H. Peter Boswijk
H. Peter Boswijk
Professor of Financial Econometrics, University of Amsterdam
Verified email at uva.nl - Homepage
Title
Cited by
Cited by
Year
Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
4982007
Testing for an unstable root in conditional and structural error correction models
HP Boswijk
Journal of econometrics 63 (1), 37-60, 1994
3331994
Efficient inference on cointegration parameters in structural error correction models
HP Boswijk
Journal of Econometrics 69 (1), 133-158, 1995
2111995
Dynamic specification and cointegration
PH Franses, P Boswijk
Oxford Bulletin of Economics and Statistics, 369-382, 1992
1721992
Unit roots in periodic autoregressions
HP Boswijk, PH Franses
Journal of Time Series Analysis 17 (3), 221-245, 1996
1191996
On the econometrics of the Bass diffusion model
HP Boswijk, PH Franses
Journal of Business & Economic Statistics 23 (3), 255-268, 2005
992005
Identifiability of cointegrated systems
HP Boswijk
Tinbergen Institute, 1995
901995
Identifying, estimating and testing restricted cointegrated systems: An overview
HP Boswijk, JA Doornik
Statistica Neerlandica 58 (4), 440-465, 2004
792004
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
771997
Cointegration, identification and exogeneity
HP Boswijk
Amsterdam: Tinbergen Institute Research Series 37, 1992
721992
Testing identifiability of cointegrating vectors
HP Boswijk
Journal of Business & Economic Statistics 14 (2), 153-160, 1996
601996
Cointegration, identification and exogeneity: Inference in structural error correction models
HP Boswijk
AmsterdamThesis Publishers, 1992
601992
Testing for a unit root with near-integrated volatility
HP Boswijk
Tinbergen Institute Discussion Paper, 2001
522001
Periodic cointegration: representation and inference
HP Boswijk, PH Franses
The review of economics and statistics, 436-454, 1995
511995
Method of moments estimation of go-garch models
HP Boswijk, R Van der Weide
Journal of Econometrics 163 (1), 118-126, 2011
482011
A case of limited physics transfer: Jan Tinbergen's resources for re-shaping economics
M Boumans
Thesis Publishers, 1992
471992
Estimating spot volatility with high-frequency financial data
Y Zu, HP Boswijk
Journal of Econometrics 181 (2), 117-135, 2014
462014
Mixed normality and ancillarity in I (2) systems
HP Boswijk
Econometric Theory, 878-904, 2000
422000
Wake me up before you GO-GARCH
HP Boswijk, R Van Der Weide
Tinbergen Institute Discussion Paper, 2006
412006
Multiple unit roots in periodic autoregression
PH Franses, P Boswijk, N Haldrup
Journal of Econometrics, 167-193, 1997
401997
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