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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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Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - In: Journal of economic surveys 28 (2014) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Practical issues in cointegration analysis, (pp. 235-262). 1999
Persistent link: https://www.econbiz.de/10001550942
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How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670005
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670046
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Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2010
Persistent link: https://www.econbiz.de/10008670049
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Combining non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689066
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Analyzing fixed-event forecast revisions
Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009619362