Narrow search
Showing 1 - 10 of 76
Cover Image
Benchmarking judgmentally adjusted forecasts
Franses, Philip Hans; Bruijn, Bert de - In: International journal of finance & economics : IJFE 22 (2017) 1, pp. 3-11
Persistent link: https://www.econbiz.de/10011960259
Cover Image
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495844
Cover Image
A vector of quarters representation for bivariate time series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820494
Cover Image
Forecasting 1 to h steps ahead using partial least squares
Franses, Philip Hans (contributor) - 2006
Persistent link: https://www.econbiz.de/10003391325
Cover Image
A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
Cover Image
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
Cover Image
GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
Cover Image
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
Cover Image
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
Cover Image
Dynamic specification and cointegration
Boswijk, Herman Peter; Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820492