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Modeling regional house prices

Dijk, Bram van; Franses, Philip Hans; Paap, Richard; … - 2008

Persistent link: https://www.econbiz.de/10003754166

Modelling regional house prices

Dijk, Bram van; Franses, Philip Hans; Paap, Richard; … - In: Applied economics 43 (2011) 16/18, pp. 2097-2110

Persistent link: https://www.econbiz.de/10009380116

Timing of vote decision in first and second order Dutch elections 1978 - 1995 : evidence from artificial neural networks

Eisinga, Robert N.; Franses, Philip Hans; Dijk, Dick van - 1997

Persistent link: https://www.econbiz.de/10000978347

Nonlinear error-correction models for interest rates in the Netherlands

Dijk, Dick van; Franses, Philip Hans - In: Nonlinear econometric modeling in time series : …, (pp. 203-227). 2000

Persistent link: https://www.econbiz.de/10001532229

Nonlinear error-correction models for interest rates in the Netherlands

Dijk, Dick van; Franses, Philip Hans - 1997

Persistent link: https://www.econbiz.de/10000976191

Een nieuwe visie op het modelleren van economische seizoenstijdreeksen

Franses, Philip Hans - In: Maandschrift economie : tijdschrift voor algemeen … 57 (1993) 3, pp. 233-237

Persistent link: https://www.econbiz.de/10001161754

Testing for a unit root with near-integrated volatility

Boswijk, Herman Peter - 2001 - Rev.

This paper considers tests for a unit root when the innovations follow a near-integrated GARCH process. We compare the asymptotic properties of the likelihoodratio statistic with that of the least-squares based Dickey-Fuller statistic. We first useasymptotics where the GARCH variance process is...

Persistent link: https://www.econbiz.de/10011317451

Testing for a unit root with near-integrated volatility

Boswijk, Herman Peter - 2001

Persistent link: https://www.econbiz.de/10001610169

Estimating the stock of postwar Dutch postal stamps

Franses, Philip Hans - In: Applied economics 39 (2007) 7/9, pp. 943-946

Persistent link: https://www.econbiz.de/10003484172

Decomposing bias in expert forecasts

Franses, Philip Hans - 2010

Persistent link: https://www.econbiz.de/10003987655