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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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On the interpretation of seasonally adjusted data
Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495845
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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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A model selection procedure for time series with seasonality
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820497
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Modeling seasonality in bimonthly time series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820501
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Unit roots in univariate series versus no unit roots in multivariate series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820502
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Selecting a dynamic model for the stock of cars
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820506
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A multivariate approach to modeling univariate seasonal time series
Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820507
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Periodicity and stochastic trends in economic time series
Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000560688
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Time series models for business and economic forecasting
Franses, Philip Hans - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000662288