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subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~subject:"Statistischer Test"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Statistischer Test
Theorie
155
Theory
146
Time series analysis
63
Prognoseverfahren
45
Forecasting model
43
Schätztheorie
30
Estimation theory
29
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Franses, Philip Hans
Koopman, Siem Jan
73
Gil-Alaña, Luis A.
62
Pesaran, M. Hashem
61
Caporale, Guglielmo Maria
59
Phillips, Peter C. B.
52
Sibbertsen, Philipp
48
Härdle, Wolfgang
46
Feng, Yuanhua
44
Kunst, Robert M.
44
Lütkepohl, Helmut
44
Beran, Jan
41
Dette, Holger
41
McAleer, Michael
41
Maravall Herrero, Agustín
40
Dijk, Herman K. van
38
Swanson, Norman R.
37
Marcellino, Massimiliano
36
Koop, Gary
35
Lucas, André
35
Lux, Thomas
35
Teräsvirta, Timo
35
Hallin, Marc
33
Saikkonen, Pentti
29
Weihs, Claus
29
Hyndman, Rob J.
28
Fried, Roland
26
Bauwens, Luc
25
Hassler, Uwe
25
Kapetanios, George
25
Hautsch, Nikolaus
23
Herwartz, Helmut
23
Breitung, Jörg
22
Schmid, Wolfgang
22
Timmermann, Allan
22
Linton, Oliver
21
Bos, Charles S.
20
Clark, Todd E.
20
Corradi, Valentina
20
Dufour, Jean-Marie
20
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Econometrisch Instituut <Rotterdam>
4
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1
European University Institute / Department of Economics
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
15
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11
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5
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4
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3
ERIM report series research in management
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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1
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ECONIS (ZBW)
67
EconStor
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans
;
Ooms, Marius
-
1994
Persistent link: https://www.econbiz.de/10000898964
Saved in:
2
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
3
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:
4
Recent advances in modelling seasonality
Franses, Philip Hans
-
1994
Persistent link: https://www.econbiz.de/10000910783
Saved in:
5
Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans
;
Thull, Olaf van
-
1995
Persistent link: https://www.econbiz.de/10000912177
Saved in:
6
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:
7
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:
8
Modeling seasonality in economic time series
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000945475
Saved in:
9
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
10
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
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