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Resultaat 81 - 100 (van 211)
Philip Hans Franses | Frank Kleibergen Cointegration in multivariate periodic time series models
Non-fictie
Engels | 25 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Dick van Dijk | Philip Hans Franses Nonlinear error-correction models for interest rates in the Netherlands
Non-fictie
Engels | 28 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Philip Hans Franses | Björn Vroomen Estimating duration intervals
Non-fictie
Engels | Erasmus Research Institute of Management (ERIM), Rotterdam | 2003
Gedrukt boek
A.J. Koning | Philip Hans Franses Confidence intervals for Cronbach's coefficient alpha values
Non-fictie
Engels | Erasmus Research Institute of Management (ERIM), Rotterdam | 2003
Gedrukt boek
Rutger van Oest | Philip Hans Franses Which brands gain share from which brands?
inference from store-level scanner data
Non-fictie
Engels | 46 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
D. Fok | R. Paap | Philip Hans Franses Modeling dynamic effects of the marketing mix on market shares
Non-fictie
Engels | Erasmus Research Institute of Management (ERIM), Rotterdam | 2003
Gedrukt boek
C. Horváth | Philip Hans Franses Deriving dynamic marketing effectiveness from econometric time series models
Non-fictie
Engels | Erasmus Research Institute of Management (ERIM), Rotterdam | 2003
Gedrukt boek
Philip Hans Franses | André Lucas Measuring the impact of promotion on weekly market shares
Non-fictie
Engels | 17 pagina's | RIBES, Rotterdam Institute for Business Economic Studies, Rotterdam | 1996
Gedrukt boek
R. Paap | Philip Hans Franses | Henk Hoek Mean shifts, unit roots and forecasting seasonal time series
Non-fictie
Engels | 15 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Philip Hans Franses | Olaf van Thull Forecasting stock market volatility using (nonlinear) garch models
Non-fictie
Engels | 16 pagina's | Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
Philip Hans Franses | R. Paap Modeling changing day-of-the-week seasonality in stock returns and volatility
Non-fictie
Engels | 27 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
Philip Hans Franses | Ch. Heij Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Non-fictie
Engels | Erasmus Research Institute of Management (ERIM), Rotterdam | 2002
Gedrukt boek
Philip Hans Franses | Dick van Dijk A simple test for PPP among traded goods
Non-fictie
Engels | 15 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Philip Hans Franses From first submission to citation
an empirical analysis
Non-fictie
Engels | 23 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Philip Hans Franses On modeling panels of time series
Non-fictie
Engels | 19 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2002
Gedrukt boek
Namwon Hyung | Philip Hans Franses Inflation rates: long-memory, level shifts, or both?
Non-fictie
Engels | 20 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Peter C. Verhoef | Philip Hans Franses On combining revealed and stated preferences to forecast customer behavior
three case studies
Non-fictie
Engels | 12 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
R. Paap | Philip Hans Franses Common large innovations across nonlinear time series
Non-fictie
Engels | 21 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Rutger van Oest | Philip Hans Franses | R. Paap A dynamic utility maximization model for product category consumption
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek
Rutger van Oest | R. Paap | Philip Hans Franses A joint framework for category purchase and consumption behavior
Non-fictie
Engels | 29 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2002
Gedrukt boek