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Results: 139
Number of items: 139
  • Franses, P. H., & Boswijk, H. P. (1993). Temporal aggregation in a periodically integrated autoregressive process. (Department of economics research memorandum; No. FEW 599). Tilburg University.
  • Open Access
    Boswijk, H. P. (1993). On the formulation of Wald tests on long-run parameters. Oxford Bulletin of Economics and Statistics, 55, 137-144.
  • Boswijk, H. P., & Franses, P. H. (1992). Testing for periodic integration. (Economic Institute report; No. 9216A). Erasmus University.
  • Boswijk, H. P. (1992). Efficient inference on cointegration parameters in structural error correction models. (Report AE; No. 10/92). UvA.
  • Boswijk, H. P. (1992). Testing for an unstable root in conditional and structural error correction models. (Report AE; No. 11/92). UvA.
  • Boswijk, H. P. (1992). Cointegration, identification and exogeneity: inference in structural error correction models. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • Open Access
    Boswijk, H. P., & Franses, P. H. (1992). Dynamic specification and cointegration. Oxford Bulletin of Economics and Statistics, 54, 369-381. https://doi.org/10.1111/j.1468-0084.1992.tb00007.x
  • Boswijk, H. P., & Wit, J. (1991). The asymptotic powerfunction of unit root tests based on the Durbin-Watson statistic. (Report AE; No. 24/91). UvA.
  • Boswijk, H. P. (1991). The LM-test for weak exogeneity in error correction models. (Report AE; No. 13/91). UvA.
  • Boswijk, H. P. (1991). Optimal structural estimation of triangular systems: II. The nonstationary case. Econometric Theory, 7, 556-558.
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