H. Peter Boswijk

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Philip Hans FransesErasmus School of EconomicsVerifierad e-postadress på ese.eur.nl
Cars HommesUniversiteit van Amsterdam and Bank of CanadaVerifierad e-postadress på uva.nl
Yang ZuDepartment of Economics, University of MacauVerifierad e-postadress på um.edu.mo
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamVerifierad e-postadress på ese.eur.nl
Sebastiano ManzanZicklin School of Business, Baruch College (CUNY)Verifierad e-postadress på baruch.cuny.edu
Roy van der WeideThe World BankVerifierad e-postadress på worldbank.org
Jean-Pierre UrbainProfessor of Time Series EconometricsVerifierad e-postadress på maastrichtuniversity.nl
Andrei LaluPhD Candidate, University of AmsterdamVerifierad e-postadress på uva.nl
Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerifierad e-postadress på vu.nl
Robert TaylorJohn C. Nankervis Chair of Financial Econometrics, University of EssexVerifierad e-postadress på essex.ac.uk
Giuseppe CavaliereUniversity of Bologna and University of ExeterVerifierad e-postadress på unibo.it
Anders RahbekProfessor, University of CopenhagenVerifierad e-postadress på econ.ku.dk
Luc BauwensProfessor of Economics, Université catholique de LouvainVerifierad e-postadress på uclouvain.be
Shuba SrinivasanbuVerifierad e-postadress på bu.edu
Michael JanssonProfessor of Economics, UC BerkeleyVerifierad e-postadress på berkeley.edu
Paolo ParuoloEuropean Commission Joint Research CentreVerifierad e-postadress på ec.europa.eu
Dennis FokProfessor of Econometrics and Data Science, Erasmus School of EconomicsVerifierad e-postadress på ese.eur.nl
Frank de JongProfessor of FinanceVerifierad e-postadress på tilburguniversity.edu

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H. Peter Boswijk

Professor of Financial Econometrics, University of Amsterdam

Verifierad e-postadress på uva.nl - Startsida

econometrics time series cointegration unit roots


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Testing for an unstable root in conditional and structural error correction models HP Boswijk Journal of econometrics 63 (1), 37-60, 1994	673	1994
Behavioral heterogeneity in stock prices HP Boswijk, CH Hommes, S Manzan Journal of Economic dynamics and control 31 (6), 1938-1970, 2007	611	2007
Efficient inference on cointegration parameters in structural error correction models HP Boswijk Journal of Econometrics 69 (1), 133-158, 1995	292	1995
Dynamic specification and cointegration PH Franses, P Boswijk Oxford Bulletin of Economics and Statistics, 369-382, 1992	196	1992
Unit roots in periodic autoregressions HP Boswijk, PH Franses Journal of Time Series Analysis 17 (3), 221-245, 1996	135	1996
On the econometrics of the Bass diffusion model HP Boswijk, PH Franses Journal of Business & Economic Statistics 23 (3), 255-268, 2005	130	2005
Identifying, estimating and testing restricted cointegrated systems: An overview HP Boswijk, JA Doornik Statistica Neerlandica 58 (4), 440-465, 2004	102	2004
Identifiability of cointegrated systems HP Boswijk Tinbergen Institute, 1995	102	1995
Estimating spot volatility with high-frequency financial data Y Zu, HP Boswijk Journal of Econometrics 181 (2), 117-135, 2014	95	2014
Lagrance-multiplier tersts for weak exogeneity: a synthesis H Peter Boswijk, JP Urbain Econometric Reviews 16 (1), 21-38, 1997	80	1997
Cointegration, Identification and Exogeneity, Vol. 37 of Tinbergen Institute Research Series HP Boswijk Amsterdam: Thesis Publishers, 1992	79	1992
Testing identifiability of cointegrating vectors HP Boswijk Journal of Business & Economic Statistics 14 (2), 153-160, 1996	72	1996
Method of moments estimation of go-garch models HP Boswijk, R Van der Weide Journal of Econometrics 163 (1), 118-126, 2011	71	2011
Periodic cointegration: Representation and inference HP Boswijk, PH Franses The review of economics and statistics, 436-454, 1995	62	1995
Wake me up before you GO-GARCH HP Boswijk, R Van Der Weide Tinbergen Institute Discussion Paper, 2006	61	2006
Cointegration, identification and exogeneity: Inference in structural error correction models HP Boswijk AmsterdamThesis Publishers, 1992	60	1992
Testing for a unit root with near-integrated volatility HP Boswijk Tinbergen Institute Discussion Paper, 2001	56	2001
Multiple unit roots in periodic autoregression HP Boswijk, PH Franses, N Haldrup Journal of Econometrics 80 (1), 167-193, 1997	49	1997
Mixed normality and ancillarity in I (2) systems HP Boswijk Econometric Theory 16 (6), 878-904, 2000	45	2000
Cartel dating HP Boswijk, MJG Bun, MP Schinkel Journal of Applied Econometrics 34 (1), 26-42, 2019	44	2019

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