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