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On the formulation of Wald tests on long-run parameters
Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 137-144
Persistent link: https://www.econbiz.de/10001139541
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Dynamic specification and cointegration
Boswijk, Herman Peter; Franses, Philip Hans - 1991
Persistent link: https://www.econbiz.de/10000820492
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter; Franses, Philip Hans; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000925514
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Identifiability of cointegrated systems
Boswijk, Herman Peter - 1995
Persistent link: https://www.econbiz.de/10000909278
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter; Franses, Philip Hans; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930725
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862
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Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter; Doornik, Jurgen A. - 1999
Persistent link: https://www.econbiz.de/10001365103
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A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter; Lucas, André; Taylor, Nicholas - 1999
Persistent link: https://www.econbiz.de/10001365108
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Dynamic specification and cointegration
Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001330269