5 Key Publications

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  Boswijk, H., Franses, P., and Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1):167-193.

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  Franses, P., Hoek, H., and Paap, R. (1997a). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78:359-380.

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  Franses, P. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81:273-280.

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  Lumsdaine, R. and Papell, D. (1997). Multiple trend breaks and the unit root hypothesis. Review of Economics and Statistics, LXXIX(2):212-218.

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  Ooms, M. and Franses, P. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment. Journal of Business and Economic Statistics, 15(4):470-481.