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
4772007
Testing for an unstable root in conditional and structural error correction models
HP Boswijk
Journal of econometrics 63 (1), 37-60, 1994
3271994
Efficient inference on cointegration parameters in structural error correction models
HP Boswijk
Journal of Econometrics 69 (1), 133-158, 1995
2011995
Dynamic specification and cointegration
PH Franses, P Boswijk
Oxford Bulletin of Economics and Statistics, 369-382, 1992
1711992
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
972005
Cointegration, identification and exogeneity: Inference in structural error correction models
HP Boswijk
AmsterdamThesis Publishers90517017649789051701760, 1992
941992
Identifiability of cointegrated systems
HP Boswijk
Tinbergen Institute, 1995
891995
Identifying, estimating and testing restricted cointegrated systems: An overview
HP Boswijk, JA Doornik
Statistica Neerlandica 58 (4), 440-465, 2004
772004
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
751997
Testing identifiability of cointegrating vectors
HP Boswijk
Journal of Business & Economic Statistics 14 (2), 153-160, 1996
601996
Testing for a unit root with near-integrated volatility
HP Boswijk
Tinbergen Institute Discussion Paper, 2001
512001
Periodic cointegration: representation and inference
HP Boswijk, PH Franses
The review of economics and statistics, 436-454, 1995
511995
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, ...
491992
Method of moments estimation of go-garch models
HP Boswijk, R Van der Weide
Journal of Econometrics 163 (1), 118-126, 2011
472011
Estimating spot volatility with high-frequency financial data
Y Zu, HP Boswijk
Journal of Econometrics 181 (2), 117-135, 2014
432014
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
HP Boswijk
Econometric Theory 16 (6), 878-904, 2000
422000
Testing for periodic integration
HP Boswijk, PH Franses
Economics Letters 48 (3-4), 241-248, 1995
411995
Cointegration, Identification and Exogeneity, Vol. 37 of Tinbergen Institute Research Series
HP Boswijk
Amsterdam: Thesis Publishers, 1992
411992
Wake me up before you GO-GARCH
HP Boswijk, R Van Der Weide
Tinbergen Institute Discussion Paper, 2006
402006
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