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Results: 139
Number of items: 139
  • Boswijk, H. P., Lucas, A., & Taylor, N. (1998). A Comparison of Parametric, Semi-nonparametric, Adaptive and Nonparametric Cointegration Tests. (Research Memorandum; No. 62). Vrije Universiteit - FEWE.
  • Boswijk, H. P. (1998). Review of "Elements of Modern Asymptotic Theory with Statistical Applications" [Review of: B. McCabe, A. Tremayne (1993) Elements of Modern Asymptotic Theory with Statistical Applications]. Econometric Reviews, 17(3), 329-334.
  • Boswijk, H. P., & Franses, P. H. (1997). Common persistence in nonlinear autoregressive models. (Tinbergen Institute discussion paper; No. TI 97-003/4). Tinbergen Institute.
  • Boswijk, H. P., & Urbain, J. P. (1997). Lagrange-multiplier tests for weak exogeneity: a synthesis. Econometric Reviews, 16(1), 21-38. https://doi.org/10.1080/07474939708800370
  • Open Access
    Boswijk, H. P., Franses, P. H., & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80(1), 167-193. https://doi.org/10.1016/S0304-4076(97)81127-X
  • Open Access
    Boswijk, H. P., & Lu, M. (1997). Roots of an orthogonal matrix - solution. Econometric Theory, 13(6), 894-895. https://doi.org/10.1017/S026646660000637X
  • Boswijk, H. P., & Franses, P. H. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17(3), 221-245. https://doi.org/10.1111/j.1467-9892.1996.tb00274.x
  • Boswijk, H. P. (1996). Testing identifiablility of cointegrating vectors. Journal of Business & Economic Statistics, 14(2), 153-160. https://doi.org/10.2307/1392426
  • Boswijk, H. P. (1996). Mixed normality and ancillarity in I(2) systems. (Tinbergen Institute discussion paper; No. TI 96-130/7). Tinbergen Institute.
  • Boswijk, H. P., & Franses, P. H. (1996). Common persistence in nonlinear autoregressive models. (UCSD discussion paper; No. 96-10). Unknown Publisher.
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