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Testing for periodic integration
Boswijk, H.P.; Franses, P.H. - In: Economics letters 48 (1995) 3-4, pp. 241-248
Persistent link: https://www.econbiz.de/10006798275
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A method to select between periodic cointegration and seasonal cointegration
Franses, P.H. - In: Economics letters 41 (1993) 1, pp. 7-10
Persistent link: https://www.econbiz.de/10006807067
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Waarom geven we zoveel uit? Sinds de invoering van de euro lijkt alles duurder te zijn geworden. Empirische gegevens tonen echter dat men de euro te gemakkelijk uitgeeft. Voor deze...
Berretty, T.; Dijkshoorn, S.; Franses, P.H.; Kruithof, L. - In: Economisch statistische berichten : ESB 90 (2005) 4463, pp. 277
Persistent link: https://www.econbiz.de/10006751793
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On Trends and Constants in Periodic Autoregressions
Paap, R.; Franses, P.H. - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10006913202
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Review of Periodicity and Stochastic Trends in Economic Time Series
Franses, P.H.; Faust, J.W. - In: Econometric reviews 17 (1998) 3, pp. 335
Persistent link: https://www.econbiz.de/10006918212
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The Impact of Seasonal Constants on Forecasting Seasonally Cointegrated Time Series
Kunst, R.M.; Franses, P.H. - In: Journal of forecasting 17 (1998) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10006919953
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Forecasting Stock Market Volatility Using (Non-linear) Garch Models
Franses, P.H.; Dijk, D.Van - In: Journal of forecasting 15 (1996) 3, pp. 229-236
Persistent link: https://www.econbiz.de/10006928532
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Multi-step Forecast Error Variances for Periodically Integrated Time Series
Franses, P.H. - In: Journal of forecasting 15 (1996) 2, pp. 83-96
Persistent link: https://www.econbiz.de/10006928948
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A Differencing Test
Franses, P.H. - In: Econometric reviews 14 (1995) 2, pp. 183-194
Persistent link: https://www.econbiz.de/10006939611
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A Vector of Quarters Representation for Bivariate Time Series
Franses, P.H. - In: Econometric reviews 14 (1995) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10006939620