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Testing for self-excitation in jumps
Boswijk, Herman Peter; Laeven, Roger J. A.; Yang, Xiye - In: Journal of econometrics 203 (2018) 2, pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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Consistent nonparametric specification tests for stochastic volatility models based on the return distribution
Zu, Yang; Boswijk, Herman Peter - In: Journal of empirical finance 41 (2017), pp. 53-75
Persistent link: https://www.econbiz.de/10011746959
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Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
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Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter; Zu, Yang - In: The econometrics journal 21 (2018) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
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Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter; Cavaliere, Giuseppe; Georgiev, Iliyan - In: Journal of econometrics 224 (2021) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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Carl's nonlinear cobweb
Hommes, Cars H. - In: Journal of economic dynamics & control 91 (2018), pp. 7-20
Persistent link: https://www.econbiz.de/10011974124
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From self-fulfilling mistakes to behavioral learning equilibria
Hommes, Cars H. - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 97-123). 2017
Persistent link: https://www.econbiz.de/10011850356
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Behavioral and experimental macroeconomics and policy analysis : a complex systems approach
Hommes, Cars H. - In: Journal of economic literature 59 (2021) 1, pp. 149-219
Persistent link: https://www.econbiz.de/10012542608
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MONETARY AND FISCAL POLICY DESIGN AT THE ZERO LOWER BOUND : EVIDENCE FROM THE LAB
Hommes, Cars; Massaro, Domenico; Salle, Isabelle - In: Economic Inquiry 57 (2018) 2, pp. 1120-1140
Persistent link: https://www.econbiz.de/10012089287
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Endogenous fluctuations under evolutionary pressure in Cournot competition
Droste, Edward; Hommes, Cars; Tuinstra, Jan - In: Games and Economic Behavior 40 (2002) 2, pp. 232-269
Persistent link: https://www.econbiz.de/10005413880