The following pages link to Philip Hans Franses (Q262743):
Displayed 24 items.
- (Q4331747) (← links)
- (Q4353073) (← links)
- (Q4407595) (← links)
- An equilibrium-correction model for dynamic network data (Q4443161) (← links)
- Estimating Transition Probabilities from a Time Series of Independent Cross Sections (Q4469532) (← links)
- An Empirical Study of Cash Payments (Q4469589) (← links)
- Fifty years since Koyck (1954)* (Q4665348) (← links)
- Generalizations of the KPSS‐test for stationarity (Q4665354) (← links)
- (Q4671923) (← links)
- Exploiting Spillovers to Forecast Crashes (Q4687652) (← links)
- On trends and constants in periodic autoregressions (Q4701044) (← links)
- Estimating volatility on overlapping returns when returns are autocorrelated (Q4804520) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Periodic Time Series Models (Q4827373) (← links)
- A periodic cointegration model of quarterly consumption (Q4842359) (← links)
- A vector of quarters representation for bivariate time series (Q4853088) (← links)
- A differencing test (Q4853094) (← links)
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
- Modeling Multiple Regimes in the Business Cycle (Q4934750) (← links)
- Forecasting power-transformed time series data (Q4935472) (← links)
- (Q5474898) (← links)
- The use of dummy variables in consumption models (Q5750319) (← links)
- Common large innovations across nonlinear time series (Q5881691) (← links)
- Detecting seasonal unit roots in a structural time series model (Q5901231) (← links)