//--> //--> //--> //-->
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
~person:"Dijk, D.J.C. van"
~person:"Kunst, R.M."
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: person:"Franses, P.H."
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
nonlinearity
6
forecasting
5
Outliers
3
outliers
3
seasonality
3
smooth transition autoregression
3
ECONOMIC MODELS
2
Lagrange multiplier test
2
business cycle
2
cointegration
2
forecast evaluation
2
panel of time series
2
structural breaks
2
time series model specification
2
Bayesian estimation
1
Bayesian model averaging
1
COINTEGRATION
1
CONVERGENCE
1
EVALUATION
1
Exchange Rates
1
GARCH
1
GARCH models
1
Granger causality
1
INDUSTRIAL PRODUCTION
1
LM Test
1
Monte Carlo methods
1
Monte Carlo simulations
1
Purchasing power parity
1
Robust Testing
1
SEASONALITY
1
STOCHASTIC MODELS
1
Smooth Transition AutoRegressive models
1
Stock Market Indices
1
UNIT ROOTS
1
Unidentified nuisance parameters
1
Unit roots
1
aggregation
1
asymmetric volatility
1
autoregressive conditional heteroskedasticity
1
business cycle asymmetry
1
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
33
Article
1
Language
All
Undetermined
34
Author
All
Dijk, D.J.C. van
Kunst, R.M.
Franses, Philip Hans
566
Franses, Ph.H.B.F.
201
Franses, P.H.
96
Paap, Richard
62
Dijk, Dick van
51
Paap, R.
39
Legerstee, Rianne
30
Fok, Dennis
27
Fok, D.
25
McAleer, Michael
25
Boswijk, Herman Peter
21
Chang, Chia-Lin
15
Legerstee, R.
14
Lucas, André
14
Boswijk, H.P.
13
Bruijn, Bert de
13
Kunst, Robert M.
13
Ooms, Marius
13
Groot, Bert de
12
Oest, Rutger van
12
Hobijn, Bart
10
Donkers, Bas
9
Knapp, Sabine
9
Donkers, A.C.D.
8
Groot, E.A.de
8
Kippers, Jeanine
8
Diepen, Merel van
7
Haldrup, Niels
7
Janssens, Eva
7
Lucas, A.
7
Ooms, M.
7
Weverbergh, Marcel
7
Bodeutsch, Denice
6
Eisinga, R.
6
Franses, P.H.B.F.
6
Gresnigt, Francine
6
Groot, E.A. de
6
Knapp, S.
6
more ...
less ...
Institution
All
Erasmus University Rotterdam, Econometric Institute
30
Econometrisch Instituut, Faculteit der Economische Wetenschappen
3
Published in...
All
Econometric Institute Report
30
Erasmus University of Rotterdam - Econometric Institute
3
Journal of forecasting
1
Source
All
RePEc
33
OLC EcoSci
1
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for seasonal unit roots in monthly panels of time series
Kunst, R.M.
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
. [6]
Franses
,
P.H
.F., and R.M. Kunst, 1999, On the Role of Sea- sonal Intercepts in Seasonal Cointegration. Oxford …
Persistent link: https://www.econbiz.de/10005450883
Saved in:
2
Cointegration in a historical perspective
Franses, Ph.H.B.F.
;
Dijk, D.J.C. van
-
Erasmus University Rotterdam, Econometric Institute
-
2009
), Modeling the diffusion of scientific publications, Journal of Econometrics 139, 376-390.
Franses
,
P.H
. (2003), The …
Persistent link: https://www.econbiz.de/10005051717
Saved in:
3
Modeling regional house prices
Dijk, A. van
;
Franses, Ph.H.B.F.
;
Paap, R.
;
Dijk, D.J.C. van
-
Erasmus University Rotterdam, Econometric Institute
-
2007
-Oriented Matrix Programming using Ox, 3rd edn., Timber- lake Consultants Press, Londen.
Franses
,
P
.
H
. and R. Paap (2001 …
Persistent link: https://www.econbiz.de/10005450876
Saved in:
4
Evaluating real-time forecasts in real-time
Dijk, D.J.C. van
;
Franses, Ph.H.B.F.
;
Ravazzolo, F.
-
Erasmus University Rotterdam, Econometric Institute
-
2007
Case of GNP,” Review of Economics and Statistics, 77, 170–172. Ravazzolo, F., Paap, R., van Dijk, D. and
Franses
,
P.H
. (in …
Persistent link: https://www.econbiz.de/10005450915
Saved in:
5
Bayesian Model Averaging in the Presence of Structural Breaks
Ravazzolo, F.
;
Dijk, D.J.C. van
;
Paap, R.
;
Franses, …
-
Erasmus University Rotterdam, Econometric Institute
-
2006
This paper develops a return forecasting methodology that allows for instabil ity in the relationship between stock returns and predictor variables, for model uncertainty, and for parameter estimation uncertainty. The predictive regres sion speci¯cation that is put forward allows for...
Persistent link: https://www.econbiz.de/10005450873
Saved in:
6
Semi-Parametric Modelling of Correlation Dynamics
Hafner, C.M.
;
Dijk, D.J.C. van
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2005
In this paper we develop a new semi-parametric model for conditional correlations, which combines parametric univariate GARCH-type specifications for the individual conditional volatilities with nonparametric kernel regression for the conditional correlations. This approach not only avoids the...
Persistent link: https://www.econbiz.de/10005450907
Saved in:
7
Forecasting aggregates using panels of nonlinear time series
Fok, D.
;
Dijk, D.J.C. van
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2004
Applied Econometrics, forthcoming
Franses
,
P.H
. and D. van Dijk (2000), Nonlinear Time Series Models in Empirical Finance …
Persistent link: https://www.econbiz.de/10004991127
Saved in:
8
A multi-level panel smooth transition autoregression for US sectoral production
Fok, D.
;
Dijk, D.J.C. van
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2003
We introduce a multi-level smooth transition model for a panel of time series variables, which can be used to examine the presence of common non-linear features across many such variables. The model is positioned in between a fully pooled model, which imposes such common features, and a fully...
Persistent link: https://www.econbiz.de/10008584652
Saved in:
9
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
Dijk, D.J.C. van
;
Franses, Ph.H.B.F.
-
Erasmus University Rotterdam, Econometric Institute
-
2003
Nonlinear time series models have become fashionable tools to describe and forecast a variety of economic time series. A closer look at reported empirical studies, however, reveals that these models apparently fit well in-sample, but rarely show a substantial improvement in out-of-sample...
Persistent link: https://www.econbiz.de/10008584688
Saved in:
10
Does Africa grow slower than Asia and Latin America?
Paap, R.
;
Franses, Ph.H.B.F.
;
Dijk, D.J.C. van
-
Erasmus University Rotterdam, Econometric Institute
-
2003
In this paper we address the question whether countries on the African continent have lower average growth rates in real GDP per capita than countries in Asia and Latin America. In contrast to previous studies, we do not aggregate the data, nor do we a priori assign countries to clusters....
Persistent link: https://www.econbiz.de/10004991130
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->