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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, Andre; Dijk, Herman K.van - In: Journal of econometrics 69 (1995) 1, pp. 27-60
Persistent link: https://www.econbiz.de/10006797935
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter - In: Journal of econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
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Annals of econometrics: Finite sample and asymptotic methods in econometrics
Smith, Richard J. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001714573
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Semi-nonparametric cointegration testing
Boswijk, Herman Peter; Lucas, André - In: Journal of econometrics 108 (2002) 2, pp. 253-280
Persistent link: https://www.econbiz.de/10001657609
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Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
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Editorial: Twenty years of cointegration
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008826882
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Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]
Boswijk, Herman Peter (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008827063
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Method of moments estimation of GO-GARCH models
Boswijk, Herman Peter; Weide, Roy van der - In: Journal of econometrics 163 (2011) 1, pp. 118-126
Persistent link: https://www.econbiz.de/10009270436
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Estimating spot volatility with high-frequency financial data
Zu, Yang; Boswijk, Herman Peter - In: Journal of econometrics 181 (2014) 2, pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
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Annals journal of econometrics: Causality and exogeneity in econometrics
Bauwens, Luc (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003348748