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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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Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin (contributor); Koning, Alex J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003484019
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Examining the quality of early GDP component estimates
Sinclair, Tara M.; Stekler, Herman O. - In: International journal of forecasting 29 (2013) 4, pp. 736-750
Persistent link: https://www.econbiz.de/10010221287
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How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495844
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A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
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Testing for bias in forecasts for independent binary outcomes
Franses, Philip Hans - In: Applied economics letters 28 (2021) 15, pp. 1336-1338
Persistent link: https://www.econbiz.de/10012609665
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Interpolation and correlation
Franses, Philip Hans - In: Applied economics 54 (2022) 14, pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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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
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000988100