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Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin; McAleer, Michael; Oxley, Les - In: Econometric reviews 30 (2011) 6, pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
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Robust ranking of journal quality : an application to economics
Chang, Chia-Lin; Maasoumi, Esfandiar; McAleer, Michael - In: Econometric reviews 35 (2016) 1/4, pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
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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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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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[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
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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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Estimating the market share attraction model using support vector regressions
Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, … - In: Econometric reviews 29 (2010) 5/6, pp. 688-716
Persistent link: https://www.econbiz.de/10008668103