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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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Smooth Transition Autoregressive Models -- A Survey of Recent Developments
Dijk, D.van; Teräsvirta, T.; Franses, P.H. - In: Econometric reviews 21 (2002) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10006896266
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Een nieuwe visie op het modelleren van economische seizoentijdreeksen
Franses, P.H.; Boswijk, H.P. - In: Maandschrift economie : tijdschrift voor algemeen … 57 (1993) 3, pp. 233-237
Persistent link: https://www.econbiz.de/10006687527
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Waarom geven we zoveel uit? Sinds de invoering van de euro lijkt alles duurder te zijn geworden. Empirische gegevens tonen echter dat men de euro te gemakkelijk uitgeeft. Voor dezelfde diensten is men bereid 60% meer te betalen dan in guldens.
Berretty, T.; Dijkshoorn, S.; Franses, P.H.; Kruithof, L. - In: Economisch statistische berichten : ESB 90 (2005) 4463, pp. 277
Persistent link: https://www.econbiz.de/10006751793
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On Trends and Constants in Periodic Autoregressions
Paap, R.; Franses, P.H. - In: Econometric reviews 18 (1999) 3, pp. 271-286
Persistent link: https://www.econbiz.de/10006913202
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Review of Periodicity and Stochastic Trends in Economic Time Series
Franses, P.H.; Faust, J.W. - In: Econometric reviews 17 (1998) 3, pp. 335
Persistent link: https://www.econbiz.de/10006918212
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The Impact of Seasonal Constants on Forecasting Seasonally Cointegrated Time Series
Kunst, R.M.; Franses, P.H. - In: Journal of forecasting 17 (1998) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10006919953
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A Bayesian Analysis of Periodic Integration
Franses, P.H.; Koop, G. - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10006921596
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Forecasting Stock Market Volatility Using (Non-linear) Garch Models
Franses, P.H.; Dijk, D.Van - In: Journal of forecasting 15 (1996) 3, pp. 229-236
Persistent link: https://www.econbiz.de/10006928532
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Multi-step Forecast Error Variances for Periodically Integrated Time Series
Franses, P.H. - In: Journal of forecasting 15 (1996) 2, pp. 83-96
Persistent link: https://www.econbiz.de/10006928948