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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
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Seasonality and non-linear price effects in scanner-data-based market-response models
Fok, Dennis; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 138 (2007) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10003451760
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Seasonality and non-linear price effects in scanner-data based market-response models
Fok, Dennis (contributor); Franses, Philip Hans (contributor) - 2005
Persistent link: https://www.econbiz.de/10003179674
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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
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Periodic integration : further results on model selection and forecasting
Franses, Philip Hans - In: Statistical papers 37 (1996) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001197452
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Does seasonality influence the dating of business cycle turning points?
Franses, Philip Hans; Paap, Richard - In: Journal of macroeconomics 21 (1999) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10001256133
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans; Hoek, Henk; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000924661
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Modeling changing day-of-the-week seasonality in stock returns and volatility
Franses, Philip Hans; Paap, Richard - 1995
Persistent link: https://www.econbiz.de/10000937723
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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - 1996
Persistent link: https://www.econbiz.de/10000939347
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Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans; Paap, Richard - 1996
Persistent link: https://www.econbiz.de/10000940695