The following pages link to Philip Hans Franses (Q262743):
Displayed 50 items.
- Testing for common deterministic trend slopes (Q262744) (← links)
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- Modeling the diffusion of scientific publications (Q280262) (← links)
- Testing for periodic integration (Q672884) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- A note on monitoring time-varying parameters in an autoregression (Q745379) (← links)
- The effect of rounding on payment efficiency (Q961288) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- On the sensitivity of unit root inference to nonlinear data transformations (Q1128780) (← links)
- Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
- Moving average filters and unit roots (Q1189353) (← links)
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- A method to select between periodic cointegration and seasonal cointegration (Q1311239) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- Bayesian analysis of seasonal unit roots and seasonal mean shifts (Q1362505) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Modeling consideration sets and brand choice using artificial neural networks. (Q1420429) (← links)
- Ordered logit analysis for selectively sampled data (Q1614835) (← links)
- On data transformations and evidence of nonlinearity. (Q1614844) (← links)
- A simple test for a bubble based on growth and acceleration (Q1659108) (← links)
- The distance between regression models and its impact on model selection (Q1822871) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Modeling dynamic effects of promotion on interpurchase times (Q1927091) (← links)
- On the econometrics of the geometric lag model (Q1934056) (← links)
- Time-varying lag cointegration (Q2226301) (← links)
- Improving judgmental adjustment of model-based forecasts (Q2227403) (← links)
- Are forecast updates progressive? (Q2227404) (← links)
- Data revisions and periodic properties of macroeconomic data (Q2442382) (← links)
- Determining the order of differencing in seasonal time series processes (Q2707873) (← links)
- (Q2783441) (← links)
- (Q2783444) (← links)
- Estimating the Market Share Attraction Model using Support Vector Regressions (Q3063862) (← links)
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (Q3065517) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- Testing for harmonic regressors (Q3183894) (← links)
- Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules (Q3368214) (← links)
- (Q3368246) (← links)
- On modeling panels of time series (Q3429859) (← links)
- Semi-Parametric Modelling of Correlation Dynamics (Q3571962) (← links)
- A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
- (Q3645681) (← links)
- Testing for Unit Roots and Non-linear Transformations (Q3838312) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- (Q4258742) (← links)
- Fitting a Gompertz Curve (Q4287630) (← links)