H. Peter Boswijk
H. Peter Boswijk
Professor of Financial Econometrics, University of Amsterdam
Email verificata su uva.nl - Home page
TitoloCitata daAnno
Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
4522007
Testing for an unstable root in conditional and structural error correction models
HP Boswijk
Journal of econometrics 63 (1), 37-60, 1994
3121994
Efficient inference on cointegration parameters in structural error correction models
HP Boswijk
Journal of Econometrics 69 (1), 133-158, 1995
1921995
Dynamic specification and cointegration
P Boswijk, PH Franses
Oxford Bulletin of Economics and Statistics 54 (3), 369-381, 1992
1701992
Unit roots in periodic autoregressions
HP Boswijk, PH Franses
Journal of Time Series Analysis 17 (3), 221-245, 1996
1201996
Cointegration, identification and exogeneity: Inference in structural error correction models
HP Boswijk
AmsterdamThesis Publishers90517017649789051701760, 1992
931992
Identifiability of cointegrated systems
HP Boswijk
Tinbergen Institute, 1995
891995
On the econometrics of the Bass diffusion model
HP Boswijk, PH Franses
Journal of Business & Economic Statistics 23 (3), 255-268, 2005
872005
Identifying, estimating and testing restricted cointegrated systems: An overview
HP Boswijk, JA Doornik
Statistica Neerlandica 58 (4), 440-465, 2004
782004
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
731997
Testing identifiability of cointegrating vectors
HP Boswijk
Journal of Business & Economic Statistics 14 (2), 153-160, 1996
581996
Testing for a unit root with near-integrated volatility
HP Boswijk
Tinbergen Institute Discussion Paper, 2001
492001
Periodic cointegration: Representation and inference
HP Boswijk, PH Franses
The review of economics and statistics, 436-454, 1995
481995
38-A case of limited physics transfer. Jan Tinbergen's resources for re-shaping economics
M Boumans, P Boswijk, J Potters, G Hebbink, H Vijlbrief, R van Zijp, ...
481992
Method of moments estimation of go-garch models
HP Boswijk, R Van der Weide
Journal of Econometrics 163 (1), 118-126, 2011
432011
Cointegration, Identification and Exogeneity, Vol. 37 of Tinbergen Institute Research Series
HP Boswijk
Amsterdam: Thesis Publishers, 1992
431992
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
HP Boswijk
Econometric Theory 16 (6), 878-904, 2000
412000
Estimating spot volatility with high-frequency financial data
Y Zu, HP Boswijk
Journal of Econometrics 181 (2), 117-135, 2014
402014
Testing for periodic integration
HP Boswijk, PH Franses
Economics Letters 48 (3-4), 241-248, 1995
401995
Wake me up before you GO-GARCH
HP Boswijk, R Van Der Weide
Tinbergen Institute Discussion Paper, 2006
382006
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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