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Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - In: Econometric reviews 29 (2010) 5/6, pp. 688-716
Persistent link: https://www.econbiz.de/10008668103
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Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - 2007
Persistent link: https://www.econbiz.de/10003414382
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Modeling purchases as repeated events
Bijwaard, Govert (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903635
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Modeling purchases as repeated events
Bijwaard, Govert; Franses, Philip Hans; Paap, Richard - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 487-502
Persistent link: https://www.econbiz.de/10003385180
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Consensus forecasters : how good are they individually and why?
Franses, Philip Hans; Maassen, Nancy - 2015
Persistent link: https://www.econbiz.de/10011432580
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Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans; Welz, Max - 2018 - This version: September 2018
Persistent link: https://www.econbiz.de/10011959123
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Inflation, forecast intervals and long memory regression models
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 2001
Persistent link: https://www.econbiz.de/10001569637
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Structural breaks and long memory in US inflation rates : do they matter for forecasting?
Hyung, Namwon; Franses, Philip Hans; Penm, Jack H. W. - In: Research in international business and finance 20 (2006) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10003374211
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Evaluating real-time forecasts in real-time
Dijk, Dick van (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003753981