Zoekresultaten voor: *
Resultaat 121 - 140 (van 203)
Philip Hans Franses | Hendrik Ghijsels Additive outliers, GARCH and forecasting volatility
Non-fictie
Engels | 19 pagina's | Erasmus University Rotterdam, Rotterdam | 1997
Gedrukt boek
Jeanine Kippers | Philip Hans Franses | Albert Bemmaor On pooling scanning data
Non-fictie
Engels | 18 pagina's | RIBES, Rotterdam Institute for Business Economic Studies, Rotterdam | 1997
Gedrukt boek
Philip Hans Franses | A.M. Robert Taylor Determining the order of differencing in seasonal time series processes
Non-fictie
Engels | 3 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Philip Hans Franses | R. Paap Does seasonal adjustment change inference from Markov switching models?
Non-fictie
Engels | 16 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Philip Hans Franses Modeling seasonality in economic time series
Non-fictie
Engels | 36 pagina's | RIBES, Rotterdam Institute for Business Economic Studies, Rotterdam | 1996
Gedrukt boek
Yoshinori Kawasaki | Philip Hans Franses A model selection approach to detect seasonal unit roots
Non-fictie
Engels | 19 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1996
Gedrukt boek
Dick van Dijk | Philip Hans Franses | André Lucas Testing for smooth transition nonlinearity in the presence of outliers
Non-fictie
Engels | 29 pagina's | University Rotterdam, Rotterdam | 1996
Gedrukt boek
Philip Hans Franses | Teun Kloek | André Lucas Outlier robust analysis of market share and distribution relations for weekly scanning data
Non-fictie
Engels | 32 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Philip Hans Franses | M. Ooms Forecasting changing seasonal components in German and US unemployment using periodic correlations
Non-fictie
Engels | 40 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
Philip Hans Franses | M. Ooms A periodic long memory ARFIMA (0,Ds,0) model for quarterly UK inflation
Non-fictie
Engels | 22 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1995
Gedrukt boek
Philip Hans Franses | M. Ooms Forecasting changing seasonal components using periodic correlations
Non-fictie
Engels | 28 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1994
Gedrukt boek
Jörg Breitung | Philip Hans Franses On Phillips-perron type tests for seasonal unit roots
Non-fictie
Engels | 17 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1994
Gedrukt boek
Philip Hans Franses | R. Paap Model selection in periodic autoregressions
Non-fictie
Engels | 23 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
Philip Hans Franses Differencing a periodically integrated time series
Non-fictie
Engels | 14 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
Philip Hans Franses IGARCH and variance change in the U.S. long-run interest rate
Non-fictie
Engels | 8 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek
Philip Hans Franses Common features in periodic seasonal time series
Non-fictie
Engels | 18 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
Philip Hans Franses Testing for common trends across periodically integrated seasonal time series
Non-fictie
Engels | 22 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1993
Gedrukt boek
H. Peter Boswijk | Philip Hans Franses Periodic cointegration
representation and inference
Non-fictie
Engels | 47 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek
H. Peter Boswijk | Philip Hans Franses Testing for periodic integration
Non-fictie
Engels | 18 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek
Philip Hans Franses | Paul Kofman | J. Moser GARCH effects on a test of cointegration
Non-fictie
Engels | 10 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1993
Gedrukt boek