Browsing All of EconStor by Author Boswijk, H. Peter


Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
1999Distribution Approximations for Cointegration Tests with Stationary Exogenous RegressorsBoswijk, H. Peter; Doornik, Jurgen A.
1999A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration TestsBoswijk, H. Peter; Lucas, Andre; Taylor, Nick
2001Block Local to Unity and Continuous Record AsymptoticsBoswijk, H. Peter
2001Testing for a Unit Root with Near-Integrated VolatilityBoswijk, H. Peter
2002How Large is Average Economic Growth? Evidence from a Robust MethodBoswijk, H. Peter; Franses, Philip Hans
2005Why Frequency Matters for Unit Root TestingBoswijk, H. Peter; Klaassen, Franc
2006Wake me up before you GO-GARCHBoswijk, H. Peter; van der Weide, Roy
2012Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ø.
2012Improved likelihood ratio tests for cointegration rank in the VAR modelBoswijk, H. Peter; Jansson, Michael; Ørregaard Nielsen, Morten
2013Inference on Co-integration Parameters in Heteroskedastic Vector AutoregressionsBoswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
2016Cartel DatingBoswijk, H. Peter; Bun, Maurice J.G.; Schinkel, Maarten Pieter
2017Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR SystemsBoswijk, H. Peter; Paruolo, Paolo
2022Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space RepresentationBoswijk, H. Peter; Laeven, Roger J. A.; Vladimirov, Evgenii