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MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS
Hendry, David F.; Doornik, Jurgen - In: Scottish journal of political economy : the journal of … 41 (1994) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10007712766
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Why Frequency Matters for Unit Root Testing in Financial Time Series
Boswijk, H. Peter; Klaassen, Franc - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 351-358
Persistent link: https://www.econbiz.de/10009995977
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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
Boswijk, H. Peter - In: Economics letters 107 (2010) 2, pp. 190-194
Persistent link: https://www.econbiz.de/10008400759
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Causality and exogeneity in econometrics
Bauwens, Luc; Peter Boswijk, H.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-310
Persistent link: https://www.econbiz.de/10007286191
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Method of moments estimation of GO-GARCH models
Peter Boswijk, H.; van der Weide, Roy - In: Journal of econometrics 163 (2011) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10009017639