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Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of applied econometrics 29 (2014) 7, pp. 1183-1209
Persistent link: https://www.econbiz.de/10010492685
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Asympototically perfect and relative convergence of productivity
Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
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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
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Special issue Modelling and forecasting financial volatility
Franses, Philip Hans (contributor) - 2002
Persistent link: https://www.econbiz.de/10001709308
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Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of applied econometrics 17 (2002) 5, pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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Special issue: Recent developments in business cycle analysis
Dijk, Dick van (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002728630
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On the dynamics of business cycle analysis : editors' introduction
Dijk, Dick van; Dijk, Herman K. van; Franses, Philip Hans - In: Journal of applied econometrics 20 (2005) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10002728682
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Deriving target selection rules from endogenously selected samples
Donkers, Bas; Paap, Richard; Jonker, Jedid-Jah Jan; … - In: Journal of applied econometrics 21 (2006) 5, pp. 549-562
Persistent link: https://www.econbiz.de/10003360439
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Special issue: New econometric models in marketing
Chintagunta, Pradeep K. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003825018