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1.	PDF erasmus220 THE GOMPERTZ CURVE: ESTIMATION AND SELECTION Franses, P. H. English \| 1992 \| Working or Discussion Paper \| Detailed record - Similar records
2.	PDF erasmus219 ON THE PERSISTENCE OF INEFFICIENT NORMS Goyal, S. ; Janssen, M. This paper considers an infinite stage two person coordination game in which players are asymmetrically informed about the changes in the stage-game pay-offs. The main re [...] English \| 10 March 1992 \| Working or Discussion Paper \| Detailed record - Similar records
3.	PDF erasmus218 A SYMMETRIC APPROACH TO THE LABOR MARKET van Praag, B. M. S. ; Hop, J. P. ; Eggink, E. In this paper we present a modification of the usual labor market model. Three wage concepts are introduced. We assume that the worker has a minimum wage in mind for whic [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records
4.	PDF erasmus217 TWO ALGORITHMS FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING MONTE CARLO INTEGRATION Hop, J. P. ; van Duk, H. K. Two algorithms, and corresponding FORTRAN computer programs, for the computation of posterior moments and densities using the principle of importance sampling are describ [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records
5.	PDF erasmus216 POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP Schotman, P. ; van Dijk, H. K. We consider Bayesian statistical inference for univariate time series models where one of the autoregressive roots is close to or equals unity. Classical sampling theory [...] English \| 1990-07 \| Working or Discussion Paper \| Detailed record - Similar records
6.	PDF erasmus215 SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES Franses, P. H. In this paper the focus is on two forecasting models for a monthly time series. The first model requires that the variable is first order and seasonally differenced. The [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records
7.	PDF erasmus214 ON THE USE OF DESCRIPTIVE MEASURES FOR CHAOS IN ECONOMIC TIME SERIES Kaashoek, J. F. ; van Duk, H. K. The operationai significance of the Lyapunov exponent and the correlation dimension for the measurement of chaos in economic time series of medium size length (200 observ [...] English \| 1990-07 \| Working or Discussion Paper \| Detailed record - Similar records
8.	PDF erasmus213 SEASONALITY, OUTLIERS AND LINEARITY Franses, P. H. In the present paper a case is made for the simultaneous treatment of seasonality, outliers and nonlinearity in economic time series. It is empirically shown that outlyin [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records
9.	PDF erasmus212 TESTING FOR WHITE NOISE IN TIME SERIES MODELS Franses, P. H. The new pure significance test for white noise proposed in the present paper is based on the estimated R2 of ah ARMA model fitted to reeiduals. A small empirical size and [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records
10.	PDF erasmus211 TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA Franses, P. H. In Hylleberg, Engle, Granger and Yoo (1988) a method is proposed to test for seasonal unit roots in the presence of other unit roots and seasonal processes. This method i [...] English \| 1990 \| Working or Discussion Paper \| Detailed record - Similar records

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