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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
5622007
Testing for an unstable root in conditional and structural error correction models
HP Boswijk
Journal of econometrics 63 (1), 37-60, 1994
4911994
Efficient inference on cointegration parameters in structural error correction models
HP Boswijk
Journal of Econometrics 69 (1), 133-158, 1995
2461995
Dynamic specification and cointegration
PH Franses, P Boswijk
Oxford Bulletin of Economics and Statistics, 369-382, 1992
1871992
Unit roots in periodic autoregressions
HP Boswijk, PH Franses
Journal of Time Series Analysis 17 (3), 221-245, 1996
1311996
On the econometrics of the Bass diffusion model
HP Boswijk, PH Franses
Journal of Business & Economic Statistics 23 (3), 255-268, 2005
1152005
Identifiability of cointegrated systems
HP Boswijk
Tinbergen Institute, 1995
981995
Identifying, estimating and testing restricted cointegrated systems: An overview
HP Boswijk, JA Doornik
Statistica Neerlandica 58 (4), 440-465, 2004
882004
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
761997
Cointegration, identification and exogeneity
HP Boswijk
Amsterdam: Tinbergen Institute Research Series 37, 1992
741992
Estimating spot volatility with high-frequency financial data
Y Zu, HP Boswijk
Journal of Econometrics 181 (2), 117-135, 2014
722014
Testing identifiability of cointegrating vectors
HP Boswijk
Journal of Business & Economic Statistics 14 (2), 153-160, 1996
671996
Method of moments estimation of go-garch models
HP Boswijk, R Van der Weide
Journal of Econometrics 163 (1), 118-126, 2011
662011
Cointegration, identification and exogeneity: Inference in structural error correction models
HP Boswijk
AmsterdamThesis Publishers, 1992
571992
Testing for a unit root with near-integrated volatility
HP Boswijk
Tinbergen Institute Discussion Paper, 2001
552001
Periodic cointegration: representation and inference
HP Boswijk, PH Franses
The review of economics and statistics, 436-454, 1995
551995
Wake me up before you GO-GARCH
HP Boswijk, R Van Der Weide
Tinbergen Institute Discussion Paper, 2006
502006
Multiple unit roots in periodic autoregression
HP Boswijk, PH Franses, N Haldrup
Journal of Econometrics 80 (1), 167-193, 1997
441997
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
421995
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