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Resultaat 1 - 17 (van 17)
H. Peter Boswijk | Philip Hans Franses Common persistence in nonlinear autoregressive models
Non-fictie
Engels | 21 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1997
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
Philip Hans Franses | Paul van Homelen On forecasting exchange rates using neural networks
Non-fictie
Engels | 10 pagina's | Econometric Institute, Rotterdam | 1996
Gedrukt boek
Dick van Dijk | Philip Hans Franses Testing for treshold cointegration
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1996
Gedrukt boek
Miguel A. Ariño | Philip Hans Franses Forecasting the levels of vector autoregressive log-transformed time series
Non-fictie
Engels | 10 pagina's | Econometric Institute, Rotterdam | 1996
Gedrukt boek
Miguel A. Ariño | Philip Hans Franses The log transformation and models for seasonality
a case study of their impact on forecasting
Non-fictie
Engels | 19 pagina's | 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
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
Philip Hans Franses | Bart Hobijn Increasing seasonal variation
unit roots versus shifts in mean and trend
Non-fictie
Engels | 12 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 1996
Gedrukt boek
Robert M. Kunst | Philip Hans Franses The impact of seasonal constants on forecasting seasonally cointegrated time series
Non-fictie
Engels | 23 pagina's | Econometric Institute, Rotterdam | 1996
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 | Gary Koop On the sensitivity of unit root inference to nonlinear data transformations
Non-fictie
Engels | 23 pagina's | Econometric Institute, Rotterdam | 1996
Gedrukt boek
Dick van Dijk | Philip Hans Franses | André Lucas Testing for ARCH in the presence of additive outliers
Non-fictie
Engels | 30 pagina's | Econometric Institute, Rotterdam | 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 | Norman Swanson Testing the adequacy of log versus level data transformations using macro-economic time series
Non-fictie
Engels | 27 pagina's | Econometric Institute, 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