Search results
Results: 139
Number of items: 139
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Abbring, J., Boswijk, P., & van Soest, A. (2019). Nobelprijzen in de Econometrie. TPEdigitaal, 13(1), 3-12. https://www.tpedigitaal.nl/sites/default/files/bestand/nobelprijzen-in-de-econometrie_0.pdf -
Boswijk, H. P., Cavaliere, G., Georgiev, I., & Rahbek, A. (2019). Bootstrapping Non-Stationary Stochastic Volatility. (Tinbergen Institute Discussion Paper; No. TI 2019-083/iii). Tinbergen Institute. https://www.tinbergen.nl/discussion-paper/5903/19-083-iii-bootstrapping-non-stationary-stochastic-volatility
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Boswijk, H. P., Bun, M. J. G., & Schinkel, M. P. (2019). Cartel Dating. Journal of Applied Econometrics, 34(1), 26-42. https://doi.org/10.2139/ssrn.2860613, https://doi.org/10.1002/jae.2660
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Boswijk, H. P., Laeven, R. J. A., & Yang, X. (2018). Testing for self-excitation in jumps. Journal of Econometrics, 203(2), 256-266. https://doi.org/10.1016/j.jeconom.2017.11.007
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Boswijk, H. P., & Zu, Y. (2018). Adaptive wild bootstrap tests for a unit root with non-stationary volatility. Econometrics Journal, 21(2), 87-113. https://doi.org/10.1111/ectj.12100
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Boswijk, H. P., & Paruolo, P. (2017). Likelihood ratio tests of restrictions on common trends loading matrices in I(2) VAR systems. Econometrics, 5(3), Article 28. https://doi.org/10.3390/econometrics5030028
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Zu, Y., & Boswijk, H. P. (2017). Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. Journal of Empirical Finance, 41, 53-75. https://doi.org/10.1016/j.jempfin.2016.12.005
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Abbring, J., Boswijk, P., & Franses, P. H. (2016). Canon deel 23: econometrie. Economisch-Statistische Berichten, 101(4727), 106-111. http://www.economie.nl/artikel/canon-deel-23-econometrie
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Boswijk, H. P., Francq, C., Hallin, M., & Taylor, R. (2016). Editorial: Special Issue on Time Series Econometrics. Computational Statistics and Data Analysis, 100, 631-632. https://doi.org/10.1016/j.csda.2016.02.006
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