Alles van: Philip Hans Franses | Dick van Dijk
Resultaat 1 - 18 (van 18)
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 | Dick van Dijk The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
Non-fictie
Engels | 19 pagina's | Econometric Institute, Rotterdam | 2001
Gedrukt boek
Dick van Dijk | Teräsvirta | Philip Hans Franses Smooth transition autoregressive models
a survey of recent developments
Non-fictie
Engels | 55 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Dick van Dijk | Philip Hans Franses | R. Paap A nonlinear long memory model for US unemployment
Non-fictie
Engels | 32 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Dick van Dijk | Philip Hans Franses | H. Peter Boswijk Asymmetric and common absorption of shocks in nonlinear autoregressive models
Non-fictie
Engels | 49 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Philip Hans Franses | P.T. de Bruin | Dick van Dijk Seasonal smooth transition autoregression
Non-fictie
Engels | 33 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Philip Hans Franses | Dick van Dijk Outlier detection in the GARCH (1,1) model
Non-fictie
Engels | 33 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
Philip Rothman | Dick van Dijk | Philip Hans Franses A multivariate STAR analysis of the relationship between money and output
Non-fictie
Engels | 25 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
A. Escribano | Philip Hans Franses | Dick van Dijk Nonlinearities and outliers
robust specification of STAR models
Non-fictie
Engels | 36 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
Philip Hans Franses | Dick van Dijk | André Lucas Short patches of outliers, ARCH and volatility modeling
Non-fictie
Engels | 20 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
Philip Hans Franses | J. Neele | Dick van Dijk Modeling asymmetric volatility in weekly Dutch temperature data
Non-fictie
Engels | 22 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
Philip Hans Franses | Dick van Dijk Do we often find ARCH because of neglected outliers?
Non-fictie
Engels | 17 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Dick van Dijk | Philip Hans Franses Modelling multiple regimes in the business cycle
Non-fictie
Engels | 36 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
R. Eisinga | Philip Hans Franses | Dick van Dijk Timing of vote decision in first and second order Dutch elections 1978-1995
evidence from artificial neural networks
Non-fictie
Engels | 23 pagina's | Econometric Institute, Rotterdam | 1997
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
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