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Estimating dynamic effects of promotions on brand choice
Paap, Richard; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001433319
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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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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans - In: Journal of econometrics 78 (1997) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
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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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Random-coefficient periodic autoregression
Franses, Philip Hans (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116189
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Performance of seasonal adjustment procedures : simulation and empirical results
Fok, Dennis (contributor); Franses, Philip Hans (contributor) - 2005
Persistent link: https://www.econbiz.de/10003092875
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[Rezension von: Franses, Philip Hans; Paap, Richard, Periodic time series models]
Fruk, Mladen - In: The economic journal : the journal of the Royal … 115 (2005) 507, pp. 413-414
Persistent link: https://www.econbiz.de/10003209492
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How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495844
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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