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subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~subject:"Risiko"
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Zeitreihenanalyse
Risiko
Theorie
294
Theory
285
Time series analysis
135
Prognoseverfahren
93
Forecasting model
91
Saisonale Schwankungen
64
Seasonal variations
64
Schätztheorie
43
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42
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English
140
Author
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Franses, Philip Hans
Koopman, Siem Jan
127
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
95
Härdle, Wolfgang
76
Koop, Gary
72
Lütkepohl, Helmut
72
Sibbertsen, Philipp
71
Pesaran, M. Hashem
68
Teräsvirta, Timo
65
Gollier, Christian
64
Swanson, Norman R.
62
McAleer, Michael
61
Kunst, Robert M.
59
Harvey, Andrew C.
55
Lucas, André
55
Maravall Herrero, Agustín
55
Engle, Robert F.
54
Marcellino, Massimiliano
54
Hassler, Uwe
52
Granger, C. W. J.
51
Feng, Yuanhua
50
Hallin, Marc
48
Dijk, Herman K. van
47
Ghysels, Eric
47
Hyndman, Rob J.
47
Lux, Thomas
47
Bauwens, Luc
45
Timmermann, Allan
45
Proietti, Tommaso
43
Eeckhoudt, Louis R.
42
Kapetanios, George
42
Stock, James H.
42
Taylor, Robert
42
Beran, Jan
41
Hendry, David F.
41
Ludwig, Alexander
41
Perron, Pierre
41
Saikkonen, Pentti
41
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Econometrisch Instituut <Rotterdam>
4
Erasmus Research Institute of Management
1
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Report / Econometric Institute, Erasmus University Rotterdam
21
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
12
Discussion paper / Tinbergen Institute
10
Economics letters
9
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5
International journal of forecasting
5
Journal of forecasting
5
Econometric reviews
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
Journal of economic surveys
3
Oxford bulletin of economics and statistics
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
SSE EFI working paper series in economics and finance
2
The review of economics and statistics
2
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1
Applied economics letters
1
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers in economics
1
EUI working paper / ECO
1
Econometric theory
1
Economic modelling
1
Journal of macroeconomics
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
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Predictability and nonlinear modelling in natural sciences and economics
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ECONIS (ZBW)
136
EconStor
4
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61
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:
62
Testing for common trends across periodically integrated seasonal time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894172
Saved in:
63
Differencing a periodically integrated time series
Franses, Philip Hans
-
1993
Persistent link: https://www.econbiz.de/10000894184
Saved in:
64
Common features in periodic seasonal time series
Franses, Philip Hans
-
1993
-
Version: April 1993
Persistent link: https://www.econbiz.de/10000894474
Saved in:
65
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
Saved in:
66
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:
67
Outlier robust cointegration analysis
Franses, Philip Hans
;
Lucas, André
-
1995
Persistent link: https://www.econbiz.de/10000924662
Saved in:
68
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:
69
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
-
1995
Persistent link: https://www.econbiz.de/10000927035
Saved in:
70
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
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