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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 vector of quarters representation for bivariate time series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820494
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Forecasting 1 to h steps ahead using partial least squares
Franses, Philip Hans (contributor) - 2006
Persistent link: https://www.econbiz.de/10003391325
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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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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000855228
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
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Dynamic specification and cointegration
Boswijk, Herman Peter; Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820492
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484