Franses, Philip Hans, 1963-
Date
1963-
Label
Franses, Philip Hans, 1963-
Name
Franses, Philip Hans
Actions
Incoming Resources
- Contributor of16
- Testing for treshold cointegration
- A model selection approach to detect seasonal unit roots
- A joint framework for category purchase and consumption behavior
- Common persistence in nonlinear autoregressive models
- Long memory and level shifts
- How large is average economic growth?
- Common persistence in nonlinear autoregressive models
- Inflation, forecast intervals and long memory regression models
- A dynamic utility maximization model for product category consumption
- Multiple unit roots in periodic auto regression
- Econometric models in marketing, edited by P.H. Franses, A.L. Montgomery
- Direct cointegration testing in periodic vector autoregressive models
- An empirical study of cash payments
- Non-Linear Time Series Models in Empirical Finance, Philip Hans Franses, Dick van Dijk
- Multiple unit roots in periodic autoregression
- Multiple unit roots in periodic autoregression
- Creator of21
- On forecasting exchange rates using neural networks
- The effects of additive outliers on tests for unit roots and cointegration
- On the role of seasonal intercepts in seasonal cointegration
- Periodicity & stochastic trends in economic time series, Philip Hans Franses
- Testing nested and non-nested periodically integrated autoregressive models
- Quantitative models in marketing research, Philip Hans Franses and Richard Paap
- Expert adjustments of model forecasts, theory, practice and strategies for improvement, Philip Hans Franses
- A concise introduction to econometrics, an intuitive guide, Philip Hans Franses
- Outlier robust analysis of market share and distribution relations for weekly scanning data
- The effects of additive outliers on tests for unit roots and cointegration
- Time series models for business and economic forecasting, Philip Hans Franses, Dick van Dijk and Anne Opschoor
- On the sensitivity of unit root inference to nonlinear data transformations
- Multi-step forecast error variances for periodically integrated time series
- Periodic time series models, Philip Hans Franses and Richard Paap
- Quantitative insights for lawyers, Philip Hans Franses
- Enjoyable econometrics, Philip Hans Franses
- Non-linear time series models in empirical finance, Philip Hans Franses and Dick van Dijk
- Time series models for business and economic forecasting, Philip Hans Franses
- Short patches of outliers, ARCH and volatility
- Testing the adequacy of log versus level data transformations using macroeconomic time series
- Forecasting changing seasonal components in German and U S unemployment using periodic correlations