RePub, Erasmus University Repository

On Phillips-Perron type tests for seasonal unit roots Article

Econometric Theory, 200-221.

Ph.H.B.F. Franses (Philip Hans) and J. Breitung

January 1998
Testing for unit roots and non-linear transformations Article

Journal of Time Series Analysis, 147-164.

Ph.H.B.F. Franses (Philip Hans) and M.J. McAleer (Michael)

January 1998
A model selection strategy for time series with increasing seasonal variation Article

International Journal of Forecasting, 405-414.

Ph.H.B.F. Franses (Philip Hans) and A. Koehler

January 1998
On the sensitivity of unit root inference to nonlinear data transformations Article

Economics Letters, 7-15.

Ph.H.B.F. Franses (Philip Hans) and G. Koop (Gary)

January 1998
Outlier detection in cointegration analysis Article

Journal of Business and Economic Statistics, 459-468.

Ph.H.B.F. Franses (Philip Hans) and A. Lucas (André)

January 1998
The impact of seasonal constants on forecasting seasonally cointegrated time series Article

Journal of Forecasting, 109-124.

Ph.H.B.F. Franses (Philip Hans) and R.M. Kunst (Robert)

January 1998
Cointegration analysis of seasonal time series Article

Journal of Economic Surveys, 651-678.

Ph.H.B.F. Franses (Philip Hans) and M.J. McAleer (Michael)

January 1998
Increasing seasonal variation; unit roots versus shifts in mean and trend Article

Applied Stochastic Models and Data Analysis, 255-261.

Ph.H.B.F. Franses (Philip Hans) and B. Hobijn (Bart)

January 1998

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