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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - 1994
Persistent link: https://www.econbiz.de/10000910782
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396
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Price dynamics and production lags
Lindbeck, Assar; Snower, Dennis J. - 1996
Persistent link: https://www.econbiz.de/10000936181
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Social norms, the welfare state, and voting
Lindbeck, Assar; Nyberg, Sten; Weibull, Jörgen W. - 1996
Persistent link: https://www.econbiz.de/10000936182
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Mean shifts, unit roots and forecasting seasonal time series
Paap, Richard; Franses, Philip Hans; Hoek, Henk - 1996
Persistent link: https://www.econbiz.de/10000939347
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Does seasonal adjustment change inference from Markov switching models?
Franses, Philip Hans; Paap, Richard - 1996
Persistent link: https://www.econbiz.de/10000940695
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Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000944648