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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
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Capital income
Zeitreihenanalyse
Theorie
285
Theory
285
Time series analysis
135
Forecasting model
90
Prognoseverfahren
90
Saisonale Schwankungen
64
Seasonal variations
64
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42
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42
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English
138
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Franses, Philip Hans
Phillips, Peter C. B.
130
Gil-Alaña, Luis A.
118
Koopman, Siem Jan
117
Caporale, Guglielmo Maria
98
Pesaran, M. Hashem
86
Diebold, Francis X.
84
Härdle, Wolfgang
77
Lütkepohl, Helmut
72
Koop, Gary
71
Timmermann, Allan
71
Engle, Robert F.
66
Teräsvirta, Timo
62
Bollerslev, Tim
60
Harvey, Andrew C.
59
McAleer, Michael
59
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Granger, C. W. J.
55
Swanson, Norman R.
55
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
51
Hyndman, Rob J.
50
Stambaugh, Robert F.
50
Ghysels, Eric
48
Bauwens, Luc
47
Hassler, Uwe
47
Hallin, Marc
46
Campbell, John Y.
45
Marcellino, Massimiliano
45
Taylor, Robert
45
Mills, Terence C.
43
Proietti, Tommaso
43
Harvey, Campbell R.
42
Lux, Thomas
42
Gao, Jiti
41
Hendry, David F.
41
Kapetanios, George
41
Perron, Pierre
41
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4
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Report / Econometric Institute, Erasmus University Rotterdam
21
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18
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10
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9
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5
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5
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5
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5
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4
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4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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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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1
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1
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1
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1
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1
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1
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1
Econometric theory
1
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1
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1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Predictability and nonlinear modelling in natural sciences and economics
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
138
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81
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, A. M. Robert
-
1997
Persistent link: https://www.econbiz.de/10001372320
Saved in:
82
[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Hall, Alastair R.
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
444
,
pp. 1602-1603
Persistent link: https://www.econbiz.de/10001349342
Saved in:
83
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
84
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
85
A Bayesian analysis of periodic integration
Franses, Philip Hans
- In:
Journal of forecasting
16
(
1997
)
7
,
pp. 509-532
Persistent link: https://www.econbiz.de/10001233075
Saved in:
86
On trends and constants in periodic autoregressions
Paap, Richard
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000989872
Saved in:
87
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
88
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:
89
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:
90
Impulse response functions for periodic integration
Breitung, Jörg
- In:
Economics letters
55
(
1997
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10001225289
Saved in:
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