//--> //--> //-->
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:"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_exact:"Autokorrelation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Autokorrelation
15
Autocorrelation
14
Theorie
10
Theory
10
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
6
Prognoseverfahren
6
USA
4
United States
4
Arbeitslosigkeit
3
Estimation
3
Nichtlineare Regression
3
Nonlinear regression
3
Schätzung
3
Unemployment
3
Canada
2
Dauer
2
Duration
2
Innovation
2
Kanada
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtlineare Dynamik
2
Nonlinear dynamics
2
Scientific modelling
2
Statistical test
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Autoregression
1
Business cycle
1
Business cycle theory
1
Capital income
1
Deutschland
1
Einheitswurzeltest
1
Estimation theory
1
Exchange rate
1
Forecasting
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
11
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
15
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
60
Lee, Lung-fei
43
Sun, Yixiao
36
Teräsvirta, Timo
33
Kapetanios, George
23
Lanne, Markku
23
Baltagi, Badi H.
20
Koopman, Siem Jan
18
Saikkonen, Pentti
18
Griffith, Daniel A.
17
Rahbek, Anders
17
Lesage, James P.
16
Shin, Yongcheol
16
Blasques, Francisco
15
Prucha, Ingmar R.
15
Jin, Fei
14
Kelejian, Harry H.
14
Pesaran, M. Hashem
14
Ravazzolo, Francesco
14
Lieberman, Offer
13
Medeiros, Marcelo C.
13
Pitarakis, Jean-Yves
13
Robinson, Peter M.
13
Rossi, Francesca
13
Cavaliere, Giuseppe
12
Egger, Peter
12
Andrews, Donald W. K.
11
Bec, Frédérique
11
Clements, Michael P.
11
Gouriéroux, Christian
11
Lütkepohl, Helmut
11
Magdalinos, Tassos
11
McAleer, Michael
11
Sul, Donggyu
11
Timmermann, Allan
11
Vogelsang, Timothy J.
11
Wang, Hansheng
11
Badinger, Harald
10
Casarin, Roberto
10
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
2
Applied economics letters
1
Applied mathematical finance
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of forecasting
1
Macroeconomic dynamics
1
Metrika : international journal for theoretical and applied statistics
1
Review of development economics : an essential resource for any development economist
1
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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:
5
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
6
A unifying view on multi-step forecasting using an autoregression
Franses, Philip Hans
;
Legerstee, Rianne
- In:
Journal of economic surveys
24
(
2010
)
3
,
pp. 389-401
Persistent link: https://www.econbiz.de/10003989701
Saved in:
7
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
8
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
Saved in:
9
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
10
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
- In:
Econometric reviews
21
(
2002
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
Saved in:
11
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
12
Testing for residual autocorrelation in growth curve models
Franses, Philip Hans
- In:
Technological forecasting & social change : an …
69
(
2002
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10001682520
Saved in:
13
Modeling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
3
(
1999
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
Saved in:
14
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
15
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000937862
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->