//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~person:"Franses, Philip Hans"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Monte"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo methods
1
Monte Carlo simulations
1
Outliers
1
Smooth Transition AutoRegressive models
1
nonlinearity
1
seasonal cointegration analysis
1
seasonal intercepts
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Franses, Philip Hans
van Dijk, Herman K.
13
Bauwens, Luc
5
Bos, Charles
5
Hoogerheide, Hoogerheide, L.F.
4
Kaashoek, Kaashoek, J.F.
4
Harvey, Harvey, A.C.
3
Trimbur, Trimbur, T.M.
3
van Oest, van Oest, R.D.
3
van Dijk, Dick
2
András, P.
1
Chen, Chen, C.W.S.
1
Escribano, A.
1
Gerlach, Gerlach, R.
1
Hwang, Hwang, B.B.K.
1
Kleijn, Kleijn, R.H.
1
Kunst, Kunst, R.M.
1
McAleer, Michael
1
Paap, Richard
1
Sándor, Sándor, Z.
1
Taylor, A.M.R.
1
van Dijk, van Dijk, A.
1
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Published in...
All
Econometric Institute Research Papers
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Kunst, R.M.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1998
evaluate our method using
Monte
Carlo simulations and using a four-dimensional data set of Austrian macroeconomic variables. …
Persistent link: https://www.econbiz.de/10010837703
Saved in:
2
Nonlinearities and outliers: robust specification of STAR models
Franses, Philip Hans
;
van Dijk, Dick
;
Escribano, A.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1998
Outliers and nonlinearity may easily be mistaken. This paper uses
Monte
Carlo methods to examine and compare the …
Persistent link: https://www.econbiz.de/10010837988
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->