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Results: 139
Number of items: 139
  • 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
  • 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
  • Open Access
    Pua, A. A. Y. (2016). Responses to the incidental parameter problem. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Liu, Y. (2016). Time-varying correlation and common structures in volatility. [Thesis, fully internal, Universiteit van Amsterdam].
  • 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
    Yang, X. (2015). Essays on high frequency financial econometrics. [Thesis, fully internal, Universiteit van Amsterdam]. Tinbergen Institute.
  • Open Access
    Juodis, A. (2015). Essays in panel data modelling. [Thesis, fully internal, Universiteit van Amsterdam].
  • 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. (2013). Cointegration analysis of the dynamic Nelson-Siegel model using the wild bootstrap. Aenorm, 21(81), 30-34. http://www.aenorm.nl/editions/?edt=24&art=235
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