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Franses, Philip Hans
Phillips, Peter C. B.
358
Pesaran, M. Hashem
227
Gao, Jiti
186
Linton, Oliver
176
Härdle, Wolfgang
153
Newey, Whitney K.
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141
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126
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121
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Lee, Lung-fei
112
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108
Tsionas, Efthymios G.
103
Otsu, Taisuke
102
Teräsvirta, Timo
102
Swanson, Norman R.
101
Lechner, Michael
98
Kumbhakar, Subal
96
Robinson, Peter M.
96
Imbens, Guido
93
Sentana, Enrique
93
Simar, Léopold
93
Dette, Holger
92
White, Halbert
91
Afonso, António
89
Koopman, Siem Jan
89
Sun, Yixiao
89
Windmeijer, Frank
87
Nielsen, Morten Ørregaard
85
Smith, Richard J.
85
Dufour, Jean-Marie
82
Su, Liangjun
82
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81
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Report / Econometric Institute, Erasmus University Rotterdam
16
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10
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Discussion paper / Center for Economic Research, Tilburg University
1
ERIM Report Series Research in Management
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
93
RePEc
5
EconStor
3
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1
Testing for residual
autocorrelation
in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
2
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
3
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
4
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
Saved in:
5
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
6
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
7
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
8
Testing for residual
autocorrelation
in growth curve models
Franses, Philip Hans
- In:
Technological forecasting & social change : an …
69
(
2002
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10001682520
Saved in:
9
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
10
Common large innovations across nonlinear time series
Franses, Philip Hans
;
Paap, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
Saved in:
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