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~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
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Search: subject_exact:"AR(1) model"
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Franses, Philip Hans
Gouriéroux, Christian
Phillips, Peter C. B.
60
Lee, Lung-fei
42
Sun, Yixiao
36
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30
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ECONIS (ZBW)
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Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
3
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
4
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
5
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
6
Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
Saved in:
7
Explosive bubble modelling by noncausal process
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10009753198
Saved in:
8
Common large innovations across nonlinear time series
Franses, Philip Hans
;
Paap, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
Saved in:
9
Indirect inference for dynamic panel models
Gouriéroux, Christian
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468437
Saved in:
10
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
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