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type_genre:"Arbeitspapier"
subject:"General equilibrium"
~subject:"Zeitreihenanalyse"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
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Zeitreihenanalyse
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33
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Franses, Philip Hans
21
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4
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4
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4
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3
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Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
240
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204
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165
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151
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101
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78
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63
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ECONIS (ZBW)
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1
Forecasting with periodic autoregressive time series models
Franses, Philip Hans
;
Paap, Richard
-
1999
Persistent link: https://www.econbiz.de/10001495838
Saved in:
2
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
Saved in:
3
Generalizations of the KPSS-test for stationarity
Hobijn, Bart
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000990790
Saved in:
4
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
5
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
6
Are many current seasonally adjusted data downward biased?
Franses, Philip Hans
;
Ariño, Miguel A.
;
Hobijn, Bart
-
1997
Persistent link: https://www.econbiz.de/10000973979
Saved in:
7
Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard
;
Franses, Philip Hans
;
Hoek, Henk
-
1996
Persistent link: https://www.econbiz.de/10000939347
Saved in:
8
Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000944648
Saved in:
9
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000964173
Saved in:
10
Increasing seasonal variation : unit roots versus shifts in mean and trend
Franses, Philip Hans
;
Hobijn, Bart
-
1996
Persistent link: https://www.econbiz.de/10000948838
Saved in:
11
Flexible seasonal long memory and economic time series
Ooms, Marius
-
1995
Persistent link: https://www.econbiz.de/10000943980
Saved in:
12
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
13
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
Saved in:
14
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
15
Testing for seasonal unit roots in the presence of changing seasonal means
Franses, Philip Hans
;
Vogelsang, Timothy J.
-
1995
Persistent link: https://www.econbiz.de/10000924663
Saved in:
16
Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
17
Critical values for unit root tests in seasonal time series
Franses, Philip Hans
;
Hobijn, Bart
-
1994
Persistent link: https://www.econbiz.de/10000910782
Saved in:
18
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
19
A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans
;
Koehler, Anne B.
-
1993
Persistent link: https://www.econbiz.de/10000893854
Saved in:
20
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000894164
Saved in:
21
Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894172
Saved in:
22
Differencing a periodically integrated time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894184
Saved in:
23
Common features in periodic seasonal time series
Franses, Philip Hans
-
1993
-
Version: April 1993
Persistent link: https://www.econbiz.de/10000894474
Saved in:
24
Estimating pushing trends and pulling equilibria
Ooms, Marius
;
Dijk, Herman K. van
-
1992
Persistent link: https://www.econbiz.de/10000846663
Saved in:
25
System identifiability from finite time series
Heij, Christiaan
-
1991
Persistent link: https://www.econbiz.de/10000842027
Saved in:
26
A modified canonical correlation approach to approximate state space modelling
Heij, Christiaan
;
Roorda, Berend
-
1991
Persistent link: https://www.econbiz.de/10000842079
Saved in:
27
A spectral representation for max-stable processes
Haan, L. de
-
1983
Persistent link: https://www.econbiz.de/10003552624
Saved in:
28
On identification of linear systems and the estimation'Lie-algebra of the associated nonlinear filtering problem
Hanzon, Ben
;
Hazewinkel, Michiel
-
1981
Persistent link: https://www.econbiz.de/10001379178
Saved in:
29
On Lie algebras and finite dimensional filtering
Hazewinkel, Michiel
;
Marcus, Steven I.
-
1980
Persistent link: https://www.econbiz.de/10001379139
Saved in:
30
On deformations, approximations and nonlinear filtering
Hazewinkel, Michiel
-
1980
Persistent link: https://www.econbiz.de/10001379156
Saved in:
31
Limit theory for multivariate sample extremes
Haan, Laurens de
;
Resnick, Sidney I.
-
1976
Persistent link: https://www.econbiz.de/10001566140
Saved in:
32
Application of Kalman-Filter technique for optimal use of time-series information in dynamic optimization problems
Vishwakarma, Keshav P.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572994
Saved in:
33
Prediction of economic time series by means of the Kalman filter
Vishwakarma, Kehav P.
-
1970
-
Vervielf.
Persistent link: https://www.econbiz.de/10001573962
Saved in:
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