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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
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On trends and constants in periodic autoregressions
Paap, Richard; Franses, Philip Hans - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10001405015
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Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de; Martens, Martin; Dijk, Dick van - In: Econometric reviews 27 (2008) 1/3, pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen; Fok, Dennis; Paap, Richard - In: Econometric reviews 37 (2018) 1/5, pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
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A vector of quarters representation for bivariate time series
Franses, Philip Hans - In: Econometric reviews 14 (1995) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10001177162
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A differencing test
Franses, Philip Hans - In: Econometric reviews 14 (1995) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001180047
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Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
de Pooter, Michiel; Martens, Martin; van Dijk, Dick - In: Econometric reviews 27 (2008) 1-3, pp. 199-229
Persistent link: https://www.econbiz.de/10007993915
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[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Faust, Jon - In: Econometric reviews 17 (1998) 3, pp. 335-338
Persistent link: https://www.econbiz.de/10001349971
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The use of dummy variables in consumption models
Broersma, Lourens - In: Econometric reviews 9 (1990) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001094746
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Estimating the Market Share Attraction Model using Support Vector Regressions
Nalbantov, Georgi; Franses, Philip Hans; Groenen, Patrick; … - In: Econometric reviews 29 (2010) 5, pp. 688-717
Persistent link: https://www.econbiz.de/10008637975