - varying parameter regression framework to obtain early estimates of the final value of...
Persistent link: https://www.econbiz.de/10012717174
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Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin; Franses, Philip Hans; Bhaghoe, Sailesh - In: Review of development economics : an essential resource … 27 (2023) 4, pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710