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Results: 139
Number of items: 139
  • 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
  • Open Access
    Liu, Y. (2016). Time-varying correlation and common structures in volatility. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Pua, A. A. Y. (2016). Responses to the incidental parameter problem. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Boswijk, H. P., Bun, M. J. G., & Schinkel, M. P. (2016). Cartel Dating. (ACLE Working Paper Series; No. 2016-05). Amsterdam Center for Law & Economics, University of Amsterdam. https://doi.org/10.2139/ssrn.2860613
  • Boswijk, H. P., Jansson, M., & Nielsen, M. Ø. (2015). Improved likelihood ratio tests for cointegration rank in the VAR model. Journal of Econometrics, 184(1), 97-110. https://doi.org/10.1016/j.jeconom.2014.08.007
  • Open Access
    Juodis, A. (2015). Essays in panel data modelling. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Yang, X. (2015). Essays on high frequency financial econometrics. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
  • Open Access
    van Garderen, K. J., & Boswijk, H. P. (2014). Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors. Economics Letters, 122(2), 224-228. https://doi.org/10.1016/j.econlet.2013.12.003
  • Open Access
    Zu, Y., & Boswijk, H. P. (2014). Estimating spot volatility with high-frequency financial data. Journal of Econometrics, 181(2), 117-135. https://doi.org/10.1016/j.jeconom.2014.04.001
  • Boswijk, H. P., Cavaliere, G., Rahbek, A., & Taylor, A. M. R. (2013). Inference on co-integration parameters in heteroskedastic vector autoregressions. (Tinbergen Institute Discussion Papers; No. 2013-187/III). Tinbergen Institute. http://papers.tinbergen.nl/13187.pdf
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