Narrow search
Showing 1 - 10 of 81
Cover Image
[Rezension von: Franses, Philip Hans; Paap, Richard, Periodic time series models]
Fruk, Mladen - In: The economic journal : the journal of the Royal … 115 (2005) 507, pp. 413-414
Persistent link: https://www.econbiz.de/10003209492
Cover Image
Random-coefficient periodic autoregression
Franses, Philip Hans (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116189
Cover Image
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of applied econometrics 17 (2002) 5, pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Cover Image
Estimating dynamic effects of promotions on brand choice
Paap, Richard; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001433319
Cover Image
Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
Cover Image
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans - In: Journal of econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Cover Image
Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans; Paap, Richard - 1996
Persistent link: https://www.econbiz.de/10000940695
Cover Image
Trends in periodic autoregressions
Paap, Richard - In: PhD research bulletin / Tinbergen Institute 7 (1995) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001202753
Cover Image
Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205
Cover Image
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
Kleibergen, Frank; Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10000952475