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Publications by Philip Hans Franses

Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

On Phillips–perron-Type Tests for Seasonal Unit Roots

Econometric Theory

Social Sciences

English

A Seasonal Periodic Long Memory Model for Monthly River Flows

Environmental Modelling and Software

Ecological Modeling

Environmental Engineering

English

Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series

International Journal of Forecasting

International Management

English

SETS, Arbitrage Activity, and Stock Price Dynamics

Journal of Banking and Finance

English

Spurious Deterministic Seasonality

Economics Letters

English

Robust Inference on Average Economic Growth*

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Garch Effects on a Test of Cointegration

Review of Quantitative Finance and Accounting

English

Long Memory and Level Shifts: Re-Analyzing Inflation Rates

Empirical Economics

Social Sciences

English

A Model Selection Procedure for Time Series With Seasonality

Statistics and Probability Letters

English